Rounding of continuous random variables and oscillatory asymptotics (Q858983)
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English | Rounding of continuous random variables and oscillatory asymptotics |
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Rounding of continuous random variables and oscillatory asymptotics (English)
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12 January 2007
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The characteristic function and the moments of the integer-valued random variable \(\lfloor X+\alpha\rfloor\) are considered, where \(X\) is a continuous random variable. The results can be regarded as exact versions of Sheppard's correction. Rounded variables of this type often occur as subsequence limits of sequences of integer-valued random variables. This leads to oscillatory terms in asymptotics for these variables, something that has often been observed, for example in the analysis of several algorithms. Some examples are given, including applications to tries, digital search trees and Patricia tries. The references contain 26 bibliographical hints.
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characteristic function
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Gumbel distribution
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random assignment
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digital search tree
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moments
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Sheppard's correction
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Patricia tries
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