A note on character sums over short moving intervals

We investigate the sums $(1/\sqrt{H}) \sum_{X < n \leq X+H} \chi(n)$, where $\chi$ is a fixed non-principal Dirichlet character modulo a prime $q$, and $0 \leq X \leq q-1$ is uniformly random. Davenport and Erd\H{o}s, and more recently Lamzouri, proved central limit theorems for these sums provided $H \rightarrow \infty$ and $(\log H)/\log q \rightarrow 0$ as $q \rightarrow \infty$, and Lamzouri conjectured these should hold subject to the much weaker upper bound $H=o(q/\log q)$. We prove this is false for some $\chi$, even when $H = q/\log^{A}q$ for any fixed $A > 0$. On the other hand, we show it is true for "almost all" characters on the range $q^{1-o(1)} \leq H = o(q)$. Using P\'{o}lya's Fourier expansion, these results may be reformulated as statements about the distribution of certain Fourier series with number theoretic coefficients. Tools used in the proofs include the existence of characters with large partial sums on short initial segments, and moment estimates for trigonometric polynomials with random multiplicative coefficients.