An independence property for the product of GIG and gamma laws

Annals of Probability

Volumn 28, Issue 3, 2000, Pages 1371-1383

  Letac, Gérard ^a   Wesolowski, Jacek ^b  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

^b WARSAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Generalized inverse Gaussian distributions; Matsumoto Yor property; Wishart distributions

Indexed keywords

EID: 0034214589     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1019160339     Document Type: Article

References (12)

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