The central limit theorem for the sequences of R. C. Baker (Q2716652)

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scientific article; zbMATH DE number 1599258
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The central limit theorem for the sequences of R. C. Baker
scientific article; zbMATH DE number 1599258

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    10 September 2001
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    central limit theorem
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    Baker sequences
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    limiting variance
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    Hölder continuous functions
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    trigonometric polynomials
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    The central limit theorem for the sequences of R. C. Baker (English)
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    The authors investigate the asymptotic behaviour of the partial sums \(S_nf(U):= \sum^{n-1}_{k=0} f(\omega_k U)\) as \(n\to\infty\), where \(f\) is a real-valued 1-periodic function with \(\int^1_0 f(x) dx= 0\) and \(U\) takes uniformly distributed values in \((0,1)\). The sequence \((\omega_n)_{n\geq 0}\) runs through all integers of the form \(q^{m_1}_1\cdots q^{m_r}_r\) arranged in increasing order, where \(r\geq 1\) is fixed, the \(m_i\)'s are nonnegative integers and the \(q_i\)'s are pairwise relatively prime integers greater than 1. The main result of the paper is a central limit theorem for the sequence \(S_nf(U)\) under certain additional conditions on \(f\), which guarantee among others the existence of the asymptotic variance \(\lim_{n\to\infty} {1\over n} \int^1_0 S^2_nf(x) dx\) and its positivity. Quite a number of special cases of this CLT have been studied by many authors (much more than listed in the references) over the last decades.
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