The Lukacs–Olkin–Rubin theorem on symmetric cones through Gleason's theorem

DOI10.4064/sm217-1-1zbMath1429.62178arXiv1206.6091OpenAlexW2132611584WikidataQ57735344 ScholiaQ57735344MaRDI QIDQ2847824

Bartosz Kołodziejek

Publication date: 11 September 2013

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.6091

zbMATH Keywords

independencefunctional equationsWishart distributionsymmetric conesGleason's theorem

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (4)

The Matsumoto-Yor property and its converse on symmetric cones ⋮ The Lukacs-Olkin-Rubin theorem on symmetric cones without invariance of the ``quotient ⋮ A Matsumoto-Yor characterization for Kummer and Wishart random matrices ⋮ Multiplicative Cauchy functional equation on symmetric cones

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