English

Independence by Random Scaling

Probability 2017-03-08 v1

Abstract

We give conditions under which a scalar random variable T can be coupled to a random scaling factor ξ\xi such that T and ξ\xiT are rendered stochastically independent. A similar result is obtained for random measures. One consequence is a generalization of a result by Pitman and Yor on the Poisson-Dirichlet distribution to its negative parameter range. Another application are diffusion excursions straddling an exponential random time.

Keywords

Cite

@article{arxiv.1703.02054,
  title  = {Independence by Random Scaling},
  author = {Lancelot F. James and Peter Orbanz},
  journal= {arXiv preprint arXiv:1703.02054},
  year   = {2017}
}
R2 v1 2026-06-22T18:37:34.228Z