Equidistribution, uniform distribution: a probabilist's perspective

DOI10.1214/17-PS295zbMATH Open1395.60001arXiv1610.02368OpenAlexW2531472874MaRDI QIDQ1746512FDOQ1746512

Authors: Vlada Limic, Nedžad Limić 

Publication date: 25 April 2018

Published in: Probability Surveys (Search for Journal in Brave)

Abstract: The theory of equidistribution is about hundred years old, and has been developed primarily by number theorists and theoretical computer scientists. A motivated uninitiated peer could encounter difficulties perusing the literature, due to various synonyms and polysemes used by different schools. One purpose of this note is to provide a short introduction for probabilists. We proceed by recalling a perspective originating in a work of the second author from 2002. Using it, various new examples of completely uniformly distributed (mod 1) sequences, in the "metric" (meaning almost sure stochastic) sense, can be easily exhibited. In particular, we point out natural generalizations of the original $p$-multiply equidistributed sequence $k^p,t$ mod 1, $kgeq1$ (where $pinmathbbN$ and $tin[0,1]$), due to Hermann Weyl in 1916. In passing, we also derive a Weyl-like criterion for weakly completely equidistributed (also known as WCUD) sequences, of substantial recent interest in MCMC simulations. The translation from number theory to probability language brings into focus a version of the strong law of large numbers for weakly correlated complex-valued random variables, the study of which was initiated by Weyl in the aforementioned manuscript, followed up by Davenport, Erd"{o}s and LeVeque in 1963, and greatly extended by Russell Lyons in 1988. In this context, an application to $infty$-distributed Koksma's numbers $t^k$ mod 1, $kgeq1$ (where $tin[1,a]$ for some $a>1$), and an important generalization by Niederreiter and Tichy from 1985 are discussed. The paper contains negligible amount of new mathematics in the strict sense, but its perspective and open questions included in the end could be of considerable interest to probabilists and statisticians, as well as certain computer scientists and number theorists.

Full work available at URL: https://arxiv.org/abs/1610.02368

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zbMATH Keywords

equidistributioncompletely equidistributedcompletely uniformly distributed

Mathematics Subject Classification ID

Strong limit theorems (60F15) Planar graphs; geometric and topological aspects of graph theory (05C10) Pseudo-random numbers; Monte Carlo methods (11K45) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Research exposition (monographs, survey articles) pertaining to number theory (11-02)

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