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Decomposition of Exponential Distributions on Positive Semigroups

Author

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  • Kyle Siegrist

    (University of Alabama in Huntsville)

Abstract

Let (S,·) be a positive semigroup and T a sub-semigroup of S. In many natural cases, an element $$x\in S$$ can be factored uniquely as x=yz, where $$y \in T$$ and where z is in an associated “quotient space” S/T. If X has an exponential distribution on S, we show that Y and Z are independent and that Y has an exponential distribution on T. We prove a converse when the sub-semigroup is $$S_t =\{t^n : n \in\mathbb{N}\}$$ for $$t\in S$$ . Specifically, we show that if Y t and Z t are independent and Y t has an exponential distribution on S t for each $$t\in S$$ , then X has an exponential distribution on S. When applied to ([0,∞), +) and $$(\mathbb{N}, +)$$ , these results unify and extend known results on the quotient and remainder when X is divided by t.

Suggested Citation

  • Kyle Siegrist, 2006. "Decomposition of Exponential Distributions on Positive Semigroups," Journal of Theoretical Probability, Springer, vol. 19(1), pages 204-220, January.
  • Handle: RePEc:spr:jotpro:v:19:y:2006:i:1:d:10.1007_s10959-006-0005-6
    DOI: 10.1007/s10959-006-0005-6
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