A Characterization of the Riesz Probability Distribution

Bobecka and Wesolowski (Studia Math. 152:147–160, [2002]) have shown that, in the Olkin and Rubin characterization of the Wishart distribution (see Casalis and Letac in Ann. Stat. 24:763–786, [1996]), when we use the division algorithm defined by the quadratic representation and replace the property of invariance by the existence of twice differentiable densities, we still have a characterization of the Wishart distribution. In the present work, we show that when we use the division algorithm defined by the Cholesky decomposition, we get a characterization of the Riesz distribution.