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Preprints, Working Papers, ... Year : 2023

Convergence to the uniform distribution of vectors of partial sums modulo one with a common factor

Abstract

In this work, we prove the joint convergence in distribution of q variables modulo one obtained as partial sums of a sequence of i.i.d. square integrable random variables multiplied by a common factor given by some function of an empirical mean of the same sequence. The limit is uniformy distributed over [0, 1]^q . To deal with the coupling introduced by the common factor, we assume that the joint distribution of the random variables has a non zero component absolutely continuous with respect to the Lebesgue measure, so that the convergence in the central limit theorem for this sequence holds in total variation distance. While our result provides a generalization of Benford’s law to a data adapted mantissa, our main motivation is the derivation of a central limit theorem for the stratified resampling mechanism, which is performed in the companion paper [15].
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Dates and versions

hal-04338337 , version 1 (12-12-2023)

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Roberta Flenghi, Benjamin Jourdain. Convergence to the uniform distribution of vectors of partial sums modulo one with a common factor. 2023. ⟨hal-04338337⟩
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