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Theory of Probability and Mathematical Statistics

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Singularity of the distribution of a random variable represented by an $A_2$-continued fraction with independent elements


Authors: M. V. Prats’ovytyĭ and D. V. Kyurchev
Translated by: N. Semenov
Journal: Theor. Probability and Math. Statist. 81 (2010), 159-175
MSC (2010): Primary 11K55; Secondary 11K50, 60E05, 26A30, 28A80
DOI: https://doi.org/10.1090/S0094-9000-2011-00817-4
Published electronically: January 20, 2011
MathSciNet review: 2667317
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Abstract: We study the properties of the distribution of the random variable \[ \xi =\frac {1}{\eta _1+\frac {1}{\eta _2+\cdots }}, \] where $\eta _k$ are independent random variables such that $\mathsf {P}\{\eta _k=\alpha _1\}=p_{\alpha _1k}\geq 0$, $\mathsf {P}\{\eta _k=\alpha _2\}=p_{\alpha _2k}\geq 0$, $0<\alpha _1<\alpha _2$, $\alpha _1\alpha _2\geq \frac {1}{2}$, $p_{\alpha _1k}+p_{\alpha _2k}=1$. It is proved that the distribution of $\xi$ cannot be absolutely continuous. We find the criteria for the distribution of $\xi$ to belong to one of the two types of singular distributions, Cantor and Salem types, depending on topological and metric properties of the topological support of the distribution.


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References
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Additional Information

M. V. Prats’ovytyĭ
Affiliation: Department of Higher Mathematics, Institute for Physics and Mathematics, National Dragomanov Pedagogical University, Pirogova Street 9, Kyiv 01030, Ukraine
Email: prats4@yandex.ru

D. V. Kyurchev
Affiliation: Department of Fractal Analysis, Institute for Physics and Mathematics, National Dragomanov Pedagogical University, Pirogova Street 9, Kyiv 01030, Ukraine
Email: d_kyurchev@ukr.net

Keywords: Random continued fraction, $A_2$-continued fraction, Cantor type singular distribution, Salem type singular distribution
Received by editor(s): July 14, 2009
Published electronically: January 20, 2011
Additional Notes: The first author is supported by DFG 436 UKR Projects #113/80 and #113/97
The second author is supported by DFG 436 UKR Project #113/80
Article copyright: © Copyright 2011 American Mathematical Society