Rounding of continuous random variables and oscillatory asymptotics

DOI10.1214/009117906000000232MaRDI QIDQ858983zbMATH OpenOpenAlexFDO

Authors Svante Janson

Publication date 12 January 2007

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

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

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)

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.

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Cited in

(19)

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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
• Local limit theorems for finite and infinite urn models
• 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

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