Rounding of continuous random variables and oscillatory asymptotics

DOI10.1214/009117906000000232zbMATH Open1113.60017arXivmath/0509009OpenAlexW2069618929MaRDI QIDQ858983FDOQ858983

Authors: Svante Janson 

Publication date: 12 January 2007

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We study the characteristic function and moments of the integer-valued random variable $lfloorX+alphafloor$, where $X$ is a continuous random variables. 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. We give some examples, including applications to tries, digital search trees and Patricia tries.

Full work available at URL: https://arxiv.org/abs/math/0509009

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zbMATH Keywords

momentscharacteristic functionGumbel distributionrandom assignmentdigital search treePatricia triesSheppard's correction

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05) Combinatorial probability (60C05)

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Cited In (19)

• Renewals for exponentially increasing lifetimes, with an application to digital search trees
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• Simply generated trees, conditioned Galton-Watson trees, random allocations and condensation
• Limit distribution of a roundoff error
• The asymmetric leader election algorithm: another approach
• A convolution inequality, yielding a sharper Berry-Esseen theorem for summands Zolotarev-close to normal
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• On sensitivity of exponentiality tests to data rounding: a Monte Carlo simulation study
• On the effect of rounding on hypothesis testing when sample size is large
• Scaling limits for a class of regular \(\Xi\)-coalescents

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