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Transcendence and continued fraction expansion of values of Hecke-Mahler series

Let $θ$ and $ρ$ be real numbers with $0 \le θ, ρ< 1$ and $θ$ irrational. We show that the Hecke-Mahler series $$ F_{θ, ρ} (z_1, z_2) = \sum_{k_1 \ge 1} \, \sum_{k_2 = 1}^{\lfloor k_1 θ+ ρ\rfloor} \, z_1^{k_1} z_2^{k_2}, $$ where $\lfloor \cdot \rfloor$ denotes the integer part function, takes transcendental values at any algebraic point $(β, α)$ with $0 < |β|, |βα^θ| < 1$. This extends earlier results of Mahler (1929) and Loxton and van der Poorten (1977), who settled the case $ρ=0$. Furthermore, for positive integers $b$ and $a$, with $b \ge 2$ and $a$ congruent to $1$ modulo $b-1$, we give the continued fraction expansion of the number $$ {(b-1)^2\over b} F_{θ, ρ} \left({1\over b}, {1\over a}\right)+{\lfloor θ+ρ\rfloor(b-1)\over b^2a}, $$ from which we derive a formula giving the irrationality exponent of $F_{θ, ρ} (1/b, 1/a)$.