Coupling results and Markovian structures for number representations of continuous random variables
Abstract
A general setting for nested subdivisions of a bounded real set into intervals defining the digits of a random variable with a probability density function is considered. Under the weak condition that is almost everywhere lower semi-continuous, a coupling between and a non-negative integer-valued random variable is established so that have an interpretation as the ``sufficient digits'', since the distribution of conditioned on does not depend on . Adding a condition about a Markovian structure of the lengths of the intervals in the nested subdivisions, becomes a Markov chain of a certain order . If then are IID with a known distribution. When and the Markov chain is uniformly geometric ergodic, a coupling is established between and a random time so that the chain after time is stationary and follows a simple known distribution. The results are related to several examples of number representations generated by a dynamical system, including base- expansions, generalized L\"uroth series, -expansions, and continued fraction representations. The importance of the results and some suggestions and open problems for future research are discussed.
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}
}