Related papers: A distributional limit law for the continued fract…
The scope of this paper is twofold. First, to emphasize the use of the mod 1 map in exploring the digit distribution of random variables. We show that the well-known base- and scale-invariance of Benford variables are consequences of their…
The decimal digits of $\pi$ are widely believed to behave like as statistically independent random variables taking the values $0, 1, 2, 3, 4, 5$, $6, 7, 8, 9$ with equal probabilities $1/10$. In this article, first, another similar…
We consider the problem of finding, for a given quadratic measure of non-uniformity of a set of $N$ points (such as $L_2$ star-discrepancy or diaphony), the asymptotic distribution of this discrepancy for truly random points in the limit…
This article presents a modern deterministic framework for the study of leading significant digit distributions in numerical data. Rather than relying on traditional probabilistic or mixture-based explanations, we demonstrate that the…
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…
Summation arithmetic functions with asymptotically independent terms are studied in the paper, the limit of which is the law of normal distribution. Assertions about the asymptotic behavior of the indicated functions are proved.
Many systems exhibit a digit bias. For example, the first digit base 10 of the Fibonacci numbers, or of $2^n$, equals 1 not 10% or 11% of the time, as one would expect if all digits were equally likely, but about 30% of the time. This…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…
It is shown that for sums of functionals of digits in continued fraction expansion the Kolmogorov-Feller weak laws of large numbers and the Khinchine-L\'evy-Feller-Raikov characterization of the domain of attraction of the normal law hold.
For an unknown continuous distribution on a real line, we consider the approximate estimation by the discretization. There are two methods for the discretization. First method is to divide the real line into several intervals before taking…
We construct an absolutely normal number whose continued fraction expansion is normal in the sense that it contains all finite patterns of partial quotients with the expected asymptotic frequency as given by the Gauss-Kuzmin measure. The…
Using a microfluidics device filled with a colloidal suspension of microspheres, we test the laws of diffusion in the limit of small particle numbers. Our focus is not just on average properties such as the mean flux, but rather on the…
In applied probability, the normal approximation is often used for the distribution of data with assumed additive structure. This tradition is based on the central limit theorem for sums of (independent) random variables. However, it is…
For uniformly chosen random $\alpha \in [0,1]$, it is known the probability the $n^{\rm th}$ digit of the continued-fraction expansion, $[\alpha]_n$ converges to the Gauss-Kuzmin distribution $\mathbb{P}([\alpha]_n = k) \approx \log_2 (1 +…
In recent papers it has been demonstrated that sampling a Gibbs distribution from an appropriate time-irreversible Langevin process is, from several points of view, advantageous when compared to sampling from a time-reversible one. Adding…
We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…
We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…
An algorithm for sampling exactly from the normal distribution is given. The algorithm reads some number of uniformly distributed random digits in a given base and generates an initial portion of the representation of a normal deviate in…
We present some product representations for random variables with the Linnik, Mittag-Leffler and Weibull distributions and establish the relationship between the mixing distributions in these representations. Based on these representations,…