A central limit theorem for trigonometric series with bounded gaps (Q718864)
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English | A central limit theorem for trigonometric series with bounded gaps |
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A central limit theorem for trigonometric series with bounded gaps (English)
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27 September 2011
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It is well-known that the sequence \(\{\cos 2\pi n_k x,k= 1,2,\dots\}\) behaves like a sequence of independent random variables if \(\{n_k\}\) grows very fast, e.g., if it satisfies Hadamard's gap condition \(n_{k+1}/n_k> q> 1\). Recently, \textit{S. G. Bobkov} and \textit{F. Götze} [Probab. Theory Relat. Fields 137, No. 1--2, 49--81 (2007; Zbl 1111.60014)] constructed sequences with \(1\leq n_{k+1}- n_k\leq L<\infty\) such that the limit distribution of \[ \text{meas}\Biggl\{x\in [0,1]: {1\over\sqrt{N}} \sum^N_{k=1} \cos 2\pi n_k x\leq t\Biggr\}\tag{\(*\)} \] is a variance mixture of centered Gaussian distribution. Now, the present author proves that there exists a sequence \(\{n_k\}\) of integers with \(1\leq n_{k+1}- n_k\leq 5\) such that the limit distribution of \((*)\) of is a pure Gaussian distribution.
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lacunary series
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central limit theorem
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