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MOMENTS OF RANDOM MULTIPLICATIVE FUNCTIONS, I: LOW MOMENTS, BETTER THAN SQUAREROOT CANCELLATION, AND CRITICAL MULTIPLICATIVE CHAOS

Part of: Stochastic processes Exponential sums and character sums Probabilistic theory: distribution modulo $1$; metric theory of algorithms Multiplicative number theory

Published online by Cambridge University Press:  20 January 2020

ADAM J. HARPER
ADAM J. HARPER*
Affiliation:
Mathematics Institute, Zeeman Building, University of Warwick, CoventryCV4 7AL, England, UK; A.Harper@warwick.ac.uk

Abstract

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We determine the order of magnitude of $\mathbb{E}|\sum _{n\leqslant x}f(n)|^{2q}$, where $f(n)$ is a Steinhaus or Rademacher random multiplicative function, and $0\leqslant q\leqslant 1$. In the Steinhaus case, this is equivalent to determining the order of $\lim _{T\rightarrow \infty }\frac{1}{T}\int _{0}^{T}|\sum _{n\leqslant x}n^{-it}|^{2q}\,dt$.

In particular, we find that $\mathbb{E}|\sum _{n\leqslant x}f(n)|\asymp \sqrt{x}/(\log \log x)^{1/4}$. This proves a conjecture of Helson that one should have better than squareroot cancellation in the first moment and disproves counter-conjectures of various other authors. We deduce some consequences for the distribution and large deviations of $\sum _{n\leqslant x}f(n)$.

The proofs develop a connection between $\mathbb{E}|\sum _{n\leqslant x}f(n)|^{2q}$ and the $q$th moment of a critical, approximately Gaussian, multiplicative chaos and then establish the required estimates for that. We include some general introductory discussion about critical multiplicative chaos to help readers unfamiliar with that area.

MSC classification

Primary: 11N37: Asymptotic results on arithmetic functions
Secondary: 11L40: Estimates on character sums 11K65: Arithmetic functions 60G15: Gaussian processes 60G57: Random measures
Type
Number Theory
Information
Forum of Mathematics, Pi , Volume 8 , 2020 , e1
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Creative Commons
Creative Common License - CCCreative Common License - BY
This is an Open Access article, distributed under the terms of the Creative Commons Attribution licence (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted re-use, distribution, and reproduction in any medium, provided the original work is properly cited.
Copyright
© The Author 2020

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