The Matsumoto-Yor property on trees
type: Item
instance of: scholarly article
title: The Matsumoto-Yor property on trees
zbMATH Open document ID: 1055.62012
author: Hélène Massam
author: Jacek Wesołowski
published in: Bernoulli
publication date: 2005-02-21T00:00:00Z
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 2135439
zbMATH Keywords: characterization of the product of a gamma and generalized inverse Gaussian
zbMATH Keywords: gamma
zbMATH Keywords: independence
zbMATH Keywords: inverse Gaussian
zbMATH Keywords: Matsumoto-Yor property
zbMATH Keywords: tree
zbMATH Keywords: Wishart
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.3150/bj/1093265636
OpenAlex ID: W2003861318
cites work: A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
cites work: Q4801471
cites work: An independence property for the product of GIG and gamma laws
cites work: An analogue of Pitman's \(2M-X\) theorem for exponential Winer functionals. II: The role of the generalized inverse Gaussian laws
cites work: Interpretation via Brownian motion of some independence properties between GIG and gamma variables.
cites work: Mutual characterizations of the gamma and the generalized inverse Gaussian laws by constancy of regression
cites work: The Matsumoto–Yor independence property for GIG and Gamma laws, revisited
DOI: 10.3150/BJ/1093265636
description: scientific article; zbMATH DE number 2135439