Joint distribution of primes in multiple short intervals

Assuming the Riemann hypothesis (RH) and the linear independence conjecture (LI), we show that the weighted count of primes in multiple short intervals follows a multivariate Gaussian distribution with weak negative correlations. As an application, we obtain short-interval analogues of many results in the literature on the Shanks--R\'enyi prime number race, including a sharp phase transition: biased races between primes in short intervals emerge once the number of intervals exceeds an explicit critical threshold. Our result is new even for a single moving interval, particularly under a quantitative formulation of the linear independence conjecture (QLI).