The Lukacs-Olkin-Rubin theorem without invariance of the "quotient"
The Lukacs theorem is one of the most brilliant results in the area of characterizations of probability distributions. First, because it gives a deep insight into the nature of independence properties of the gamma distribution; second, because it uses beautiful and non-trivial mathematics. Originally it was proved for probability distributions concentrated on (0,∞). In 1962 Olkin and Rubin extended it to matrix variate distributions. Since that time it has been believed that the fundamental reason...