On the Extreme Value Behavior of $\vartheta$-Expansions

Abstract

The main objective of this paper is to develop extreme value theory for $\vartheta$-expansions. We establish the limit distribution of the maximum value in a $\vartheta$-continued fraction mixing stationary stochastic process, along with some related results. These findings are analogous to the theorems of J. Galambos and W. Philipp for regular continued fractions. Additionally, we emphasize that a Borel-Bernstein type theorem plays a crucial role.