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
Full-text PDF Free Access
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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.
References
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- D. V. Kyurchev, On the Hausdorff–Besicovitch dimension of some sets of continued fractions, Proceedings of the National Dragomanov Pedagogical University. Ser. 1, Physics and Mathematics 4 (2004), 285–291. (Ukrainian)
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- M. Pratsiovytyi and D. Kyurchev, Properties of the distribution of the random variable defined by $A_2$-continued fraction with independent elements, Random Oper. Stoch. Equ. 17 (2009), no. 1, 91–101. MR 2519460, DOI https://doi.org/10.1515/ROSE.2009.006
References
- P. Billingsley, Ergodic Theory and Information, John Wiley and Sons, Inc., New York, 1965. MR 0192027 (33:254)
- Ya. F. Vinnishin, Random continued fractions defined by independent elements and their distribution functions, Proceedings of the National Dragomanov Pedagogical University, Physics and Mathematics, 2 (2001), 319–326. (Ukrainian)
- S. O. Dmitrenko, D. V. Kyurchev, and M. V. Prats’ovytyĭ, $A_2$-continued fraction representation of real numbers and its geometry, Ukrain. Mat. Zh. 61 (2009), no. 4, 452–463; English transl. in Ukrain. Math. J. 61 (2009), no. 4, 541–555. MR 2588672
- D. V. Kyurchev, On the Hausdorff–Besicovitch dimension of some sets of continued fractions, Proceedings of the National Dragomanov Pedagogical University. Ser. 1, Physics and Mathematics 4 (2004), 285–291. (Ukrainian)
- O. L. Leschinskiĭ and M. V. Prats’ovytyĭ, A certain class of singular distributions of random variables represented by elementary continued fractions with independent elements, Current Researches of Young Scientists of Universities of Ukraine in Physics and Mathematics, National Taras Shevchenko University, Kyiv, 1995, pp. 20–30. (Ukrainian)
- M. V. Prats’ovytyĭ, Singularity of distributions of random variables given by distributions of elements of the corresponding continued fraction, Ukrain. Matem. Zh. 48 (1996), no. 8, 1086–1095; English transl. in Ukrain. Math. J. 48 (1996), no. 8, 1229–1240. MR 1429595 (97h:60014)
- M. V. Prats’ovytyĭ, Fractal Approach to the Studies of Singular Distributions, National Dragomanov Pedagogical University, Kyiv, 1998. (Ukrainian)
- A. Ya. Khinchin, Continued Fractions, Nauka, Moscow, 1978; English transl. of the third (1961) Russian edition, The University of Chicago Press, Chicago–London, 1964. MR 0161833 (28:5037)
- A. Goswami, Random continued fractions: a Markov chain approach, Econom. Theory 23 (2004), 85–105. MR 2032898 (2004j:60150)
- R. Lyons, Singularity of some random continued fractions, J. Theoret. Probab. 13 (2000), no. 2, 535–545. MR 1778585 (2002c:60138)
- M. Pratsiovytyi and D. Kyurchev, Properties of the distribution of the random variable defined by $A_2$-continued fraction with independent elements, Random Oper. Stoch. Equ. 17 (2009), no. 1, 91–101. MR 2519460 (2010d:60032)
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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