Multivariate Matsumoto-Yor property is rather restrictive (Q872096)

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scientific article; zbMATH DE number 5137627
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    Multivariate Matsumoto-Yor property is rather restrictive
    scientific article; zbMATH DE number 5137627

      Statements

      Multivariate Matsumoto-Yor property is rather restrictive (English)
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      27 March 2007
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      gamma distribution
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      generalized inverse Gaussian distribution
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      Matsumoto-Yor property
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      independence
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