The Luk\'{a}cs--Olkin--Rubin theorem on symmetric cones
classification
🧮 math.PR
keywords
theoremalgebrasassumptionscharacterizationconescs--olkin--rubindensitiesdistribution
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In this paper we prove a Luk\'{a}cs 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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