2024/08/28 by Marco Aymone, Aymone, Marco · 2 citations
Decision Sciences · Mathematics · #Probability and Risk Models #Mathematical Approximation and Integration #Advanced Harmonic Analysis Research
paper · pdf · doi:10.48550/arxiv.2408.15589
Inspired by the papers by Angelo and Xu, Q.J Math., 74, pp. 767-777, and improvements by Kerr and Klurman, arXiv:2211.05540, we study the probability that the weighted sums of a Rademacher random multiplicative function, ∑n≤ xf(n)n-σ, are positive for all x≥ xσ≥ 1 in the regime σ→1/2+. In a previous paper by Heap, Zhao and the author, and by the author, when 0≤ σ≤ 1/2 this probability is zero. Here we give a positive lower bound for this probability depending on xσ that becomes large as σ→1/2+. The main inputs in our proofs are a maximal inequality based in relatively high moments for these partial sums combined with a Bonami--Halász's moment inequality, and also explicit estimates for the partial sums of non-negative multiplicative functions.