Related papers: Random Continued fractions: L\'evy constant and Ch…
In many applications, the probability density function is subject to experimental errors. In this work the continuos dependence of a class of generalized entropies on the experimental errors is studied. This class includes the C. Shannon,…
For any $s\in (1/2,1]$, the series$F_s(x)=\sum_{n=1}^{\infty} e^{i\pi n^2 x}/n^s$ converges almost everywhere on $[-1,1]$ by a result of Hardy-Littlewood, but not everywhere. However, there does not yet exist an intrinsic description of the…
For any finite point set in $D$-dimensional space equipped with the 1-norm, we present random linear embeddings to $k$-dimensional space, with a new metric, having the following properties. For any pair of points from the point set that are…
Statistical inference for stochastic processes based on high-frequency observations has been an active research area for more than a decade. One of the most well-known and widely studied problems is that of estimation of the quadratic…
The notion of 'bifurcating continued fractions' is introduced. Two coupled sequences of non-negative integers are obtained from an ordered pair of positive real numbers in a manner that generalizes the notion of continued fractions. These…
The theory of continued fractions has been generalized to l-adic numbers by several authors and presents many differences with respect to the real case. In the present paper we investigate the expansion of rationals and quadratic…
In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…
We compute the rate of decay of the persistence probabilities of spherical fractional Brownian motion, which was defined by L\'evy (1965) and Istas (2005). The rate resembles the Euclidean case treated in Molchan (1999). As a by-product we…
Given a positive integer $N$ and $x$ irrational between zero and one, an $N$-continued fraction expansion of $x$ is defined analogously to the classical continued fraction expansion, but with the numerators being all equal to $N$. Inspired…
The L\'evy-stable distribution is the attractor of distributions which hold power laws with infinite variance. This distribution has been used in a variety of research areas, for example in economics it is used to model financial market…
Entropies must correspond to mean values for them to be measurable. The Shannon entropy corresponds to the weighted arithmetic mean, whereas the Renyi entropy corresponds to the exponential mean. These means refer to code lengths, which are…
In this paper, we develop a general theory of truncated inverse binomial sampling. In this theory, the fixed-size sampling and inverse binomial sampling are accommodated as special cases. In particular, the classical Chernoff-Hoeffding…
We consider the central limit theorem for stable laws in the case of the standardized sum of independent and identically distributed random variables with regular probability density function. By showing decay of different entropy…
A classical result of Khinchin says that for almost all real numbers $\alpha$, the geometric mean of the first $n$ digits $a_i(\alpha)$ in the continued fraction expansion of $\alpha$ converges to a number $K = 2.6854520\ldots$ (Khinchin's…
Exotic stochastic processes are shown to emerge in the quantum evolution of complex systems. Using influence function techniques, we consider the dynamics of a system coupled to a chaotic subsystem described through random matrix theory. We…
We continue the study of random continued fraction expansions, generated by random application of the Gauss and the R\'enyi backward continued fraction maps. We show that this random dynamical system admits a unique absolutely continuous…
In this paper we give a detailed description of the random wavelet series representation of real-valued linear fractional stable sheet introduced in Ayache, Roueff and Xiao (2007). By using this representation, in the case where the sample…
We introduced a new continued fraction expansions in our previous paper. For these expansions, we show formulae of probability about incomplete quotients. Furthermore, we prove the existence of invariant measures with respect to the…
The equivalence between non-extensive C. Tsallis entropy and the extensive entropy introduced by Alfr\'ed R\'enyi is discussed. The R\'enyi entropy is studied from the perspective of the geometry of the Lebesgue and generalised, exotic…
Assume that a sequence $x=x_0x_1\ldots$ is frequency-typical for a finite-valued stationary stochastic process $\textbf X$. We prove that the function associating to $x$ the entropy-rate $\bar H(\textbf X)$ of $\textbf X$ is uniformly…