Singular distribution functions for random variables with stationary digits
Probability
2022-10-12 v2
Abstract
Let be the cumulative distribution function (CDF) of the base- expansion , where is an integer and is a stationary stochastic process with state space . In a previous paper we characterized the absolutely continuous and the discrete components of . 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: is then either a uniform or a singular CDF on . Moreover, we study mixtures of such models. In most cases expressions and plots of are given.
Keywords
Cite
@article{arxiv.2201.01521,
title = {Singular distribution functions for random variables with stationary digits},
author = {Horia Cornean and Ira W. Herbst and Jesper Møller and Benjamin B. Støttrup and Kasper S. Sørensen},
journal= {arXiv preprint arXiv:2201.01521},
year = {2022}
}
Comments
This work extends some results of arXiv:2001.08492v1