Kummer and gamma laws through independences on trees -- another parallel with the Matsumoto-Yor property

DOI10.1016/j.jmva.2016.07.004zbMath1375.60048arXiv1511.00116OpenAlexW1932809890MaRDI QIDQ321906

Jacek Wesołowski, Agnieszka Piliszek

Publication date: 14 October 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.00116

zbMATH Keywords

gamma lawKummer distributionKummer lawmultivariate Matsumoto-Yor property

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items

Change of measure technique in characterizations of the gamma and Kummer distributions ⋮ A Matsumoto-Yor characterization for Kummer and Wishart random matrices ⋮ Regression conditions that characterize free-Poisson and free-Kummer distributions

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