arXiv subjects

Christoph Aistleitner

Publications and source records attributed to Christoph Aistleitner.

70 records · Page 4Linked to original sources

arXiv2014

On permutations of Hardy-Littlewood-Pólya sequences

Let ${\cal H}=(q_1, \ldots q_r)$ be a finite set of coprime integers and let $n_1, n_2, \ldots$ denote the multiplicative semigroup generated by $\cal H$ and arranged in increasing order. The distribution of such sequences has been studied intensively in number theory and they have remarkable probabilistic and ergodic properties. For example, the asymptotic properties of the sequence $\{n_kx\}$ are very similar to those of independent, identically distributed random variables; here $\{\cdot \}$ denotes fractional part. However, the behavior of this sequence depends sensitively on the generating elements of $(n_k)$ and the combination of probabilistic and number-theoretic effects results in a unique, highly interesting asymptotic behavior. In particular, the properties of $\{n_kx\}$ are not permutation invariant, in contrast to i.i.d. behavior. The purpose of this paper is to show that $\{n_kx\}$ satisfies a strong independence property ("interlaced mixing"), enabling one to determine the precise asymptotic behavior of permuted sums $S_N (σ)= \sum_{k=1}^N f(n_{σ(k)} x)$. As we will see, the behavior of $S_N(σ)$ still follows that of sums of independent random variables, but its growth speed (depending on $σ$) is given by the classical Gál function of Diophantine approximation theory. Some examples describing the class of possible growth functions are given.

math.NT↗

arXiv2014

Lacunary sequences and permutations

By a classical principle of analysis, sufficiently thin subsequences of general sequences of functions behave like sequences of independent random variables. This observation not only explains the remarkable properties of lacunary trigonometric series, but also provides a powerful tool in many areas of analysis. In contrast to "true" random processes, however, the probabilistic structure of lacunary sequences is not permutation-invariant and the analytic properties of such sequences can change radically after rearrangement. The purpose of this paper is to survey some recent results of the authors on permuted function series. We will see that rearrangement properties of lacunary trigonometric series $\sum (a_k\cos n_kx+b_k \sin n_kx)$ and their nonharmonic analogues $\sum c_k f(n_kx)$ are intimately connected with the number theoretic properties of $(n_k)_{k \geq 1}$ and we will give a complete characterization of permutational invariance in terms of the Diophantine properties of $(n_k)_{k \geq 1}$. We will also see that in a certain statistical sense, permutational invariance is the "typical" behavior of lacunary sequences.

math.NT↗

arXiv2014

On the asymptotic behavior of weakly lacunary series

Let $f$ be a measurable function satisfying $$f(x+1)=f(x), \qquad \int_0^1 f(x) dx=0, \qquad \textrm{Var} ~f < + \infty,$$ and let $(n_k)_{k\ge 1}$ be a sequence of integers satisfying $n_{k+1}/n_k \ge q >1$ $(k=1, 2, \ldots)$. By the classical theory of lacunary series, under suitable Diophantine conditions on $n_k$, $(f(n_kx))_{k\ge 1}$ satisfies the central limit theorem and the law of the iterated logarithm. These results extend for a class of subexponentially growing sequences $(n_k)_{k\ge 1}$ as well, but as Fukuyama (2009) showed, the behavior of $f(n_kx)$ is generally not permutation-invariant, e.g. a rearrangement of the sequence can ruin the CLT and LIL. In this paper we construct an infinite order Diophantine condition implying the permutation-invariant CLT and LIL without any growth conditions on $(n_k)_{k\ge 1}$ and show that the known finite order Diophantine conditions in the theory do not imply permutation-invariance even if $f(x)=\sin 2πx$ and $(n_k)_{k\ge 1}$ grows almost exponentially. Finally we prove that, in a suitable statistical sense, for almost all sequences $(n_k)_{k\ge 1}$ growing faster than polynomially, $(f(n_kx))_{k\ge 1}$ has permutation-invariant behavior.

math.NT↗

arXiv2013

Tractability results for the weighted star-discrepancy

The weighted star-discrepancy has been introduced by Sloan and Wo{ź}niakowski to reflect the fact that in multidimensional integration problems some coordinates of a function may be more important than others. It provides upper bounds for the error of multidimensional numerical integration algorithms for functions belonging to weighted function spaces of Sobolev type. In the present paper, we prove several tractability results for the weighted star-discrepancy. In particular, we obtain rather sharp sufficient conditions under which the weighted star-discrepancy is strongly tractable. The proofs are probabilistic, and use empirical process theory.

math.NA↗

arXiv2013

A central limit theorem for Latin hypercube sampling with dependence and application to exotic basket option pricing

We consider the problem of estimating $\mathbb{E} [f(U^1, \ldots, U^d)]$, where $(U^1, \ldots, U^d)$ denotes a random vector with uniformly distributed marginals. In general, Latin hypercube sampling (LHS) is a powerful tool for solving this kind of high-dimensional numerical integration problem. In the case of dependent components of the random vector $(U^1, \ldots, U^d)$ one can achieve more accurate results by using Latin hypercube sampling with dependence (LHSD). We state a central limit theorem for the $d$-dimensional LHSD estimator, by this means generalising a result of Packham and Schmidt. Furthermore we give conditions on the function $f$ and the distribution of $(U^1, \ldots, U^d)$ under which a reduction of variance can be achieved. Finally we compare the effectiveness of Monte Carlo and LHSD estimators numerically in exotic basket option pricing problems.

q-fin.CP↗

arXiv2013

GCD sums from Poisson integrals and systems of dilated functions

Upper bounds for GCD sums of the form [\sum_{k,{\ell}=1}^N\frac{(\gcd(n_k,n_{\ell}))^{2α}}{(n_k n_{\ell})^α}] are proved, where $(n_k)_{1 \leq k \leq N}$ is any sequence of distinct positive integers and $0<α\le 1$; the estimate for $α=1/2$ solves in particular a problem of Dyer and Harman from 1986, and the estimates are optimal except possibly for $α=1/2$. The method of proof is based on identifying the sum as a certain Poisson integral on a polydisc; as a byproduct, estimates for the largest eigenvalues of the associated GCD matrices are also found. The bounds for such GCD sums are used to establish a Carleson--Hunt-type inequality for systems of dilated functions of bounded variation or belonging to $\lip12$, a result that in turn settles two longstanding problems on the a.e.\ behavior of systems of dilated functions: the a.e. growth of sums of the form $\sum_{k=1}^N f(n_k x)$ and the a.e.\ convergence of $\sum_{k=1}^\infty c_k f(n_kx)$ when $f$ is 1-periodic and of bounded variation or in $\lip12$.

math.NT↗

arXiv2013

A note on the Duffin-Schaeffer conjecture with slow divergence

For a non-negative function $ψ: ~ \N \mapsto \R$, let $W(ψ)$ denote the set of real numbers $x$ for which the inequality $|n x - a| < ψ(n)$ has infinitely many coprime solutions $(a,n)$. The Duffin--Schaeffer conjecture, one of the most important unsolved problems in metric number theory, asserts that $W(ψ)$ has full measure provided {equation} \label{dsccond} \sum_{n=1}^\infty \frac{ψ(n) φ(n)}{n} = \infty. {equation} Recently Beresnevich, Harman, Haynes and Velani proved that $W(ψ)$ has full measure under the \emph{extra divergence} condition $$ \sum_{n=1}^\infty \frac{ψ(n) φ(n)}{n \exp(c (\log \log n) (\log \log \log n))} = \infty \qquad \textrm{for some $c>0$}. $$ In the present note we establish a \emph{slow divergence} counterpart of their result: $W(ψ)$ has full measure, provided\eqref{dsccond} holds and additionally there exists some $c>0$ such that $$ \sum_{n=2^{2^h}+1}^{2^{2^{h+1}}} \frac{ψ(n) φ(n)}{n} \leq \frac{c}{h} \qquad \textrm{for all \quad $h \geq 1$.} $$

math.NT↗

arXiv2013

Low-discrepancy point sets for non-uniform measures

In the present paper we prove several results concerning the existence of low-discrepancy point sets with respect to an arbitrary non-uniform measure $μ$ on the $d$-dimensional unit cube. We improve a theorem of Beck, by showing that for any $d \geq 1$, $N \geq 1,$ and any non-negative, normalized Borel measure $μ$ on $[0,1]^d$ there exists a point set $x_1, \dots, x_N \in [0,1]^d$ whose star-discrepancy with respect to $μ$ is of order $$ D_N^*(x_1, \dots, x_N; μ) \ll \frac{(\log N)^{(3d+1)/2}}{N}. $$ For the proof we use a theorem of Banaszczyk concerning the balancing of vectors, which implies an upper bound for the linear discrepancy of hypergraphs. Furthermore, the theory of large deviation bounds for empirical processes indexed by sets is discussed, and we prove a numerically explicit upper bound for the inverse of the discrepancy for Vapnik--Červonenkis classes. Finally, using a recent version of the Koksma--Hlawka inequality due to Brandolini, Colzani, Gigante and Travaglini, we show that our results imply the existence of cubature rules yielding fast convergence rates for the numerical integration of functions having discontinuities of a certain form.

math.NT↗

arXiv2013

Quantitative uniform distribution results for geometric progressions

By a classical theorem of Koksma the sequence of fractional parts $(\{x^n\})_{n \geq 1}$ is uniformly distributed for almost all values of $x$. In the present paper we obtain an exact quantitative version of Koksma's theorem, by calculating the precise asymptotic order of the discrepancy of $(\{ξx^{s_n}\})_{n \geq 1}$ for typical values of $x>1$ (in the sense of Lebesgue measure). Here $ξ>0$ is an arbitrary constant, and $(s_n)_{n \geq 1}$ can be any increasing sequence of positive integers.

math.NT↗

arXiv2013

Metric number theory, lacunary series and systems of dilated functions

By a classical result of Weyl, for any increasing sequence $(n_k)_{k \geq 1}$ of integers the sequence of fractional parts $(\{n_k x\})_{k \geq 1}$ is uniformly distributed modulo 1 for almost all $x \in [0,1]$. Except for a few special cases, e.g. when $n_k=k, k \geq 1$, the exceptional set cannot be described explicitly. The exact asymptotic order of the discrepancy of $(\{n_k x\})_{k \geq 1}$ is only known in a few special cases, for example when $(n_k)_{k \geq 1}$ is a (Hadamard) lacunary sequence, that is when $n_{k+1}/n_k \geq q > 1, k \geq 1$. In this case of quickly increasing $(n_k)_{k \geq 1}$ the system $(\{n_k x\})_{k \geq 1}$ (or, more general, $(f(n_k x))_{k \geq 1}$ for a 1-periodic function $f$) shows many asymptotic properties which are typical for the behavior of systems of \emph{independent} random variables. Precise results depend on a fascinating interplay between analytic, probabilistic and number-theoretic phenomena. Without any growth conditions on $(n_k)_{k \geq 1}$ the situation becomes much more complicated, and the system $(f(n_k x))_{k \geq 1}$ will typically fail to satisfy probabilistic limit theorems. An important problem which remains is to study the almost everywhere convergence of series $\sum_{k=1}^\infty c_k f(k x)$, which is closely related to finding upper bounds for maximal $L^2$-norms of the form $$ \int_0^1 (\max_{1 \leq M \leq N}| \sum_{k=1}^M c_k f(kx)|^2 dx. $$ The most striking example of this connection is the equivalence of the Carleson convergence theorem and the Carleson--Hunt inequality for maximal partial sums of Fourier series. For general functions $f$ this is a very difficult problem, which is related to finding upper bounds for certain sums involving greatest common divisors.

math.NT↗

arXiv2013

On the inverse of the star-discrepancy

The inverse of the star-discrepancy $N^*(d,\ve)$ denotes the smallest possible cardinality of a set of points in $[0,1]^d$ achieving a star-discrepancy of at most $\ve$. By a result of Heinrich, Novak, Wasilkowski and Wo{ź}niakowski, $$ N^*(d,\ve) \leq c_{\textup{abs}} d \ve^{-2}. $$ Here the dependence on the dimension $d$ is optimal, while the precise dependence on $\ve$ is an open problem. In the present paper we prove that $$ N^*(d,\ve) \leq c_{\textup{abs}} d \ve^{-3/2} (\log (\ve^{-1}))^{1/2}. $$ This is a surprising result, which disproves a conjecture of Novak and Wo{ź}niakowski.

math.NA↗

arXiv2013

Normal numbers and normality measure

The normality measure $\mathcal{N}$ has been introduced by Mauduit and S{á}rk{ö}zy in order to describe the pseudorandomness properties of finite binary sequences. Alon, Kohayakawa, Mauduit, Moreira and R{ö}dl proved that the minimal possible value of the normality measure of an $N$-element binary sequence satisfies $$ (1/2 + o(1)) \log_2 N \leq \min_{E_N \in \{0,1\}^N} \mathcal{N}(E_N) \leq 3 N^{1/3} (\log N)^{2/3} $$ for sufficiently large $N$. In the present paper we improve the upper bound to $c (\log N)^2$ for some constant $c$, by this means solving the problem of the asymptotic order of the minimal value of the normality measure up to a logarithmic factor, and disproving a conjecture of Alon \emph{et al.}. The proof is based on relating the normality measure of binary sequences to the discrepancy of normal numbers in base 2.

math.CO↗

arXiv2012

On a problem of Bourgain concerning the $L^1$-norm of exponential sums

Bourgain posed the problem of calculating $$ Σ= \sup_{n \geq 1} ~\sup_{k_1 <... < k_n} \frac{1}{\sqrt{n}}\| \sum_{j=1}^n e^{2 πi k_j θ}\|_{L^1([0,1])}. $$ It is clear that $Σ\leq 1$; beyond that, determining whether $Σ< 1$ or $Σ=1$ would have some interesting implications, for example concerning the problem whether all rank one transformations have singular maximal spectral type. In the present paper we prove $Σ\geq \sqrtπ/2 \approx 0.886$, by this means improving a result of Karatsuba. For the proof we use a quantitative two-dimensional version of the central limit theorem for lacunary trigonometric series, which in its original form is due to Salem and Zygmund.

math.CA↗

arXiv2012

On the uniform distribution modulo 1 of multidimensional LS-sequences

Ingrid Carbone introduced the notion of so-called LS-sequences of points, which are obtained by a generalization of Kakutani's interval splitting procedure. Under an appropriate choice of the parameters $L$ and $S$, such sequences have low discrepancy, which means that they are natural candidates for Quasi-Monte Carlo integration. It is tempting to assume that LS-sequences can be combined coordinatewise to obtain a multidimensional low-discrepancy sequence. However, in the present paper we prove that this is not always the case: if the parameters $L_1,S_1$ and $L_2,S_2$ of two one-dimensional low-discrepancy LS-sequences satisfy certain number-theoretic conditions, then their two-dimensional combination is not even dense in $[0,1]^2$.

math.NT↗

arXiv2012

Probabilistic discrepancy bound for Monte Carlo point sets

By a profound result of Heinrich, Novak, Wasilkowski, and Wo{ź}niakowski the inverse of the star-discrepancy $n^*(s,\ve)$ satisfies the upper bound $n^*(s,\ve) \leq c_{\mathrm{abs}} s \ve^{-2}$. This is equivalent to the fact that for any $N$ and $s$ there exists a set of $N$ points in $[0,1]^s$ whose star-discrepancy is bounded by $c_{\mathrm{abs}} s^{1/2} N^{-1/2}$. The proof is based on the observation that a random point set satisfies the desired discrepancy bound with positive probability. In the present paper we prove an applied version of this result, making it applicable for computational purposes: for any given number $q \in (0,1)$ there exists an (explicitly stated) number $c(q)$ such that the star-discrepancy of a random set of $N$ points in $[0,1]^s$ is bounded by $c(q) s^{1/2} N^{-1/2}$ with probability at least $q$, uniformly in $N$ and $s$.

math.NA↗

arXiv2011

Point sets on the sphere $\mathbb{S}^2$ with small spherical cap discrepancy

In this paper we study the geometric discrepancy of explicit constructions of uniformly distributed points on the two-dimensional unit sphere. We show that the spherical cap discrepancy of random point sets, of spherical digital nets and of spherical Fibonacci lattices converges with order $N^{-1/2}$. Such point sets are therefore useful for numerical integration and other computational simulations. The proof uses an area-preserving Lambert map. A detailed analysis of the level curves and sets of the pre-images of spherical caps under this map is given.

math.NA↗