On critical points for Gaussian vectors with infinitely divisible squares

Title: On critical points for Gaussian vectors with infinitely divisible squares
Identifier: d_2009_2013:41f1c4eeefcc:10115
identifier: 10205
Creator: Kogan, Hana,
Contributor: Michael B. Marcus
Date: 2009
Language: English
Publisher: City University of New York.
Subject: Mathematics | associated process | critical point | gaussian vector | infinite divisibility
Abstract: This paper is concerned with the necessary conditions for infinite divisibility of the squares of Gaussian vectors with non-zero means. A Gaussian vector G with zero mean is said to have a critical point alpha0; 0<a0<infinity if the vector ((G1+alpha)2; (G 2+alpha)2, ..) is infinitely divisible for all |alpha| ≤ alpha 0 and is not infinitely divisible for all |alpha| > alpha0 . We derive an upper bound for the critical point of a Gaussian n-dimensional vector via the asymptotic analysis of its Laplace transform.
Type: dissertation
Source: 2009_2013.csv
degree: Ph.D.
Program: Mathematics

Media: On critical points for Gaussian vectors with infinitely divisible squares