In this paper, we investigate the anti-Ramsey (more precisely, anti-van der Waerden) properties of arithmetic progressions. For positive integers $n$ and $k$, the expression $aw([n],k)$ denotes the smallest number of colors with which the integers ${1,ldots,n}$ can be colored and still guarantee there is a rainbow arithmetic progression of length $k$. We establish that $aw([n],3)=Theta(log n)$ and $aw([n],k)=n^{1-o(1)}$ for $kgeq 4$. For positive integers $n$ and $k$, the expression $aw(Z_n,k)$ denotes the smallest number of colors with which elements of the cyclic group of order $n$ can be colored and still guarantee there is a rainbow arithmetic progression of length $k$. In this setting, arithmetic progressions can wrap around, and $aw(Z_n,3)$ behaves quite differently from $aw([n],3)$, depending on the divisibility of $n$. As shown in [Jungic et al., textit{Combin. Probab. Comput.}, 2003], $aw(Z_{2^m},3) = 3$ for any positive integer $m$. We establish that $aw(Z_n,3)$ can be computed from knowledge of $aw(Z_p,3)$ for all of the prime factors $p$ of $n$. However, for $kgeq 4$, the behavior is similar to the previous case, that is, $aw(Z_n,k)=n^{1-o(1)}$.
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