Article ID Journal Published Year Pages File Type
1156120 Stochastic Processes and their Applications 2009 18 Pages PDF
Abstract

The product of GIG and gamma distributions is preserved under the transformation (x,y)↦((x+y)−1,x−1−(x+y)−1)(x,y)↦((x+y)−1,x−1−(x+y)−1). It is also known that this independence property may be reformulated and extended to an analogous property on trees. The purpose of this article is to show the independence property on trees, which was originally derived outside the framework of stochastic processes, in terms of a family of exponential Brownian functionals.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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