Distributions and expectations of singular random variables

L. Lorne Campbell, Andrew L. McKellips, P.H. Wittke · Journal of Applied Probability · 1995

Intersymbol and cochannel interference in a communications channel can often be modelled as the sum of an infinite series of random variables with weights which decay fairly rapidly. Frequently, this yields a random variable which is singular but non-atomic. The Hausdorff dimension of the distribution is estimated and methods for calculating expectations are studied. A connection is observed between the dimension and the complexity of the calculation of an expectation.

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