English

Singular distribution functions for random variables with stationary digits

Probability 2022-10-12 v2

Abstract

Let FF be the cumulative distribution function (CDF) of the base-qq expansion n=1Xnqn\sum_{n=1}^\infty X_n q^{-n}, where q2q\ge2 is an integer and {Xn}n1\{X_n\}_{n\geq 1} is a stationary stochastic process with state space {0,,q1}\{0,\ldots,q-1\}. In a previous paper we characterized the absolutely continuous and the discrete components of FF. 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: FF is then either a uniform or a singular CDF on [0,1][0,1]. Moreover, we study mixtures of such models. In most cases expressions and plots of FF 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

R2 v1 2026-06-24T08:40:40.627Z