For each $s>0$, we consider a random Dirichlet series $X(s)=\sum_{k\geq 1}k^{-1/2-s}a_k\eta_k$, where $\eta_1$, $\eta_2,\ldots$ are independent and identically distributed random variables with mean zero and finite positive variance, and $(a_k)_{k\geq 1}$ is a deterministic sequence of real numbers satisfying $\sum_{k\geq 1}k^{-1-2s}a_k^2<\infty$ for each $s>0$ and $\sum_{k\geq 1}k^{-1}a_k^2=\infty$. We investigate the almost-sure fluctuations of $X(s)$ as $s\to0+$. Under these minimal assumptions, we construct examples exhibiting several non-standard forms of the law of the iterated logarithm (LIL) along suitable sequences: the normalization and the upper and lower limit constants may differ from their classical counterparts. We also show that a regular growth condition of the form $\sum_{k\leq n}k^{-1}a_k^2\sim c(\log n)^\beta$, where $c,\beta>0$, is not by itself sufficient to ensure a standard LIL. Finally, under an additional counting condition controlling the frequency of indices at which the weights $a_k$ are comparatively large, we prove that $(2{\rm Var}\,[X(s)]\log\log({\rm Var}\,[X(s)]))^{-1/2}X(s)$ has the almost-sure cluster set $[-1,1]$ as $s\to 0+$. The latter result is applied to several coefficient sequences of number-theoretic origin.
Let $X=\{X_j\}_{j=1}^\infty$ be a sequence of independent random variables whose densities and moments of order $2d$ are uniformly bounded. For a random vector $f(X)=(f_1(X),f_2(X))$ whose components are polynomial functionals of degree at most $d$, we prove that \[ [[f]]_{\mu,\infty}^{\frac1{2d-1}}\mu(f\in A) \le C\bi...
Let $X=(X_1,\ldots,X_n)$ be independent nonnegative random variables, not necessarily identically distributed. Let $D=(D_0,D_1,\ldots,D_n)\sim\operatorname{Dir}(1,\ldots,1)$ be independent of $X$, and define $K(x)=\mathbb{P}\{\sum_{i=1}^n x_iD_i\le1\}$. We prove that, for every $n\ge1$, whenever $\mathbb{E} X_i\le1$ fo...
Let $\{Y_n; n\ge 1\}$ be a sequence of independent and identically distributed random variables with mean zero in Peng's framework of the sub-linear expectation space $(\Omega,\mathscr{H},\widehat{\mathbb E})$, and $S_n=\sum_{i=1}^nY_i$. In this paper, we establish a limit law of \begin{align*}\lim_{n\to \infty}\max_{k...
Li-Xin Zhang, Yongze Song· Scientia Sinica Mathematica· 0 citations
Let $\Omega_n$ denote the set of $n\times n$ doubly stochastic matrices. Kim and Roush conjectured in 1981 that, for $n=2k+1>1$, $ \max_{A\in\Omega_{2k+1}}\operatorname{per}(I-A)=3\cdot 2^{k-2}$. They proposed the block construction $A_\star=\frac12(J_3-I_3)\oplus P_2^{\oplus(k-1)}$, where $P_2=\begin{pmatrix}0&1\\1&0\...
Let $R$ be an $m\times m$ correlation matrix satisfying $R-\mathbf{1}\mathbf{1}^{\mathsf T}/m\succeq0$, let $X\sim\mathcal{N}(0,R)$, and let $Z_1,\ldots,Z_m$ be independent standard Gaussian random variables. We prove $\max_i X_i\leq_{\mathrm{st}}\max_i Z_i$, with equality in distribution if and only if $R=I_m$. We use...
We prove that there exist positive constants $A$ and $V$ such that the high-dimensional critical percolation $k$-point function is given by \[ T_{p_c}(x_1,x_2,\ldots,x_{k}) \sim V^{k-2} A^{2k-3} \sum_{T\in \mathsf{Tr}(k)} \sum_{\substack{\Phi:V(T)\to \mathbb{Z}^d \\ \Phi(i)=x_i \forall 1\leq i \leq k}} \prod_{\substack...
Arthur Blanc-Renaudie, Tom Hutchcroft· 0 citations
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