{
  "id": "1703.02054",
  "version": "v1",
  "published": "2017-03-06T19:00:06.000Z",
  "updated": "2017-03-06T19:00:06.000Z",
  "title": "Independence by Random Scaling",
  "authors": [
    "Lancelot F. James",
    "Peter Orbanz"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-03-06T19:00:06.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "independence",
      "exponential random time",
      "negative parameter range",
      "random measures",
      "poisson-dirichlet distribution"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}