Law of the iterated logarithm for a random Dirichlet series

Electron. Commun. Probab., Volume 25 (2020), paper no. 56, 14 pp Let $(X_n)_{n\in \mathbb{N}}$ be a sequence of i.i.d. random variables with distribution $\mathbb P(X_1=1)=\mathbb P(X_1=-1)=1/2$. Let $F(\sigma)=\sum_{n=1}^\infty X_nn^{-\sigma}$. We prove that the following holds almost surely \begin...

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Bibliographic Details
Main Authors: Aymone, Marco, Frómeta, Susana, Misturini, Ricardo
Format: Journal Article
Language:English
Published: 23-07-2020
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Summary:Electron. Commun. Probab., Volume 25 (2020), paper no. 56, 14 pp Let $(X_n)_{n\in \mathbb{N}}$ be a sequence of i.i.d. random variables with distribution $\mathbb P(X_1=1)=\mathbb P(X_1=-1)=1/2$. Let $F(\sigma)=\sum_{n=1}^\infty X_nn^{-\sigma}$. We prove that the following holds almost surely \begin{equation*} \limsup_{\sigma\to 1/2^+}\frac{F(\sigma)}{\sqrt{2\mathbb E F(\sigma)^2\log\log \mathbb E F(\sigma)^2}}=1. \end{equation*}
DOI:10.48550/arxiv.2004.10559