Random continued fractions with beta-hypergeometric distribution

DOI10.1214/10-AOP642MaRDI QIDQ428145zbMATH OpenFDO

Authors Mauro Piccioni, Gérard Letac

Publication date 19 June 2012

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1004.1192, https://projecteuclid.org/euclid.aop/1336136060

zbMATH Keywords

generalized hypergeometric functionsdistributions on \((0, 1)\) with five parametersperiodic random continued fractions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Discrete-time Markov processes on general state spaces (60J05)

Abstract: In a recent paper (Asci extit{et al.}, 2008) it has been shown that certain random continued fractions have a density which is a product of a beta density and a hypergeometric function ${}_2{F}_1$. In the present paper we fully exploit a formula due to Thomae (1879) in order to generalize substantially the class of random continuous fractions with a density of the above form. This involves the design of seven particular graphs. Infinite paths on them lead to random continued fractions with an explicit distribution. A careful study about the set of five real parameters leading to a beta-hypergeometric distribution is required, relying on almost forgotten results mainly due to Felix Klein.

Recommendations

• Beta-hypergeometric distributions and random continued fractions
• The continued fraction of a random variable
• Distribution of a Random Continued Fraction with Markov Elements
• Random \(N\)-continued fraction expansions
• Random continued fractions: A Markov chain approach
• scientific article; zbMATH DE number 6389686
• The random continued fraction transformation
• The distribution of continued fraction approximations
• Random continued fractions: Lévy constant and Chernoff-type estimate

Cites work

• scientific article; zbMATH DE number 3150170 (Why is no real title available?)
• scientific article; zbMATH DE number 3942642 (Why is no real title available?)
• scientific article; zbMATH DE number 3565290 (Why is no real title available?)
• scientific article; zbMATH DE number 3016223 (Why is no real title available?)
• scientific article; zbMATH DE number 3088518 (Why is no real title available?)
• A characterization of the generalized inverse Gaussian distribution by continued fractions
• A generalization of Euler’s hypergeometric transformation
• Beta-hypergeometric distributions and random continued fractions
• Exact sampling with coupled Markov chains and applications to statistical mechanics
• Explicit invariant measures for products of random matrices
• Explicit stationary distributions for compositions of random functions and products of random matrices
• Group theoretical basis of some identities for the generalized hypergeometric series
• The Dynamics of a Disordered Linear Chain

Cited in

(4)

• Model-Based Clustering of Categorical Data Based on the Hamming Distance
• Convolution of beta prime distribution
• Beta-hypergeometric distributions and random continued fractions
• Random continued fractions: Lévy constant and Chernoff-type estimate

This page was built for publication: Random continued fractions with beta-hypergeometric distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q428145)