A link between the Matsumoto–Yor property and an independence property on trees
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference7 articles.
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2. Trees with random conductivities and the (reciprocal) inverse Gaussian distribution;Barndorff-Nielsen;Adv. Appl. Probab.,1998
3. Stochastic Processes with Applications;Bhattacharya,1990
4. An independence property for the product of GIG and gamma laws;Letac;Ann. Probab.,2000
5. The Matsumoto–Yor property on trees;Massam;Bernoulli,2004
Cited by 6 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. On the Matsumoto–Yor type regression characterization of the gamma and Kummer distributions;Statistics & Probability Letters;2015-12
2. The Matsumoto–Yor property on trees for matrix variates of different dimensions;Journal of Multivariate Analysis;2015-10
3. Characterizations of GIG laws: A survey;Probability Surveys;2014-01-01
4. Independence properties of the Matsumoto–Yor type;Bernoulli;2012-02-01
5. Tree structured independence for exponential Brownian functionals;Stochastic Processes and their Applications;2009-10
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