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arXiv 2201.01521math.PR
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具有平稳数的随机变量的奇异分布函数

Singular distribution functions for random variables with stationary digits

Horia Cornean, Ira W. Herbst, Jesper Møller, Benjamin B. Støttrup, Kasper S. Sørensen

摘要:

令$F$为基本$q$扩展$\sum_{n=1}^\infty X_n q^{-n}$的累积分布函数(CDF),其中$q\ge2$为整数,而$\{X_n\}_{n\geq 1}$为具有状态空间$\{0,\ldots,q-1\}$的平稳随机过程。在以前的文件中,我们的特点是绝对连续和离散的$F$的组件。本文研究了模型的特殊情况,包括任意阶的平稳马尔可夫链和平稳更新点过程,建立了一个纯型律:$F$是$[0,1]$上的一致CDF或奇异CDF.此外,我们研究这种模型的混合物。在大多数情况下,给出了$F$的表达式和图。

英文摘要:

Let $F$ be the cumulative distribution function (CDF) of the base-$q$ expansion $\sum_{n=1}^\infty X_n q^{-n}$, where $q\ge2$ is an integer and $\{X_n\}_{n\geq 1}$ is a stationary stochastic process with state space $\{0,\ldots,q-1\}$. 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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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