Central limit theorems and the geometry of polynomials
Abstract
Let be a random variable, with mean and standard deviation and let be its probability generating function. Pemantle conjectured that if is large and has no roots close to then must be approximately normal. We completely resolve this conjecture in the following strong quantitative form, obtaining sharp bounds. If over the complex roots of , and , then where is a standard normal. This gives the best possible version of a result of Lebowitz, Pittel, Ruelle and Speer. We also show that if has no roots with small argument, then must be approximately normal, again in a sharp quantitative form: if we set then Using this result, we answer a question of Ghosh, Liggett and Pemantle by proving a sharp multivariate central limit theorem for random variables with real-stable probability generating functions.
Keywords
Cite
@article{arxiv.1908.09020,
title = {Central limit theorems and the geometry of polynomials},
author = {Marcus Michelen and Julian Sahasrabudhe},
journal= {arXiv preprint arXiv:1908.09020},
year = {2019}
}
Comments
44 pages. Typo in abstract fixed