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SCHWEITZER 2014 Problem 11

    Let UU be a random variable that is uniformly distributed on the interval [0,1][0,1] , and let Sn=2∑k=1nsin⁡(2kUπ).S_n= 2\sum_{k=1}^n \sin(2kU\pi). Show that, as n→∞n\to \infty , the limit distribution of SnS_n is the Cauchy distribution with density function f(x)=1π(1+x2)f(x)=\frac1{\pi(1+x^2)} .

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