Pages that link to "Item:Q2731031"

The following pages link to An Analogue of Pitman’s <i>2</i>M <i>— X</i> Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws (Q2731031):

Displayed 9 items.

• Multivariate Matsumoto-Yor property is rather restrictive (Q872096) ‎ (← links)
• Some explicit Krein representations of certain subordinators, including the gamma process (Q998128) ‎ (← links)
• Interpretation via Brownian motion of some independence properties between GIG and gamma variables. (Q1424466) ‎ (← links)
• The Matsumoto-Yor property on trees (Q1763109) ‎ (← links)
• On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: A short proof (Q1827551) ‎ (← links)
• An independence property for the product of GIG and gamma laws (Q1872530) ‎ (← links)
• A link between the Matsumoto-Yor property and an independence property on trees (Q2495416) ‎ (← links)
• The Matsumoto\,-\,Yor property and the structure of the Wishart distribution (Q2581513) ‎ (← links)
• Hitting times of Brownian motion and the Matsumoto-Yor property on trees (Q2642037) ‎ (← links)