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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 =(1λ)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(1λ)+0.5logλ20.5eτ(logλn)1+O(n0.99),

where

is a 1-periodic function,

1k2πikx τ(x)= kα lnλ e

k̸=0

1 (1 λ)2πit(1 22πit)π2πit22πitζ(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. Timofeev
P.G. Demidov Yaroslavl State University, Sovetskaya str., 14, Yaroslavl, 150000, Russia
Russian 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

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ISSN 1818-1015 (Print)
ISSN 2313-5417 (Online)