The large deviation behavior of lacunary sums (Q2165638)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The large deviation behavior of lacunary sums |
scientific article |
Statements
The large deviation behavior of lacunary sums (English)
0 references
22 August 2022
0 references
The study of lacunary trigonometric series originated with the work of \textit{H. Rademacher} [Math. Ann. 87, 112--138 (1922; JFM 48.0485.05)], who studied the convergence of series of the form \[ \sum_{k=1}^\infty b_kr_k(\omega), \] where \(\omega\in[0,1],\ b=(b_k)_{k=1}^\infty,\) and \(r_k\) denotes the \(k^{th}\) Rademacher function \(r_k(\omega)=\mathrm{sgn}(\sin(2^k\pi\omega)).\) Rademacher proved that under the assumption of \(\sum_{k=1}^\infty b_k^2<\infty\) such a series converges for almost everywhere \(\omega\in[0,1].\) After that, Kolmogorov, Khinchin, Kac, Salem, Zygmund, etc. had done a study with respect to this topic. \textit{R. Salem} and \textit{A. Zygmund} [Bull. Sci. Math., II. Sér. 74, 209--224 (1950; Zbl 0039.07001)] proved a law of the iterated logarithm under the Hadamard gap condition of \(\{a_k\}\) i.e. \[ \limsup_{n\rightarrow\infty}\frac{\sum_{k=1}^n\cos(2\pi a_k\omega)}{\sqrt{n\log\log n}}=1\ (\mathrm{a.e.}\ \omega\in[0,1]). \] \ From this, the authors think that it is natural to ask whether results like these can be generalized to arbitrary periodic functions. \textit{M. Kac} [Ann. Math. (2) 47, 33--49 (1946; Zbl 0063.03091)] considered the periodic function \(f:\mathbb{R}\rightarrow\mathbb{R}\) with \[ \int_0^1f(\omega)d\omega=0,\ f(\omega+1)=f(\omega) \] for all \(\omega\in[0,1]\). He showed that if \(f\) is bounded variation or Hölder-continuous, then \(\frac{1}{\sqrt{n}}\sum_{k=1}^nf(2^{k-1}\omega)\) converges in distribution to a normal distribution with mean \(0\) and variance \[ \sigma^2=\int_0^1f(\omega)^2d\omega+2\sum_{k=1}^\infty\int_0^1f(\omega)f(2^k\omega)d\omega, \] provided the latter exists. This research induced the study of \textit{V. F. Gaposhkin} [Theory Probab. Appl. 15, 649--666 (1971; Zbl 0229.60018)], which linked the existence of a CLT to the number of solutions of certain Diophantine equations. \textit{C. Aistleitner} and \textit{I. Berkes} [Probab. Theory Relat. Fields 146, No. 1--2, 267--289 (2010; Zbl 1185.60019)] improved his result. \textit{C. Aistleitner} et al. [Trans. Am. Math. Soc. 376, No. 1, 507--553 (2023; Zbl 1506.42007)] studied large deviation principles for lacunary trigonometric sums. In this paper, the authors study large deviations for lacunary series and make progress on some of the open problems stated in [Aistleitner et al., loc. cit.], and generalize some results in [Aistleitner et al., loc. cit.].
0 references
Hadamard gap sequence
0 references
large deviation principle
0 references
large gap condition
0 references
geometric progression
0 references