arXiv:2607.20164v1
Abstract
In a recent work [Adv. Math. 401 (2022), Paper No. 108318], a central limit theorem was established for the linear combinations of the iterates of a non-rotational inner function fixing the origin. In this paper, we prove the law of iterated logarithm (LIL) in the same setup, with a very mild condition on the coefficients. We also identify the full set of subsequential limit points at the LIL scale. Using the Aleksandrov--Clark decomposition and measure-preserving properties of the inner functions, one can construct a reverse martingale that is close to the linear combinations of inner functions. We prove the LIL for the partial sums of reverse martingale differences under a Feller-type assumption, which then transfers to the linear combinations of iterates of the inner functions.
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01Statements3 reported findingsCorrect
The analytic and probabilistic statements are supported. Theorem 2.1 proves the LIL for boundary iterates of an inner function with the explicit covariance normalization. Theorem 2.2 proves the reverse-martingale LIL used in that reduction. Corollary 2.3 gives the announced deterministic-coefficient specializations, including the separately treated zero-variance case.
Law of the iterated logarithm for boundary iterates of an inner function
Pages 3–6 · Theorems 2.1–2.2 and Corollary 2.3 · arXiv:2607.20164v1
For an inner function fixing zero and the coefficient sequence specified in the theorem, the normalized real and complex partial sums of its boundary iterates satisfy the law of the iterated logarithm almost everywhere. The asymptotic variance is the covariance series printed in the statement, and the normalization uses that same value. The zero-variance case is treated separately as a degenerate coboundary alternative, while the positive-variance case has the full limsup and liminf constants rather than only an upper bound.
Reverse-martingale difference LIL
Pages 5–6 and 12–17 · Theorem 2.2 · arXiv:2607.20164v1
The theorem assumes convergence of conditional quadratic variation and the printed moment/maximal conditions. Blocking the reverse martingale gives the upper bound from an exponential inequality and the lower bound from conditionally independent separated blocks. The truncation threshold is negligible relative to , and the exceptional probabilities are summable. Thus both LIL inequalities hold with the stated constant.
Deterministic coefficient and complex-valued specializations
Page 6 · Corollary 2.3 · arXiv:2607.20164v1
The coefficient assumptions make the variance sequence asymptotic to the expression shown in the corollary. Applying Theorem 2.1 to real projections and taking a countable dense set of determines the complex limit set. If the covariance vanishes, the martingale approximation is sub-LIL scale and the separate conclusion applies. The specialization therefore covers both nondegenerate and degenerate cases.
02Proofs2 reported findingsCorrect
Aleksandrov–Clark decomposition and LIL transfer. Aleksandrov–Clark disintegration computes conditional expectations with respect to the decreasing pullback sigma-algebras. Subtracting adjacent conditional expectations produces reverse martingale differences with the declared covariance. Their conditional quadratic variation converges, and the Lindeberg/truncation bounds meet the hypotheses of Theorem 2.2. The original iterate sum differs from this martingale sum by a telescoping tail whose maximal bound is little-o of the square-root iterated-logarithm normalization. Transferring the reverse-martingale LIL therefore proves the boundary-iterate statement.
Aleksandrov–Clark decomposition and LIL transfer
Pages 7–19 · Sections 3–5 · arXiv:2607.20164v1
Aleksandrov–Clark disintegration computes conditional expectations with respect to the decreasing pullback sigma-algebras. Subtracting adjacent conditional expectations produces reverse martingale differences with the declared covariance. Their conditional quadratic variation converges, and the Lindeberg/truncation bounds meet the hypotheses of Theorem 2.2. The original iterate sum differs from this martingale sum by a telescoping tail whose maximal bound is little-o of the square-root iterated-logarithm normalization. Transferring the reverse-martingale LIL therefore proves the boundary-iterate statement.
Conditional expectations and probabilistic LIL
Pages 7–17 · Sections 3–4 · arXiv:2607.20164v1
Clark measures give the conditional-expectation identity first for bounded boundary functions and then by density. The reverse differences are orthogonal and their covariance series is absolutely controlled by the coefficient hypotheses. Proposition 4.1 establishes the upper LIL; the subsequent block lemma supplies the matching lower bound. Error probabilities are summed on a geometric subsequence and interpolation controls intermediate indices.
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