Martingale central limit theorem for random multiplicative functions
Abstract
Let be a Steinhaus or a Rademacher random multiplicative function. For a wide class of multiplicative functions we show that the sum , normalised to have mean square , has a non-Gaussian limiting distribution. More precisely, we establish a generalised central limit theorem with random variance determined by the total mass of a random measure associated with . Our result applies to , the -th divisor function, as long as is strictly between and . Other examples of admissible -s include any multiplicative indicator function with the property that holds for a set of primes of density strictly between and .
Cite
@article{arxiv.2405.20311,
title = {Martingale central limit theorem for random multiplicative functions},
author = {Ofir Gorodetsky and Mo Dick Wong},
journal= {arXiv preprint arXiv:2405.20311},
year = {2024}
}
Comments
42 pages, 2 figures. Typos fixed, abstract and discussion of previous works updated. Codes for simulation experiment available on authors' personal page; comments are still welcome