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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Lithuanian Mathemati...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Lithuanian Mathematical Journal
Article . 1984 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1984
Data sources: zbMATH Open
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Arithmetic simulation of stochastic processes

Authors: Manstavichyus, Eh.;

Arithmetic simulation of stochastic processes

Abstract

Given a sequence of additive functions \(f_ n(m)\), with a suitable choice of the parameter \(y_{tn}\) \((y_{0n}=0\), \(y_{nn}=1)\) one can define a sequence of stochastic processes \(h_ n(m,t)=\sum_{p^ k \| m, p\leq y_{tn}}f_ n(p^ k).\) Here t is the time, the integers \(m\leq n\), with the uniform measure \(\nu_ n\), the elementary events. A particularly important case is \(f_ n(m)=f(m)/\beta (n)\) with a suitable norming function \(\beta\) (n). The author connects this so-called ''arithmetic process'' to an ''accompanying process'' with independent increments \(X_ n(t)=\sum_{p\leq y_{tn}}\xi_{np}\), where \(\xi_{np}'s\) are independent variables with the distribution \(P(\xi_{np}=h_ n(p^ k))=p^{-k}(1-p^{-1}).\) The author proves that for a wide class of arithmetic functions the convergence of the sequence \((h_ n)\) is equivalent to that of the accompanying \((X_ n)\), finds a sharp estimate for the rate of convergence to the Wiener process in terms of the moments \(\sigma_{sn}=\sum_{p\leq n}| h_ n(p)|^{s/p}\) and gives a condition for the convergence to a stable process other than the Wiener process.

Keywords

convergence, Generalized stochastic processes, arithmetic functions, additive functions, sequence of stochastic processes, stable process, Wiener process, Arithmetic functions in probabilistic number theory, moments, limiting distribution, accompanying process, rate of convergence

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
6
Average
Top 10%
Average
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