General distributions of number representation elements
We provide general expressions for the joint distributions of the k most significant b -ary digits and of the k leading continued fraction (CF) coefficients of outcomes of arbitrary continuous random variables. Our analysis highlights the connections between the two problems. In particular, we giv...
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Veröffentlicht in: | Probability in the engineering and informational sciences 2024-07, Vol.38 (3), p.594-616 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | We provide general expressions for the joint distributions of the k most significant b -ary digits and of the k leading continued fraction (CF) coefficients of outcomes of arbitrary continuous random variables. Our analysis highlights the connections between the two problems. In particular, we give the general convergence law of the distribution of the j th significant digit, which is the counterpart of the general convergence law of the distribution of the j th CF coefficient (Gauss-Kuz’min law). We also particularise our general results for Benford and Pareto random variables. The former particularisation allows us to show the central role played by Benford variables in the asymptotics of the general expressions, among several other results, including the analogue of Benford’s law for CFs. The particularisation for Pareto variables—which include Benford variables as a special case—is especially relevant in the context of pervasive scale-invariant phenomena, where Pareto variables occur much more frequently than Benford variables. This suggests that the Pareto expressions that we produce have wider applicability than their Benford counterparts in modelling most significant digits and leading CF coefficients of real data. Our results may find practical application in all areas where Benford’s law has been previously used. |
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ISSN: | 0269-9648 1469-8951 |
DOI: | 10.1017/S0269964823000207 |