benford's law, or: why the irs cares about number theory!...introduction general theory applications...

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Introduction General Theory Applications 3x + 1 Products F Conclusions Refs Benford’s law, or: Why the IRS cares about number theory! Steven J. Miller, Williams College [email protected] http://www.williams.edu/Mathematics/sjmiller/ Hampshire College, July 14, 2011 1

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  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Benford’s law, or: Why the IRS cares aboutnumber theory!

    Steven J. Miller, Williams College

    [email protected]://www.williams.edu/Mathematics/sjmiller/

    Hampshire College, July 14, 2011

    1

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Interesting Question

    Interesting QuestionFor a nice data set, such as the Fibonacci numbers, whatpercent of the leading digits are 1?

    2

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Interesting Question

    Interesting QuestionFor a nice data set, such as the Fibonacci numbers, whatpercent of the leading digits are 1?

    Plausible answers:3

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Interesting Question

    Interesting QuestionFor a nice data set, such as the Fibonacci numbers, whatpercent of the leading digits are 1?

    Plausible answers:10%4

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Interesting Question

    Interesting QuestionFor a nice data set, such as the Fibonacci numbers, whatpercent of the leading digits are 1?

    Plausible answers:10%, 11%5

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Interesting Question

    Interesting QuestionFor a nice data set, such as the Fibonacci numbers, whatpercent of the leading digits are 1?

    Plausible answers:10%, 11%, about 30%.6

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Summary

    State Benford’s Law.

    Discuss examples and applications.

    Sketch proofs.

    Describe open problems.

    7

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Caveats!

    A math test indicating fraud is not proof of fraud:unlikely events, alternate reasons.

    8

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Caveats!

    A math test indicating fraud is not proof of fraud:unlikely events, alternate reasons.

    9

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Benford’s Law: Newcomb (1881), Benford (1938)

    StatementFor many data sets, probability of observing a first digit ofd base B is logB

    (d+1

    d

    ); base 10 about 30% are 1s.

    10

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Benford’s Law: Newcomb (1881), Benford (1938)

    StatementFor many data sets, probability of observing a first digit ofd base B is logB

    (d+1

    d

    ); base 10 about 30% are 1s.

    Not all data sets satisfy Benford’s Law.

    11

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Benford’s Law: Newcomb (1881), Benford (1938)

    StatementFor many data sets, probability of observing a first digit ofd base B is logB

    (d+1

    d

    ); base 10 about 30% are 1s.

    Not all data sets satisfy Benford’s Law.⋄ Long street [1, L]: L = 199 versus L = 999.

    12

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Benford’s Law: Newcomb (1881), Benford (1938)

    StatementFor many data sets, probability of observing a first digit ofd base B is logB

    (d+1

    d

    ); base 10 about 30% are 1s.

    Not all data sets satisfy Benford’s Law.⋄ Long street [1, L]: L = 199 versus L = 999.⋄ Oscillates between 1/9 and 5/9 with first digit 1.

    13

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Benford’s Law: Newcomb (1881), Benford (1938)

    StatementFor many data sets, probability of observing a first digit ofd base B is logB

    (d+1

    d

    ); base 10 about 30% are 1s.

    Not all data sets satisfy Benford’s Law.⋄ Long street [1, L]: L = 199 versus L = 999.⋄ Oscillates between 1/9 and 5/9 with first digit 1.⋄ Many streets of different sizes: close to Benford.

    14

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Examples

    recurrence relations

    special functions (such as n!)

    iterates of power, exponential, rational maps

    products of random variables

    L-functions, characteristic polynomials

    iterates of the 3x + 1 map

    differences of order statistics

    hydrology and financial data

    many hierarchical Bayesian models

    15

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Bastille Day, Wikipedia and Google

    2 4 6 8 10

    0.1

    0.2

    0.3

    0.4

    2 4 6 8 10

    0.2

    0.4

    0.6

    0.8

    1.0

    First digit of number of hits Google returns forfirst 80 distinct words and numbers fromWikipedia’s Bastille Day entry on July 10, 2011.Chisquare of 46.2, highly non-Benford (99% oftime should be at most 20).

    16

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Riemann Zeta Function

    ζ(s) =∞∑

    n=1

    1ns

    =∏

    p prime

    (1 − 1

    ps

    )−1(if Re(s) > 1).

    ∣∣ζ(

    12 + i

    k4

    )∣∣, k ∈ {0, 1, . . . , 65535}.

    2 4 6 8

    0.05

    0.1

    0.15

    0.2

    0.25

    0.3

    17

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Applications

    analyzing round-off errors

    determining the optimal way to storenumbers

    detecting tax and image fraud, and dataintegrity

    18

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    General Theory

    19

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Mantissas

    Mantissa: x = M10(x) · 10k , k integer.

    M10(x) = M10(x̃) if and only if x and x̃ have thesame leading digits.

    Key observation: log10(x) = log10(x̃) mod 1 ifand only if x and x̃ have the same leading digits.Thus often study y = log10 x .

    20

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Equidistribution and Benford’s Law

    Equidistribution{yn}∞n=1 is equidistributed modulo 1 if probabilityyn mod 1 ∈ [a, b] tends to b − a:

    #{n ≤ N : yn mod 1 ∈ [a, b]}N

    → b − a.

    21

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Equidistribution and Benford’s Law

    Equidistribution{yn}∞n=1 is equidistributed modulo 1 if probabilityyn mod 1 ∈ [a, b] tends to b − a:

    #{n ≤ N : yn mod 1 ∈ [a, b]}N

    → b − a.

    Thm: β 6∈ Q, nβ is equidistributed mod 1.

    22

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Equidistribution and Benford’s Law

    Equidistribution{yn}∞n=1 is equidistributed modulo 1 if probabilityyn mod 1 ∈ [a, b] tends to b − a:

    #{n ≤ N : yn mod 1 ∈ [a, b]}N

    → b − a.

    Thm: β 6∈ Q, nβ is equidistributed mod 1.

    Examples: log10 2, log10(

    1+√

    52

    )6∈ Q.

    23

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Equidistribution and Benford’s Law

    Equidistribution{yn}∞n=1 is equidistributed modulo 1 if probabilityyn mod 1 ∈ [a, b] tends to b − a:

    #{n ≤ N : yn mod 1 ∈ [a, b]}N

    → b − a.

    Thm: β 6∈ Q, nβ is equidistributed mod 1.

    Examples: log10 2, log10(

    1+√

    52

    )6∈ Q.

    Proof: if rational: 2 = 10p/q.

    24

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Equidistribution and Benford’s Law

    Equidistribution{yn}∞n=1 is equidistributed modulo 1 if probabilityyn mod 1 ∈ [a, b] tends to b − a:

    #{n ≤ N : yn mod 1 ∈ [a, b]}N

    → b − a.

    Thm: β 6∈ Q, nβ is equidistributed mod 1.

    Examples: log10 2, log10(

    1+√

    52

    )6∈ Q.

    Proof: if rational: 2 = 10p/q.Thus 2q = 10p or 2q−p = 5p, impossible.

    25

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Example of Equidistribution: n√π mod 1

    0.2 0.4 0.6 0.8 1

    0.5

    1.0

    1.5

    2.0

    n√π mod 1 for n ≤ 10

    26

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Example of Equidistribution: n√π mod 1

    0.2 0.4 0.6 0.8 1

    0.2

    0.4

    0.6

    0.8

    1.0

    n√π mod 1 for n ≤ 100

    27

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Example of Equidistribution: n√π mod 1

    0.2 0.4 0.6 0.8 1

    0.2

    0.4

    0.6

    0.8

    1.0

    n√π mod 1 for n ≤ 1000

    28

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Example of Equidistribution: n√π mod 1

    0.2 0.4 0.6 0.8 1

    0.2

    0.4

    0.6

    0.8

    1.0

    n√π mod 1 for n ≤ 10, 000

    29

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Logarithms and Benford’s Law

    Fundamental EquivalenceData set {xi} is Benford base B if {yi} isequidistributed mod 1, where yi = logB xi .

    30

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Logarithms and Benford’s Law

    Fundamental EquivalenceData set {xi} is Benford base B if {yi} isequidistributed mod 1, where yi = logB xi .

    0 1log 2 log 10

    31

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Logarithms and Benford’s Law

    Fundamental EquivalenceData set {xi} is Benford base B if {yi} isequidistributed mod 1, where yi = logB xi .

    0 1

    1 102

    log 2 log 10

    32

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Examples

    2n is Benford base 10 as log10 2 6∈ Q.

    33

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Examples

    Fibonacci numbers are Benford base 10.

    34

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Examples

    Fibonacci numbers are Benford base 10.an+1 = an + an−1.

    35

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Examples

    Fibonacci numbers are Benford base 10.an+1 = an + an−1.Guess an = rn: rn+1 = rn + rn−1 or r2 = r + 1.

    36

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Examples

    Fibonacci numbers are Benford base 10.an+1 = an + an−1.Guess an = rn: rn+1 = rn + rn−1 or r2 = r + 1.Roots r = (1 ±

    √5)/2.

    37

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Examples

    Fibonacci numbers are Benford base 10.an+1 = an + an−1.Guess an = rn: rn+1 = rn + rn−1 or r2 = r + 1.Roots r = (1 ±

    √5)/2.

    General solution: an = c1rn1 + c2rn2 .

    38

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Examples

    Fibonacci numbers are Benford base 10.an+1 = an + an−1.Guess an = rn: rn+1 = rn + rn−1 or r2 = r + 1.Roots r = (1 ±

    √5)/2.

    General solution: an = c1rn1 + c2rn2 .

    Binet: an = 1√5

    (1+

    √5

    2

    )n− 1√

    5

    (1−

    √5

    2

    )n.

    39

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Examples

    Fibonacci numbers are Benford base 10.an+1 = an + an−1.Guess an = rn: rn+1 = rn + rn−1 or r2 = r + 1.Roots r = (1 ±

    √5)/2.

    General solution: an = c1rn1 + c2rn2 .

    Binet: an = 1√5

    (1+

    √5

    2

    )n− 1√

    5

    (1−

    √5

    2

    )n.

    Most linear recurrence relations Benford:

    40

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Examples

    Fibonacci numbers are Benford base 10.an+1 = an + an−1.Guess an = rn: rn+1 = rn + rn−1 or r2 = r + 1.Roots r = (1 ±

    √5)/2.

    General solution: an = c1rn1 + c2rn2 .

    Binet: an = 1√5

    (1+

    √5

    2

    )n− 1√

    5

    (1−

    √5

    2

    )n.

    Most linear recurrence relations Benford:⋄ an+1 = 2an

    41

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Examples

    Fibonacci numbers are Benford base 10.an+1 = an + an−1.Guess an = rn: rn+1 = rn + rn−1 or r2 = r + 1.Roots r = (1 ±

    √5)/2.

    General solution: an = c1rn1 + c2rn2 .

    Binet: an = 1√5

    (1+

    √5

    2

    )n− 1√

    5

    (1−

    √5

    2

    )n.

    Most linear recurrence relations Benford:⋄ an+1 = 2an − an−1

    42

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Examples

    Fibonacci numbers are Benford base 10.an+1 = an + an−1.Guess an = rn: rn+1 = rn + rn−1 or r2 = r + 1.Roots r = (1 ±

    √5)/2.

    General solution: an = c1rn1 + c2rn2 .

    Binet: an = 1√5

    (1+

    √5

    2

    )n− 1√

    5

    (1−

    √5

    2

    )n.

    Most linear recurrence relations Benford:⋄ an+1 = 2an − an−1⋄ take a0 = a1 = 1 or a0 = 0, a1 = 1.

    43

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Digits of 2n

    First 60 values of 2n (only displaying 30)1 1024 1048576 digit # Obs Prob Benf Prob2 2048 2097152 1 18 .300 .3014 4096 4194304 2 12 .200 .1768 8192 8388608 3 6 .100 .125

    16 16384 16777216 4 6 .100 .09732 32768 33554432 5 6 .100 .07964 65536 67108864 6 4 .067 .067

    128 131072 134217728 7 2 .033 .058256 262144 268435456 8 5 .083 .051512 524288 536870912 9 1 .017 .046

    44

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Logarithms and Benford’s Law

    χ2 values for αn, 1 ≤ n ≤ N (5% 15.5).N χ2(γ) χ2(e) χ2(π)

    100 0.72 0.30 46.65200 0.24 0.30 8.58400 0.14 0.10 10.55500 0.08 0.07 2.69700 0.19 0.04 0.05800 0.04 0.03 6.19900 0.09 0.09 1.71

    1000 0.02 0.06 2.90

    45

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Logarithms and Benford’s Law: Base 10

    log(χ2) vs N for πn (red) and en (blue),n ∈ {1, . . . ,N}. Note π175 ≈ 1.0028 · 1087, (5%,log(χ2) ≈ 2.74).

    200 400 600 800 1000

    -1.5

    -1.0

    -0.5

    0.5

    1.0

    1.5

    2.0

    46

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Applications

    47

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Applications for the IRS: Detecting Fraud

    48

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Applications for the IRS: Detecting Fraud

    49

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Detecting Fraud

    Bank FraudAudit of a bank revealed huge spike ofnumbers starting with

    50

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Detecting Fraud

    Bank FraudAudit of a bank revealed huge spike ofnumbers starting with 48 and 49, most dueto one person.

    51

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Detecting Fraud

    Bank FraudAudit of a bank revealed huge spike ofnumbers starting with 48 and 49, most dueto one person.

    Write-off limit of $5,000. Officer had friendsapplying for credit cards, ran up balancesjust under $5,000 then he would write thedebts off.

    52

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Data Integrity: Stream Flow Statistics: 130 years, 457,440 records

    53

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Election Fraud: Iran 2009

    Numerous protests/complaints over Iran’s 2009elections.Lot of analysis; data moderately suspicious:

    First and second leading digits;

    Last two digits (should almost be uniform);

    Last two digits differing by at least 2.

    Warning: enough tests, even if nothing wrongwill find a suspicious result (but when all testsare on the boundary...).

    54

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    The 3x + 1 Problemand

    Benford’s Law

    55

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    3x + 1 Problem

    Kakutani (conspiracy), Erdös (not ready).

    x odd, T (x) = 3x+12k , 2k ||3x + 1.

    Conjecture: for some n = n(x), T n(x) = 1.

    7

    56

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    3x + 1 Problem

    Kakutani (conspiracy), Erdös (not ready).

    x odd, T (x) = 3x+12k , 2k ||3x + 1.

    Conjecture: for some n = n(x), T n(x) = 1.

    7 →1 11

    57

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    3x + 1 Problem

    Kakutani (conspiracy), Erdös (not ready).

    x odd, T (x) = 3x+12k , 2k ||3x + 1.

    Conjecture: for some n = n(x), T n(x) = 1.

    7 →1 11 →1 17

    58

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    3x + 1 Problem

    Kakutani (conspiracy), Erdös (not ready).

    x odd, T (x) = 3x+12k , 2k ||3x + 1.

    Conjecture: for some n = n(x), T n(x) = 1.

    7 →1 11 →1 17 →2 13

    59

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    3x + 1 Problem

    Kakutani (conspiracy), Erdös (not ready).

    x odd, T (x) = 3x+12k , 2k ||3x + 1.

    Conjecture: for some n = n(x), T n(x) = 1.

    7 →1 11 →1 17 →2 13 →3 5

    60

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    3x + 1 Problem

    Kakutani (conspiracy), Erdös (not ready).

    x odd, T (x) = 3x+12k , 2k ||3x + 1.

    Conjecture: for some n = n(x), T n(x) = 1.

    7 →1 11 →1 17 →2 13 →3 5 →4 1

    61

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    3x + 1 Problem

    Kakutani (conspiracy), Erdös (not ready).

    x odd, T (x) = 3x+12k , 2k ||3x + 1.

    Conjecture: for some n = n(x), T n(x) = 1.

    7 →1 11 →1 17 →2 13 →3 5 →4 1 →2 1,

    62

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    3x + 1 Problem

    Kakutani (conspiracy), Erdös (not ready).

    x odd, T (x) = 3x+12k , 2k ||3x + 1.

    Conjecture: for some n = n(x), T n(x) = 1.

    7 →1 11 →1 17 →2 13 →3 5 →4 1 →2 1,2-path (1, 1), 5-path (1, 1, 2, 3, 4).m-path: (k1, . . . , km).

    63

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Heuristic Proof of 3x + 1 Conjecture

    an+1 = T (an)

    E[log an+1] ≈∞∑

    k=1

    12k

    log(

    3an2k

    )

    = log an + log 3 − log 2∞∑

    k=1

    k2k

    = log an + log(

    34

    ).

    Geometric Brownian Motion, drift log(3/4) < 1.64

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    3x + 1 and Benford

    Theorem (Kontorovich and M–, 2005)As m → ∞, xm/(3/4)mx0 is Benford.

    Theorem (Lagarias-Soundararajan 2006)

    X ≥ 2N , for all but at most c(B)N−1/36X initialseeds the distribution of the first N iterates ofthe 3x + 1 map are within 2N−1/36 of theBenford probabilities.

    65

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    3x + 1 Data: random 10,000 digit number, 2k ||3x + 1

    80,514 iterations ((4/3)n = a0 predicts 80,319);χ2 = 13.5 (5% 15.5).

    Digit Number Observed Benford1 24251 0.301 0.3012 14156 0.176 0.1763 10227 0.127 0.1254 7931 0.099 0.0975 6359 0.079 0.0796 5372 0.067 0.0677 4476 0.056 0.0588 4092 0.051 0.0519 3650 0.045 0.046

    66

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    3x + 1 Data: random 10,000 digit number, 2|3x + 1

    241,344 iterations, χ2 = 11.4 (5% 15.5).

    Digit Number Observed Benford1 72924 0.302 0.3012 42357 0.176 0.1763 30201 0.125 0.1254 23507 0.097 0.0975 18928 0.078 0.0796 16296 0.068 0.0677 13702 0.057 0.0588 12356 0.051 0.0519 11073 0.046 0.046

    67

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    5x + 1 Data: random 10,000 digit number, 2k ||5x + 1

    27,004 iterations, χ2 = 1.8 (5% 15.5).

    Digit Number Observed Benford1 8154 0.302 0.3012 4770 0.177 0.1763 3405 0.126 0.1254 2634 0.098 0.0975 2105 0.078 0.0796 1787 0.066 0.0677 1568 0.058 0.0588 1357 0.050 0.0519 1224 0.045 0.046

    68

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    5x + 1 Data: random 10,000 digit number, 2|5x + 1

    241,344 iterations, χ2 = 3 · 10−4 (5% 15.5).

    Digit Number Observed Benford1 72652 0.301 0.3012 42499 0.176 0.1763 30153 0.125 0.1254 23388 0.097 0.0975 19110 0.079 0.0796 16159 0.067 0.0677 13995 0.058 0.0588 12345 0.051 0.0519 11043 0.046 0.046

    69

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Productsof

    Random Variables

    70

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Preliminaries

    X1 · · ·Xn ⇔ Y1 + · · ·+ Yn mod 1, Yi = logB Xi

    Density Yi is gi , density Yi + Yj is

    (gi ∗ gj)(y) =∫ 1

    0gi(t)gj(y − t)dt .

    hn = g1 ∗ · · · ∗ gn, ĝ(ξ) = ĝ1(ξ) · · · ĝn(ξ).

    71

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Modulo 1 Central Limit Theorem

    Theorem (M– and Nigrini 2007){Ym} independent continuous random variableson [0, 1) (not necc. i.i.d.), densities {gm}.Y1 + · · ·+ YM mod 1 converges to the uniformdistribution as M → ∞ in L1([0, 1]) if and only iffor all n 6= 0, limM→∞ ĝ1(n) · · · ĝM(n) = 0.

    ⋄ Gives info on rate of convergence.

    72

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Proof under stronger conditions

    Use standard CLT to show Y1 + · · ·+ YMtends to a Gaussian.

    Use Poisson Summation to show theGaussian tends to the uniform modulo 1.

    73

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Proof under stronger conditions

    -4 -2 2 4

    0.1

    0.2

    0.3

    0.4

    Figure: Plot of normal (mean 0, stdev 1).

    74

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Proof under stronger conditions

    0.2 0.4 0.6 0.8 1.0

    1

    2

    3

    4

    Figure: Plot of normal (mean 0, stdev .1) modulo 1.

    75

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Proof under stronger conditions

    0.2 0.4 0.6 0.8 1.0

    0.995

    1.000

    1.005

    1.010

    1.015

    Figure: Plot of normal (mean 0, stdev .5) modulo 1.

    76

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Conclusions

    77

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Current / Future Investigations

    Develop more sophisticated tests for fraud.

    Study digits of other systems.⋄ Break rod of fixed length a variable numberof times.⋄ Break rods of variable length a variablenumber of times.⋄ Break rods of variable length, each piecethen breaks with given probability.⋄ Break rods of variable integer length, eachpiece breaks until is a prime, or a square, ....

    78

  • Introduction General Theory Applications 3x + 1 Products F Conclusions Refs

    Conclusions and Future Investigations

    See many different systems exhibit Benfordbehavior.

    Ingredients of proofs (logarithms,equidistribution).

    Applications to fraud detection / dataintegrity.

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