Distribution of Σan/n, anRandomly Equal to ±1
Stephen O. Rice · Bell System Technical Journal · 1973
When a1, a2, … are independent random variables, each equal to ± 1 with probability ½, the sum Σ1∞an/ n is a random variable whose distribution is difficult to determine theoretically. This sum is of interest in the study of intersymbol interference in digital communication systems. Here the distribution of the sum is computed by numerical integration and the results tabulated. Asymptotic expressions are given for the tails of the distribution.