{"title":"多元CLT由强瑞利性质推导而来","authors":"Subhro Ghosh, T. Liggett, Robin Pemantle","doi":"10.1137/1.9781611974775.14","DOIUrl":null,"url":null,"abstract":"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 $f$.","PeriodicalId":340112,"journal":{"name":"Workshop on Analytic Algorithmics and Combinatorics","volume":"19 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2016-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"14","resultStr":"{\"title\":\"Multivariate CLT follows from strong Rayleigh property\",\"authors\":\"Subhro Ghosh, T. Liggett, Robin Pemantle\",\"doi\":\"10.1137/1.9781611974775.14\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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 $f$.\",\"PeriodicalId\":340112,\"journal\":{\"name\":\"Workshop on Analytic Algorithmics and Combinatorics\",\"volume\":\"19 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2016-07-11\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"14\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Workshop on Analytic Algorithmics and Combinatorics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1137/1.9781611974775.14\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Workshop on Analytic Algorithmics and Combinatorics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1137/1.9781611974775.14","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Multivariate CLT follows from strong Rayleigh property
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 $f$.