Random continued fractions and inverse Gaussian distribution on a symmetric cone

DOI10.1007/BF02212879zbMath0820.60008MaRDI QIDQ1890736

Evelyne Bernadac

Publication date: 23 May 1995

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

inverse Gaussian distribution; Wishart distribution; convergence criterion for continued fractions

Mathematics Subject Classification ID

60E05: Probability distributions: general theory

60B99: Probability theory on algebraic and topological structures

Related Items

More on connections between Wishart and matrix GIG distributions, An independence property for the product of GIG and gamma laws, The limiting spectral measure of the generalised inverse Gaussian random matrix model, The Matsumoto-Yor property and its converse on symmetric cones, Characterizations of GIG laws: a survey, Continued fractions built from convex sets and convex functions, Explicit invariant measures for products of random matrices

Cites Work

• Bessel functions of matrix argument
• Spectral factorization of nonstationary moving average processes
• Sur le passage de certaines marches aléatoires planes au-dessus d'une hyperbole équilatère. (On the crossing of certain planar random walks over an equilateral hyperbola)
• Bessel functions associated with representations of formally real Jordan algebras
• A characterization of the type of the Cauchy-Hua measure on real symmetric matrices
• Function spaces and reproducing kernels on bounded symmetric domains
• Non-stationary q-dependent processes and time-varying moving-average models: invertibility properties and the forecasting problem
• A characterization of the generalized inverse Gaussian distribution by continued fractions
• Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
• THE POPULATION FREQUENCIES OF SPECIES AND THE ESTIMATION OF POPULATION PARAMETERS
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item