English

Kac's Central Limit Theorem by Stein's Method

Probability 2025-04-04 v2

Abstract

In 19461946, Mark Kac proved a Central Limit type theorem for a sequence of random variables that were not independent. The random variables under consideration were obtained from the angle-doubling map. The idea behind Kac's proof was to show that although the random variables under consideration were not independent, they were what he calls \textit{statistically independent} (in modern terminology, this concept is called long range independence). The final conclusion of his paper was that the sample averages of the random variables, suitably normalized converges to the standard normal distribution. We describe a new proof of Mark Kac's result by applying Stein's method and show that the normalized sample averages converge to the standard normal distribution in the Wasserstein metric, which is stronger than the convergence in distribution.

Keywords

Cite

@article{arxiv.2405.06881,
  title  = {Kac's Central Limit Theorem by Stein's Method},
  author = {Suprio Bhar and Ritwik Mukherjee and Prathmesh Patil},
  journal= {arXiv preprint arXiv:2405.06881},
  year   = {2025}
}

Comments

unintended typo "Victor Kac" has been corrected to "Mark Kac"; the article has been revised and shorted following comments from experts

R2 v1 2026-06-28T16:23:57.242Z