Moments of random multiplicative functions. II: High moments

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Publication:2287649



Abstract: We determine the order of magnitude of mathbbE|sumnleqxf(n)|2q up to factors of size eO(q2), where f(n) is a Steinhaus or Rademacher random multiplicative function, for all real 1leqqleqfracclogxloglogx. In the Steinhaus case, we show that mathbbE|sumnleqxf(n)|2q=eO(q2)xq(fraclogxqlog(2q))(q1)2 on this whole range. In the Rademacher case, we find a transition in the behaviour of the moments when qapprox(1+sqrt5)/2, where the size starts to be dominated by "orthogonal" rather than "unitary" behaviour. We also deduce some consequences for the large deviations of sumnleqxf(n). The proofs use various tools, including hypercontractive inequalities, to connect mathbbE|sumnleqxf(n)|2q with the q-th moment of an Euler product integral. When q is large, it is then fairly easy to analyse this integral. When q is close to 1 the analysis seems to require subtler arguments, including Doob's Lp maximal inequality for martingales.




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