Year: 1995
Type: article
Abstract: A continued fraction in Rd+1 is the composition of an infinite number of projectivities of Rd+1 which preserve (0,+∞)×Rd. We consider a right random walk on the semigroup of such projectivities governed by a special distribution, and we prove that the corresponding random continued fraction has a generalized inverse Gaussian distributionon Rd+1. This leads to a characterization of these distributions.
Source: Bernoulli
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze
OpenAlex ID: W2015304649