Central limit theorems from the roots of probability generating functions
Probability
2018-06-13 v2 Classical Analysis and ODEs
Combinatorics
Abstract
For each , let be a random variable with mean , standard deviation , and let be its probability generating function. We show that if none of the complex zeros of the polynomials are contained in a neighbourhood of and for some , then tends to a normal random variable in distribution as . Moreover, we show this result is sharp in the sense that there exist sequences of random variables with for which has no roots near and 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 and the distribution of the random variables .
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