Related papers: Large deviations for denominators of continued fra…
In this paper we establish uniform large deviations estimates of exponential type and H\"older continuity of the Lyapunov exponents for random non-invertible cocycles with constant rank.
For $\lambda \in (1/2, 1)$ and $\alpha$, we consider sets of numbers $x$ such that for infinitely many $n$, $x$ is $2^{-\alpha n}$-close to some $\sum_{i=1}^n \omega_i \lambda^i$, where $\omega_i \in \{0,1\}$. These sets are in Falconer's…
We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the case where the bounds are dimension-independent or nearly so.…
We prove a quantitative distortion theorem for iterated function systems that generate sets of continued fractions. As a consequence, we obtain upper and lower bounds on the Hausdorff dimension of any set of real or complex continued…
Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…
In this paper we obtain a sharp upper bound for the number of solutions to a certain diophantine inequality involving fractions with power denominator. This problem is motivated by a conjecture of Zhao concerning the spacing of such…
We study the asymptotic behaviour of a real-valued diffusion whose non-regular drift is given as a sum of a dissipative term and a bounded measurable one. We prove that two trajectories of that diffusion converge a.s. to one another at an…
Our aim in this article is to provide explicit computable estimates for the cumulative distribution function (c.d.f.) and the $p$-th order moment of the exponential functional of a fractional Brownian motion (fBM) with drift. Using…
We extend two results about the ordinary continued fraction expansion to best simultaneous Diophantine approximations of vectors or matrices. The first is Levy-Khintchin Theorem about the almost sure growth rate of the denominators of the…
In a recent paper the author obtained optimal bounds for the strong Gaussian approximation of sums of independent $\R^d$-valued random vectors with finite exponential moments. The results may be considered as generalizations of well-known…
We propose and study a generalized continued fraction algorithm that can be executed in an arbitrary imaginary quadratic field, the novelty being a non-restriction to the five Euclidean cases. Many hallmark properties of classical continued…
This paper studies quantitative deviation bounds for statistical ensembles evolving under the one-parameter flow of a nearly integrable Hamiltonian system. Combining Nekhoroshev-type stability estimates with phase-mixing arguments, we…
Large and moderate deviation principles are proved for Engel continued fractions, a new type of continued fraction expansion with non-decreasing partial quotients in number theory.
Let (X_n,Y_n) be i.i.d. random vectors. Let W(x) be the partial sum of Y_n just before that of X_n exceeds x>0. Motivated by stochastic models for neural activity, uniform convergence of the form $\sup_{c\in I}|a(c,x)\operatorname…
Let $\frak E$ denote be the ring of Eisenstein integers. Let $z\in \mathbb C$ and $p_n,q_n \in \frak E$ be such that $\{p_n/q_n\}$ is the sequence of convergents corresponding to the continued fraction expansion of $z$ with respect to the…
Nowadays the Lyapunov exponents and Lyapunov dimension have become so widespread and common that they are often used without references to the rigorous definitions or pioneering works. It may lead to a confusion since there are at least two…
Motivated by certain problems of statistical physics we consider a stationary stochastic process in which deterministic evolution is interrupted at random times by upward jumps of a fixed size. If the evolution consists of linear decay, the…
For a given parametric probability model, we consider the risk of the maximum likelihood estimator with respect to $\alpha$-divergence, which includes the special cases of Kullback--Leibler divergence, the Hellinger distance and $\chi^2$…
Past works on remote lossy source coding studied the rate under average distortion and the error exponent of excess distortion probability. In this work, we look into how fast the excess distortion probability converges to 1 at small rates,…
An Engel series is a sum of reciprocals $\sum_{j\geq 1} 1/x_j$ of a non-decreasing sequence of positive integers $x_n$ with the property that $x_n$ divides $x_{n+1}$ for all $n\geq 1$. In previous work, we have shown that for any Engel…