Singular Distribution Functions for Random Variables with Stationary Digits

被引:0
|
作者
Cornean, Horia [1 ]
Herbst, Ira W. [2 ]
Moller, Jesper [1 ]
Stottrup, Benjamin B. [1 ]
Sorensen, Kasper S. [1 ]
机构
[1] Aalborg Univ, Dept Math Sci, DK-9220 Aalborg, Denmark
[2] Univ Virginia, Dept Math, Charlottesville, VA 22904 USA
关键词
Digit expansions of random variables in different bases; Law of pure types; Markov chain; Mixture distribution; Renewal process;
D O I
10.1007/s11009-023-09989-y
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let F be the cumulative distribution function (CDF) of the base-q expansion n-expressionry sumexpressiontion (infinity)(n=1)X(n)q(-n) , where q >= 2 is an integer and {X-n}(n >= 1 )is a stationary stochastic process with state space {0,...,q-1} . In a previous paper we characterized the absolutely continuous and the dis-crete components of F. In this paper we study special cases of models, including stationary Markov chains of any order and stationary renewal point processes, where we establish a law of pure types: F is then either a uniform or a singular CDF on [0, 1]. Moreover, we study mixtures of such models. In most cases expressions and plots of F are given
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页数:26
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