On the discrepancy of random subsequences of \{n\alpha\} II

MaRDI QIDQ5156882zbMATH OpenFDO

Authors Bence Borda, István Berkes

Publication date 12 October 2021

Full work available at URL https://arxiv.org/abs/2010.07251

zbMATH Keywords

Diophantine approximationdiscrepancyfunctional limit theoremsnonstationary processrandom walk

Mathematics Subject Classification ID

Irregularities of distribution, discrepancy (11K38) Diophantine approximation in probabilistic number theory (11K60) Functional limit theorems; invariance principles (60F17) Sums of independent random variables; random walks (60G50)

Abstract: Let $alpha$ be an irrational number, let $X_1,X_2,ldots$ be independent, identically distributed, integer-valued random variables, and put $S_k=su{m}_{j=1}^k{X}_j$. Assuming that $X_1$ has finite variance or heavy tails $$, $$, in Part I of this paper we proved that, up to logarithmic factors, the order of magnitude of the discrepancy $D_N(S_{k}alpha)$ of the first $N$ terms of the sequence $S_{k}alpha$ is $O(N^{-au})$, where $$ (with $$ in the case of finite variances) and $gamma$ is the strong Diophantine type of $alpha$. This shows a change of behavior of the discrepancy at $$. In this paper we determine the exact order of magnitude of $D_N(S_{k}alpha)$ for $$, and determine the limit distribution of $N^{-1/2}{D}_N(S_{k}alpha)$. We also prove a functional version of these results describing the asymptotic behavior of a wide class of functionals of the sequence $S_{k}alpha$. Finally, we extend our results to the discrepancy of $S_k$ for general random walks $S_k$ without arithmetic conditions on $X_1$, assuming only a mild polynomial rate on the weak convergence of $S_k$ to the uniform distribution.

Recommendations

• On the discrepancy of random subsequences of \(\{n\alpha\}\)
• Discrepancy of randomly sampled sequences of reals
• Gleichverteilung und ein Satz von Müntz. (Uniform distribution and the theorem of Müntz)
• On the Discrepancy of Random Walks on the Circle
• A strong deviation theorem for discrete random variable sequences
• On uniform distribution on \([0,1]\) of fractional parts of powers of real algebraic numbers
• Non-Uniform Estimates and Asymptotic Expansions of the Remainder in the Central Limit Theorem form-Dependent Random Variables
• Berry-Esseen bounds and Diophantine approximation

Cites work

• A functional law of the iterated logarithm for empirical distribution functions of weakly dependent random variables
• An invariance principle for the law of the iterated logarithm
• Berry-Esseen bounds and Diophantine approximation
• Central limit theorem and Diophantine approximations
• Convergence of random walks on the circle generated by an irrational rotation
• scientific article; zbMATH DE number 6497983 (Why is no real title available?)
• scientific article; zbMATH DE number 44579 (Why is no real title available?)
• scientific article; zbMATH DE number 2156413 (Why is no real title available?)
• scientific article; zbMATH DE number 3440485 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Irregularity of distribution in Wasserstein distance
• Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
• Khinchine's theorem and Edgeworth approximations for weighted sums
• On a law of the iterated logarithm for sums mod 1 with application to Benford's law
• On a uniform law of the iterated logarithm for sums mod 1 and Benford's law
• On Strassen's version of the law of the iterated logarithm for Gaussian processes
• On the Asymptotic Uniform Distribution of then-Fold Convolution mod 1 of a Lattice Distribution
• On the discrepancy of random subsequences of \(\{n\alpha\}\)
• On the Discrepancy of Random Walks on the Circle
• On the multivariate law of the iterated logarithm
• One-dimensional empirical measures, order statistics, and Kantorovich transport distances
• Some Limit Theorems for Stationary Processes
• The Law of the Iterated Logarithm for Empirical Distribution
• Theory of Reproducing Kernels

Cited in

(9)

• Convergence of random walks on the circle generated by an irrational rotation
• scientific article; zbMATH DE number 1159069 (Why is no real title available?)
• scientific article; zbMATH DE number 2156413 (Why is no real title available?)
• On the Asymptotic Uniform Distribution of then-Fold Convolution mod 1 of a Lattice Distribution
• Discrepancy of randomly sampled sequences of reals
• On the discrepancy of random subsequences of \(\{n\alpha\}\)
• Random walks on the circle and Diophantine approximation
• Wasserstein convergence rates for empirical measures of random subsequence of \(\{ n \alpha \}\)
• Deviations of ergodic sums for toral translations. II: Boxes

This page was built for publication: On the discrepancy of random subsequences of $\{n\alpha\}$ II

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5156882)