The Matsumoto–Yor independence property for GIG and Gamma laws, revisited

DOI10.1017/S030500410200587XzbMath0997.62013OpenAlexW2078503364MaRDI QIDQ4551568

Jacek Wesołowski

Publication date: 14 November 2002

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s030500410200587x

zbMATH Keywords

random matricesgamma distributionsgeneralized inverse Gaussian distributions

Mathematics Subject Classification ID

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

Related Items (17)

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