Large deviations of sums of random variables (Q2231360)

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Large deviations of sums of random variables
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    Large deviations of sums of random variables (English)
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    29 September 2021
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    Let \(\mathcal{A}=\{1\leq q_1\leq q_2\leq \ldots \}\) be an infinite sequence of real numbers such that the counting function \(\mathcal{A}(x):=|\{q_n\leq x\}|\) satisfies a certain asymptotic condition (in the paper under review, \(\mathcal{A}\) can be, for instance, the set of positive integers, or the primes, or the absolute values of the non-trivial zeros of the Riemann zeta function). In the paper under review, the authors provide a formula for the probability that \(H_X(Q):=\sum_{q_n\leq Q}\frac{X_n}{q_n}\) is large, where \((X_n)_{n\in\mathbb{N}}\) are random variables that satisfies certain conditions; one of these conditions is a notion of ``approximate independence'' which says that there exists a sequence of independent random variables \((Y_n)_{n\in\mathbb{N}}\) such that for all \(l\leq L\) and all choices \(n_1,\ldots ,n_l\leq \mathcal{A}(Q)\), \[\mathbb{E}(X_{n_1}\ldots X_{n_l})=\mathbb{E}(Y_{n_1}\ldots Y_{n_l})+O(e^{-L}).\] Then they provide several applications where the random variables \(X_n\) have a number-theoretic nature, for instance: \(p^{it}\), \(\chi(p)\), \(\chi_d(p)\), \(\lambda_f(p)\), where \(p\) ranges over the primes, \(\chi\) varies among all characters modulo \(q\), \(\chi_d\) varies over quadratic characters attached to fundamental discriminants \(|d|\leq x\), \(\lambda_f(n)\) are the Fourier coefficients of holomorphic cusp forms \(f\) of (a large) weight \(k\) for the full modular group.
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    zeta functions
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    distributions
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    moment generating function
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