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On the law of the iterated logarithm for the discrepancy of lacunary sequences
Author:
Christoph Aistleitner
Journal:
Trans. Amer. Math. Soc. 362 (2010), 5967-5982
MSC (2000):
Primary 11K38, 42A55, 60F15
Posted:
June 16, 2010
MathSciNet review:
2661504
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Additional Information
Abstract: A classical result of Philipp (1975) states that for any sequence of integers satisfying the Hadamard gap condition , the discrepancy of the sequence mod 1 satisfies the law of the iterated logarithm (LIL), i.e. The value of the is a long-standing open problem. Recently Fukuyama explicitly calculated the value of the for , , not necessarily integer. We extend Fukuyama's result to a large class of integer sequences characterized in terms of the number of solutions of a certain class of Diophantine equations and show that the value of the is the same as in the Chung-Smirnov LIL for i.i.d. random variables.
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- 1.
- C. Aistleitner and I. Berkes. On the central limit theorem for
. Probab. Theory Relat. Fields, 146 (2010), no. 1-2, 267-289. MR 2550364
- 2.
- R. C. Baker. Metric number theory and the large sieve. J. London. Math. Soc. 24, 34-40, 1981. MR 623668 (83a:10086)
- 3.
- I. Berkes. On the asymptotic behaviour of
. I. Main theorems, II. Applications. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 34:319-345; 347-365, 1976.
- 4.
- I. Berkes. On the central limit theorem for lacunary trigonometric series. Anal. Math. 4:159-180, 1978. MR 514757 (80c:60032)
- 5.
- I. Berkes and W. Philipp. An a.s. invariance principle for lacunary series
. Acta Math. Acad. Sci. Hungar. 34:141-155, 1979. MR 546729 (80i:60042)
- 6.
- I. Berkes and W. Philipp. The size of trigonometric and Walsh series and uniform distribution mod 1. J. London Math. Soc. (2), 50:454-464, 1994. MR 1299450 (96e:11099)
- 7.
- J. W. S. Cassels. Some metrical theorems in Diophantine approximation III. Proc. Cambridge Philos. Soc. 46:219-225, 1950. MR 0036789 (12:162d)
- 8.
- P. Erdős and J. F. Koksma. On the uniform distribution modulo
of sequences . Proc. Kon. Nederl. Akad. Wetensch. 52:851-854, 1949. MR 0032690 (11:331f)
- 9.
- K. Fukuyama. The law of the iterated logarithm for discrepancies of
. Acta Math. Hungar. 118:155-170, 2008. MR 2378547 (2008m:60049)
- 10.
- V. F. Gaposhkin. Lacunary series and independent functions (in Russian). Uspehi Mat. Nauk 21/6:3-82,1966. MR 0206556 (34:6374)
- 11.
- V. F. Gaposhkin. On the central limit theorem for some weakly dependent sequences (in Russian). Teor. Verojatn. Prim. 15:666-684, 1970. MR 0282394 (43:8106)
- 12.
- M. Kac. On the distribution of values of sums of the type
. Ann. of Math. (2) 47:33-49, 1946. MR 0015548 (7:436f)
- 13.
- M. Kac. Probability methods in some problems of analysis and number theory. Bull. Amer. Math. Soc. 55:641-665, 1949. MR 0031504 (11:161b)
- 14.
- H. Kesten. The discrepancy of random sequences
, Acta Arith. 10:183-213, 1964/65. MR 0168546 (29:5807)
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- L. Kuipers and H. Niederreiter. Uniform Distribution of Sequences. Wiley, New York, 1974. MR 0419394 (54:7415)
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- W. Philipp. Limit theorems for lacunary series and uniform distribution mod 1. Acta Arith. 26:241-251, 1975. MR 0379420 (52:325)
- 17.
- R. Shorack and J. Wellner. Empirical processes with applications to statistics. Wiley, New York, 1986. MR 838963 (88e:60002)
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- V. Strassen. Almost sure behavior of sums of independent random variables and martingales. Proc. Fifth Berkeley Sympos. Math. Statist. and Probability (Berkeley, Calif., 1965/66) Vol. II: Contributions to Probability Theory:315-343, 1967. MR 0214118 (35:4969)
- 19.
- S. Takahashi. An asymptotic property of a gap sequence. Proc. Japan Acad. 38:101-104, 1962. MR 0140865 (25:4279)
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- H. Weyl. Über die Gleichverteilung von Zahlen mod. Eins. Math. Ann. 77:313-352, 1916. MR 1511862
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- A. Zygmund. Trigonometric series. Vols. I, II. Third edition. Cambridge Mathematical Library. Cambridge University Press, Cambridge, 2002. MR 1963498 (2004h:01041)
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Additional Information
Christoph Aistleitner
Affiliation:
Institute of Mathematics A, Graz University of Technology, Steyrergasse 30, 8010 Graz, Austria
Email:
aistleitner@finanz.math.tugraz.at
DOI:
http://dx.doi.org/10.1090/S0002-9947-2010-05026-3
PII:
S 0002-9947(2010)05026-3
Keywords:
Discrepancy,
lacunary series,
law of the iterated logarithm
Received by editor(s):
June 2, 2008
Received by editor(s) in revised form:
February 19, 2009
Posted:
June 16, 2010
Additional Notes:
This research was supported by the Austrian Research Foundation (FWF), Project S9603-N13.
Article copyright:
© Copyright 2010 American Mathematical Society
The copyright for this article reverts to public domain 28 years after publication.
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