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We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…

Statistical Finance · Quantitative Finance 2025-02-12 Carsten H. Chong , Viktor Todorov

Let $F_1,\ldots,F_R$ be homogeneous polynomials with integer coefficients in $n$ variables with differing degrees. Write $\boldsymbol{F}=(F_1,\ldots,F_R)$ with $D$ being the maximal degree. Suppose that $\boldsymbol{F}$ is a nonsingular…

Number Theory · Mathematics 2024-05-13 Jianya Liu , Sizhe Xie

We study for bounded multiplicative functions $f$ sums of the form \begin{align*} \sum_{\substack{n\leq x \atop n\equiv a\pmod q}}f(n), \end{align*} establishing that their variance over residue classes $a \pmod q$ is small as soon as…

Number Theory · Mathematics 2023-08-24 Oleksiy Klurman , Alexander P. Mangerel , Joni Teräväinen

Let $k\ge 1$ be an integer. We prove that a suitable asymptotic formula for the average number of representations of integers $n=p_{1}^{k}+p_{2}^{2}+p_{3}^{2}$, where $p_1,p_2,p_3$ are prime numbers, holds in intervals shorter than the ones…

Number Theory · Mathematics 2021-06-04 Alessandro Languasco , Alessandro Zaccagnini

Given a sequence $\{b_{i}\}_{i=1}^{n}$ and a ratio $\lambda \in (0,1),$ let $E=\cup_{i=1}^n(\lambda E+b_i)$ be a homogeneous self-similar set. In this paper, we study the existence and maximal length of arithmetic progressions in $E$. Our…

Number Theory · Mathematics 2019-01-23 Kan Jiang , Qiyang Pei , Lifeng Xi

We generalize the classical Bombieri-Vinogradov theorem to a short interval, non-abelian setting. This leads to variants of the prime number theorem for short intervals where the primes lie in arithmetic progressions that are "twisted" by a…

Number Theory · Mathematics 2020-04-13 Jesse Thorner

Let $p$ be a prime. If an integer $g$ generates a subgroup of index $t$ in $(\mathbb Z/p\mathbb Z)^*,$ then we say that $g$ is a $t$-near primitive root modulo $p$. We point out the easy result that each primitive residue class contains a…

Number Theory · Mathematics 2019-11-13 Pieter Moree , Min Sha

The typical central limit theorems in high-frequency asymptotics for semimartingales are results on stable convergence to a mixed normal limit with an unknown conditional variance. Estimating this conditional variance usually is a hard…

Probability · Mathematics 2020-03-25 Mathias Vetter

We answer a number of questions of Erd\H{o}s on the existence of arithmetic progressions in $k$-full numbers (i.e. integers with the property that every prime divisor necessarily occurs to at least the $k$-th power). Further, we deduce a…

Number Theory · Mathematics 2023-02-08 Prajeet Bajpai , Michael A. Bennett , Tsz Ho Chan

In this article, we study the Euler's factorial series $F_p(t)=\sum_{n=0}^\infty n!t^n$ in $p$-adic domain under the Generalized Riemann Hypothesis. First, we show that if we consider primes in $k\varphi(m)/(k+1)$ residue classes in the…

Number Theory · Mathematics 2023-09-06 Neea Palojärvi

In this paper, we relate the framework of mod-$\phi$ convergence to the construction of approximation schemes for lattice-distributed random variables. The point of view taken here is that of Fourier analysis in the Wiener algebra, allowing…

Probability · Mathematics 2020-07-06 Reda Chhaibi , Freddy Delbaen , Pierre-Loïc Méliot , Ashkan Nikeghbali

Let $\mathcal{F}=\{f_1,\ldots,f_R\}$ be a family of forms of odd degrees at most $d$ in $s$ variables. We study the solutions to the system $f_1(\mathbf{x})=\ldots=f_R(\mathbf{x})=0$ of the form $x_i=y_ip_i$ with $|y_i|\leq Y_\mathcal{F}$…

Number Theory · Mathematics 2026-05-11 Akos Magyar

Let $E\subset\rr$ be a closed set of Hausdorff dimension $\alpha$. We prove that if $\alpha$ is sufficiently close to 1, and if $E$ supports a probabilistic measure obeying appropriate dimensionality and Fourier decay conditions, then $E$…

Classical Analysis and ODEs · Mathematics 2013-06-11 Izabella Laba , Malabika Pramanik

We improve the quantitative estimate for Roth's theorem on three-term arithmetic progressions, showing that if $A\subset\{1,\ldots,N\}$ contains no non-trivial three-term arithmetic progressions then $\lvert A\rvert\ll N(\log\log N)^4/\log…

Number Theory · Mathematics 2017-05-17 Thomas F. Bloom

In a previous paper of the authors, we showed that for any polynomials $P_1,\dots,P_k \in \Z[\mathbf{m}]$ with $P_1(0)=\dots=P_k(0)$ and any subset $A$ of the primes in $[N] = \{1,\dots,N\}$ of relative density at least $\delta>0$, one can…

Number Theory · Mathematics 2014-10-13 Terence Tao , Tamar Ziegler

Let a be an integer and q a prime number. In this paper, we find an asymptotic formula for the number of positive integers n < x with the property that no divisor d > 1 of n lies in the arithmetic progression a modulo q.

Number Theory · Mathematics 2007-05-23 William D. Banks , John B. Friedlander , Florian Luca

The main result of the paper is that assuming that the level $\theta$ of distribution of primes exceeds 1/2, then there exists a positive $d\leq C(\theta)$ such that there are arbitrarily long arithmetic progressions with the property that…

Number Theory · Mathematics 2010-02-16 Janos Pintz

We determine asymptotic growth rates for lengths of monochromatic arithmetic progressions in certain automatic sequences. In particular, we look at (one-sided) fixed points of aperiodic, primitive, bijective substitutions and spin…

Combinatorics · Mathematics 2023-02-28 Ibai Aedo , Uwe Grimm , Neil Mañibo , Yasushi Nagai , Petra Staynova

For a real-valued sequence $(x_n)_{n=1}^\infty$, denote by $S_N(\ell)$ the number of its first $N$ fractional parts lying in a random interval of size $\ell:=L/N$, where $L=o(N)$ as $N\to\infty$. We study the variance of $S_N(\ell)$ (the…

Number Theory · Mathematics 2023-07-06 Zonglin Li , Nadav Yesha

We show that smooth numbers are equidistributed in arithmetic progressions to moduli of size $x^{66/107-o(1)}$. This overcomes a longstanding barrier of $x^{3/5-o(1)}$ present in previous works of Bombieri-Friedlander-Iwaniec,…

Number Theory · Mathematics 2025-09-17 Alexandru Pascadi