The large deviation behavior of lacunary sums

Monatshefte für Mathematik(2022)

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摘要
We study the large deviation behavior of lacunary sums (S_n/n)_n∈ℕ with S_n:= ∑ _k=1^nf(a_kU) , n∈ℕ , where U is uniformly distributed on [0, 1], (a_k)_k∈ℕ is an Hadamard gap sequence, and f:ℝ→ℝ is a 1-periodic, (Lipschitz-)continuous mapping. In the case of large gaps, we show that the normalized partial sums satisfy a large deviation principle at speed n and with a good rate function which is the same as in the case of independent and identically distributed random variables U_k , k∈ℕ , having uniform distribution on [0, 1]. When the lacunary sequence (a_k)_k∈ℕ is a geometric progression, then we also obtain large deviation principles at speed n , 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 f 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.
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关键词
Hadamard gap sequence, Large deviation principle, Large gap condition, Geometric progression, Primary 42A55, 60F10, 11L03, Secondary 37A05, 11D45, 11K70
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