Large deviation principle for the backward continued fraction expansion

DOI10.1016/J.SPA.2021.11.002MaRDI QIDQ2066962zbMATH OpenOpenAlexFDO

Authors Hiroki Takahasi

Publication date 17 January 2022

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2021.11.002

zbMATH Keywords

backward continued fractionslarge deviation principlemultifractal analysisthermodynamic formalism

Mathematics Subject Classification ID

Metric theory of continued fractions (11K50) Nonsingular (and infinite-measure preserving) transformations (37A40) Relations between ergodic theory and number theory (37A44) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Large deviations (60F10)

Review text

By the result in [\textit{M. Denker} and \textit{Z. Kabluchko}, Probab. Math. Stat. 27, No. 1, 139--149 (2007; Zbl 1125.60023)], for any non-constant bounded function \(\psi:\mathbb Z_{\ge 1}\to\mathbb R\), the large deviation principle holds for the mean process for the regular continued fraction expansion. The purpose of this paper is to establish the large deviation principle for the backward continued fraction expansion. One of the main results is stated as follows. For a non-constant function \(\psi:\mathbb Z_{\ge 2}\to\mathbb R\) the large deviation principle holds. The rate function is a convex function. Another result gives a complete description of the set of minimizers for any non-negative function \(\psi:\mathbb Z_{\ge 2}\to\mathbb R\), showing a difference in the regular continued fraction and backward continued fraction expansions from the viewpoint of large deviations. As a corollary to these results, the result for the three specific means for the backward continued fraction expansion is obtained. The proof of the main results rely on the analysis of the dynamics of the Rényi map. The method of proof of the first main result uses the ergodic theory and the thermodynamic formalism for topological Markov shifts as its main tool. The method gives a representation of the rate function in terms of entropy and Lyapunov exponent of invariant probability measures. For the proof of the second main result, this representation is used together with results on the multifractal analysis for the Rényi map.

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Cited in

(6)

• Large deviation principle for arithmetic functions in continued fraction expansion
• LARGE DEVIATION ASYMPTOTICS FOR CONTINUED FRACTION EXPANSIONS
• Large deviations for denominators of continued fractions
• Level-2 large deviation principle for countable Markov shifts without Gibbs states
• Irrationality exponents of semi-regular continued fractions
• Almost sure limit theorems with applications to non-regular continued fraction algorithms

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