The central limit theorem for Riesz-Raikov sums (Q5906595): Difference between revisions

Let \(f\) be a real-valued function with period 1 satisfying some regularity conditions. It will be proved that, for any \(\theta_ 1,\dots, \theta_ d>1\), the distribution of \(n^{-1/2} \sum_{k=1}^ n (f (\theta_ 1^ k t), \dots, f(\theta^ k_ d t))\) on the probability space \(([0,1],dt)\) converges to a normal distribution whose covariance is given by algebraic relations among the \(\theta_ i\)'s. This generalizes the classical work by \textit{M. Kac} [Ann. Math., II. Ser. 47, 33-49 (1946)] and refines the characterization of \(f\) to have a degenerate limit. It also shows that the limit law of \(\sum^ n_{k=1} f(\theta^ k_ i t)/ \sum_{l=1}^ n f(\theta_ j^ l t)\) is in most cases a Cauchy distribution.