Sign changes of the partial sums of a random multiplicative function III: Average
Marco Aymone

TL;DR
This paper establishes a lower bound on the average number of sign changes in partial sums of a Rademacher random multiplicative function, extending classical results to broader dependent systems using advanced moment analysis.
Contribution
It introduces a new method for counting sign changes in dependent orthogonal systems, extending Erd ext{"o}s and Hunt's classical results to larger classes of dependencies.
Findings
Average sign changes grow at least as fast as (log x)(log log x)^{-1/2-ε}.
Method applies to systems with certain dependency structures beyond i.i.d. variables.
Utilizes Harper's improved small moment estimates for partial sums.
Abstract
Let be the number of sign changes of the partial sums up to , say , of a Rademacher random multiplicative function . We prove that the averaged value of is at least . Our new method applies for the counting of sign changes of the partial sums of a system of orthogonal random variables having variance under additional hypothesis on the moments of these partial sums. In particular, we extend to larger classes of dependencies an old result of Erd\H{o}s and Hunt on sign changes of partial sums of i.i.d. random variables. In the arithmetic case, the main input in our method is the ``\textit{linearity}'' phase in of the quantity , provided by the Harper's \textit{better than squareroot cancellation} phenomenon for small moments of .
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsMathematical Approximation and Integration · advanced mathematical theories · Probability and Risk Models
