Fractal properties of some Bernoulli convolutions
Authors:
Ya. V. Goncharenko, M. V. Pratsyovytyĭ and G. M. Torbin
Translated by:
N. Semenov
Journal:
Theor. Probability and Math. Statist. 79 (2009), 39-55
MSC (2000):
Primary 60G30, 11K55, 28A80
DOI:
https://doi.org/10.1090/S0094-9000-09-00779-0
Published electronically:
December 29, 2009
MathSciNet review:
2494534
Full-text PDF Free Access
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Abstract: We study the structure and topological, metric, and fractal properties of the distribution of the random variable \[ \xi =\sum _{k=1}^\infty \xi _k a_k, \] where $\sum _{k=1}^\infty a_k$ is a convergent series of positive terms $a_k$ such that \[ a_{3k-2}= a_{3k-1}+a_{3k}, \] $a_{i} \ge a_{i+1}+a_{i+2}+\cdots$, $i \ne 3k-2$, $k \in \mathbf N$, and where $\xi _k$ are independent random variables assuming two values $0$ and $1$ with the probabilities $p_{0k}$ and $p_{1k}$, respectively. We prove that the distribution of $\xi$ is either purely discrete or purely singularly continuous. We obtain the criteria for a distribution to belong to each of these types. The topological-metric structure of the distribution is studied in the continuous case. The main result of the paper describes the fractal properties of the distribution of the random variable $\xi$. The relations are obtained for the Hausdorff–Besicovitch spectrum (the minimal closed support) of the random variable $\xi$ and for the Hausdorff dimension of the corresponding probability measure $\mu _{\xi }$.
References
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References
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- Ya. V. Goncharenko, M. V. Pratsyovytiĭ, and G. M. Torbin, Topological-metric and fractal properties of a convolution of two singular distributions of random variables with independent binary digits, Teor. Imovir. Mat. Stat. 67 (2002), 9–19; English transl. in Theory Probab. Math. Statist. 67 (2003), 11–22. MR 1956615 (2003k:60032)
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- M. V. Pratsyovytiĭ, Fractal Approach in the Studies of Singular Distributions, National Dragomanov Pedagogical University, Kyiv, 1998. (Ukrainian)
- M. V. Pratsyovytiĭ and G. M. Torbin, On a class of random variables of the Jessen–Wintner type, Dopov. Nats. Akad. Nauk Ukr. Mat. Prirodozn. Tekh. Nauki (1998), no. 4, 48–54. (Ukrainian) MR 1699106 (2000g:60020)
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- S. Albeverio, V. Koshmanenko, M. Pratsiovytyĭ, and G. Torbin, $\widetilde {Q}$-representation of real numbers and fractal probability distributions, Preprint SFB-611, Bonn, http://front. math.ucdavis.edu/0308.5007 (submitted to J. Funct. Anal.).
- S. Albeverio and G. Torbin, Image measures of infinite product measures and generalized Bernoulli convolutions, Naukov. Chasopys Nats. Dragomanov Pedagog. Univ. Ser. 1, Fiz. Mat. Nauky (2004), no. 5, 248–264.
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- M. V. Pratsiovytyĭ and O. Y. Feshchenko, Topological-metrical and fractal properties of the distributions on the set of the incomplete sums of series of positive terms, Theory of Stochastic Processes 13 (29) (2007), no. 1–2, 205–224. MR 2343824 (2009a:28025)
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- J. Reich, When do weighted sums of independent random variables have a density—some results and examples, Ann. Probab. 10 (1982), no. 3, 787–798. MR 659548 (83k:60026b)
- B. Solomyak, On the random series $\sum \pm \lambda ^{n}$ (an Erdös problem), Ann. of Math. (2) 142 (1995), 611–625. MR 1356783 (97d:11125)
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Additional Information
Ya. V. Goncharenko
Affiliation:
Department of Higher Mathematics, National Dragomanov Pedagogical University, Pirogova Street 9, Kyiv 01130, Ukraine
Email:
yan_a@ukr.net
M. V. Pratsyovytyĭ
Affiliation:
Department of Higher Mathematics, National Dragomanov Pedagogical University, Pirogova Street 9, Kyiv 01130, Ukraine
Email:
prats4@yandex.ru
G. M. Torbin
Affiliation:
Department of Higher Mathematics, National Dragomanov Pedagogical University, Pirogova Street 9, Kyiv 01130, Ukraine
Email:
torbin@imath.kiev.ua
Keywords:
Bernoulli convolution,
singularly continuous probability distribution,
Hausdorff–Besicovitch dimension,
Hausdorff dimension of a distribution (measure),
the set of incomplete sums of a series
Received by editor(s):
November 27, 2007
Published electronically:
December 29, 2009
Additional Notes:
The first author is supported by the grant DFG 436 113/80
The second author is supported by the grants DFG 436 UKR 113/78 and DFG 436 113/80
The third author is supported by the grants DFG 436 UKR 113/78 and DFG 436 113/80 and by the Alexander von Humboldt Foundation
Article copyright:
© Copyright 2009
American Mathematical Society