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This article is cited in 4 scientific papers (total in 4 papers)
Short Communications
Completely asymmetric stable laws and
Benford's law
A. A. Kulikovaa, Yu. V. Prokhorovb a M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
b Steklov Mathematical Institute, Russian Academy of Sciences
Abstract:
Let $Y$ be a random variable with a completely asymmetric stable law
and parameter $\alpha$. This
paper proves that a probability distribution of a fractional part
of the logarithm of $Y$ with respect
to any base larger than 1 converges to the uniform distribution
on the interval $[0,1]$ for
$\alpha\to 0$. This implies that the distribution of the first
significant digit of $Y$ for
small $\alpha$ can be approximately described by the Benford law.
Keywords:
completely asymmetric stable law, Benford law, Poisson summation formula.
Received: 20.01.2004
Citation:
A. A. Kulikova, Yu. V. Prokhorov, “Completely asymmetric stable laws and
Benford's law”, Teor. Veroyatnost. i Primenen., 49:1 (2004), 178–184; Theory Probab. Appl., 49:1 (2005), 163–169
Linking options:
https://www.mathnet.ru/eng/tvp244https://doi.org/10.4213/tvp244 https://www.mathnet.ru/eng/tvp/v49/i1/p178
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