Multivariate CLT follows from strong Rayleigh property
Probability
2016-07-12 v1
Abstract
Let be random variables taking nonnegative integer values and let be the probability generating function. Suppose that 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 .
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}
}