The Lukacs-Olkin-Rubin theorem on symmetric cones without invariance of the ``quotient

DOI10.1007/s10959-014-0587-3zbMath1341.62108arXiv1403.0236OpenAlexW2149684994WikidataQ57735329 ScholiaQ57735329MaRDI QIDQ300287

Bartosz Kołodziejek

Publication date: 27 June 2016

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

Full work available at URL: https://arxiv.org/abs/1403.0236

zbMATH Keywords

functional equationsWishart distributionsymmetric conesRiesz distributiondivision algorithmLukacs characterization

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (4)

The Matsumoto-Yor property and its converse on symmetric cones ⋮ The generalized fundamental equation of information on symmetric cones ⋮ Characterization of beta distribution on symmetric cones ⋮ A Matsumoto-Yor characterization for Kummer and Wishart random matrices

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