A link between the Matsumoto-Yor property and an independence property on trees
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- Bobecka, Konstancja, 2015. "The Matsumoto–Yor property on trees for matrix variates of different dimensions," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 22-34.
- Wesolowski, Jacek & Witkowski, Piotr, 2007. "Hitting times of Brownian motion and the Matsumoto-Yor property on trees," Stochastic Processes and their Applications, Elsevier, vol. 117(9), pages 1303-1315, September.
- Matsumoto, Hiroyuki & Wesolowski, Jacek & Witkowski, Piotr, 2009. "Tree structured independence for exponential Brownian functionals," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3798-3815, October.
- Wesołowski, Jacek, 2015. "On the Matsumoto–Yor type regression characterization of the gamma and Kummer distributions," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 145-149.
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Keywords
Gamma distribution Generalized inverse Gaussian distribution Kirchoff-Ohm laws Matsumoto-Yor property Tree;Statistics
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