Random Continued fractions: Lévy constant and Chernoff-type estimate

preprint2016arXivOpen access

Abstract

Given a stochastic process {An,n≥1}\{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,n≥1}\{A_n, n \geq 1\} is ergodic and the expectation E(log⁡A1)<∞E(\log A_1) < \infty, we give a Lévy-type metric theorem which covers that of real case presented by Lévy in 1929. Moreover, a corresponding Chernoff-type estimate is obtained under the conditions {An,n≥1}\{A_n, n \geq 1\} is ψψ-mixing and for each 0<t<10< t< 1, E(A1t)<∞E(A_1^t) < \infty.

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