English

Central limit theorems from the roots of probability generating functions

Probability 2018-06-13 v2 Classical Analysis and ODEs Combinatorics

Abstract

For each nn, let Xn{0,,n}X_n \in \{0,\ldots,n\} be a random variable with mean μn\mu_n, standard deviation σn\sigma_n, and let Pn(z)=k=0nP(Xn=k)zk, P_n(z) = \sum_{k=0}^n \mathbb{P}( X_n = k) z^k , be its probability generating function. We show that if none of the complex zeros of the polynomials {Pn(z)}\{ P_n(z)\} are contained in a neighbourhood of 1C1 \in \mathbb{C} and σn>nε\sigma_n > n^{\varepsilon} for some ε>0\varepsilon >0, then Xn=(Xnμn)σn1 X_n^* =(X_n - \mu_n)\sigma^{-1}_n tends to a normal random variable ZN(0,1)Z \sim \mathcal{N}(0,1) in distribution as nn \rightarrow \infty. Moreover, we show this result is sharp in the sense that there exist sequences of random variables {Xn}\{X_n\} with σn>Clogn\sigma_n > C\log n for which Pn(z)P_n(z) has no roots near 11 and XnX_n^* is not asymptotically normal. These results disprove a conjecture of Pemantle and improve upon various results in the literature. We go on to prove several other results connecting the location of the zeros of Pn(z)P_n(z) and the distribution of the random variables XnX_n.

Keywords

Cite

@article{arxiv.1804.07696,
  title  = {Central limit theorems from the roots of probability generating functions},
  author = {Marcus Michelen and Julian Sahasrabudhe},
  journal= {arXiv preprint arXiv:1804.07696},
  year   = {2018}
}

Comments

Some more history added to the introduction

R2 v1 2026-06-23T01:30:08.627Z