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Modelirovanie i Analiz Informatsionnykh Sistem, 2016, Volume 23, Number 2, Pages 185–194
DOI: https://doi.org/10.18255/1818-1015-2016-2-185-194
(Mi mais490)
 

Asymptotic formula for the moments of Bernoulli convolutions

E. A. Timofeev

P.G. Demidov Yaroslavl State University, Sovetskaya str., 14, Yaroslavl, 150000, Russia
References:
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
Bibliographic databases:
Document Type: Article
UDC: 519.987
Language: English
Citation: E. A. Timofeev, “Asymptotic formula for the moments of Bernoulli convolutions”, Model. Anal. Inform. Sist., 23:2 (2016), 185–194
Citation in format AMSBIB
\Bibitem{Tim16}
\by E.~A.~Timofeev
\paper Asymptotic formula for the moments of Bernoulli convolutions
\jour Model. Anal. Inform. Sist.
\yr 2016
\vol 23
\issue 2
\pages 185--194
\mathnet{http://mi.mathnet.ru/mais490}
\crossref{https://doi.org/10.18255/1818-1015-2016-2-185-194}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3504588}
\elib{https://elibrary.ru/item.asp?id=25810351}
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