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

It is well known that if $0.a_1a_2a_3\dots$ is the base-$b$ expansion of a number normal to base-$b$, then the numbers $0.a_ka_{m+k}a_{2m+k}\dots$ for $m\ge 2$, $k\ge 1$ are all normal to base-$b$ as well. In contrast, given a continued…

In this paper we will give a short presentation of the quantum Levy-Khinchin formula and of the formulation of quantum continual measurements based on stochastic differential equations, matters which we had the pleasure to work on in…

Let $X$ be a L\'evy process with absolutely continuous L\'evy measure $\nu$. Small time polynomial expansions of order $n$ in $t$ are obtained for the tails $P(X_{t}\geq{}y)$ of the process, assuming smoothness conditions on the L\'evy…

Let $[a_1(x),a_2(x), a_3(x),\cdots]$ denote the continued fraction expansion of a real number $x \in [0,1)$. This paper is concerned with certain exceptional sets of the Borel-Bernstein Theorem on the growth rate of $\{a_n(x)\}_{n\geq1}$.…

We call a random point measure infinitely ramified if for every $n\in \mathbb N$, it has the same distribution as the $n$-th generation of some branching random walk. On the other hand, branching L\'evy processes model the evolution of a…

An infinite continued composition is an expression of the form \begin{equation*} \lim_{n\to\infty}t_0\circ t_1 \circ t_2 \circ \cdots \circ t_n(c)\;, \end{equation*} where the $t_i$ are maps from a set $D$ to itself, the initial value $c$…

For regularized distributions we establish stability of the characterization of the normal law in Cramer's theorem with respect to the total variation norm and the entropic distance. As part of the argument, Sapogov-type theorems are…

The successive discrete structures generated by a sequential algorithm from random input constitute a Markov chain that may exhibit long term dependence on its first few input values. Using examples from random graph theory and search…

We introduce a random dynamical system related to continued fraction expansions. It uses random combination of the Gauss map and the R\'enyi (or backwards) continued fraction map. We explore the continued fraction expansions that this…

We construct intrinsic on-and off-diagonal upper and lower estimates for the transition probability density of a L\'evy process in small time. By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of…

We deal with a random graph model evolving in discrete time steps by duplicating and deleting the edges of randomly chosen vertices. We prove the existence of an a.s. asymptotic degree distribution, with streched exponential decay; more…

The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal…

The statistics of records for a time series generated by a continuous time random walk is studied, and found to be independent of the details of the jump length distribution, as long as the latter is continuous and symmetric. However, the…

In a partially ordered semigroup with the duality (or polarity) transform, it is possible to define a generalisation of continued fractions. General sufficient conditions for convergence of continued fractions with deterministic terms are…

We first derive the recurisions for integer moments of two-type continuous-state branching processes in L\'{e}vy random environments. Result shows that the $n$th moment of the process is a polynomial of the initial value of the process with…

Chernoff's bound binds a tail probability (ie. $Pr(X \ge a)$, where $a \ge EX$). Assuming that the distribution of $X$ is $Q$, the logarithm of the bound is known to be equal to the value of relative entropy (or minus Kullback-Leibler…

We give 50 digits values of the simple continued fractions whose denominators are formed from a) prime numbers, b) twin primes, c) generalized $d$-twins, d) primes of the form $m^2+n^4$, e)primes of the form $m^2+1$, f) Mersenne primes and…

In "Random complex fewnomials, I," B. Shiffman and S. Zelditch determine the limiting formula as N goes to infinity of the (normalized) expected distribution of complex zeros of a system of k random n-nomials in m variables where the…

Recently, W. M. Schmidt and L. Summerer developed a new theory called Parametric Geometry of Numbers which approximates the behaviour of the successive minima of a family of convex bodies in $\mathbb{R}^{n}$ related to the problem of…

For a broad class of the Levy processes the new form (convolution type) of the infinitesimal generators is introduced. It leads to the new notions: a truncated generator, a quasi-potential. The probability of the Levy process remaining…