Asymptotic formula for the moments of Bernoulli convolutions
https://doi.org/10.18255/1818-1015-2016-2-185-194
Abstract
Abstract.
Asymptotic Formula for the Moments of Bernoulli Convolutions
Timofeev E. A.
Received February 8, 2016
For each λ, 0 < λ < 1, we define a random variable
∞
Yλ =(1−λ)ξnλn, n=0
where ξn are independent random variables with
P{ξn =0}=P{ξn =1}= 1.
2
The distribution of Yλ is called a symmetric Bernoulli convolution. The main result of this paper is Mn =EYλn =nlogλ22logλ(1−λ)+0.5logλ2−0.5eτ(−logλn)1+O(n−0.99),
where
is a 1-periodic function,
1k2πikx τ(x)= kα −lnλ e
k̸=0
1 (1 − λ)2πit(1 − 22πit)π−2πit2−2πitζ(2πit), 2i sh(π2t)
α(t) = −
and ζ(z) is the Riemann zeta function.
The article is published in the author’s wording.
About the Author
E. A. TimofeevRussian Federation
ScD, professor
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Review
For citations:
Timofeev E.A. Asymptotic formula for the moments of Bernoulli convolutions. Modeling and Analysis of Information Systems. 2016;23(2):185-194. https://doi.org/10.18255/1818-1015-2016-2-185-194