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):

Displaying 36 items.

• On Kummer's distribution of type two and a generalized beta distribution (Q312086) (← links)
• Kummer and gamma laws through independences on trees -- another parallel with the Matsumoto-Yor property (Q321906) (← links)
• On the Matsumoto-Yor property in free probability (Q323811) (← links)
• Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
• Independence properties of the Matsumoto-Yor type (Q408091) (← links)
• A Matsumoto-Yor property for Kummer and Wishart random matrices (Q712515) (← links)
• Tree structured independence for exponential Brownian functionals (Q734668) (← links)
• The Matsumoto-Yor property on trees for matrix variates of different dimensions (Q746865) (← links)
• Multivariate Matsumoto-Yor property is rather restrictive (Q872096) (← links)
• On the Matsumoto-Yor type regression characterization of the gamma and Kummer distributions (Q900938) (← 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)
• Change of measure technique in characterizations of the gamma and Kummer distributions (Q1682089) (← 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)
• Another look at the Hartman-Watson distributions (Q2006374) (← links)
• On free generalized inverse Gaussian distributions (Q2008146) (← links)
• K-Hartman-Watson distributions: a study on distributional dependencies between functionals of geometric Brownian motion, GIG and Hartman-Watson distributions (Q2009288) (← links)
• Bi-infinite solutions for KdV- and Toda-type discrete integrable systems based on path encodings (Q2099848) (← links)
• Discrete integrable systems and Pitman's transformation (Q2119923) (← links)
• Busemann functions and semi-infinite O'Connell-Yor polymers (Q2174986) (← links)
• On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable (Q2196538) (← links)
• Multivariate reciprocal inverse Gaussian distributions from the Sabot-Tarrès-Zeng integral (Q2293388) (← links)
• On the distribution of verhulst process (Q2355527) (← links)
• The Matsumoto-Yor property and its converse on symmetric cones (Q2360644) (← links)
• Fractional intertwinings between two Markov semigroups (Q2390986) (← links)
• A link between the Matsumoto-Yor property and an independence property on trees (Q2495416) (← links)
• Characterizations of GIG laws: a survey (Q2509802) (← 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)
• Extensions of Bougerol's identity in law and the associated anticipative path transformations (Q2668501) (← links)
• Matsumoto–Yor Process and Infinite Dimensional Hyperbolic Space (Q2798594) (← links)
• Invariance formulas for stopping times of squared Bessel process (Q4685698) (← links)
• (Q5870402) (← links)
• Yang-Baxter maps and independence preserving property (Q6126955) (← links)