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Asymptotic formula for the moments of Bernoulli convolutions
E. A. Timofeev P.G. Demidov Yaroslavl State University, Sovetskaya str., 14, Yaroslavl, 150000, Russia
Abstract:
For each $\lambda$, $0<\lambda<1$, we define a random variable
$$
Y_\lambda = (1-\lambda)\sum_{n=0}^\infty \xi_n\lambda^n,
$$
where $\xi_n$ are independent random variables with
$$
\mathrm{P}\{\xi_n =0\} =\mathrm{P}\{\xi_n =1\} =\frac12.
$$
The distribution of $Y_\lambda$ is called a symmetric Bernoulli convolution.
The main result of this paper is
$$
M_n = \mathrm{E} Y_\lambda^n =
n^{\log_{\lambda}2} 2^{\log_\lambda(1-\lambda)+0.5\log_\lambda2-0.5}
e^{\tau(-\log_{\lambda}n)}\left(1 + \mathcal{O}(n^{-0.99})\right),
$$
where
$$
\tau(x)=\sum_{k\ne0}\frac1k\alpha\left(-\frac{k}{\ln\lambda}\right)e^{2\pi ikx}
$$
is a 1-periodic function,
$$
\alpha(t) = -\frac{1}{2i\mathrm{sh}\,(\pi^2t)}
(1-\lambda)^{2\pi i t}(1 - 2^{2\pi i t})\pi^{-2\pi i t }2^{-2\pi i t }\zeta(2\pi i t),
$$
and $\zeta(z)$ is the Riemann zeta function.
The article is published in the author's wording.
Keywords:
moments, self-similar, Bernoulli convolution, singular, Mellin transform, asymptotic.
Received: 08.02.2016
Citation:
E. A. Timofeev, “Asymptotic formula for the moments of Bernoulli convolutions”, Model. Anal. Inform. Sist., 23:2 (2016), 185–194
Linking options:
https://www.mathnet.ru/eng/mais490 https://www.mathnet.ru/eng/mais/v23/i2/p185
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