Regularity of digits and significant digits of random variables
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[greater-or-equal, slanted]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.
Year of publication: |
2005
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Authors: | Hill, Theodore P. ; Schürger, Klaus |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 115.2005, 10, p. 1723-1743
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Publisher: |
Elsevier |
Keywords: | Normal numbers Significant digits Benford's law Digit-regular random variable Significant-digit-regular random variable Law of least significant digits Floating-point numbers Nonleading digits Trailing digits |
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