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Limit behaviour of sums of independent random variables with respect to the uniform p-adic distribution

Andrei Khrennikov

Statistics & Probability Letters, 2001, vol. 51, issue 3, 269-276

Abstract: We investigate (as usual) limit behaviour of sums Sn([omega]) of independent equally distributed random variables. However, limits of probabilities are studied with respect to a p-adic metric (where p is a prime number). We found that (despite of rather unusual features of a p-adic metric) limits of classical probabilities exist in a field of p-adic numbers. These probabilities are rational numbers (which can be calculated by using simple combinatorial considerations). Limit theorems are related to divisibility of sums Sn([omega]) by p. In fact, limits depend on choices of subsequences {Snk([omega])}. We obtain two limit theorems which describe all possible limit behaviours. All considerations are based on one special p-adic probability distribution, namely the uniform distribution.

Date: 2001
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