Numerical characteristics of the random variable associated with the expansions of real numbers by the Engel series
DOI:
https://doi.org/10.37863/umzh.v72i5.2284Abstract
It is known that any x∈(0;1]≡Ω has a unique Engel expansion x=∞∑n=11(p1(x)+1)…(pn(x)+1), where pn(x)∈N, pn+1(x)≥pn(x) for all n∈N. This means that pn(x) is a well-defined measurable function on the probability space (Ω,F,λ), where F is the σ-algebra of Lebesgue-measurable subsets of Ω and λ is the Lebesgue measure.
The main subject of our research is the function ψ(x)=∞∑n=11pn(x)+1, defined on Ω∗⊂Ω, where Ω∗ is the convergence set of the series ∑∞n=11pn(x)+1. We prove that the function ψ is defined a.e. on (0;1] and ψ is a random variable on the probability space (Ω∗,F∗,λ), where F∗ is the σ-algebra of Lebesgue-measurable subsets of Ω∗, and obtain the mathematical expectation and variance of the function ψ. Also, we consider the variables ψk as a generalization of the function ψ and calculate the mathematical expectations Mψk of these random variables.
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