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arXiv · 1310.7344

The Lukács--Olkin--Rubin theorem on symmetric cones

Eszter Gselmann
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Abstract

In this paper we prove a Lukács type characterization theorem of the Wishart distribution on Euclidean simple Jordan algebras under weak regularity assumptions (e.g. measurability) on the densities.

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Eszter Gselmann. 2014-02-13. The Lukács--Olkin--Rubin theorem on symmetric cones. https://arxiv.org/abs/1310.7344

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