On a functional equation related to the Matsumoto-Yor property

DOI10.1007/s00010-002-8022-8zbMath0998.39016OpenAlexW1985997935MaRDI QIDQ1601708

Jacek Wesołowski

Publication date: 27 June 2002

Published in: Aequationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00010-002-8022-8

zbMATH Keywords

independencefunctional equationGaussian distributiongeneralized inversegamma distributionlocal integrabilitybivariate probability measure

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Functional equations for real functions (39B22)

Related Items (5)

The Matsumoto-Yor property and its converse on symmetric cones ⋮ Kummer and gamma laws through independences on trees -- another parallel with the Matsumoto-Yor property ⋮ Multivariate Matsumoto-Yor property is rather restrictive ⋮ Interpretation via Brownian motion of some independence properties between GIG and gamma variables. ⋮ A Matsumoto-Yor characterization for Kummer and Wishart random matrices

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