The circle method and non lacunarity of Modular Functions
  Serre proved that any holomorphic cusp form of weight one for $\Gamma_1(N)$ is lacunary while a holomorphic modular form for $\Gamma_1(N)$ of higher integer weight is lacunary if and only if it is a linear combination of cusp forms of CM-type (see Serre, subsections 7.6 and 7.7). In this paper, we show that when a non-zero modular function of arbitrary real weight for any finite index subgroup of the modular group ${\SL}_2(\Z)$ is lacunary, it is necessarily holomorphic on the upper-half plane, finite at the cusps and has non-negative weight. 
Sanoli Gun and Joseph Oesterl\'e
math.NT