research

On the law of the iterated logarithm for trigonometric series with bounded gaps II

Abstract

It is well-known that for a quickly increasing sequence (nk)k1(n_k)_{k \geq 1} the functions (cos2πnkx)k1(\cos 2 \pi n_k x)_{k \geq 1} show a behavior which is typical for sequences of independent random variables. If the growth condition on (nk)k1(n_k)_{k \geq 1} is relaxed then this almost-independent behavior generally fails. Still, probabilistic constructions show that for \emph{some} very slowly increasing sequences (nk)k1(n_k)_{k \geq 1} this almost-independence property is preserved. For example, there exists (nk)k1(n_k)_{k \geq 1} having bounded gaps such that the normalized sums cos2πnkx\sum \cos 2 \pi n_k x satisfy the central limit theorem (CLT). However, due to a ``loss of mass'' phenomenon the variance in the CLT for a sequence with bounded gaps is always smaller than 1/21/2. In the case of the law of the iterated logarithm (LIL) the situation is different; as we proved in an earlier paper, there exists (nk)k1(n_k)_{k \geq 1} with bounded gaps such that lim supNk=1Ncos2πnkxNloglogN=for almost all x. \limsup_{N \to \infty} \frac{\left| \sum_{k=1}^N \cos 2 \pi n_k x \right|}{\sqrt{N \log \log N}} = \infty \qquad \textrm{for almost all $x$.} In the present paper we prove a complementary results showing that any prescribed limsup-behavior in the LIL is possible for sequences with bounded gaps. More precisely, we show that for any real number Λ0\Lambda \geq 0 there exists a sequence of integers (nk)k1(n_k)_{k \geq 1} satisfying nk+1nk{1,2}n_{k+1} - n_{k} \in \{1,2\} such that the limsup in the LIL equals Λ\Lambda for almost all xx. Similar results are proved for sums f(nkx)\sum f(n_k x) and for the discrepancy of (nkx)k1(\langle n_k x \rangle)_{k \geq 1}.Comment: This manuscript is a complement to the paper "On the law of the iterated logarithm for trigonometric series with bounded gaps", Probab. Th. Rel. Fields, 154 (2012), no. 3-4, 607--620, by the same author

    Similar works

    Full text

    thumbnail-image

    Available Versions