Related papers: Continued fractions, the Chen-Stein method and ext…

We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…

We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. We apply our results to non-autonomous dynamical…

By a classical result of Gauss and Kuzmin, the continued fraction expansion of a ``random'' real number contains each digit $a\in\mathbb{N}$ with asymptotic frequency $\log_2(1+1/(a(a+2)))$. We generalize this result in two directions:…

We look at a class of transcendental real numbers xi which, together with their square, satisfy some extremal property of simultaneous approximation by rational numbers with the same denominator. We give a sufficient condition for such a…

Khinchin proved that the arithmetic mean of continued fraction digits of Lebesgue almost every irrational number in $(0,1)$ diverges to infinity. Hence, none of the classical limit theorems such as the weak and strong laws of large numbers…

We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed)…

Let $x$ be a irrational number in the unit interval and denote by its continued fraction expansion $[a_1(x), a_2(x), \cdots, a_n(x), \cdots]$. For any $n \geq 1$, write $T_n(x) = \max_{1 \leq k \leq n}\{a_k(x)\}$. We are interested in the…

We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…

Analysis of the rare and extreme values through statistical modeling is an important issue in economical crises, climate forecasting, and risk management of financial portfolios. Extreme value theory provides the probability models needed…

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…

For a skew normal random sequence, convergence rates of the distribution of its partial maximum to the Gumbel extreme value distribution are derived. The asymptotic expansion of the distribution of the normalized maximum is given under an…

We study the probabilistic behaviour of the continued fraction expansion of a quadratic irrational number, when weighted by some "additive" cost. We prove asymptotic Gaussian limit laws, with an optimal speed of convergence. We deal with…

Let $\{Z(\tau,s), (\tau,s)\in [a,b]\times[0,T]\}$ with some positive constants $a,b,T$ be a centered Gaussian random field with variance function $\sigma^{2}(\tau,s)$ satisfying $\sigma^{2}(\tau,s)=\sigma^{2}(\tau)$. We firstly derive the…

We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…

We construct an absolutely normal number whose continued fraction expansion is normal in the sense that it contains all finite patterns of partial quotients with the expected asymptotic frequency as given by the Gauss-Kuzmin measure. The…

We study the partial maxima of stationary \alpha-stable processes. We relate their asymptotic behavior to the ergodic theoretical properties of the flow. We observe a sharp change in the asymptotic behavior of the sequence of partial maxima…

We statistically compare the relationships between frequencies of digits in continued fraction expansions of typical rational points in the unit interval and higher dimensional generalisations. This takes the form of a Large Deviation and…

A version of ``preferential attachment'' random graphs, corresponding to linear ``weights'' with random ``edge additions,'' which generalizes some previously considered models, is studied. This graph model is embedded in a continuous-time…

We present and develop different approaches to study the asymptotic behavior of the distribution functions in the odd continued fractions case. Firstly, by considering the transition operator of the Markov chain associated with these…

We use point processes theory to describe the asymptotic distribution of all upper order statistics for observations collected at renewal times. As a corollary, we obtain limiting theorems for corresponding extremal processes.