3 Probabilistic Tools

All probability spaces in this course will be finite.

Theorem 3.1 (Khintchine’s inequality). Assuming that:

  • p∈[2,∞)

  • X1,X2,…,Xn independent random variables

  • ℙ(Xi=xi)=12=ℙ(Xi=−xi)

Then
∥∑i=1nXi∥Lp(ℙ)=O(p12(∑i=1n∥Xi∥L2(ℙ)2)12).

Proof. By nesting of norms, it suffices to prove the case p=2k for some k∈ℕ. Write X=∑⁡i=1nXi, and assume ∑⁡i=1n∥Xi∥L∞(ℙ)2=1. Note that in fact ∑⁡i=1n∥Xi∥L2(ℙ)2=∑i=1n∥Xi∥L∞(ℙ)2, hence ∑⁡i=1n∥Xi∥L2(ℙ)2=1.

By Chernoff’s inequality (Example 2.5), for all 𝜃>0 we have

ℙ(|X|≥𝜃)≤4exp⁡(−𝜃24),

and so using the fact that ℙ(|X|≤t)=∫0tρX(s)ds we have

∥X∥L2k(ℙ)2k=∫0∞t2kρX(t)dt=∫0∞2kt2k−1ℙ(|X|≥t)dtintegration by parts≤∫0∞8kt2k−1 exp ⁡(−t24)dt⏟=:I(K)

We shall show by induction on k that I(K)≤22k(2k)k4k. Indeed, when k=1,

∫0∞t exp ⁡(−t24)dt=[−2 exp ⁡(−t24)]0∞=2≤2.

For k>1, integrate by parts to find that

I(K)=∫0∞t2k−2⏟u⋅t exp ⁡⁡(−t24)⏟vdt=[t2k−2⋅(−2exp⁡(−t24))]0∞−∫0∞(2k−2)t2k−3(−2 exp ⁡(−t24))dt=4(k−1)∫0∞t2(k−1)−1 exp ⁡(−t24)dt=4(k−1)I(K−1)≤4(k−1)22(k−1)(2(k−1))k−14(k−1)≤22k(2k)k4k□

Corollary 3.2 (Rudin’s Inequality). Let Γ⊆𝔽2n^ be a linearly independent set and let p∈[2,∞). Then for any f^∈l2(Γ),

∥∑γ∈Γf^(γ)γ∥LP(𝔽2n)=O(p∥f^∥l2(Γ)).

Corollary 3.3. Let Γ⊆𝔽2n^ be a linearly independent set and let p∈(1,2]. Then for all f∈Lp(𝔽2n),

∥f^∥l2(Γ)=O(pp−1∥f∥Lp(𝔽2n)).

Proof. Let f∈Lp(𝔽2n) and write g=∑⁡γ∈Γf^(γ)γ. Then

∥f^∥l2(Γ)2=∑γ∈Γ|f^(γ)|2=⟨f^,g^⟩l2(𝔽2n^)=⟨f,g⟩L2(𝔽2n)by Plancherel’s identity

which is bounded above by ∥f∥Lp(𝔽2n)∥g∥Lp′(𝔽2n) where 1p+1p′=1, using Hölder’s inequality.

By Rudin’s Inequality,

∥g∥Lp′(𝔽2n)=O(p′∥g^∥l2(Γ))=O(pp−1∥f^∥l2(Γ)).□

Recall that given A⊆𝔽2n of density α>0, we had |Spec⁡ρ(𝟙A)≤ρ−2α−1. This is best possible as the example of a subspace shows. However, in this case the large spectrum is highly structured.

Theorem 3.4 (Special case of Chang’s Theorem). Assuming that:

  • A⊆𝔽2n of density α>0

  • ρ>0

Then there exists H≤𝔽2n^ of dimension O(ρ−2log⁡α−1) such that H⊇Spec⁡ρ(𝟙A).

Proof. Let Γ⊆Spec⁡ρ(𝟙A) be a maximal linearly independent set. Let H=⟨Spec⁡ρ(𝟙A)⟩. Clearly dim⁡(H)=|Γ|. By Corollary 3.3, for all p∈(1,2],

(ρα)2|Γ|≤∑γ∈Γ|𝟙A^(γ)|2=∥𝟙A^∥l2(Γ)2=O(pp−1∥𝟙A∥Lp(𝔽2n)2),

so

|Γ|=O(ρ−2α−2α2∕ppp−1).

Set p=1+(log⁡α−1)−1 to get |Γ|=O(ρ−2α−2(α2⋅e2)(log⁡α−1+1)). □

Definition 3.5 (Dissociated). Let G be a finite abelian group. We say S⊆G is dissociated if ∑⁡s∈S𝜀ss=0 for 𝜀∈{−1,0,1}|S|, then 𝜀≡0.

Clearly, if G=𝔽2n, then S⊆G is dissociated if and only if it is linearly independent.

Theorem 3.6 (Chang’s Theorem). Assuming that:

  • G a finite abelian group

  • A⊆G be of density α>0

  • Λ⊇Spec⁡ρ(𝟙A) is dissociated

Then |Λ|=O(ρ−2log⁡α−1.

We may bootstrap Khintchine’s inequality to obtain the following:

Theorem 3.7 (Marcinkiewicz-Zygmund). Assuming that:

  • p∈[2,∞)

  • X1,X2,…,Xn∈Łp(ℙ) independent random variables

  • 𝔼∑⁡i=1nXi=0

Then
∥∑i=1nXi∥Lp(ℙ)=O(p12∥∑i=1n|Xi|2∥Lp∕2(ℙ)12).

Proof. First assume the distribution of the Xi’s is symmetric, i.e. ℙ(Xi=a)=ℙ(Xi=−a) for all a∈ℝ. Partition the probability space Ω into sets Ω1,Ω2,…,ΩM, write ℙj for the induced measure on Ωj such that all Xi’s are symmetric and take at most 2 values. By Khintchine’s inequality, for each j∈[M],

∥∑i=1nXi∥Lp(ℙj)p=O(pp∕2(∑i=1n∥Xi∥L2(ℙj)2)p∕2)=O(pp∕2∥∑i=1n|Xi|2∥Lp∕2(ℙj)p∕2)

so summing over all j and taking p-th roots gives the symmetric case. Now suppose the Xi’s are arbitrary, and let Y1,…,Yn be such that Yi∼Xi and X1,X2,…,Xn,Y1,Y2,…,Yn are all independent. Applying the symmetric case to Xi−Yi,

∥∑i=1n(Xi−Yi)∥Lp(ℙ×ℙ)=O(p12∥∑i=1n|Xi−Yi|2∥Lp∕2(ℙ×ℙ)12)=O(p12∥∑i=1n|Xi−Yi|2∥Lp∕2(ℙ)12)

But then

∥∑i=1nXi∥Lp(ℙ)=∥∑i=1nXi−𝔼Y∑i=1nYi⏟=0∥Lp(ℙ)p=𝔼X|∑Xi−𝔼Y∑Yi|p=𝔼X|𝔼Y∑(Xi−Yi)|p≤𝔼X𝔼Y|∑(Xi−Yi)|pby Jensen say=∥∑(Xi−Yi)∥Lp(ℙ×ℙ)p

concluding the proof. □

Theorem 3.8 (Croot-Sisask almost periodicity). Assuming that:

  • G a finite abelian group

  • 𝜀>0

  • p∈[2,∞)

  • A,B⊆G are such that |A+B|≤K|A|

  • f:G→ℂ

Then there exists b∈B and a set X⊆B−b such that |X|≥2−1K−O(𝜀−2p)|B| and
∥τxf∗μA−f∗μA∥Lp(G)≤𝜀∥f∥Lp(G)∀⁡x∈X,

where τxg(y)=g(y+x) for all y∈G, and as a reminder, μA is the characteristic measure of A.

Proof. The main idea is to approximate

f∗μA(y)=𝔼xf(y−x)μA(x)=𝔼x∈Af(y−x)

by 1m∑⁡i=1mf(y−zi), where zi are sampled independently and uniformly from A, and m is to be chosen later.

For each y∈G, define Zi(y)=τ−zif(y)−f∗μA(y). For each y∈G, these are independent random variables with mean 0, so by Marcinkiewicz-Zygmund,

∥∑i=1mZi(y)∥Lp(ℙ)p=O(pp∕2∥∑i=1m|Zi(y)|2∥Lp∕2(ℙ)p∕2)=O(pp∕2𝔼(z1,…,zm)∈Am|∑i=1m|Zi(y)|2|p∕2)

By Hölder with 1p′+2p=1, we get

|∑i=1m|Zi(y)|2|p∕2≤(∑i=1m1p′)1p′⋅p2(∑i=1m|Zi(y)|2⋅p∕2)2p⋅p2≤(∑i=1m1p′)p2−1(∑i=1m|Zi(y)|2⋅p∕2)2p⋅p2=mp∕2−1∑i=1m|Zi(y)|p

so

∥∑i=1mZi(y)∥Lp(ℙ)p=O(pp∕2mp∕2−1𝔼(z1,…,zm)∈Am∑i=1m|Zi(y)|p).

Summing over all y∈G, we have

𝔼y∈G∥∑i=1mZi(y)∥Lp(ℙ)p=O(pp∕2mp∕2−1𝔼(z1,…,zm)∈Am∑i=1m𝔼y∈G|Zi(y)|p)

with

(𝔼y∈G|Zi(y)|p)1p=∥Zi∥Lp(G)=∥τ−zif−f∗μA∥Lp(G)≤,∥τ−zif∥Lp(G)+∥f∗μA∥Lp(G)≤∥f∥Lp(G)+∥f∥Lq(G)∥μA∥L1(G)≤2∥f∥Lp(G)

by Young / Hölder (∥f∗g∥Lr(G)≤∥f∥Lp(G)∥g∥Lq(G) where 1+1r=1p+1q).

So we have

𝔼(z1,…,zm)∈Am𝔼y∈G|∑i=1mZi(y)|p=O(pp∕2mp∕2−1∑i=1m(2∥f∥Lp(G))p)=O((4p)p∕2mp∕2∥f∥Lp(G)p).

Choose m=O(𝜀−2p) so that the RHS is at most (𝜀4∥f∥Lp(G))p. whence

𝔼(z1,…,zm)∈Am𝔼y∈G|1m∑i=1mτ−zif(y)−f∗μA(y)|p⏟=(∗)=O((4p)p∕2mp∕2∥f∥Lp(G)p)=(𝜀4∥f∥Lp(G))p.

Write

L={z=(z1,…,zm)∈Am:(∗)≤(𝜀2∥f∥Lp(G))p}.

By Markov inequality, since

𝔼(∗)≤(𝜀4∥f∥Lp(G))p=2−p(𝜀2∥f∥Lp(G))p,

we have

|Am∖L||Am|=ℙ((∗)≥(𝜀2∥f∥Lp(G))p)≤ℙ((∗)≥2p𝔼(∗))≤2−p

so |L|≥(1−12p)|A|m≥12|A|m. Let

D={(b,b,…⁡,b)⏟m:b∈B}.

Now L+D⊆(A+B)m, whence

|L+D|≤|A+B|m≤Km|A|m≤2Km|L|.

By Lemma 1.17,

E(L,D)≥|L|2|D|2|L+D|≥12K−m|D|2|L|

so there are at least |D|22Km pairs (d1,d2)∈D×D such that rL−L(d2−d1)>0. In particular, there exists b∈ub and X⊆B−b of size |X|≥|D|2Km=|B|2Km such that for all x∈X, there exists l2(x)∈L such that for all i∈[m], l1(x)i−l2(x)i=x. But then for each x∈X, by the triangle inequality,

∥τ−xf∗μA−f∗μA∥Lp(G)≤∥τ−xf∗μA−τ−x(1m∑i=1mτ−l2(x)if)∥Lp(G)  +∥τ−x(1m∑i=1mτ−l2(xi)f)−f∗μA∥Lp(G)=∥f∗μA−1m∑i=1mτ−l2(x)if∥Lp(G)  +∥1m∑i=1mτ−x−l2(x)if−f∗μA∥Lp(G)≤2⋅𝜀2∥f∥Lp(G)

by definion of L. □

Theorem 3.9 (Bogolyubov again, after Sanders). Assuming that:

  • A⊆𝔽pn of density α>0

Then there exists a subspace V≤𝔽pn of codimension O(log⁡4α−1) such tht V⊆A+A−A−A.

Almost periodicity is also a key ingredient in recent work of Kelley and Meka, showing that any A⊆[N] containing no non-trivial 3 term arithmetic progressions has size |A|≤exp⁡(−C log ⁡111N)N.