On Discrete Variables whose Sum is Absolutely Continuous
Blackwell, David
Ann. Math. Statist., Tome 28 (1957) no. 4, p. 520-521 / Harvested from Project Euclid
If $\{Z_n\}, n = 1, 2, \ldots$ is a stationary stochastic process with $D$ states $0, 1, \cdots, D - 1$, and $X = \sum^\infty_1 Z_k/D^n$, Harris [1] has shown that the distribution of $X$ is absolutely continuous if and only if the $Z_n$ are independent and uniformly distributed over $0, 1, \cdots, D - 1$, i.e., if and only if the distribution of $X$ is uniform on the unit interval. In this note we show that if $\{Z_n\}, n = 1, 2, \cdots$ is any stochastic process with $D$ states $0, 1, \cdots, D - 1$ such that $X = \sum^\infty_1 Z_n/D^n$ has an absolutely continuous distribution, then the conditional distribution of $R_k = \sum^\infty_{n = 1} Z_{k + n}/D^n$ given $Z_1, \cdots, Z_k$ converges to the uniform distribution on the unit interval with probability 1 as $k \rightarrow \infty$. It follows that the unconditional distribution of $R_k$ converges to the uniform distribution as $k \rightarrow \infty$. Since if $\{Z_n\}$ is stationary the distribution of $R_k$ is independent of $k$, the result of Harris follows.
Publié le : 1957-06-14
Classification: 
@article{1177706985,
     author = {Blackwell, David},
     title = {On Discrete Variables whose Sum is Absolutely Continuous},
     journal = {Ann. Math. Statist.},
     volume = {28},
     number = {4},
     year = {1957},
     pages = { 520-521},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706985}
}
Blackwell, David. On Discrete Variables whose Sum is Absolutely Continuous. Ann. Math. Statist., Tome 28 (1957) no. 4, pp.  520-521. http://gdmltest.u-ga.fr/item/1177706985/