Related papers: Random Continued fractions: L\'evy constant and Ch…
We establish a general criterion on the upper semi-continuity of partial entropy in all directions for $C^{1+\alpha}$ diffeomorphisms: it holds when the respective sums of Lyapunov exponents are continuous. This addresses, in arbitrary…
This paper develops a theory for completely random measures in the framework of free probability. A general existence result for free completely random measures is established, and in analogy to the classical work of Kingman it is proved…
Iksanov and Pilipenko (2023) defined a skew stable L\'{e}vy process as a scaling limit of a sequence of perturbed at $0$ symmetric stable L\'{e}vy processes (continuous-time processes). Here, we provide a simpler construction of the skew…
The Levy-Steinitz theorem characterizes the values that a conditionally convergent sequence in of real numbers can attain under permutations. We extend this analysis to sequences of countable sequences of real numbers, under pointwise…
Let $\omega=[a_1, a_2, \cdots]$ be the infinite expansion of continued fraction for an irrational number $\omega \in (0,1)$; let $R_n (\omega)$ (resp. $R_{n, \, k} (\omega)$, $R_{n, \, k+} (\omega)$) be the number of distinct partial…
Without higher moment assumptions, this note establishes the decay of the Kolmogorov distance in a central limit theorem for L\'evy processes. This theorem can be viewed as a continuous-time extension of the classical random walk result by…
We consider linear iterated function systems with a random multiplicative error on the real line. Our system is $\{x\mapsto d_i + \lambda_i Y x\}_{i=1}^m$, where $d_i\in \R$ and $\lambda_i>0$ are fixed and $Y> 0$ is a random variable with…
Hidden Markov chains are widely applied statistical models of stochastic processes, from fundamental physics and chemistry to finance, health, and artificial intelligence. The hidden Markov processes they generate are notoriously…
This paper investigates what can be inferred about an arbitrary continuous probability distribution from a finite sample of $N$ observations drawn from it. The central finding is that the $N$ sorted sample points partition the real line…
In this paper, we establish the existence of moments and moment estimates for L\'evy-type processes. We discuss whether the existence of moments is a time dependent distributional property, give sufficient conditions for the existence of…
We present structural improvements of Esseen's (1969) and Rozovskii's (1974) estimates for the rate of convergence in the Lindeberg theorem and also compute the appearing absolute constants. We introduce the asymptotically exact constants…
Many classical identities arise from nothing more mysterious than looking at the same object in two different ways. A number, a function, or a combinatorial object may admit several natural decompositions, and by disassembling it in one way…
Several continued fraction expansions for $e$ have been produced by an automated conjecture generator (ACG) called \emph{The Ramanujan Machine}. Some of these were already known, some have recently been proved and some remain unproven.…
Motivated by recent developments in the metrical theory of continued fractions for real numbers concerning the growth of consecutive partial quotients, we consider its analogue over the field of formal Laurent series. Let $A_n(x)$ be the…
In this paper, we introduce the polynomial continued fraction, a close relative of the well-known simple continued fraction expansions which are widely used in number theory and in general. While they may not possess all the intriguing…
In this paper we establish functional Erd\H{o}s-Renyi laws for L\'evy processes, i.e. limit theorems for sets of functions on [0,1] associated to their increments. First, we determine precise conditions under which, in a general framework,…
We establish a central limit theorem for counting large continued fraction digits $(a_n)$, i.e. we count occurrences $\{a_n>b_n\}$, where $(b_n)$ is a sequence of positive integers. Our result improves a similar result by Philipp which…
In this article, the continuous time random walk on the circle is studied. We derive the corresponding generalized master equation and discuss the effects of topology, especially important when Levy flights are allowed. Then, we work out…
It is proven that a conjecture of Tao (2010) holds true for log-concave random variables on the integers: For every $n \geq 1$, if $X_1,\ldots,X_n$ are i.i.d. integer-valued, log-concave random variables, then $$ H(X_1+\cdots+X_{n+1}) \geq…
In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In the infill asymptotic setting, where the sampling frequency converges to zero while…