The Matsumoto-Yor property and its converse on symmetric cones (Q2360644)

The Matsumoto-Yor property (see [\textit{H. Matsumoto} and \textit{M. Yor}, Nagoya Math. J. 162, 65--86 (2001; Zbl 0983.60075)]) of the generalized inverse Gaussian and gamma distributions has been extended in different ways. Here, a new proof of its converse result is given in the case the involved random variables take values in any irreducible symmetric cone. The only smoothness assumption for the densities of the involded variables was to require continuity.