scientific article; zbMATH DE number 1551721

MaRDI QIDQ4523957zbMATH OpenFDO

Authors Gérard Letac

Publication date 15 January 2001

Mathematics Subject Classification ID

Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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(4)

• The Matsumoto-Yor property and its converse on symmetric cones
• Affine processes on symmetric cones
• About an extension of the Matsumoto-Yor property
• GOE and \(\text{Airy}_{2\rightarrow 1}\) marginal distribution via symplectic Schur functions

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