Regularity of digits and significant digits of random variables
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Copyright © 2005 Elsevier. The definitive version is available at http://dx.doi.org/10.1016/j.spa.2005.05.003.
NOTE: At the time of publication, the author Theodore P. Hill was not yet affiliated with Cal Poly.
Abstract
A random variable X is digit-regular (respectively, significant-digit-regular) if the probability that every block of k given consecutive digits (significant digits) appears in the b-adic expansion of X approaches b-k as the block moves to the right, for all integers b>1 and k≥1. Necessary and sufficient conditions are established, in terms of convergence of Fourier coefficients, and in terms of convergence in distribution modulo 1, for a random variable to be digit-regular (significant-digit-regular), and basic relationships between digit-regularity and various classical classes of probability measures and normal numbers are given. These results provide a theoretical basis for analyses of roundoff errors in numerical algorithms which use floating-point arithmetic, and for detection of fraud in numerical data via using goodness-of-fit of the least significant digits to uniform, complementing recent tests for leading significant digits based on Benford's law.
Suggested Citation
Theodore P. Hill and Klaus Schürger. "Regularity of digits and significant digits of random variables" Stochastic Processes and their Applications 115.10 (2005): 1723-1743.
Available at: http://works.bepress.com/tphill/63