English

Multivariate CLT follows from strong Rayleigh property

Probability 2016-07-12 v1

Abstract

Let (X1,,Xd)(X_1 , \ldots , X_d) be random variables taking nonnegative integer values and let f(z1,,zd)f(z_1, \ldots , z_d) be the probability generating function. Suppose that ff is real stable; equivalently, suppose that the polarization of this probability distribution is strong Rayleigh. In specific examples, such as occupation counts of disjoint sets by a determinantal point process, it is known~\cite{soshnikov02} that the joint distribution must approach a multivariate Gaussian distribution. We show that this conclusion follows already from stability of ff.

Keywords

Cite

@article{arxiv.1607.03036,
  title  = {Multivariate CLT follows from strong Rayleigh property},
  author = {Subhroshekhar Ghosh and Thomas M. Liggett and Robin Pemantle},
  journal= {arXiv preprint arXiv:1607.03036},
  year   = {2016}
}
R2 v1 2026-06-22T14:51:24.830Z