Singular Distribution Functions for Random Variables with Stationary Digits

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作者
Horia Cornean
Ira W. Herbst
Jesper Møller
Benjamin B. Støttrup
Kasper S. Sørensen
机构
[1] Aalborg University,Department of Mathematical Sciences
[2] University of Virginia,Department of Mathematics
关键词
Digit expansions of random variables in different bases; Law of pure types; Markov chain; Mixture distribution; Renewal process; 60G10; 60G30; 60G55; 60J10; 60K05;
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摘要
Let F be the cumulative distribution function (CDF) of the base-q expansion ∑n=1∞Xnq-n\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sum _{n=1}^\infty X_n q^{-n}$$\end{document}, where q≥2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q\ge 2$$\end{document} is an integer and {Xn}n≥1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{X_n\}_{n\ge 1}$$\end{document} is a stationary stochastic process with state space {0,…,q-1}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{0,\ldots ,q-1\}$$\end{document}. In a previous paper we characterized the absolutely continuous and the discrete 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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