A dimension gap for continued fractions with independent digits

Kinney and Pitcher (1966) determined the dimension of measures on [0, 1] which make the digits in the continued fraction expansion i.i.d. variables. From their formula it is not clear that these dimensions are less than 1, but this follows from the thermodynamic formalism for the Gauss map developed by Walters (1978). We prove that, in fact, these dimensions are bounded by 1−10⁻⁷. More generally, we considerf-expansions with a corresponding absolutely continuous measureμ under which the digits form a stationary process. Denote byE _δ the set of reals where the asymptotic frequency of some digit in thef-expansion differs by at leastδ from the frequency prescribed byμ. ThenE _δ has Hausdorff dimension less than 1 for anyδ>0.     

Sums of independent poisson subordinators and their connection with strictly α-stable processes of Ornstein-Uhlenbeck type

We describe a construction in which the discrete time of a sequence of independent, identically distributed random variables changes with the Poisson time. The Poisson time is independent of this sequence. The defined process with continuous time is called a random index process. We establish several properties of random index processes. We study asymptotics of sums of independent, identically distributed random index processes in the case where elements of the initial sequence have strictly α-stable distribution. By calculating characteristic functions we establish relationships of these sums with strictly α-stable processes of the Ornstein- Uhlenbeck type. Bibliography: 4 titles. Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 361, 2008, pp. 123–137.     

Jessen–Wintner type random variables and fractal properties of their distributions

Formulas are given for the Lebesgue measure and the Hausdorff–Besicovitch dimension of the minimal closed set S_ξ supporting the distribution of the random variable ξ = 2^–k τ_k, where τ_k are independent random variables taking the values 0, 1, 2 with probabilities p _0k , p _1k , p _2k , respectively. A classification of the distributions of the r.v. ξ via the metric‐topological properties of S_ξ is given. Necessary and sufficient conditions for superfractality and anomalous fractality of S_ξ are found. It is also proven that for any real number a ₀ ∈ [0, 1] there exists a distribution of the r.v. ξ such that the Hausdorff–Besicovitch dimension of S_ξ is equal to a ₀. The results are applied to the study of the metric‐topological properties of the convolutions of random variables with independent binary digits, i.e., random variables ξⁱ = , where η_k are independent random variables taking the values 0 and 1. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A local notion of absolute continuity in ℝ n

We consider the notion ofp, δ-absolute continuity for functions of several variables introduced in [2] and we investigate the validity of some basic properties that are shared by absolutely continuous functions in the sense of Maly. We introduce the classδ−BV _loc ^p (Ω, ℝ ^m ) and we give a characterization of the functions belonging to this class. Supported by MURST of Italy.     

Hausdorff-Besicovitch Dimension of Graphs and <Emphasis Type="Italic">p</Emphasis>-Variation

A relationship between Hausdorff-Besicovitch dimension of graphs of trajectories and p-variation index is well known for many real-valued Levy processes (see, e.g., [10]). Here this relationship is extended to a class of subordinated processes used in econometrics. Printed in Lietuvos Matematikos Rinkinys, Vol. 45, No. 3, pp. 359–366, July–September, 2005.     

Singular Strictly Monotone Functions

We describe a universal approach to constructing continuous strictly monotone increasing singular functions on the closed interval [-1,1]. The “generator” of the method is the series ∑_k=1∞±2^-k with random permutation of signs, and the corresponding functions are generated as distribution functions of such series. As examples, we consider two stochastic methods of arranging signs: independent and Markov.     

Positive definite symmetric functions on finite dimensional spaces. I. Applications of the Radon transform

An n-dimensional random vector X is said (Cambanis, S., Keener, R., and Simons, G. (1983). J. Multivar. Anal., 13 213–233) to have an α-symmetric distribution, α > 0, if its characteristic function is of the form φ(|ξ₁|^α + … + |ξ_n|^α). Using the Radon transform, integral representations are obtained for the density functions of certain absolutely continuous α-symmetric distributions. Series expansions are obtained for a class of apparently new special functions which are encountered during this study. The Radon transform is also applied to obtain the densities of certain radially symmetric stable distributions on ⁿ. A new class of “zonally” symmetric stable laws on ⁿ is defined, and series expansions are derived for their characteristic functions and densities.     

The probability distribution and Hausdorff dimension of self-affine functions

Summary A simple natural measure is found with respect to which the probability distribution of a continuous self-affine functionf in the sense of Kôno is absolutely continuous. As an immediate corollary we obtain the result of Kôno that provides a necessary and sufficient condition for this distribution to be absolutely continuous with respect to Lebesgue measure. For the class of continuous self-affine functions one proves the conjecture of T. Bedford which says in this context that the Hausdorff dimension of the graph off is equal to its box dimension if and only if the probability distribution off is absolutely continuous with respect to Lebesgue measure.     

Representations by uncorrelated random variables

All multivariate random variables with finite variances are univariate functions of uncorrelated random variables and if the multivariate distribution is absolutely continuous then these univariate functions are piecewise linear. They can be independent of the correlations in the Gaussian case.     

Topological and fractal properties of real numbers which are not normal

The set L of essentially non-normal numbers of the unit interval (i.e., the set of real numbers having no asymptotic frequencies of all digits in their nonterminating s-adic expansion) is studied in details. It is proven that the set L is generic in the topological sense (it is of the second Baire category) as well as in the sense of fractal geometry (L is a superfractal set, i.e., the Hausdorff-Besicovitch dimension of the set L is equal 1). These results are substantial generalizations of the previous results of the two latter authors [M. Pratsiovytyi, G. Torbin, Ukrainian Math. J. 47 (7) (1995) 971-975].The Q^∗-representation of real numbers (which is a generalization of the s-adic expansion) is also studied. This representation is determined by the stochastic matrix Q^∗. We prove the existence of such a Q^∗-representation that almost all (in the sense of Lebesgue measure) real numbers have no asymptotic frequency of all digits. In the case where the matrix Q^∗ has additional asymptotic properties, the Hausdorff-Besicovitch dimension of the set of numbers with prescribed asymptotic properties of their digits is determined (this is a generalization of the Eggleston-Besicovitch theorem). The connections between the notions of “normality of numbers” respectively of “asymptotic frequencies” of their digits is also studied.     

Asymptotic properties of digit sequences of random numbers

We consider several aspects of the relationship between a [0, 1]‐valued random variable X and the random sequence of digits given by its m‐ary expansion. We present results for three cases: (a) independent and identically distributed digit sequences; (b) random variables X with smooth densities; (c) stationary digit sequences. In the case of i.i.d. an integral limit thorem is proved which applies for example to relative frequencies, yielding asymptotic moment identities. We deal with occurrence probabilities of digit groups in the case that X has an analytic Lebesgue density. In the case of stationary digits we determine the distribution of X in terms of their transition functions. We study an associated [0, 1]‐valued Markov chain, in particular its ergodicity, and give conditions for the existence of stationary digit sequences with prespecified transition functions. It is shown that all probability measures induced on [0, 1] by such sequences are purely singular except for the uniform distribution. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Rates of uniform convergence for empirical processes of strictly stationary β-mixing sequences indexed by an unbounded class of functions

Assume that {Xn} is a strictly stationary β-mixing random sequence with the β-mixing coefficient βk = O(k-r), 0 < r ≤1. Yu (1994) obtained convergence rates of empirical processes of strictly stationary β-mixing random sequence indexed by bounded classes of functions. Here, a new truncation method is proposed and used to study the convergence for empirical processes of strictly stationary β-mixing sequences indexed by an unbounded class of functions. The research results show that if the envelope of the index class of functions is in Lp, p > 2 or p > 4, uniform convergence rates of empirical processes of strictly stationary β-mixing random sequence over the index classes can reach O((nr/(l+r)/logn)-1/2) or O((nr/(1+r)/ log n)-3/4) and that the Central Limit Theorem does not always hold for the empirical processes.``     

One class of singular complex-valued random variables of the Jessen-Wintner type

We study the structure of the distribution of a complex-valued random variable ξ = Σa _k ξ _k , where ξ _k are independent complex-valued random variables with discrete distribution and a _k are terms of an absolutely convergent series. We establish a criterion of discreteness and sufficient conditions for singularity of the distribution of ξ and investigate the fractal properties of the spectrum. Institute of Mathematics, Ukrainian Academy of Sciences, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 49, No. 12, pp. 1653–1660, December, 1997.     

A remark on random and equidistributed sequences

The average of the values of a function f on the points of an equidistributed sequence in [0, 1] ^s converges to the integral of f as soon as f is Riemann integrable. Some known low discrepancy sequences perform faster integration than independent random sampling (cf. [1]). We show that a small random absolutely continuous perturbation of an equidistributed sequence allows to integrate bounded Borel functions, and more generally that, if the law of the random perturbation doesn't charge polar sets, such perturbed sequences allow to integrate bounded quasi-continuous functions.     

Dimension subgroups and<Emphasis Type="Italic">p</Emphasis>-th powers in<Emphasis Type="Italic">p</Emphasis>-groups

We prove that if the nilpotence class of ap-group is strictly less thanp ^kthen every product ofp ^k-thpowers can be written as thep-th power of an element. Scoppola and Shalev have proven the same thing for groups of class strictly less thanp ^k−p ^k−1. They also provide an example which proves that ours is the best possible result. This is a generalization of the well known fact that in groups of class strictly less thanp every product ofp-powers is again ap-th power. Along the way we prove results of independent interest on dimension subgroups ofp-groups.     

A functional central limit theorem for empirical processes under a strong mixing condition

This paper introduces a functional central limit theorem for empirical processes endowed with real values from a strictly stationary random field that satisfies an interlaced mixing condition. We proceed by using a common technique from Billingsley (Convergence of probability measures, Wiley, New York, 1999), by first obtaining the limit theorem for the case where the random variables of the strictly stationary ???-mixing random field are uniformly distributed on the interval [0, 1]. We then generalize the result to the case where the absolutely continuous marginal distribution function is not longer uniform. In this case we show that the empirical process endowed with values from the ???-mixing stationary random field, due to the strong mixing condition, doesn??t converge in distribution to a Brownian bridge, but to a continuous Gaussian process with mean zero and the covariance given by the limit of the covariance of the empirical process. The argument for the general case holds similarly by the application of a standard variant of a result of Billingsley (1999) for the space D(???, ??).     

Random variables determined by the distributions of their digits in a numeration system with complex base

We study the distributions of complex-valued random variables determined by the distributions of their digits in a numeration system with complex base. We establish sufficient conditions for the singularity of such random variables, in particular, in the cases where their spectrum has Lebesgue measure zero (C-type singular distribution) or is a rectangle (S-type singular distribution). Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 12, pp. 1715–1720, December, 1998.     

Singular Probability Distributions and Fractal Properties of Sets of Real Numbers Defined by the Asymptotic Frequencies of Their <Emphasis Type="Italic">s</Emphasis>-Adic Digits

Properties of the set T _s of “particularly nonnormal numbers” of the unit interval are studied in detail (T _s consists of real numbers x some of whose s-adic digits have the asymptotic frequencies in the nonterminating s-adic expansion of x, and some do not). It is proved that the set T _s is residual in the topological sense (i.e., it is of the first Baire category) and is generic in the sense of fractal geometry (T _s is a superfractal set, i.e., its Hausdorff-Besicovitch dimension is equal to 1). A topological and fractal classification of sets of real numbers via analysis of asymptotic frequencies of digits in their s-adic expansions is presented. Dedicated to V. S. Korolyuk on occasion of his 80th birthday __________ Published in Ukrains'kyi Matematychnyi Zhurnal, Vol. 57, No. 9, pp. 1163–1170, September, 2005.     

Absolutely continuous functions of several variables and diffeomorphisms

In [4], a class of absolutely continuous functions of d-variables, motivated by applications to change of variables in an integral, has been introduced. The main result of this paper states that absolutely continuous functions in the sense of [4] are not stable under diffeomorphisms. We also show an example of a function which is absolutely continuous with respect cubes but not with respect to balls.