Random continued fractions and inverse Gaussian distribution on a symmetric cone
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Publication:1890736
DOI10.1007/BF02212879zbMath0820.60008MaRDI QIDQ1890736
Publication date: 23 May 1995
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Probability distributions: general theory (60E05) Probability theory on algebraic and topological structures (60B99)
Related Items (7)
An independence property for the product of GIG and gamma laws ⋮ The Matsumoto-Yor property and its converse on symmetric cones ⋮ Continued fractions built from convex sets and convex functions ⋮ Explicit invariant measures for products of random matrices ⋮ The limiting spectral measure of the generalised inverse Gaussian random matrix model ⋮ Characterizations of GIG laws: a survey ⋮ More on connections between Wishart and matrix GIG distributions
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