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 Equidistribution, uniform distribution: a probabilist's perspective

 Abstract The theory of equidistribution is about hundred years old, and has been developed primarily by number theorists and theoretical computer scientists. A motivated uninitiated peer could encounter difficulties perusing the literature, due to various synonyms and polysemes used by different schools. One purpose of this note is to provide a short introduction for probabilists. We proceed by recalling a perspective originating in a work of the second author from 2002. Using it, various new examples of completely uniformly distributed $$\mathsf{mod}~1$$ sequences, in the “metric” (meaning almost sure stochastic) sense, can be easily exhibited. In particular, we point out natural generalizations of the original $$p$$-multiply equidistributed sequence $$k^p\, t\ {\mathsf{mod}}~1$$, $$k\geq1$$ (where $$p\in\mathbb{N}$$ and $$t\in[0,1]$$), due to Hermann Weyl in 1916. In passing, we also derive a Weyl-like criterion for weakly completely equidistributed (also known as WCUD) sequences, of substantial recent interest in MCMC simulations. The translation from number theory to probability language brings into focus a version of the strong law of large numbers for weakly correlated complex-valued random variables, the study of which was initiated by Weyl in the aforementioned manuscript, followed up by Davenport, Erdős and LeVeque in 1963, and greatly extended by Russell Lyons in 1988. In this context, an application to $$\infty$$-distributed Koksma's numbers $$t^k\ {\mathsf{mod}}~1$$, $$k\geq1$$ (where $$t\in[1,a]$$ for some $$a>1$$), and an important generalization by Niederreiter and Tichy from 1985 are discussed. The paper contains negligible amount of new mathematics in the strict sense, but its perspective and open questions included in the end could be of considerable interest to probabilists and statisticians, as well as certain computer scientists and number theorists. AMS 2000 subject classifications: Primary 60-01, 11-02; secondary 11K45, 65C10, 60F15.Keywords: Equidistribution, completely equidistributed, completely uniformly distributed, ∞-distributed, metric theory, weakly completely uniformly distributed, pseudo-random numbers, Weyl criterion, strong law of large numbers, weakly correlated, dependent random variables.
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Limic, Vlada, Limic, Nedzad, Equidistribution, uniform distribution: a probabilist's perspective, Probability Surveys, 15, (2018), 131-155 (electronic). DOI: 10.1214/17-PS295.

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