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Infinite Divisibility of Gaussian Squares with Non-zero Means

   
@article{ECP1389,
	author = {Michael Marcus and Jay Rosen},
	title = {Infinite Divisibility of Gaussian Squares with Non-zero Means},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {13},
	year = {2008},
	keywords = {Gaussian vectors, infinite divisibility, Markov chains},
	abstract = {We give necessary and sufficient conditions for a Gaussian vector with non-zero mean, to have infinitely divisible squares for all scalar multiples of the mean, and show how the this vector is related to the local times of a Markov chain determined by the covariance matrix of the Gaussian vector. Our results add to results of Griffiths, Bapat, Eisenbaum and Kaspi.},
	pages = {no. 36, 364-376},
	issn = {1083-589X},
	doi = {10.1214/ECP.v13-1389},    
        url = {http://ecp.ejpecp.org/article/view/1389}}