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In the course of our investigations of exponential Brownian functionals (Nagoya Math. J. 162 (2001) 65) we noticed, with the help of some previous work by Letac and Seshadri (Z. Wahr. verw. Geb. 62 (1983) 485), some identity in law involving GIG and gamma variables. In the present note, we give a detailed and self-contained proof of this identity in law, which relies only on the exponential Brownian...
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