English

Coupling results and Markovian structures for number representations of continuous random variables

Probability 2026-01-14 v2

Abstract

A general setting for nested subdivisions of a bounded real set into intervals defining the digits X1,X2,...X_1,X_2,... of a random variable XX with a probability density function ff is considered. Under the weak condition that ff is almost everywhere lower semi-continuous, a coupling between XX and a non-negative integer-valued random variable NN is established so that X1,...,XNX_1,...,X_N have an interpretation as the ``sufficient digits'', since the distribution of R=(XN+1,XN+2,...)R=(X_{N+1},X_{N+2},...) conditioned on S=(X1,...,XN)S=(X_1,...,X_N) does not depend on ff. Adding a condition about a Markovian structure of the lengths of the intervals in the nested subdivisions, RSR\,|\,S becomes a Markov chain of a certain order s0s\ge0. If s=0s=0 then XN+1,XN+2,...X_{N+1},X_{N+2},... are IID with a known distribution. When s>0s>0 and the Markov chain is uniformly geometric ergodic, a coupling is established between (X,N)(X,N) and a random time MM so that the chain after time max{N,s}+Ms\max\{N,s\}+M-s is stationary and MM follows a simple known distribution. The results are related to several examples of number representations generated by a dynamical system, including base-qq expansions, generalized L\"uroth series, β\beta-expansions, and continued fraction representations. The importance of the results and some suggestions and open problems for future research are discussed.

Keywords

Cite

@article{arxiv.2404.09525,
  title  = {Coupling results and Markovian structures for number representations of continuous random variables},
  author = {Jesper Møller},
  journal= {arXiv preprint arXiv:2404.09525},
  year   = {2026}
}
R2 v1 2026-06-28T15:54:11.470Z