AI中文摘要
设$X_r\sim N_r(0,1)$为中心单位尺度广义高斯随机变量,其密度正比于$\exp(-|x|^r/2)$。我们证明,对于$p,q>0$,存在严格正随机变量$V$,独立于$X_q$,使得$X_p\stackrel{d}{=}VX_q$当且仅当$p\le q$。此外,$V$的分布是唯一的。对于$p<q$,令$a=1/p$,$b=1/q$,$\alpha=b/a=p/q$。若$S_\alpha$是正$\alpha$-稳定随机变量,其拉普拉斯变换为$\mathbb{E}\exp(-uS_\alpha)=\exp(-u^\alpha)$,设$W_0=S_\alpha^{-b}$,令$W$为$W_0$的$W_0$-大小偏倚版本,并定义$V_{p,q}=2^{a-b}W$。则$X_p\stackrel{d}{=}V_{p,q}X_q$。对于$p>q$,所需的Mellin商(视为$\log V$的候选特征函数)由斯特林公式无界,因此不能是特征函数。因子律构成乘法余圈,$V_{p,r}\stackrel{d}{=}V_{p,q}V_{q,r}$,对于$p\le q\le r$,其中右侧因子独立同分布。因此,Dytso、Bustin、Poor和Shamai分离出的Mellin商在$p<q$分支中被构造性地实现。特别地,$\Phi_{p,q}$在$p\le q$范围内是正定的,而剩余$p<q$分支中的逆Fourier-Mellin候选密度是真正的非负概率密度。已知的高斯基和有界参数乘积情形作为单一正尺度混合分类的一部分被恢复。
英文摘要
Let $X_r\sim N_r(0,1)$ be the centered unit-scale generalized Gaussian random variable with density proportional to $\exp(-|x|^r/2)$. We prove that, for $p,q>0$, there exists a strictly positive random variable $V$, independent of $X_q$, such that $X_p\stackrel{d}{=}VX_q$ if and only if $p\le q$. Moreover, the law of $V$ is unique. For $p<q$, put $a=1/p$, $b=1/q$, and $α=b/a=p/q$. If $S_α$ is a positive $α$-stable random variable with Laplace transform $\mathbb{E}\exp(-uS_α)=\exp(-u^α)$, set $W_0=S_α^{-b}$, let $W$ be the $W_0$-size-biased version of $W_0$, and define $V_{p,q}=2^{a-b}W$. Then $X_p\stackrel{d}{=}V_{p,q}X_q$. For $p>q$, the required Mellin quotient, viewed as the candidate characteristic function of $\log V$, is unbounded by Stirling's formula, and hence cannot be a characteristic function. The factor laws form a multiplicative cocycle, $V_{p,r}\stackrel{d}{=}V_{p,q}V_{q,r}$, for $p\le q\le r$, where the factors on the right-hand side are independent copies. Thus the Mellin quotient isolated by Dytso, Bustin, Poor and Shamai is realized constructively throughout the $p<q$ branch. In particular, $Φ_{p,q}$ is positive definite exactly in the range $p\le q$, and the inverse Fourier--Mellin candidate density in the remaining $p<q$ branch is a genuine nonnegative probability density. The known Gaussian-base and bounded-parameter product cases are recovered as parts of a single positive scale-mixture classification.