Independent coordinates of a compound Poisson process Created 2026-10-03 Updated 2026-11-05
For a vector-valued Compound Poisson process, its coordinate processes are independent exactly when its Lévy measure is supported on the union of the coordinate axes. A jump can then change only one coordinate. Splitting the marked Poisson process by the axis of its mark gives independent coordinate jump processes. Conversely, independent finite-activity coordinates have no simultaneous nonzero jumps almost surely, excluding Lévy mass away from the axes.
For a positive rate and two-dimensional marks , with uniform on , the condition is almost surely. If both functions are continuous, it is equivalent to
A nonzero value of the continuous product would persist on an interval of positive uniform probability. Without continuity only the almost-everywhere condition is necessary.
For example, marks give independent coordinates by thinning into the two half-intervals. Marks produce common jumps in both coordinates almost surely, so the coordinates are dependent even though a single scalar uniform generates the marks. The positive-rate qualification is needed: a zero-rate process has independent constant coordinates irrespective of its unused mark functions.
Here , so the Binet equation reduces to
The initial conditions become
Multiply the differential equation by and use the chain rule:
The initial conditions give . Since , cannot change sign at a finite value of . Thus on the physical branch. Separation of variables gives
Therefore
The natural logarithm must be positive because . For the forward trajectory, and , so : the particle travels counterclockwise while strictly decreases.
For , it starts at , with tangent vector proportional to . Its successive crossings of the positive coordinate axis have radii
It makes infinitely many inward turns, approaching the origin as . There is no finite-time arrival at the origin: behaves as , whose improper integral diverges. If extended backwards, it comes from infinity as .
Figure 1.
Forward central-force trajectory for a=1, with arrows showing counterclockwise inward motion
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