Decomposition of exponential distributions on positive semigroups (Q2433966)

A positive semigroup is a semigroup \((S,\cdot)\) with a unit element \(e\), such that no nontrivial element is invertible, and which satisfies the left cancellation law. In \((S,\cdot)\) a partial order is defined by stipulating that \(x\preceq y\) iff \(y=xt\) for some \(t\in S\). A random variable \(X\) is said to have an exponential distribution on \((S,\cdot)\) if \[ \forall x\in S\;\forall A, B\in\mathcal{B}(S)\quad P(X\in xA)=P(X\succeq x)\,P(X\in A). \] Let \(T\) be a sub-semigroup of \(S\) and assume that every element \(x\in S\) can be factored in a unique way as \(x=yz\) where \(y\) is in \(T\) and \(z\) belongs to an associated \`\` quotient space\'\' \(S/T\). The author shows that, if \(X\) has an exponential distribution on \(S\), then \(Y\) and \(Z\) are independent and \(Y\) has an exponential distribution on \(T\) (Theorem 1). A partial converse is given in Theorem 2. The results of this paper unify and extend known results when the semigroup \((S,\cdot)\) is either \(([0,+\infty),+)\) or \((\mathbb{N},+)\).