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Regularity of digits and significant digits of random variables
Stochastic Processes and their Applications
  • Theodore P. Hill, Georgia Institute of Technology - Main Campus
  • Klaus Schürger, University of Bonn
Publication Date
10-1-2005
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.

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Citation Information
Theodore P. Hill and Klaus Schürger. "Regularity of digits and significant digits of random variables" Stochastic Processes and their Applications Vol. 115 Iss. 10 (2005) p. 1723 - 1743
Available at: http://works.bepress.com/tphill/63/