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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2007 Volume 13(29), Issue 2, Pages 205–224 (Mi thsp198)

Topological, metric and fractal properties of probability distributions on the set of incomplete sums of positive series

M. Pratsiovytyia, O. Yu. Feshchenkob

a Dragomanov National Pedagogical University, Kyiv, Ukraine; Institute for Mathematics of NAS of Ukraine, Kyiv, Ukraine
b Mathematics Institute, Academy of Sciences of the Ukrainian SSR

Abstract: We study the structure, topological, metric and fractal properties of the distribution of random incomplete sum of the convergent positive series with independent terms under certain conditions on the rate of convergence of series and on the distributions of its terms. We also study the behaviour of the absolute value of the characteristic function of this random variable at infinity and the fractal dimension preservation by its distribution function.

Keywords: Set of incomplete sums of series, singularly continuous probability distributions, absolutely continuous probability distributions, Hausdorff-Besicovitch dimension, Hausdorff-Billingsley dimension, fractals, characteristic function of random variable, transformations preserving fractal dimensions.

MSC: 11K55, 26A30, 28A80, 60E10

Language: English



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