A sharp threshold for arithmetic effects on the tail probabilities of lacunary sums
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2025
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| author | Aistleitner, Christoph Fruehwirth, Lorenz Prochno, Joscha |
| author_facet | Aistleitner, Christoph Fruehwirth, Lorenz Prochno, Joscha |
| contents | A classical observation in analysis asserts that lacunary systems of dilated functions show many properties which are also typical for systems of independent random variables. For example, if $(n_k)_{k \ge 1}$ is a sequence of integers satisfying the Hadamard gap condition $n_{k+1}/n_k\ge q > 1,~k \ge 1$, then the normalized sums $\sum_{n=1}^N \cos(2πn_k x)$, considered on the probability space $[0,1]$ with Borel $σ$-field and Lebesgue measure, satisfy the central limit theorem (CLT) and the law of the iterated logarithm (LIL). Remarkably, the situation becomes much more deliacate when the trigonometric function $\cos(2 πx)$ is replaced by a more general 1-periodic function $f$, and fine arithmetic properties of the sequence $(n_k)_{k \ge 1}$ come into play. The most relevant arithmetic property can be phrased in terms of the number of solutions of certain 2-variable Diophantine equations. Recently, the authors proved that the validity of the LIL requires a strictly stronger Diophantine criterion than the CLT. In the present paper we show that this is only a special case of a wide-ranging general principle: there is a sharp cutoff, which can be expressed in form of a Diophantine criterion on the sequence $(n_k)_{k \ge 1}$, at which the tail probabilities of $\sum_{k=1}^N f(n_k x)$ change from Gaussian to potentially erratic behavior. More precisely, let $L(N,a,b,c)$ be the number of solutions $(k,\ell)$ of the equation $a n_k - b n_\ell= c$, where $1\leq k,\ell \leq N$. Roughly speaking, we prove: if $L(N,a,b,c) \le N / g_N$ for some $g_N$, then $\mathbb{P} \left[\sum_{k=1}^N f(n_k x) > t \|f\|_2 \sqrt{N} \right]$ is asymptotically is accordance with standard normal behavior for all $t$ up to $\sqrt{2 \log g_N}$. We also show that this criterion is optimal in the sense that under the same premises, the conclusion can fail to be true for values of $t$ beyond this threshold. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2511_15595 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A sharp threshold for arithmetic effects on the tail probabilities of lacunary sums Aistleitner, Christoph Fruehwirth, Lorenz Prochno, Joscha Number Theory Probability 42A55 (Primary), 60F15, 11D04 (Secondary) 11D45 A classical observation in analysis asserts that lacunary systems of dilated functions show many properties which are also typical for systems of independent random variables. For example, if $(n_k)_{k \ge 1}$ is a sequence of integers satisfying the Hadamard gap condition $n_{k+1}/n_k\ge q > 1,~k \ge 1$, then the normalized sums $\sum_{n=1}^N \cos(2πn_k x)$, considered on the probability space $[0,1]$ with Borel $σ$-field and Lebesgue measure, satisfy the central limit theorem (CLT) and the law of the iterated logarithm (LIL). Remarkably, the situation becomes much more deliacate when the trigonometric function $\cos(2 πx)$ is replaced by a more general 1-periodic function $f$, and fine arithmetic properties of the sequence $(n_k)_{k \ge 1}$ come into play. The most relevant arithmetic property can be phrased in terms of the number of solutions of certain 2-variable Diophantine equations. Recently, the authors proved that the validity of the LIL requires a strictly stronger Diophantine criterion than the CLT. In the present paper we show that this is only a special case of a wide-ranging general principle: there is a sharp cutoff, which can be expressed in form of a Diophantine criterion on the sequence $(n_k)_{k \ge 1}$, at which the tail probabilities of $\sum_{k=1}^N f(n_k x)$ change from Gaussian to potentially erratic behavior. More precisely, let $L(N,a,b,c)$ be the number of solutions $(k,\ell)$ of the equation $a n_k - b n_\ell= c$, where $1\leq k,\ell \leq N$. Roughly speaking, we prove: if $L(N,a,b,c) \le N / g_N$ for some $g_N$, then $\mathbb{P} \left[\sum_{k=1}^N f(n_k x) > t \|f\|_2 \sqrt{N} \right]$ is asymptotically is accordance with standard normal behavior for all $t$ up to $\sqrt{2 \log g_N}$. We also show that this criterion is optimal in the sense that under the same premises, the conclusion can fail to be true for values of $t$ beyond this threshold. |
| title | A sharp threshold for arithmetic effects on the tail probabilities of lacunary sums |
| topic | Number Theory Probability 42A55 (Primary), 60F15, 11D04 (Secondary) 11D45 |
| url | https://arxiv.org/abs/2511.15595 |