Andreas Basse-O'Connor, Jan Pedersen, Victor Rohde
Published 2017-05-26Version 1
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 is 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.
A Cramér--Wold device for infinite divisibility of $\mathbb{Z}^d$-valued distributions
Inequalities for m-Divisible Distributions and Testing of Infinite Divisibility
Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in $R^{2}$ with non--zero mean
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