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arxiv: 1607.03036 · v1 · pith:ILP7NJA7new · submitted 2016-07-11 · 🧮 math.PR

Multivariate CLT follows from strong Rayleigh property

classification 🧮 math.PR
keywords distributionfollowsldotsmultivariateprobabilityrayleighstrongsuppose
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Let $(X_1 , \ldots , X_d)$ be random variables taking nonnegative integer values and let $f(z_1, \ldots , z_d)$ be the probability generating function. Suppose that $f$ 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 $f$.

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