Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7548689 | Statistics & Probability Letters | 2018 | 6 Pages |
Abstract
We extend Lévy's and Robbins's results on distribution modulo 1 of sums of i.i.d. random variables to the case of autoregressive random variables and their sums. We show that the results may and may not depend on the regression coefficient and on the distribution of the white noise.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Bruno Massé,