Lancelot F. James, Peter Orbanz
Published 2017-03-06Version 1
We give conditions under which a scalar random variable T can be coupled to a random scaling factor $\xi$ such that T and $\xi$T 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.
An ergodic theorem with weights and applications to random measures, homogenization and hydrodynamics
Asymptotic behavior of the Poisson--Dirichlet distribution for large mutation rate
A dynamical characterization of Poisson-Dirichlet distributions
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