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Zapiski Nauchnykh Seminarov POMI, 1994, Volume 216, Pages 86–103
(Mi znsl5948)
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On the limit distributions and the asymptotics of extremal values for some sequences of random variables
A. N. Livshits St. Petersburg Department of V. A. Steklov Institute of Mathematics of the Russian Academy of Sciences
Abstract:
The limit distributions are studied for some sequences of sums of coordinate random variables over the dynamical system, connected with the substitution of Rudin–Shapiro. The description of the limit distributions is presented on the basis of the expression for the sums of Rudin–Shapiro coefficients, obtained earlier. The expression of the density is given for the concrete subsequences and Markov representation for the “stationary” situation. The evalution of the excess is given for the wide class of substitutions. Bibliography: 11 titles.
Received: 27.04.1993
Citation:
A. N. Livshits, “On the limit distributions and the asymptotics of extremal values for some sequences of random variables”, Problems of the theory of probability distributions. Part 13, Zap. Nauchn. Sem. POMI, 216, Nauka, St. Petersburg, 1994, 86–103; J. Math. Sci. (New York), 88:1 (1998), 59–71
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https://www.mathnet.ru/eng/znsl5948 https://www.mathnet.ru/eng/znsl/v216/p86
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Abstract page: | 74 | Full-text PDF : | 41 |
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