On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos
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 t...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
VTeX
2020-08-01
|
| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/20-VMSTA160 |