Interpretation via Brownian motion of some independence properties between GIG and gamma variables. (Q1424466)
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scientific article
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English | Interpretation via Brownian motion of some independence properties between GIG and gamma variables. |
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Interpretation via Brownian motion of some independence properties between GIG and gamma variables. (English)
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14 March 2004
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Brownian motions with drifts
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Generalized inverse Gaussian distributions
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Exponential Brownian functionals
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