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...
Saved in:
Main Authors: | , , |
---|---|
Format: | Journal Article |
Language: | English |
Published: |
23-07-2020
|
Subjects: | |
Online Access: | Get full text |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
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 |