Abstract
In this paper, we investigate the large deviations of sums of weighted random variables that are approximately independent, generalizing and improving some results of Montgomery and Odlyzko. We are motivated by examples arising from number theory, including the sequences pit, χ(p), χd(p), λf (p), and Klq(a − n, b), where p ranges over the primes, t varies in a large interval, χ varies among all characters modulo q, χd varies over quadratic characters attached to fundamental discriminants |d| ≤ x, λf (n) are the Fourier coefficients of holomorphic cusp forms f of (a large) weight k for the full modular group, and Klq(a, b) are the normalized Kloosterman sums modulo a large prime q, where a, b vary in (𝔽q)×.
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Dedicated to the memory of Jonas Kubilius
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Andrew Granville is partially supported by grants from NSERC (Canada) and by European Research Council grant, agreement No. 670239.
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Granville, A., Lamzouri, Y. Large deviations of sums of random variables. Lith Math J 61, 345–372 (2021). https://doi.org/10.1007/s10986-021-09530-z
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DOI: https://doi.org/10.1007/s10986-021-09530-z