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Scaling Limit of Symmetric Random Walk in High-Contrast Periodic Environment
Authors:A. Piatnitski  E. Zhizhina
Affiliation:1.Department of Mathematics,Rutgers University,Piscataway,USA
Abstract:
It is shown that the deterministic infinite trigonometric products
$$begin{aligned} prod _{nin mathbb {N}}left[ 1- p +pcos left( textstyle n^{-s}_{_{}}tright) right] =: {text{ Cl }_{p;s}^{}}(t) end{aligned}$$
with parameters ( pin (0,1] & s>frac{1}{2}), and variable (tin mathbb {R}), are inverse Fourier transforms of the probability distributions for certain random series (Omega _{p}^zeta (s)) taking values in the real (omega ) line; i.e. the ({text{ Cl }_{p;s}^{}}(t)) are characteristic functions of the (Omega _{p}^zeta (s)). The special case (p=1=s) yields the familiar random harmonic series, while in general (Omega _{p}^zeta (s)) is a “random Riemann-(zeta ) function,” a notion which will be explained and illustrated—and connected to the Riemann hypothesis. It will be shown that (Omega _{p}^zeta (s)) is a very regular random variable, having a probability density function (PDF) on the (omega ) line which is a Schwartz function. More precisely, an elementary proof is given that there exists some (K_{p;s}^{}>0), and a function (F_{p;s}^{}(|t|)) bounded by (|F_{p;s}^{}(|t|)|!le ! exp big (K_{p;s}^{} |t|^{1/(s+1)})), and (C_{p;s}^{}!:=!-frac{1}{s}int _0^infty ln |{1-p+pcos xi }|frac{1}{xi ^{1+1/s}}mathrm{{d}}xi ), such that
$$begin{aligned} forall ,tin mathbb {R}:quad {text{ Cl }_{p;s}^{}}(t) = exp bigl ({- C_{p;s}^{} ,|t|^{1/s}bigr )F_{p;s}^{}(|t|)}; end{aligned}$$
the regularity of (Omega _{p}^zeta (s)) follows. Incidentally, this theorem confirms a surmise by Benoit Cloitre, that (ln {text{ Cl }_{{{1}/{3}};2}^{}}(t) sim -Csqrt{t}; left( trightarrow infty right) ) for some (C>0). Graphical evidence suggests that ({text{ Cl }_{{{1}/{3}};2}^{}}(t)) is an empirically unpredictable (chaotic) function of t. This is reflected in the rich structure of the pertinent PDF (the Fourier transform of ({text{ Cl }_{{{1}/{3}};2}^{}})), and illustrated by random sampling of the Riemann-(zeta ) walks, whose branching rules allow the build-up of fractal-like structures.
Keywords:
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