Full Poissonian Local Statistics of Slowly Growing Sequences
Christopher Lutsko, Niclas Technau
TL;DR
This work proves that the deterministic sequence $x(n)=\alpha(\log n)^A\bmod 1$ with $A>1$ has Poissonian local statistics: every $m$-point correlation $R^{(m)}(N,f)$ converges to the Poisson limit for all $m\ge 2$, implying a Poisson gap distribution. The authors develop a multi-scale analysis combining a completed-moment reduction, a two-variable van der Corput $B$-process, and a diagonal/off-diagonal extraction; they also leverage stationary-phase arguments and Khare--Tao bounds on generalized Vandermonde determinants. The threshold $A>1$ is optimal in light of Marklof--Strömbergsson's results for logarithmic growth, and this work provides the first explicit deterministic example with Poissonian correlations of all orders. The techniques offer a blueprint for establishing fine-scale statistics for sub-polynomial growth sequences and highlight the role of combinatorial partitions and oscillatory integral bounds in obtaining Poisson limits.
Abstract
Fix $α>0$, then by Fejér's theorem $ (α(\log n)^{A}\,\mathrm{mod}\,1)_{n\geq1}$ is uniformly distributed if and only if $A>1$. We sharpen this by showing that all correlation functions, and hence the gap distribution, are Poissonian provided $A>1$. This is the first example of a deterministic sequence modulo one whose gap distribution, and all of whose correlations are proven to be Poissonian. The range of $A$ is optimal and complements a result of Marklof and Strömbergsson who found the limiting gap distribution of $(\log(n)\, \mathrm{mod}\,1)$, which is necessarily not Poissonian.
