Independence properties of the Matsumoto-Yor type (Q408091): Difference between revisions
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Property / author | |||
Property / author: Angelo Efoevi Koudou / rank | |||
Property / author | |||
Property / author: Pierre Vallois / rank | |||
Property / review text | |||
The object of this paper are Letac-Wesolowski-Matsumoto-Yor (LWMY) functions. These are decreasing functions from \((0,\infty)\) onto \((0,\infty)\) with the following property: there exist independent positive random variables \(X\) and \(Y\) such that the variables \(f(X+Y)\) and \(f(X)-f(X+Y)\) are independent. The authors prove that under additional assumptions there are essentially four such functions. | |||
Property / review text: The object of this paper are Letac-Wesolowski-Matsumoto-Yor (LWMY) functions. These are decreasing functions from \((0,\infty)\) onto \((0,\infty)\) with the following property: there exist independent positive random variables \(X\) and \(Y\) such that the variables \(f(X+Y)\) and \(f(X)-f(X+Y)\) are independent. The authors prove that under additional assumptions there are essentially four such functions. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Nicko G. Gamkrelidze / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62E10 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60E05 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6019035 / rank | |||
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Property / zbMATH Keywords | |||
gamma distribution | |||
Property / zbMATH Keywords: gamma distribution / rank | |||
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generalized inverse Gaussian distribution | |||
Property / zbMATH Keywords: generalized inverse Gaussian distribution / rank | |||
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Kummer distribution | |||
Property / zbMATH Keywords: Kummer distribution / rank | |||
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Property / zbMATH Keywords | |||
Matsumoto-Yor property | |||
Property / zbMATH Keywords: Matsumoto-Yor property / rank | |||
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Property / author | |||
Property / author: Angelo Efoevi Koudou / rank | |||
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Property / author | |||
Property / author: Pierre Vallois / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / arXiv ID | |||
Property / arXiv ID: 1203.0381 / rank | |||
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Property / cites work | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 01:24, 5 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Independence properties of the Matsumoto-Yor type |
scientific article |
Statements
Independence properties of the Matsumoto-Yor type (English)
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29 March 2012
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The object of this paper are Letac-Wesolowski-Matsumoto-Yor (LWMY) functions. These are decreasing functions from \((0,\infty)\) onto \((0,\infty)\) with the following property: there exist independent positive random variables \(X\) and \(Y\) such that the variables \(f(X+Y)\) and \(f(X)-f(X+Y)\) are independent. The authors prove that under additional assumptions there are essentially four such functions.
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gamma distribution
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generalized inverse Gaussian distribution
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Kummer distribution
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Matsumoto-Yor property
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