Abstract
A continued fraction [2, 3, 4, 5] is a sequence of fractions
formed from two sequences a 1, a 2,… and b 0, b 1,… of numbers. For typographical convenience, definition (3.1) is usually recast as
In many practical examples, the approximant f n converges to a limit, which is typically written as
Because the elements a n and b n of the two defining sequences can depend on a variable x, continued fractions offer an alternative to power series in expanding functions such as distribution functions. In fact, continued fractions can converge where power series diverge, and where both types of expansions converge, continued fractions often converge faster.
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References
Gauss CF (1812) Disquisitiones Generales circa Seriem Infinitam \(1 + \frac{\alpha\beta}{1\gamma}x + \frac{\alpha(\alpha + 1)\beta(\beta + 1)}{1.2\gamma(\gamma+1)}x^2 + \frac{\alpha(\alpha+1)(\alpha +2)\beta(\beta+1)(\beta+2)}{1.2.3\gamma(\gamma+1)(\gamma+2)}x^3 + {\rm etc.}\) Pars prior, Commentationes Societatis Regiae Scientiarium Gottingensis Recentiores 2:1-46
Jones WB, Thron WJ (1980) Continued Fractions: Analytic Theory and Applications. Volume 11 of Encyclopedia of Mathematics and its Applications. Addison-Wesley, Reading, MA
Lorentzen L, Waadeland H (1992) Continued Fractions with Applications. North-Holland, Amsterdam
Press WH, Teukolsky SA, Vetterling WT, Flannery BP (1992) Numerical Recipes in Fortran: The Art of Scientific Computing, 2nd ed. Cambridge University Press, Cambridge
Wall HS (1948) Analytic Theory of Continued Fractions. Van Nostrand, New York
Wallis J (1695) in Opera Mathematica Volume 1. Oxoniae e Theatro Shedoniano, reprinted by Georg Olms Verlag, Hildeshein, New York, 1972, p 355
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Lange, K. (2010). Continued Fraction Expansions. In: Numerical Analysis for Statisticians. Statistics and Computing. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-5945-4_3
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DOI: https://doi.org/10.1007/978-1-4419-5945-4_3
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