Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference18 articles.
1. Bernadac, É.: Random continued fractions and inverse Gaussian distribution on a symmetric cone. J. Theor. Probab. 8(2), 221–259 (1995)
2. Bobecka, K.: The Matsumoto–Yor property on trees for matrix variates of different dimensions. J. Multivar. Anal. 141, 22–34 (2015)
3. Chou, C.-W., Huang, W.-J.: On characterizations of the gamma and generalized inverse Gaussian distributions. Stat. Probab. Lett. 69(4), 381–388 (2004)
4. Faraut, J., Korányi, A.: Analysis on Symmetric Cones. Oxford Mathematical Monographs. The Clarendon Press Oxford University Press, New York (1994). Oxford Science Publications
5. Herz, C.S.: Bessel functions of matrix argument. Ann. Math. 2(61), 474–523 (1955)
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. About an extension of the Matsumoto–Yor property;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2024-08-01
2. Yang-Baxter maps and independence preserving property;Electronic Journal of Probability;2024-01-01
3. The Matsumoto-Yor property in free probability via subordination and Boolean cumulants;Latin American Journal of Probability and Mathematical Statistics;2022
4. A Matsumoto–Yor characterization for Kummer and Wishart random matrices;Journal of Mathematical Analysis and Applications;2018-04