Independence properties of the Matsumoto-Yor type

DOI10.3150/10-BEJ325zbMath1250.62010arXiv1203.0381OpenAlexW3098358436MaRDI QIDQ408091

Pierre Vallois, Angelo Efoevi Koudou

Publication date: 29 March 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.0381

zbMATH Keywords

gamma distributionKummer distributionMatsumoto-Yor propertygeneralized inverse Gaussian distribution

Mathematics Subject Classification ID

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

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