Related papers: Random Continued fractions: L\'evy constant and Ch…

We consider the continued fraction digits as random variables measured with respect to Lebesgue measure. The logarithmically scaled and normalized fluctuation process of the digit sums converges strongly distributional to a random variable…

We consider the random continued fraction S(t) := 1/(s_1 + t/(s_2 + t/(s_3 + >...))) where the s_n are independent random variables with the same gamma distribution. For every realisation of the sequence, S(t) defines a Stieltjes function.…

In the cryptanalysis of stream ciphers and pseudorandom sequences, the notions of linear, jump, and 2-adic complexity arise naturally to measure the (non)randomness of a given string. We define an isometry K on F_q^\infty that is the…

This note examines the question of randomness in a sequence based on the continued fraction (CF) representation of its corresponding representation as a number, or as D sequence. We propose a randomness measure that is directly equal to the…

We introduce the concept of Minkowski normality, a different type of normality for the regular continued fraction expansion. We use the ordering \[ \frac{1}{2},\quad \frac{1}{3}, \frac{2}{3},\quad \frac{1}{4}, \frac{3}{4},\frac{2}{5},…

We investigate the dynamics of continued fractions and explore the ergodic behaviour of the products of mixed partial quotients in continued fractions of real numbers. For any function $\Phi:\mathbb N\to [2,+\infty)$ and any integer $d\geq…

We give an extension of L\^e's stochastic sewing lemma [Electron. J. Probab. 25: 1 - 55, 2020]. The stochastic sewing lemma proves convergence in $L_m$ of Riemann type sums $\sum _{[s,t] \in \pi } A_{s,t}$ for an adapted two-parameter…

We give continued fraction expansions of the generating functions of Bernoulli numbers, Cauchy numbers, Euler numbers, harmonic numbers, and their generalized or related numbers. In particular, we focus on explicit forms of the convergents…

Consider a uniformly sampled random $d$-regular graph on $n$ vertices. If $d$ is fixed and $n$ goes to $\infty$ then we can relate typical (large probability) properties of such random graph to a family of invariant random processes (called…

The main purpose of this chapter is to present some theoretical aspects of parametric estimation of L\'evy processes based on high-frequency sampling, with a focus on infinite activity pure-jump models. Asymptotics for several classes of…

Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. We first make a quick but extensive review…

We revisit Ito's (\cite{I1989}) natural extension of the Farey tent map, which generates all regular continued fraction convergents and mediants of a given irrational. With a slight shift in perspective on the order in which these…

In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…

We introduce a family of maps generating continued fractions where the digit $1$ in the numerator is replaced cyclically by some given non-negative integers $(N_1,\ldots,N_m)$. We prove the convergence of the given algorithm, and study the…

We develop the geometry of Hurwitz continued fractions, a major tool in understanding the approximation properties of complex numbers by ratios of Gaussian integers. Based on a thorough study of the geometric properties of Hurwitz continued…

In this work, we present continued fractions for the arithmetic, geometric, harmonic and cotangent means of $[a_0,a_1,\dots,a_k]$ and $[a_0,a_1,\dots,a_k,a_{k+1}]$, and some of their applications.

This paper discusses a forgotten remark of Paul L\'evy (1935), determining the asymptotic distribution of sums of i.i.d. random variables with tails $cx^{-\alpha}\psi(\log x)$, where $0<\alpha<2$ and $\psi$ is a periodic function on…

Donsker-type functional limit theorems are proved for empirical processes arising from discretely sampled increments of a univariate L\'evy process. In the asymptotic regime the sampling frequencies increase to infinity and the limiting…

In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…

We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…