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Gerhard Larcher

Publications and source records attributed to Gerhard Larcher.

At least 19 recordsLinked to original sources
arXiv2025

On the quasi-uniformity properties of quasi-Monte Carlo point sets and sequences -- Part I: Lattices and Kronecker sequences

The discrepancy of a point set quantifies how well the points are distributed, with low-discrepancy point sets demonstrating exceptional uniform distribution properties. Such sets are integral to quasi-Monte Carlo methods, which approximate integrals over the unit cube for integrands of bounded variation. In contrast, quasi-uniform point sets are characterized by optimal separation and covering radii, making them well-suited for applications such as radial basis function approximation. This paper explores the quasi-uniformity properties of quasi-Monte Carlo point sets constructed from lattices and also Kronecker sequences. Specifically, we analyze rank-1 lattice point sets, Fibonacci lattice point sets, Frolov point sets, and Kronecker sequences (also referred to as $(n \boldsymbol{\alpha})$-sequences), providing insights into their potential for use in applications that require both low-discrepancy and quasi-uniform distribution. As an example, we show that the $(n \boldsymbol{\alpha})$-sequence with $\alpha_j = 2^{j/(d+1)}$ for $j \in \{1, 2, \ldots, d\}$ is quasi-uniform and has low-discrepancy. The quasi-uniformity properties of quasi-Monte Carlo digital nets and sequences will be studied in a companion paper.

math.NT↗
arXiv2022

Discrepancy bounds for normal numbers generated by necklaces in arbitrary base

Mordechay B. Levin has constructed a number $\lambda$ which is normal in base 2, and such that the sequence $(\left\{2^n \lambda\right\})_{n=0,1,2,\ldots}$ has very small discrepancy $D_N$. Indeed we have $N\cdot D_N = \mathcal{O} \left(\left(\log N\right)^2\right)$. This construction technique of Levin was generalized by Becher and Carton, who generated normal numbers via perfect nested necklaces, and they showed that for these normal numbers the same upper discrepancy estimate holds as for the special example of Levin. In this paper now we derive an upper discrepancy bound for so-called semi-perfect nested necklaces and show that for the Levin's normal number in arbitrary prime base $p$ this upper bound for the discrepancy is best possible, i.e., $N\cdot D_N \geq c\left(\log N\right)^2$ with $c>0$ for infinitely many $N$. This result generalizes a previous result where we ensured for the special example of Levin for the base $p=2$, that $N\cdot D_N =O( \left(\log N\right)^2)$ is best possible in $N$. So far it is known by a celebrated result of Schmidt that for any sequence in $[0,1)$, $N\cdot D_N\geq c \log N$ with $c>0$ for infinitely many $N$. So there is a gap of a $\log N$ factor in the question, what is the best order for the discrepancy in $N$ that can be achieved for a normal number. Our result for Levin's normal number in any prime base on the one hand might support the guess that $O( \left(\log N\right)^2)$ is the best order in $N$ that can be achieved by a normal number, while generalizing the class of known normal numbers by introducing e.g. semi-perfect necklaces on the other hand might help for the search of normal numbers that satisfy smaller discrepancy bounds in $N$ than $N\cdot D_N=O( \left(\log N\right)^2)$.

math.NT↗
arXiv2022

The exact order of discrepancy for Levin's normal number in base 2

Mordechay Levin has constructed a number $\alpha$ which is normal in base 2, and such that the sequence $\left\{2^n \alpha\right\}_{n=0,1,2,\ldots}$ has very small discrepancy $D_N$. Indeed we have $N\cdot D_N = \mathcal{O} \left(\left(\log N\right)^2\right)$. That means, that $\alpha$ is normal of extremely high quality. In this paper we show that this estimate is best possible, i.e., $N\cdot D_N \geq c \cdot \left(\log N\right)^2$ for infinitely many $N$.

math.NT↗
arXiv2022

Supervised machine learning classification for short straddles on the S&P500

In this working paper we present our current progress in the training of machine learning models to execute short option strategies on the S&P500. As a first step, this paper is breaking this problem down to a supervised classification task to decide if a short straddle on the S&P500 should be executed or not on a daily basis. We describe our used framework and present an overview over our evaluation metrics on different classification models. In this preliminary work, using standard machine learning techniques and without hyperparameter search, we find no statistically significant outperformance to a simple "trade always" strategy, but gain additional insights on how we could proceed in further experiments.

q-fin.CP↗
arXiv2019

On Pair Correlation of Sequences

We give a survey on the concept of Poissonian pair correlation (PPC) of sequences in the unit interval, on existing and recent results and we state a list of open problems. Moreover, we present and discuss a quite recent multi-dimensional version of PPC.

math.NT↗
arXiv2018

On a multi-dimensional Poissonian pair correlation concept and uniform distribution

The aim of the present article is to introduce a concept which allows to generalise the notion of Poissonian pair correlation, a second-order equidistribution property, to higher dimensions. Roughly speaking, in the one-dimensional setting, the pair correlation statistics measures the distribution of spacings between sequence elements in the unit interval at distances of order of the mean spacing $1/N$. In the $d$-dimensional case, of course, the order of the mean spacing is $1/N^{\frac{1}{d}}$, and --in our concept-- the distance of sequence elements will be measured by the supremum-norm. Additionally, we show that, in some sense, almost all sequences satisfy this new concept and we examine the link to uniform distribution. The metrical pair correlation theory is investigated and it is proven that a class of typical low-discrepancy sequences in the high-dimensional unit cube do not have Poissonian pair correlations, which fits the existing results in the one-dimensional case.

math.NT↗
arXiv2018

On Bounded Remainder Sets and Strongly Non-Bounded Remainder Sets for Sequences $(\{a_nα\})_{n\geq 1}$

We give some results on the existence of bounded remainder sets (BRS) for sequences of the form $(\{a_nα\})_{n\geq 1}$, where $(a_n)_{n\geq 1}$ - in most cases - is a given sequence of distinct integers. Further we introduce the concept of strongly non-bounded remainder sets (S-NBRS) and we show for a very general class of polynomial-type sequences that these sequences cannot have any S-NBRS, whereas for the sequence $(\{2^nα\})_{n \geq 1}$ every interval is an S-NBRS.

math.NT↗
arXiv2018

Some negative results related to Poissonian pair correlation problems

We say that a sequence $(x_n)_{n \in \mathbb{N}}$ in $[0,1)$ has Poissonian pair correlations if \begin{equation*} \lim_{N \to \infty} \frac{1}{N} \# \left \lbrace 1 \leq l \neq m \leq N: \| x_l - x_m \| \leq \frac{s}{N} \right \rbrace = 2s \end{equation*} for every $s \geq 0$. The aim of this article is twofold. First, we will establish a gap theorem which allows to deduce that a sequence $(x_n)_{n \in \mathbb{N}}$ of real numbers in $[0,1)$ having a certain weak gap structure, cannot have Poissonian pair correlations. This result covers a broad class of sequences, e.g., Kronecker sequences, the van der Corput sequence and in more general $LS$-sequences of points and digital $(t,1)$-sequences. Additionally, this theorem enables us to derive negative pair correlation properties for sequences of the form $(\lbrace a_n α\rbrace)_{n \in \mathbb{N}}$, where $(a_n)_{n \in \mathbb{N}}$ is a strictly increasing sequence of integers with maximal order of additive energy, a notion that plays an important role in many fields, e.g., additive combinatorics, and is strongly connected to Poissonian pair correlation problems. These statements are not only metrical results, but hold for all possible choices of $α$. Second, in this note we study the pair correlation statistics for sequences of the form, $x_n = \lbrace b^n α\rbrace, \ n=1, 2, 3, \ldots$, with an integer $b \geq 2$, where we choose $α$ as the Stoneham number and as an infinite de Bruijn word. We will prove that both instances fail to have the Poissonian property. Throughout this article $\lbrace \cdot \rbrace$ denotes the fractional part of a real number.

math.NT↗
arXiv2018

On Quasi-Energy-Spectra, Pair Correlations of Sequences and Additive Combinatorics

The investigation of the pair correlation statistics of sequences was initially motivated by questions concerning quasi-energy-spectra of quantum systems. However, the subject has been developed far beyond its roots in mathematical physics, and many challenging number-theoretic questions on the distribution of the pair correlations of certain sequences are still open. We give a short introduction into the subject, recall some known results and open problems, and in particular explain the recently established connection between the distribution of pair correlations of sequences on the torus and certain concepts from additive combinatorics. Furthermore, we slightly improve a result recently given by Jean Bourgain.

math.NT↗
arXiv2018

Remark on a result of Bourgain on poissonian pair correlation

We show for a class of sequences $(a_n)_{n\geq 1}$ of distinct positive integers, that for no $α$ the sequence $(\left\{a_n α\right\})_{n \geq 1}$ does have Poissonian pair correlation. This class contains for example all strictly increasing integer sequences with positive upper density. This result motivates us to state a certain conjecture on Poissonian pair correlation which would be a significantly stronger version of a result of Jean Bourgain.

math.NT↗
arXiv2017

On pair correlation and discrepancy

We say that a sequence $\{x_n\}_{n \geq 1}$ in $[0,1)$ has Poissonian pair correlations if \begin{equation*} \lim_{N \rightarrow \infty} \frac{1}{N} \# \left\{ 1 \leq l \neq m \leq N \, : \, \left\lVert x_l-x_m \right\rVert < \frac{s}{N} \right\} = 2s \end{equation*} for all $s>0$. In this note we show that if the convergence in the above expression is - in a certain sense - fast, then this implies a small discrepancy for the sequence $\{x_n\}_{n \geq 1}$. As an easy consequence it follows that every sequence with Poissonian pair correlations is uniformly distributed in $[0,1)$.

math.NT↗
arXiv2016

Additive Energy and the Hausdorff dimension of the exceptional set in metric pair correlation problems

For a sequence of integers $\{a(x)\}_{x \geq 1}$ we show that the distribution of the pair correlations of the fractional parts of $\{ \langle αa(x) \rangle \}_{x \geq 1}$ is asymptotically Poissonian for almost all $α$ if the additive energy of truncations of the sequence has a power savings improvement over the trivial estimate. Furthermore, we give an estimate for the Hausdorff dimension of the exceptional set as a function of the density of the sequence and the power savings in the energy estimate. A consequence of these results is that the Hausdorff dimension of the set of $α$ such that $\{\langle αx^d \rangle\}$ fails to have Poissonian pair correlation is at most $\frac{d+2}{d+3} < 1$. This strengthens a result of Rudnick and Sarnak which states that the exceptional set has zero Lebesgue measure. On the other hand, classical examples imply that the exceptional set has Hausdorff dimension at least $\frac{2}{d+1}$. An appendix by Jean Bourgain was added after the first version of this paper was written. In this appendix two problems raised in the paper are solved.

math.NT↗
arXiv2016

On Weyl products and uniform distribution modulo one

In the present paper we study the asymptotic behavior of trigonometric products of the form $\prod_{k=1}^N 2 \sin(πx_k)$ for $N \to \infty$, where the numbers $ω=(x_k)_{k=1}^N$ are evenly distributed in the unit interval $[0,1]$. The main result are matching lower and upper bounds for such products in terms of the star-discrepancy of the underlying points $ω$, thereby improving earlier results obtained by Hlawka in 1969. Furthermore, we consider the special cases when the points $ω$ are the initial segment of a Kronecker or van der Corput sequence. The paper concludes with some probabilistic analogues.

math.NT↗
arXiv2016

Additive Energy and Irregularities of Distribution

We consider strictly increasing sequences $\left(a_{n}\right)_{n \geq 1}$ of integers and sequences of fractional parts $\left(\left\{a_{n} α\right\}\right)_{n \geq 1}$ where $α\in \mathbb{R}$. We show that a small additive energy of $\left(a_{n}\right)_{n \geq 1}$ implies that for almost all $α$ the sequence $\left(\left\{a_{n} α\right\}\right)_{n \geq 1}$ has large discrepancy. We prove a general result, provide various examples, and show that the converse assertion is not necessarily true.

math.NT↗
arXiv2016

Metric results on the discrepancy of sequences $\left(a_{n} α\right)_{n \geq 1}$ modulo one for integer sequences $\left(a_{n}\right)_{n \geq 1}$ of polynomial growth

An important result of H. Weyl states that for every sequence $\left(a_{n}\right)_{n \geq 1}$ of distinct positive integers the sequence of fractional parts of $\left(a_{n} α\right)_{n\geq 1}$ is uniformly distributed modulo one for almost all $α$. However, in general it is a very hard problem to calculate the precise order of convergence of the discrepancy of $\left(\left\{a_{n} α\right\}\right)_{n \geq 1}$ for almost all $α$. In particular it is very difficult to give sharp lower bounds for the speed of convergence. Until now this was only carried out for lacunary sequences $\left(a_{n}\right)_{n \geq 1}$ and for some special cases such as the Kronecker sequence $\left(\left\{n α\right\}\right)_{n \geq 1}$ or the sequence $\left(\left\{n^2 α\right\}\right)_{n \geq1}$. In the present paper we answer the question for a large class of sequences $\left(a_{n}\right)_{n \geq 1}$ including as a special case all polynomials $a_{n} = P\left(n\right)$ with $P \in \mathbb{Z} \left[x\right]$ of degree at least 2.

math.NT↗
arXiv2016

Sets of bounded remainder for the continuous irrational rotation on $[0,1)^2$

We study sets of bounded remainder for the two-dimensional continuous irrational rotation $(\{x_1+t\}, \{x_2+tα\})_{t \geq 0}$ in the unit square. In particular, we show that for almost all $α$ and every starting point $(x_1, x_2)$, every polygon $S$ with no edge of slope $α$ is a set of bounded remainder. Moreover, every convex set $S$ whose boundary is twice continuously differentiable with positive curvature at every point is a bounded remainder set for almost all $α$ and every starting point $(x_1, x_2)$. Finally we show that these assertions are, in some sense, best possible.

math.NT↗
arXiv2015

An improved bound for the star discrepancy of sequences in the unit interval

It is known that there is a constant $c>0$ such that for every sequence $x_1, x_2,\ldots$ in $[0,1)$ we have for the star discrepancy $D^{*}_N$ of the first $N$ elements of the sequence that $N D^{*}_N\geq c\cdot \log N$ holds for infinitely many $N$. Let $c^{*}$ be the supremum of all such $c$ with this property. We show $c^{*}>0.065664679\ldots$, thereby slightly improving the estimates known until now.

math.NT↗