On the limit distributions of some sums of a random multiplicative function

We study sums of a random multiplicative function; this is an example, of number-theoretic interest, of sums of products of independent random variables (chaoses). Using martingale methods, we establish a normal approximation for the sum over those n <= x with k distinct prime factors, provided that k = o(log log x) as x -> infinity. We estimate the fourth moments of these sums, and use a conditioning argument to show that if k is of the order of magnitude of log log x then the analogous normal limit theorem does not hold. The methods extend to treat the sum over those n <= x with at most k distinct prime factors, and in particular the sum over all n <= x. We also treat a substantially generalised notion of random multiplicative function.