Related papers: Sign changes of the partial sums of a random multi…
We introduce the notion of a random matrix-valued multiplicative function, generalizing Rademacher random multiplicative functions to matrices. We provide an asymptotic for the second moment based on a linear recurrence property for…
We consider random multiplicative functions taking the values $\pm 1$. Using Stein's method for normal approximation, we prove a central limit theorem for the sum of such multiplicative functions in appropriate short intervals.
For completely multiplicative functions f(n) taking values 1 and -1, under certain conditions on f(n) we show that f(n) changes sign at least x exp(-7(log log x)sqrt(log x)) times as n runs through the integers <= x.
Let $f$ be a Rademacher or Steinhaus random multiplicative function. For various arithmetically interesting subsets $\mathcal A\subseteq [1, N]\cap\mathbb N$ such that the distribution of $\sum_{n\in \mathcal A} f(n)$ is approximately…
We establish the limiting distribution of $\frac{{(\log \log x)}^{1/4}}{\sqrt{x}} \sum_{n\le x}\alpha(n)$ where $\alpha$ is a Steinhaus random multiplicative function, answering a question of Harper. The distributional convergence is proved…
We obtained a $\psi_1$ estimate for the sum of Rademacher random variables under condition that they are dependent.
A sum of lognormal random variables (RVs) appears in many problems of science and engineering. For example, it is invloved in computing the distribution of recevied signal and interference powers for radio channels subject to lognormal…
We study the asymptotic behaviour of stochastic processes that are generated by sums of partial sums of i.i.d. random variables and their renewals. We conclude that these processes cannot converge weakly to any nondegenerate random element…
We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting…
Averaging is an important method to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. This article derives an averaged equation for a class of stochastic partial differential equations without any…
Under the formalism of annealed averaging of the partition function, a type of random multifractal measures with their multipliers satisfying exponentially distributed is investigated in detail. Branching emerges in the curve of generalized…
We propose a test for a change in the mean for a sequence of functional observations that are only partially observed on subsets of the domain, with no information available on the complement. The framework accommodates important scenarios,…
We give an asymptotic formula for the $2k$th moment of a sum of multiplicative Steinhaus variables. This was recently computed independently by Harper, Nikeghbali and Radziwi\l\l. We also compute the $2k$th moment of a truncated…
We establish an exact asymptotic formula for the square variation of certain partial sum processes. Let $\{X_{i}\}$ be a sequence of independent, identically distributed mean zero random variables with finite variance $\sigma$ and…
Let $\lambda(n)$ denote the Fourier coefficients of a fixed modular form and $h(n)$ a Steinhaus or Rademacher random multiplicative function. In this paper, we determine the order of magnitude of \[ \E|\sum_{n \leq x} h(n)\lambda(n)|^{2q}…
In this paper we study the mean values of some multiplicative functions connected with the divisor function on the short interval of summation. The asymptocic values for such mean values are proved.
For integer partitions $\lambda :n=a_1+...+a_k$, where $a_1\ge a_2\ge >...\ge a_k\ge 1$, we study the sum $a_1+a_3+...$ of the parts of odd index. We show that the average of this sum, over all partitions $\lambda$ of $n$, is of the form…
We obtain asymptotic formulas for the $2k$th moments of partially smoothed divisor sums of the M\"obius function. When $2k$ is small compared with $A$, the level of smoothing, then the main contribution to the moments come from integers…
It is shown that at least 50% of the probability mass of a sum of independent Rademacher random variables is within one standard deviation from its mean. This lower bound is sharp, it is much better than for instance the bound that can be…
For $f$ a Steinhaus random multiplicative function, we prove convergence in distribution of the appropriately normalised partial sums \[ \frac{{(\log \log x)}^{1/4}}{\sqrt{x}} \sum_{\substack{n \leq x \\ P(n) > \sqrt{x}}} f(n), \] where…