مرکز منطقه ای اطلاع رساني علوم و فناوري - Interpretation via Brownian motion of some independence properties between GIG and gamma variables

Title of article :

Interpretation via Brownian motion of some independence properties between GIG and gamma variables

Author/Authors :

Hiroyuki Matsumoto، نويسنده , , Marc Yor، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2003

Pages :

From page :

253

To page :

259

Keywords :

Brownian motions with drifts , Generalized inverse Gaussian distributions , Exponential Brownian functionals

Journal title :

Statistics and Probability Letters

Serial Year :

2003

Journal title :

Statistics and Probability Letters

Record number :

140007

Link To Document :