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Matsumoto-Yor and Dufresne type theorems for a random walk on positive definite matrices

Fuente: arXiv

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Bibliographic Details
Main Authors:	Arista, Jonas, Bisi, Elia, O'Connell, Neil
Format:	Preprint
Published:	2021
Subjects:	Probability Mathematical Physics 60K35, 82B23, 60B20 (Primary), 60G10, 22E30, 62H10 (Secondary)
Online Access:	Acceder al recurso
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