Independence by Random Scaling
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Abstract: We give conditions under which a scalar random variable T can be coupled to a random scaling factor such that T and 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.
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