The central limit theorem for Riesz-Raikov sums |
| |
Authors: | Katusi Fukuyama |
| |
Affiliation: | (1) Institute of Mathematics, University of Tsukuba, Tsukuba, Japan;(2) Present address: Department of Mathematics, Kobe University, Rokko, 657 Kobe, Japan |
| |
Abstract: | Summary Letf be a real-valued function with period 1 satisfying some regularity conditions. It will be proved that, for any1,...,d > 1, the distribution of on the probability space ([0, 1],dt) converges to a normal distribution whose covariance is given by algebraic relations among thei's. This generalizes the classical work by M. Kac and refines the characterization off to have a degenerate limit. It also shows that the limit law of is in most cases a Cauchy distribution. |
| |
Keywords: | 60F05 42A55 11K70 |
本文献已被 SpringerLink 等数据库收录! |
|