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.
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Siegrist, K. Decomposition of Exponential Distributions on Positive Semigroups. J Theor Probab 19, 204–220 (2006). https://doi.org/10.1007/s10959-006-0005-6
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DOI: https://doi.org/10.1007/s10959-006-0005-6