English

The large deviation behavior of lacunary sums

Probability 2022-09-27 v1 Number Theory

Abstract

We study the large deviation behavior of lacunary sums (Sn/n)nN(S_n/n)_{n\in \mathbb{N} } with Sn:=k=1nf(akU)S_n:= \sum_{k=1}^n f(a_kU), nNn\in\mathbb{N}, where UU is uniformly distributed on [0,1][0,1], (ak)kN(a_k)_{k\in\mathbb{N}} is an Hadamard gap sequence, and f ⁣:RRf\colon \mathbb{R}\to \mathbb{R} is a 11-periodic, (Lipschitz-)continuous mapping. In the case of large gaps, we show that the normalized partial sums satisfy a large deviation principle at speed nn and with a good rate function which is the same as in the case of independent and identically distributed random variables UkU_k, kNk\in\mathbb{N}, having uniform distribution on [0,1][0,1]. When the lacunary sequence (ak)kN(a_k)_{k\in\mathbb{N}} is a geometric progression, then we also obtain large deviation principles at speed nn, 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 ff 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}
}
R2 v1 2026-06-24T04:33:58.285Z