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Anita Kollwitz

Michael Juhos, Graz: The large deviation behavior of lacunary sums (Oberseminar Mathematische Stochastik)

Wednesday, 03.11.2021 17:00 im Raum SRZ 204

Mathematik und Informatik

We study the large deviation behavior of lacunary sums (Sn/n)nN with Sn:=nk=1f(akU), nN, where U is uniformly distributed on [0,1], (ak)kN is an Hadamard gap sequence, and f:RR 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 Uk, kN, having uniform distribution on [0,1]. When the lacunary sequence (ak)kN 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.



Angelegt am 21.10.2021 von Anita Kollwitz
Geändert am 25.10.2021 von Anita Kollwitz
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