arXiv:2607.20164v1

Law of iterated logarithm for inner functions

Poornendu Kumar, Raghavendra Tripathi

math.CVmath.DSmath.PR60F1530J0537A3060G42

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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Generated August 18, 2026
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.

Theorem 2.1Correct

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 ff 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.

Theorem 2.2Correct

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 2VnloglogVn\sqrt{2V_n\log\log V_n}, and the exceptional probabilities are summable. Thus both LIL inequalities hold with the stated constant.

Corollary 2.3Correct

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 eiθSne^{-i\theta}S_n and taking a countable dense set of θ\theta 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 L2L^2 bound is little-o of the square-root iterated-logarithm normalization. Transferring the reverse-martingale LIL therefore proves the boundary-iterate statement.

Reverse-martingale approximationCorrect and complete

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 L2L^2 bound is little-o of the square-root iterated-logarithm normalization. Transferring the reverse-martingale LIL therefore proves the boundary-iterate statement.

Sections 3–4Correct and complete

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 L2L^2 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.

03Novelty0 reported findingsNo non-novelty findings

No non-novelty findings.

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Paper
arXiv:2607.20164v1
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Poornendu Kumar, Raghavendra Tripathi
Audit date
August 18, 2026
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