Characterization of positively correlated squared Gaussian processes

Citation
Eisenbaum, Nathalie, Characterization of positively correlated squared Gaussian processes, Annals of probability , 42(2), 2014, pp. 559-575
Journal title
ISSN journal
00911798
Volume
42
Issue
2
Year of publication
2014
Pages
559 - 575
Database
ACNP
SICI code
Abstract
We solve a conjecture raised by Evans in 1991 on the characterization of the positively correlated squared Gaussian vectors. We extend this characterization from squared Gaussian vectors to permanental vectors. As side results, we obtain several equivalent formulations of the property of infinite divisibility for squared Gaussian processes.