Multifractal analysis of the Birkhoff sums of Saint-Petersburg potential

Abstract: Let

((0, 1], T)

be the doubling map in the unit interval and

v a r p h i

be the Saint-Petersburg potential, defined by

v a r p h i (x) = 2^{n}

if

x i n (2^{- n - 1}, 2^{- n}]

for all

n g e q 0

. We consider the asymptotic properties of the Birkhoff sum

S_{n} (x) = v a r p h i (x) + c d o t s + v a r p h i (T^{n - 1} (x))

. With respect to the Lebesgue measure, the Saint-Petersburg potential is not integrable and it is known that

f r a c 1 n l o g n S_{n} (x)

converges to

f r a c 1 l o g 2

in probability. We determine the Hausdorff dimension of the level set

x : l i m_{n o i n f t y} S_{n} (x) / n = a l p h a (a l p h a > 0)

, as well as that of the set

x : l i m_{n o i n f t y} S_{n} (x) / P s i (n) = a l p h a (a l p h a > 0)

, when

P s i (n) = n l o g n, n^{a}

or

2^{n^{g} a m m a}

for

a > 1

,

g a m m a > 0

. The fast increasing Birkhoff sum of the potential function

x m a p s t o 1 / x

is also studied.

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