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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 anytheta1,...,thetad > 1, the distribution of
$$n^{ - 1/2} sumnolimits_{k = 1}^n {left( {f(theta _1^k t),...,f(theta _d^k t)} right)} $$
on the probability space ([0, 1],dt) converges to a normal distribution whose covariance is given by algebraic relations among thethetai'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
$$sumnolimits_{k = 1}^n {f(theta _1^k t)/sumnolimits_{l = 1}^n {f(theta _j^l t)} } $$
is in most cases a Cauchy distribution.
Keywords:60F05  42A55  11K70
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