An independence property for the product of GIG and gamma laws

By Gérard Letac, J. Wesołowski. 2000

76 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/c7b8a996a7c1a827c908f545d0c55f5a3e1d838b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Marc Yor
2. Martijn Pistorius
3. Ashkan Nikeghbali

In Statistics and Probability

1. Hiroyuki Matsumoto
2. Marc Yor
3. Neil O'Connell
4. Jim Pitman
5. Ivan Corwin
6. Jon Warren
7. Persi Diaconis

Citations in the corpus

• An Analogue of Pitman’s 2M — X Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws (2001, background): “Moreover Letac–Wesolowski ([15], Theorem 3.”