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Theory of Probability and Mathematical Statistics

ISSN 1547-7363(online) ISSN 0094-9000(print)

 
 

 

The distributions of random incomplete sums of a series with positive terms satisfying the property of non-linear homogeneity


Authors: M. V. Prats’ovytyĭ and I. O. Savchenko
Translated by: S. Kvasko
Journal: Theor. Probability and Math. Statist. 91 (2015), 145-155
MSC (2010): Primary 60G30, 11K55, 28A80
DOI: https://doi.org/10.1090/tpms/973
Published electronically: February 4, 2016
MathSciNet review: 3364130
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Abstract: The Lebesgue type as well as topological, metric, and fractal properties of the spectrum of the distribution of the random variable \[ \xi =\sum _{n=1}^{\infty }a_n\xi _n \] are studied, where $\sum _{n=1}^{\infty }a_n=a_1+a_2+\dots +a_n+r_n$ is a convergent series with positive terms such that $r_{n+1}=a_{n+1}a_{n}$ for any $n\in \mathbb {N}$ and $(\xi _n)$ is a sequence of independent random variables taking only two values, $0$ and $1$, with probabilities $p_{0n}$ and $p_{1n}$, respectively. We describe the point spectrum in the discrete case, and we prove that the distribution of $\xi$ is of a Cantor singular type with an anomalous fractal spectrum in the continuous case. We also prove that the $n$-fold convolution of the random variable $\xi$ with itself has an anomalous fractal distribution.


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Additional Information

M. V. Prats’ovytyĭ
Affiliation: Department of Higher Mathematics, Institute for Physics and Mathematics, National Pedagogical Dragomanov University, Pirogov Street, 9, Kyiv 01130, Ukraine
Email: prats4@yandex.ru

I. O. Savchenko
Affiliation: Department of Fractal Analysis, Institute for Physics and Mathematics, National Pedagogical Dragomanov University, Pirogov Street, 9, Kyiv 01130, Ukraine
Email: igorsav4enko@ukr.net

Keywords: Bernoulli convolution, singularly continuous probability distribution, the set of incomplete sums of a series, Hausdorff–Besicovitch dimension of the spectrum of a probability distribution
Received by editor(s): June 14, 2014
Published electronically: February 4, 2016
Article copyright: © Copyright 2016 American Mathematical Society