IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v76y2006i11p1097-1101.html
   My bibliography  Save this article

A link between the Matsumoto-Yor property and an independence property on trees

Author

Listed:
  • Koudou, Angelo Efoévi

Abstract

We prove that an independence property established by Matsumoto and Yor [2001. An analogue of Pitman's 2M-X theorem for exponential Wiener functional, Part II: the role of the generalized inverse Gaussian laws. Nagoya Math. J. 162, 65-86] and by Letac and Wesolowski [2000. An independence property for the product of GIG and gamma laws. Ann. Probab. 28, 1371-1383] is, in a particular case, a corollary of a result by Barndorff-Nielsen and Koudou [1998. Trees with random conductivities and the (reciprocal) inverse Gaussian distribution. Adv. Appl. Probab. 30, 409-424] where, for finite trees equipped with inverse Gaussian resistances, an exact distributional and independence result was established.

Suggested Citation

  • Koudou, Angelo Efoévi, 2006. "A link between the Matsumoto-Yor property and an independence property on trees," Statistics & Probability Letters, Elsevier, vol. 76(11), pages 1097-1101, June.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:11:p:1097-1101
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(05)00452-9
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. 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.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:76:y:2006:i:11:p:1097-1101. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.