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Oct 21, 2020 at 15:56 comment added HMPanzo This independent factorization turns out to be a special case of a more general result for recurrent Bessel processes with drift, see Theorem 2 in arXiv:2010.00579.
Jun 11, 2016 at 15:47 comment added esg Please see arxiv.org/abs/1601.00609
Jun 10, 2016 at 20:19 comment added HMPanzo Do you know of a reference for the product decomposition of $Z$?
S Jun 9, 2016 at 6:13 history suggested HMPanzo CC BY-SA 3.0
corrected issue number and added title to citation
Jun 9, 2016 at 5:36 review Suggested edits
S Jun 9, 2016 at 6:13
Nov 17, 2015 at 17:01 vote accept Vladimir
Nov 14, 2015 at 17:13 history answered esg CC BY-SA 3.0