December 31, 2020
For $X(n)$ a Rademacher or Steinhaus random multiplicative function, we consider the random polynomials $$ P_N(\theta) = \frac1{\sqrt{N}} \sum_{n\leq N} X(n) e(n\theta), $$ and show that the $2k$-th moments on the unit circle $$ \int_0^1 \big| P_N(\theta) \big|^{2k}\, d\theta $$ tend to Gaussian moments in the sense of mean-square convergence, uniformly for $k \ll (\log N / \log \log N)^{1/3}$, but that in contrast to the case of i.i.d. coefficients, this behavior does not persist for $k$ much larger. We use these estimates to (i) give a proof of an almost sure Salem-Zygmund type central limit theorem for $P_N(\theta)$, previously obtained in unpublished work of Harper by different methods, and (ii) show that asymptotically almost surely $$ (\log N)^{1/6 - \varepsilon} \ll \max_\theta |P_N(\theta)| \ll \exp((\log N)^{1/2+\varepsilon}), $$ for all $\varepsilon > 0$.
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November 16, 2012
In this paper we study the asymptotic behavior of the maximum magnitude of a complex random polynomial with i.i.d. uniformly distributed random roots on the unit circle. More specifically, let $\{n_k\}_{k=1}^{\infty}$ be an infinite sequence of positive integers and let $\{z_{k}\}_{k=1}^{\infty}$ be a sequence of i.i.d. uniform distributed random variables on the unit circle. The above pair of sequences determine a sequence of random polynomials $P_{N}(z) = \prod_{k=1}^{N}{(z...
December 20, 2019
On a probability space $(\Omega, \mathcal F, \mathbb P)$ we consider two independent sequences $(a_k)_{k \geq 1}$ and $(b_k)_{k \geq 1}$ of i.i.d. random variables that are centered with unit variance and which admit a moment strictly higher than two. We define the associated random trigonometric polynomial \[ f_n(t) :=\frac{1}{\sqrt{n}} \sum_{k=1}^n a_k \cos(kt)+b_k \sin(kt), \quad t \in \mathbb R. \] In their seminal work, for Rademacher coefficients, Salem and Zygmund show...
November 24, 2021
Let us consider i.i.d. random variables $\{a_k,b_k\}_{k \geq 1}$ defined on a common probability space $(\Omega, \mathcal F, \mathbb P)$, following a symmetric Rademacher distribution and the associated random trigonometric polynomials $S_n(\theta)= \frac{1}{\sqrt{n}} \sum_{k=1}^n a_k \cos(k\theta)+b_k \sin(k\theta)$. A seminal result by Salem and Zygmund ensures that $\mathbb{P}-$almost surely, $\forall t\in\mathbb{R}$ \[ \lim_{n \to +\infty} \frac{1}{2\pi}\int_0^{2\pi} e^{i...
April 11, 2018
We determine the order of magnitude of $\mathbb{E}|\sum_{n \leq x} f(n)|^{2q}$ up to factors of size $e^{O(q^2)}$, where $f(n)$ is a Steinhaus or Rademacher random multiplicative function, for all real $1 \leq q \leq \frac{c\log x}{\log\log x}$. In the Steinhaus case, we show that $\mathbb{E}|\sum_{n \leq x} f(n)|^{2q} = e^{O(q^2)} x^q (\frac{\log x}{q\log(2q)})^{(q-1)^2}$ on this whole range. In the Rademacher case, we find a transition in the behaviour of the moments when...
April 7, 2022
For $X(n)$ a Steinhaus random multiplicative function, we study the maximal size of the random Dirichlet polynomial $$ D_N(t) = \frac1{\sqrt{N}} \sum_{n \leq N} X(n) n^{it}, $$ with $t$ in various ranges. In particular, for fixed $C>0$ and any small $\varepsilon>0$ we show that, with high probability, $$ \exp( (\log N)^{1/2-\varepsilon} ) \ll \sup_{|t| \leq N^C} |D_N(t)| \ll \exp( (\log N)^{1/2+\varepsilon}). $$
May 13, 2015
We give an asymptotic formula for the $2k$th moment of a sum of multiplicative Steinhaus variables. This was recently computed independently by Harper, Nikeghbali and Radziwi\l\l. We also compute the $2k$th moment of a truncated characteristic polynomial of a unitary matrix. This provides an asymptotic equivalence with the moments of Steinhaus variables. Similar results for multiplicative Rademacher variables are given.
January 29, 2024
For $f$ a Rademacher or Steinhaus random multiplicative function, we prove that $$ \max_{\theta \in [0,1]} \frac{1}{\sqrt{N}} \Bigl| \sum_{n \leq N} f(n) \mathrm{e} (n \theta) \Bigr| \gg \sqrt{\log N} ,$$ asymptotically almost surely as $N \rightarrow \infty$. Furthermore, for $f$ a Steinhaus random multiplicative function, and any $\varepsilon > 0$, we prove the partial upper bound result $$ \max_{\theta \in [0,1]} \frac{1}{\sqrt{N}} \Bigl| \sum_{\substack{n \leq N \\ P(n) \...
December 12, 2022
A Steinhaus random multiplicative function $f$ is a completely multiplicative function obtained by setting its values on primes $f(p)$ to be independent random variables distributed uniformly on the unit circle. Recent work of Harper shows that $\sum_{n\le N} f(n)$ exhibits ``more than square-root cancellation," and in particular $\frac 1{\sqrt{N}} \sum_{n\le N} f(n)$ does not have a (complex) Gaussian distribution. This paper studies $\sum_{n\in {\mathcal A}} f(n)$, where ${...
March 20, 2017
We determine the order of magnitude of $\mathbb{E}|\sum_{n \leq x} f(n)|^{2q}$, where $f(n)$ is a Steinhaus or Rademacher random multiplicative function, and $0 \leq q \leq 1$. In the Steinhaus case, this is equivalent to determining the order of $\lim_{T \rightarrow \infty} \frac{1}{T} \int_{0}^{T} |\sum_{n \leq x} n^{-it}|^{2q} dt$. In particular, we find that $\mathbb{E}|\sum_{n \leq x} f(n)| \asymp \sqrt{x}/(\log\log x)^{1/4}$. This proves a conjecture of Helson that on...
May 24, 2010
Keating and Snaith showed that the $2k^{th}$ absolute moment of the characteristic polynomial of a random unitary matrix evaluated on the unit circle is given by a polynomial of degree $k^2$. In this article, uniform asymptotics for the coefficients of that polynomial are derived, and a maximal coefficient is located. Some of the asymptotics are given in explicit form. Numerical data to support these calculations are presented. Some apparent connections between random matrix ...