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On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos

Andreas Basse-O’Connor, Jan Pedersen, Victor Rohde
Published: 28 August 2020
 by  VTeX
Modern Stochastics: Theory and Applications pp 267-289; doi:10.15559/20-vmsta160

Abstract: Publisher: VTeX - Solutions for Science Publishing, Journal: Modern Stochastics - Theory and Applications, Title: On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos, Authors: Andreas Basse-O’Connor, Jan Pedersen, Victor Rohde , Infinite divisibility of a class of two-dimensional vectors with components in the second Wiener chaos is studied. Necessary and sufficient conditions for infinite divisibility are presented as well as more easily verifiable sufficient conditions. The case where both components consist of a sum of two Gaussian squares is treated in more depth, and it is conjectured that such vectors are infinitely divisible.
Keywords: chaos / publishing / infinite divisibility / two dimensional / Wiener / stochastics / Sufficient / Dimensional Vectors
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