English

Central limit theorems and the geometry of polynomials

Probability 2019-08-29 v2 Classical Analysis and ODEs Combinatorics

Abstract

Let X{0,,n}X \in \{0,\ldots,n \} be a random variable, with mean μ\mu and standard deviation σ\sigma and let fX(z)=kP(X=k)zk,f_X(z) = \sum_{k} \mathbb{P}(X = k) z^k, be its probability generating function. Pemantle conjectured that if σ\sigma is large and fXf_X has no roots close to 1C1\in \mathbb{C} then XX must be approximately normal. We completely resolve this conjecture in the following strong quantitative form, obtaining sharp bounds. If δ=minζζ1\delta = \min_{\zeta}|\zeta-1| over the complex roots ζ\zeta of fXf_X, and X:=(Xμ)/σX^{\ast} := (X-\mu)/\sigma, then suptRP(Xt)P(Zt)=O(lognδσ) \sup_{t \in \mathbb{R}} \left|\mathbb{P}(X^{\ast} \leq t) - \mathbb{P}( Z \leq t) \, \right| = O\left(\frac{\log n}{\delta\sigma} \right) where ZN(0,1)Z \sim \mathcal{N}(0,1) is a standard normal. This gives the best possible version of a result of Lebowitz, Pittel, Ruelle and Speer. We also show that if fXf_X has no roots with small argument, then XX must be approximately normal, again in a sharp quantitative form: if we set δ=minζarg(ζ)\delta = \min_{\zeta}|\arg(\zeta)| then suptRP(Xt)P(Zt)=O(1δσ). \sup_{t \in \mathbb{R}} \left|\mathbb{P}(X^{\ast} \leq t) - \mathbb{P}( Z \leq t) \, \right| = O\left(\frac{1}{\delta\sigma} \right). 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

R2 v1 2026-06-23T10:55:35.283Z