Singular distribution functions for random variables with stationary digits

DOI10.1007/S11009-023-09989-YzbMATH Open1515.60080arXiv2201.01521WikidataQ122781683 ScholiaQ122781683MaRDI QIDQ6164863FDOQ6164863

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Publication date: 4 July 2023

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Abstract: Let $F$ be the cumulative distribution function (CDF) of the base-$q$ expansion $su{m}_{n=1}^{i}nfty{X}_n{q}^{-n}$, where $qge2$ is an integer and ${X_n}_{ngeq1}$ 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.

Full work available at URL: https://arxiv.org/abs/2201.01521

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zbMATH Keywords

Markov chainrenewal processmixture distributionlaw of pure typesdigit expansions of random variables in different bases

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stationary stochastic processes (60G10) Continuity and singularity of induced measures (60G30) Renewal theory (60K05)

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Cited In (1)

• Characterization of random variables with stationary digits

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