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A Matsumoto-Yor characterization for Kummer and Wishart random matrices - MaRDI portal

A Matsumoto-Yor characterization for Kummer and Wishart random matrices (Q681798)

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A Matsumoto-Yor characterization for Kummer and Wishart random matrices
scientific article

    Statements

    title
    A Matsumoto-Yor characterization for Kummer and Wishart random matrices (English)
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    publication date
    13 February 2018
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    zbMATH Keywords
    Matsumoto-Yor property
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    Wishart distribution
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    matrix Kummer distribution
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    matrix beta distribution
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    functional equations
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    cites work

    Identifiers

    zbMATH DE Number
    6837591
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    OpenAlex ID
    W2758996107
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    Wikidata QID
    Q57735308
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    arXiv ID
    1709.10267
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