A characterization of the generalized inverse Gaussian distribution by continued fractions

DOI10.1007/BF00534200zbMath0488.60020MaRDI QIDQ3949717

Gérard Letac, Vanamamalai Seshadri

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

continued fractionsinverse Gaussian distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items

An independence property for the product of GIG and gamma laws, Random continued fractions and inverse Gaussian distribution on a symmetric cone, On Kummer's distribution of type two and a generalized beta distribution, Independence properties of the Matsumoto-Yor type, Explicit invariant measures for products of random matrices, Random continued fractions with beta-hypergeometric distribution, Sieving random iterative function systems, Interpretation via Brownian motion of some independence properties between GIG and gamma variables., About the Stein equation for the generalized inverse Gaussian and Kummer distributions, An Analogue of Pitman’s 2M — X Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws, On free generalized inverse Gaussian distributions, Excursions of diffusion processes and continued fractions, Padé approximants of random Stieltjes series, Characterizations of GIG laws: a survey, More on connections between Wishart and matrix GIG distributions, Explicit stationary distributions for compositions of random functions and products of random matrices, Optimal life schedule with stochastic growth in age-size structured models: theory and an application

Cites Work

• Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
• Unnamed Item
• Unnamed Item