The Lukacs–Olkin–Rubin theorem without invariance of the ``quotient

DOI10.4064/SM152-2-4MaRDI QIDQ4549353zbMATH OpenOpenAlexFDO

Authors Konstancja Bobecka, Jacek Wesołowski

Publication date 27 August 2002

Published in Studia Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/sm152-2-4

zbMATH Keywords

independenceWishart distributionrandom matricesfunctional equationspositive definite symmetric matricesmatrix variate functions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Calculus of vector functions (26B12) Functions of several variables (26B99)

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Cited in

(21)

• Characterization of the Wishart Distribution on Homogeneous Cones in the Bobecka and Wesolowski Way
• On the Lukacs property for free random variables
• Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions
• The Oka-Grauert principle without induction over the base dimension
• Dual Lukacs regressions for non-commutative variables
• The Lukacs-Olkin-Rubin theorem on symmetric cones without invariance of the ``quotient
• Multivariate Matsumoto-Yor property is rather restrictive
• On a class of free Lévy laws related to a regression problem
• A characterization of the Riesz probability distribution
• On characterizations of the gamma and generalized inverse Gaussian distributions
• Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws
• Multivariate Lukacs theorem
• Kshirsagar-Tan independence property of beta matrices and related characterizations
• Extension of the Olkin and Rubin characterization to the Wishart distribution on homogeneous cones
• Interpretation via Brownian motion of some independence properties between GIG and gamma variables.
• Multiplicative Cauchy functional equation on symmetric cones
• Characterization of the Wishart distributions on homogeneous cones
• The Lukacs-Olkin-Rubin theorem on symmetric cones through Gleason's theorem
• A Matsumoto-Yor characterization for Kummer and Wishart random matrices
• Remarks on the theorem of E. Lukacs
• Bochner-Pearson-type characterization of the free Meixner class

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