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Continued fractions, the Chen–Stein method and extreme value theory

Part of:Probabilistic theory: distribution modulo $1$; metric theory of algorithmsStochastic processes

Published online by Cambridge University Press:  06 September 2019

ANISH GHOSH,
MAXIM SØLUND KIRSEBOM and
PARTHANIL ROY
ANISH GHOSH
Affiliation:
School of Mathematics, Tata Institute of Fundamental Research, Mumbai 400005, India email ghosh.anish@gmail.com
MAXIM SØLUND KIRSEBOM
Affiliation:
Department of Mathematics, University of Hamburg, 20146 Hamburg, Germany email maximkirsebom@gmail.com
PARTHANIL ROY
Affiliation:
Theoretical Statistics and Mathematics Unit, Indian Statistical Institute, Bangalore 560059, India email parthanil.roy@gmail.com
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Abstract

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In this work we deal with extreme value theory in the context of continued fractions using techniques from probability theory, ergodic theory and real analysis. We give an upper bound for the rate of convergence in the Doeblin–Iosifescu asymptotics for the exceedances of digits obtained from the regular continued fraction expansion of a number chosen randomly from $(0,1)$ according to the Gauss measure. As a consequence, we significantly improve the best known upper bound on the rate of convergence of the maxima in this case. We observe that the asymptotics of order statistics and the extremal point process can also be investigated using our methods.

Keywords

continued fractionsChen–Stein methodPoisson approximationrate of convergenceextreme value theory

MSC classification

Primary:60G70: Extreme value theory; extremal processes
Secondary:11K50: Metric theory of continued fractions

Information

Type
Original Article
Information
Ergodic Theory and Dynamical Systems , Volume 41 , Issue 2 , February 2021, pp. 461 - 470
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Copyright
© Cambridge University Press, 2019

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