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

We investigate extreme values of Mahonian and Eulerian distributions arising from counting inversions and descents of random elements of finite Coxeter groups. To this end, we construct a triangular array of either distribution from a…

We establish arithmetical properties and provide essential bounds for bi-sequences of approximation coefficients associated with the natural extension of maps, leading to continued fraction-like expansions. These maps are realized as the…

Free probability analogs of the basics of extreme-value theory are obtained, based on Ando's spectral order. This includes classification of freely max-stable laws and their domains of attraction, using ``free extremal convolutions'' on the…

Fundamental to the theory of continued fractions is the fact that every infinite continued fraction with positive integer coefficients converges; however, it is unknown precisely which continued fractions with integer coefficients (not…

This paper investigates extreme value theory for processes obtained by applying transformations to stationary Gaussian processes, also called subordinated Gaussian processes. The main contributions are as follows. First, we refine the…

We give a complete expansion, at any accuracy order, for the iterated convolution of a complex valued integrable sequence in one space dimension. The remainders are estimated sharply with generalized Gaussian bounds. The result applies in…

Let $\mathbf{X}=\{X_{n}\}_{n\geq 1}$ be a sequence of stationary Gaussian variables and suppose that only some of the random variables from $\mathbf{X}$ can be observed. In this paper, by studying the limiting properties of multidimensional…

For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong large deviation results, are in the spirit of Edgeworth…

We study the rate of growth of ergodic sums along a sequence (a_n) of times: S_N f(x)=f(T^{a_1}x) + ... + f(T^{a_N}x). We characterize the maximal rate of growth of these ergodic sums and identify a number of sequences such as (2^n) that…

For uniformly chosen random $\alpha \in [0,1]$, it is known the probability the $n^{\rm th}$ digit of the continued-fraction expansion, $[\alpha]_n$ converges to the Gauss-Kuzmin distribution $\mathbb{P}([\alpha]_n = k) \approx \log_2 (1 +…

We discuss the use of likelihood asymptotics for inference on risk measures in univariate extreme value problems, focusing on estimation of high quantiles and similar summaries of risk for uncertainty quantification. We study whether…

We study the supremum of some random Dirichlet polynomials and obtain sharp upper and lower bounds for supremum expectation that extend the optimal estimate of Hal\'asz-Queff\'elec and enable to cunstruct random polynomials with unusually…

Asymptotic laws of records values have usually been investigated as limits in type. In this paper, we use functional representations of the tail of cumulative distribution functions in the extreme value domain of attraction to directly…

We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

The discrete distribution of the length of longest increasing subsequences in random permutations of $n$ integers is deeply related to random matrix theory. In a seminal work, Baik, Deift and Johansson provided an asymptotics in terms of…

We study the asymptotic distribution, as the volume parameter goes to 1, of the peak (largest part) of finite- or slowly-growing-width cylindric plane partitions weighted by their trace, seam, and volume. There are two natural asymptotic…

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…

In this paper we study in detail a family of continued fraction expansions of any number in the unit closed interval $[0,1]$ whose digits are differences of consecutive non-positive integer powers of an integer $m \geq 2$. For the…

We generalize the proof of Karamata's Theorem by the method of approximation by polynomials to the operator case. As a consequence, we offer a simple proof of \emph{uniform dual ergodicity} for a very large class of dynamical systems with…

Let U(N) denote the maximal length of arithmetic progressions in a random uniform subset of {0,1}^N. By an application of the Chen-Stein method, we show that U(N)- 2 log(N)/log(2) converges in law to an extreme type (asymmetric)…