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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2004 Volume 49, Issue 1, Pages 178–184 (Mi tvp244)

This article is cited in 4 papers

Short Communications

Completely asymmetric stable laws and Benford's law

A. A. Kulikovaa, Yu. V. Prokhorovb

a M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
b Steklov Mathematical Institute, Russian Academy of Sciences

Abstract: Let $Y$ be a random variable with a completely asymmetric stable law and parameter $\alpha$. This paper proves that a probability distribution of a fractional part of the logarithm of $Y$ with respect to any base larger than 1 converges to the uniform distribution on the interval $[0,1]$ for $\alpha\to 0$. This implies that the distribution of the first significant digit of $Y$ for small $\alpha$ can be approximately described by the Benford law.

Keywords: completely asymmetric stable law, Benford law, Poisson summation formula.

Received: 20.01.2004

DOI: 10.4213/tvp244


 English version:
Theory of Probability and its Applications, 2005, 49:1, 163–169

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