The large deviation behavior of lacunary sums
Abstract
We study the large deviation behavior of lacunary sums with , , where is uniformly distributed on , is an Hadamard gap sequence, and is a -periodic, (Lipschitz-)continuous mapping. In the case of large gaps, we show that the normalized partial sums satisfy a large deviation principle at speed and with a good rate function which is the same as in the case of independent and identically distributed random variables , , having uniform distribution on . When the lacunary sequence is a geometric progression, then we also obtain large deviation principles at speed , but with a good rate function that is different from the independent case, its form depending in a subtle way on the interplay between the function and the arithmetic properties of the gap sequence. Our work generalizes some results recently obtained by Aistleitner, Gantert, Kabluchko, Prochno, and Ramanan [Large deviation principles for lacunary sums, preprint, 2020] who initiated this line of research for the case of lacunary trigonometric sums.
Keywords
Cite
@article{arxiv.2107.12860,
title = {The large deviation behavior of lacunary sums},
author = {Lorenz Frühwirth and Joscha Prochno and Michael Juhos},
journal= {arXiv preprint arXiv:2107.12860},
year = {2022}
}