Random number sequences and the first digit phenomenon (Q456243)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Random number sequences and the first digit phenomenon
scientific article

    Statements

    Random number sequences and the first digit phenomenon (English)
    0 references
    0 references
    0 references
    0 references
    23 October 2012
    0 references
    Let \(b>1\) an integer. The mantissa in base \(b\) of a positive real number \(x\) is the unique number \(\mathcal{M}_b(x)\in [1,b[\) such that \(x=\mathcal{M}_b(x)b^k\) for some integer \(k\). A sequence \((u_n)_n\) of positive numbers is called natural-Benford in base \(b\) if \[ \lim_{N\to \infty}\frac 1N \sum_{n=1}^N 1_{[1,t[}(\mathcal{M}_b(u_n))=\mu_b([1,t[)=\log_b t \qquad (1\leq t<b), \] where \(1_{B}\) is the indicator function of the set \(B\). Let \((q_n)_n\) be a sequence of numbers in \([0,1]\) summing to infinity, and let \((X_n)_n\) be a sequence of independent Bernoulli random variable such that \(\mathbb{P}(X_n=1)=q_n\). Let \(Y_n\) denote the \(n\)th number in the random set \(\{k: X_k=1\}\). For a sequence of positive numbers \((u_n)_n\), \((U_n)_n=(u_{Y_n})\) denotes the random subsequence of \((u_n)_n\). \textit{E. Janvresse} and \textit{T. de la Rue} [Uniform Distribution Theory 7, No. 2, 35--60 (2012)] showed that if \(u_n=n\) and \(q_n=1/n\), then \((U_n)_n\) is a.s. natural-Benford. The authors extend this property to a larger class of probabilities \(q_n\) and the case \(u_n=p_n\) (\(p_n\) is the \(n\)th prime number). They give an estimate of the rate of convergence for \(u_n=n\), \(u_n=n\log n\) or \(u_n=p_n\) and a large family of sequence of probabilities \((q_n)_n\). Next, they prove that \((\log n)_n\) and \((\log\log n)_n\) are not logarithmic-Benford either and that \((U_n)_n\) is a.s. natural-Benford when \(u_n=\log n\) and \(q_n=1/(n\log n)\) and when \(u_n=\log\log n\) and \(q_n=1/((n\log n)(\log\log n))\). Lastly, they prove that, if a sequence \((Z_n)\) of positive random variables is a.s. natural-Benford and if the law of \(\mathcal{M}_b(Z_n)\) converges weakly to a probability measure \(Q\) as \(n\to\infty\), then \(Q=\mu_b\). Furthermore, the authors show that, if the sequence \((nq_n)\) is non-increasing, then the law of \(\mathcal{M}_b(U_n)\) converges to weakly to \(\mu_b\) in the case \(u_n=n\), and, under additional conditions on \(q_n\), in the cases \(u_n=n\log n\), \(u_n=p_n\) and \(u_n=n\log\log n\).
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Benford's law
    0 references
    weak convergence
    0 references
    mantissa
    0 references
    density
    0 references
    0 references