Michael Juhos, Graz: The large deviation behavior of lacunary sums (Oberseminar Mathematische Stochastik)
Wednesday, 03.11.2021 17:00 im Raum SRZ 204
We study the large deviation behavior of lacunary sums (Sn/n)n∈N with Sn:=∑nk=1f(akU), n∈N, where U
is uniformly distributed on [0,1], (ak)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
Uk, k∈N, having uniform distribution on [0,1]. When the lacunary sequence (ak)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.
Angelegt am 21.10.2021 von Anita Kollwitz
Geändert am 25.10.2021 von Anita Kollwitz
[Edit | Vorlage]