About an extension of the Matsumoto-Yor property

DOI10.1214/23-AIHP1373zbMATH Open1548.60046MaRDI QIDQ6616044

Gérard Letac, Jacek Wesołowski

Publication date: 8 October 2024

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

zbMATH Keywords

Bessel differential equationMatsumoto-Yor propertyGIG distributiondiscrete Korteweg-de Vries equationgeneralized inverse Gaussian distributions (GIG)matrix GIG distribution

Mathematics Subject Classification ID

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Cites Work

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

Related Items (2)

Independence preserving property of Kummer laws ⋮ Reversible Markov kernels and involutions on product spaces

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