Singular distribution functions for random variables with stationary digits

Abstract

Let $F$ be the cumulative distribution function (CDF) of the base-$q$ expansion ${\sum }_{n=1}^{\infty }{X}_n{q}^{-n}$, where $q\ge 2$ is an integer and $\{X_n{\}}_{n\ge 1}$ is a stationary stochastic process with state space $\{0,\dots ,q-1\}$. In a previous paper we characterized the absolutely continuous and the discrete components of $F$. In this paper we study special cases of models, including stationary Markov chains of any order and stationary renewal point processes, where we establish a law of pure types: $F$ is then either a uniform or a singular CDF on $[0,1]$. Moreover, we study mixtures of such models. In most cases expressions and plots of $F$ are given.

This work extends some results of arXiv:2001.08492v1