Probabilistic proof of product formulas for Bessel functions

DOI10.3150/14-BEJ649zbMath1364.33009arXiv1202.5165OpenAlexW1713616635MaRDI QIDQ888486

Nizar Demni, Luc Deleaval

Publication date: 30 October 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.5165

zbMATH Keywords

hypergeometric functionsconditional independenceproduct formulamatrix-variate normal distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Cites Work

• Bessel functions of matrix argument
• Continuous crystal and Duistermaat-Heckman measure for Coxeter groups.
• Statistics on special manifolds
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