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Lorenz Frühwirth

Publications and source records attributed to Lorenz Frühwirth.

10 recordsLinked to original sources

Moment generating functions and moderate deviation principles for lacunary trigonometric sums

In a recent paper, Aistleitner, Gantert, Kabluchko, Prochno and Ramanan studied large deviation principles (LDPs) for lacunary trigonometric sums $\sum_{n=1}^N \cos(2 πn_k x)$, where the sequence $(n_k)_{k \geq 1}$ satisfies the Hadamard gap condition $n_{k+1} / n_k \geq q > 1$ for $k \geq 1$. A crucial ingredient in their work were asymptotic estimates for the moment generating function (MGF) of such sums, which turned out to depend on the fine arithmetic structure of the sequence $(n_k)_{k \geq 1}$ in an intricate way. In the present paper we carry out a detailed study of the MGF for lacunary trigonometric sums (without any structural assumptions on the underlying sequence, other than lacunarity), and we determine the sharp threshold where arithmetic effects start to play a role. As an application, we prove moderate deviation principles for lacunary trigonometric sums, and show that the tail probabilities are in accordance with Gaussian behavior throughout the whole range between the central limit theorem and the LDP regime.

math.PR↗

Limit laws for cotangent and Diophantine sums

Limit laws for ergodic averages with a power singularity over circle rotations were first proved by Sinai and Ulcigrai, as well as Dolgopyat and Fayad. In this paper, we prove limit laws with an estimate for the rate of convergence for the sum $\sum_{n=1}^N f(n α)/n^p$ in terms of a $1$-periodic function $f$ with a power singularity of order $p \ge 1$ at integers. Our results apply in particular to cotangent sums related to Dedekind sums, and to sums of reciprocals of fractional parts, which appear in multiplicative Diophantine approximation. The main tools are Schmidt's method in metric Diophantine approximation, the Gauss-Kuzmin problem and the theory of $ψ$-mixing random variables.

math.NT↗

Sharp concentration phenomena in high-dimensional Orlicz balls

In this article, we present a precise deviation formula for the intersection of two Orlicz balls generated by Orlicz functions $V$ and $W$. Additionally, we establish a (quantitative) central limit theorem in the critical case and a strong law of large numbers for the "$W$-norm" of the uniform distribution on $\mathbb{B}^{(n,V)}$. Our techniques also enable us to derive a precise formula for the thin-shell concentration of uniformly distributed random vectors in high-dimensional Orlicz balls. In our approach we establish an Edgeworth-expansion using methods from harmonic analysis together with an exponential change of measure argument.

math.PR↗

The Duffin-Schaeffer Conjecture for multiplicative Diophantine approximation

Given a monotonically decreasing $ψ: \mathbb{N} \to [0,\infty)$, Khintchine's Theorem provides an efficient tool to decide whether, for almost every $α\in \mathbb{R}$, there are infinitely many $(p,q) \in \mathbb{Z}^2$ such that $\left\lvert α- \frac{p}{q}\right\rvert \leq \frac{ψ(q)}{q}$. The recent result of Koukoulopoulos and Maynard provides an elegant way of removing monotonicity when only counting reduced fractions. Gallagher showed a multiplicative higher-dimensional generalization to Khintchine's Theorem, again assuming monotonicity. In this article, we prove the following Duffin-Schaeffer-type result for multiplicative approximations: For any $k\geq 1$, any function $ψ: \mathbb{N} \to [0,1/2]$ (not necessarily monotonic) and almost every $α\in \mathbb{R}^k$, there exist infinitely many $q$ such that $\prod\limits_{i=1}^k \left\lvert α_i - \frac{p_i}{q}\right\rvert \leq \frac{ψ(q)}{q^k}, p_1,\ldots,p_k$ all coprime to $q$, if and only if \[\sum\limits_{q \in \mathbb{N}} ψ(q) \left(\frac{φ(q)}{q} \right)^k\log \left(\frac{q}{φ(q)ψ(q)}\right)^{k-1} = \infty.\] This settles a conjecture of Beresnevich, Haynes, and Velani.

math.NT↗

The Maclaurin inequality through the probabilistic lens

In this paper we take a probabilistic look at Maclaurin's inequality, which is a refinement of the classical AM-GM inequality. In a natural randomized setting, we obtain limit theorems and show that a reverse inequality holds with high probability. The form of Maclaurin's inequality naturally relates it to U-statistics. More precisely, given $x_1, \ldots, x_n, p \in (0,\infty)$ and $k \in \mathbb{N}$ with $k \leq n$, let us define the quantity \[ S_{k, p}^{(n)} = \Big( \tbinom{n}{k}^{-1} \sum_{1 \leq i_1 < \ldots < i_k \leq n} x_{i_1}^p \cdots x_{i_k}^p \Big)^{1/(k p)}.\] Then as a consequence of the classical Maclaurin inequalities, we know that $S_{k_1}^{(n)} \geq S_{k_2}^{(n)}$ for $k_1 < k_2$. In the present article we consider the ratio \[ \mathcal{R}_{k_1, k_2, p}^{(n)} := \frac{S_{k_2, p}^{(n)}}{S_{k_1, p}^{(n)}}, \] evaluated at a random vector $(X_1, \ldots, X_n)$ sampled either from the normalized surface measure on the $\ell_p^n$-sphere or from a distribution generalizing both the uniform distribution on the $\ell_p^n$-ball and the cone measure on the $\ell_p^n$-sphere; by the Maclaurin inequality, we always have $\mathcal{R}_{k_1, k_2, p}^{(n)} \leq 1$. We derive central limit theorems for $\mathcal{R}_{k_1, k_2, p}^{(n)}$ and $\mathcal{R}_{k_1, n, p}^{(n)}$ as well as Berry--Esseen bounds and a moderate deviations principle for $\mathcal{R}_{k_1, n, p}^{(n)}$, keeping $k_1$, $k_2$ fixed, in order to quantify the set of points where $\mathcal{R}_{k_1, k_2, p}^{(n)} > c$ for $c \in (0, 1)$, i.e., where the Maclaurin inequality is reversed up to a factor. The present aricle partly generalizes results concerning the AM-GM inequality obtained by Kabluchko, Prochno, and Vysotsky (2020), Thäle (2021), and Kaufmann and Thäle (2023+).

math.PR↗

On the metric upper density of Birkhoff sums for irrational rotations

This article examines the value distribution of $S_{N}(f, α) := \sum_{n=1}^N f(nα)$ for almost every $α$ where $N \in \mathbb{N}$ is ranging over a long interval and $f$ is a $1$-periodic function with discontinuities or logarithmic singularities at rational numbers. We show that for $N$ in a set of positive upper density, the order of $S_{N}(f, α)$ is of Khintchine-type, unless the logarithmic singularity is symmetric. Additionally, we show the asymptotic sharpness of the Denjoy-Koksma inequality for such $f$, with applications in the theory of numerical integration. Our method also leads to a generalized form of the classical Borel-Bernstein Theorem that allows very general modularity conditions.

math.NT↗

Diophantine conditions in the law of the iterated logarithm for lacunary systems

It is a classical observation that lacunary function systems exhibit many properties which are typical for systems of independent random variables. However, it had already been observed by Erdős and Fortet in the 1950s that probability theory's limit theorems may fail for lacunary sums $\sum f(n_k x)$ if the sequence $(n_k)_{k \geq 1}$ has a strong arithmetic ''structure''. The presence of such structure can be assessed in terms of the number of solutions $k,\ell$ of two-term linear Diophantine equations $a n_k - b n_\ell = c$. As the first author proved with Berkes in 2010, saving an (arbitrarily small) unbounded factor for the number of solutions of such equations compared to the trivial upper bound, rules out pathological situations as in the Erdős--Fortet example, and guarantees that $\sum f(n_k x)$ satisfies the central limit theorem (CLT) in a form which is in accordance with true independence. In contrast, as shown by the first author, for the law of the iterated logarithm (LIL) the Diophantine condition which suffices to ensure ''truly independent'' behavior requires saving this factor of logarithmic order. In the present paper we show that, rather surprisingly, saving such a logarithmic factor is actually the optimal condition in the LIL case. This result reveals the remarkable fact that the arithmetic condition required of $(n_k)_{k \geq 1}$ to ensure that $\sum f(n_k x)$ shows ''truly random'' behavior is a different one at the level of the CLT than it is at the level of the LIL: the LIL requires a stronger arithmetic condition than the CLT does.

math.NT↗

On Birkhoff sums that satisfy no temporal distributional limit theorem for almost every irrational

Dolgpoyat and Sarig showed that for any piecewise smooth function $f: \mathbb{T} \to \mathbb{R}$ and almost every pair $(α,x_0) \in \mathbb{T} \times \mathbb{T}$, $S_N(f,α,x_0) := \sum_{n =1}^{N} f(nα+ x_0)$ fails to fulfill a temporal distributional limit theorem. In this article, we show that the two-dimensional average is in fact not needed: For almost every $α\in \mathbb{T}$ and all $x_0 \in \mathbb{T}$, $S_N(f,α,x_0)$ does not satisfy a temporal distributional limit theorem, regardless of centering and scaling. The obtained results additionally lead to progress in a question posed by Dolgopyat and Sarig.

math.DS↗

Hölder's inequality and its reverse-a probabilistic point of view

In this article we take a probabilistic look at Hölder's inequality, considering the ratio of terms in the classical Hölder inequality for random vectors in $\mathbb{R}^n$. We prove a central limit theorem for this ratio, which then allows us to reverse the inequality up to a multiplicative constant with high probability. The models of randomness include the uniform distribution on $\ell_p^n$ balls and spheres. We also provide a Berry-Esseen type result and prove a large and a moderate deviation principle for the suitably normalized Hölder ratio.

math.PR↗

The large deviation behavior of lacunary sums

We study the large deviation behavior of lacunary sums $(S_n/n)_{n\in \mathbb{N} }$ with $S_n:= \sum_{k=1}^n f(a_kU)$, $n\in\mathbb{N}$, where $U$ is uniformly distributed on $[0,1]$, $(a_k)_{k\in\mathbb{N}}$ is an Hadamard gap sequence, and $f\colon \mathbb{R}\to \mathbb{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 $U_k$, $k\in\mathbb{N}$, having uniform distribution on $[0,1]$. When the lacunary sequence $(a_k)_{k\in\mathbb{N}}$ 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.

math.PR↗