On a functional equation related to the Matsumoto--Yor property

• Autores: Jacek Wesolowski
• Localización: Aequationes mathematicae, ISSN 0001-9054, Vol. 63, Nº. 3, 2002, págs. 245-250
• Idioma: inglés
• DOI: 10.1007/s00010-002-8022-8
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• Resumen

  • A functional equation arising from the independence properties of some transformations of independent generalized inverse Gaussian and gamma variables is completely solved under the local integrability assumption.