English

Random Continued fractions: L\'evy constant and Chernoff-type estimate

Number Theory 2016-07-05 v1 Probability

Abstract

Given a stochastic process {An,n1}\{A_n, n \geq 1\} taking values in natural numbers, the random continued fractions is defined as [A1,A2,,An,][A_1, A_2, \cdots, A_n, \cdots] analogue to the continued fraction expansion of real numbers. Assume that {An,n1}\{A_n, n \geq 1\} is ergodic and the expectation E(logA1)<E(\log A_1) < \infty, we give a L\'evy-type metric theorem which covers that of real case presented by L\'evy in 1929. Moreover, a corresponding Chernoff-type estimate is obtained under the conditions {An,n1}\{A_n, n \geq 1\} is ψ\psi-mixing and for each 0<t<10< t< 1, E(A1t)<E(A_1^t) < \infty.

Keywords

Cite

@article{arxiv.1601.02205,
  title  = {Random Continued fractions: L\'evy constant and Chernoff-type estimate},
  author = {Lulu Fang and Min Wu and Narn-Rueih Shieh and Bing Li},
  journal= {arXiv preprint arXiv:1601.02205},
  year   = {2016}
}

Comments

18 pages

R2 v1 2026-06-22T12:26:15.884Z