[step:Deduce square-summability $\sum |a_n|^2 \rho^{2\lambda_n} < \infty$ from the lacunary restriction estimate]On the circle $|z| = \rho$, write $z = \rho e^{i\theta}$. Define the arc $E := \{\theta \in [0,2\pi) : \rho e^{i\theta} \in A_\rho\}$, which has Lebesgue measure $|E| > 0$. The partial sum differences on this circle are:
\begin{align*}
S_{\lambda_n}(\rho e^{i\theta}) - S_{\lambda_m}(\rho e^{i\theta}) = \sum_{j=m+1}^n a_j \rho^{\lambda_j} e^{i\lambda_j\theta}.
\end{align*}
By Parseval's identity on the circle $|z| = \rho$:
\begin{align*}
\frac{1}{2\pi}\int_0^{2\pi} |S_{\lambda_n}(\rho e^{i\theta}) - S_{\lambda_m}(\rho e^{i\theta})|^2\, d\mathcal{L}^1(\theta) = \sum_{j=m+1}^n |a_j|^2\rho^{2\lambda_j}.
\end{align*}
We use the following restriction estimate:
[claim:Lacunary $L^2$ restriction estimate]
Let $T(\theta) = \sum_{j=1}^N c_j e^{i\mu_j\theta}$ with $\mu_{j+1}/\mu_j \geq q > 1$. For any measurable $E \subset [0,2\pi)$ with $|E| > 0$:
\begin{align*}
\sum_{j=1}^N |c_j|^2 \leq \frac{C(q)}{|E|}\int_E |T(\theta)|^2\, d\mathcal{L}^1(\theta),
\end{align*}
with $C(q)$ depending only on $q$.
[/claim]
[proof]
Define the Gram matrix $G \in \mathbb{C}^{N \times N}$ by $G_{jk} = \frac{1}{|E|}\int_E e^{i(\mu_j - \mu_k)\theta}\, d\mathcal{L}^1(\theta)$. Then $G_{jj} = 1$ for all $j$, and
\begin{align*}
\frac{1}{|E|}\int_E |T(\theta)|^2\, d\mathcal{L}^1(\theta) = c^* G c,
\end{align*}
where $c = (c_1, \ldots, c_N)^\top$. We show $G$ is positive definite with a lower bound depending only on $q$, which gives $c^*Gc \geq c_0 \|c\|^2 = c_0\sum|c_j|^2$.
Write $G = I + R$ where $R_{jk} = G_{jk}$ for $j \neq k$ and $R_{jj} = 0$. By the Schur test, $\|R\|_{\ell^2 \to \ell^2} \leq \max_k \sum_{j \neq k}|R_{kj}|$. For the off-diagonal entries: $|G_{jk}| \leq 2/(|\mu_j - \mu_k| \cdot |E|)$ (by integration by parts or direct estimation of $|\int_E e^{i\omega\theta}\, d\mathcal{L}^1|$). By the gap condition, for $j > k$: $\mu_j \geq \mu_k q^{j-k}$, so $\mu_j - \mu_k \geq \mu_k(q^{j-k} - 1)$. Summing over $j \neq k$:
\begin{align*}
\sum_{j \neq k}|G_{jk}| \leq \frac{2}{\mu_k|E|}\left(\sum_{m=1}^\infty \frac{1}{q^m - 1} + \sum_{m=1}^\infty \frac{1}{1 - q^{-m}}\right) \leq \frac{2}{\mu_k|E|} \cdot \frac{2q}{(q-1)^2} =: \frac{\beta(q)}{\mu_k|E|}.
\end{align*}
For our application, we apply this to the differences $T_{n,m}(\theta) = \sum_{j=m+1}^n a_j\rho^{\lambda_j}e^{i\lambda_j\theta}$ with $m$ chosen large enough that $\mu_1 := \lambda_{m+1}$ satisfies $\mu_1|E| \geq 2\beta(q)$. Then $\|R\| \leq \beta(q)/(\mu_1|E|) \leq 1/2$, so $G \geq (1 - \|R\|)I \geq \frac{1}{2}I$, giving:
\begin{align*}
\frac{1}{|E|}\int_E|T_{n,m}|^2\, d\mathcal{L}^1 = c^*Gc \geq \frac{1}{2}\sum_{j=m+1}^n|a_j|^2\rho^{2\lambda_j}.
\end{align*}
Since $\lambda_n \to \infty$, there exists $M_0$ such that $\lambda_{M_0+1}|E| \geq 2\beta(q)$, and the estimate holds for all $m \geq M_0$ with $C(q) = 2$.
[/proof]
Apply the estimate to $T_{n,m}(\theta) = \sum_{j=m+1}^n a_j\rho^{\lambda_j}e^{i\lambda_j\theta}$ with $m \geq M_0$ (chosen so $\lambda_{m+1}|E|$ is large enough for the Gram bound). The frequencies $\lambda_{m+1}, \ldots, \lambda_n$ satisfy the gap condition. By the restriction estimate:
\begin{align*}
\sum_{j=m+1}^n |a_j|^2\rho^{2\lambda_j} \leq \frac{C(q)}{|E|}\int_E |T_{n,m}(\theta)|^2\, d\mathcal{L}^1(\theta) \leq C(q) \sup_{\theta \in E}|T_{n,m}(\theta)|^2 = C(q)\sup_{z \in A_\rho}|S_{\lambda_n}(z) - S_{\lambda_m}(z)|^2.
\end{align*}
By Ostrowski's theorem, $\sup_{z \in A_\rho}|S_{\lambda_n}(z) - S_{\lambda_m}(z)| \to 0$ as $n, m \to \infty$. Therefore:
\begin{align*}
\sum_{j=M_0+1}^\infty |a_j|^2\rho^{2\lambda_j} < \infty.
\end{align*}
Adding the finitely many initial terms: $\sum_{j=0}^\infty |a_j|^2\rho^{2\lambda_j} < \infty$.[/step]