Central limit theorems from the roots of probability generating functions

DOI10.1016/J.AIM.2019.106840zbMATH Open1472.60046OpenAlexW2981577684MaRDI QIDQ2335489FDOQ2335489

Authors Marcus Michelen, Julian Sahasrabudhe 

Publication date 14 November 2019

Published in Advances in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.07696

zbMATH Keywords

central limit theoremsstable polynomialsgeometry of polynomialsstrong Rayleigh

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic enumeration (05A16) Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral) (30C15)

Abstract: For each $n$, let $X_{n}in0,ldots,n$ be a random variable with mean $m{u}_n$, standard deviation $sigm{a}_n$, and let [ P_n(z) = sum_{k=0}^n mathbb{P}( X_n = k) z^k ,] be its probability generating function. We show that if none of the complex zeros of the polynomials $P_n(z)$ are contained in a neighbourhood of $1inmathbbC$ and $sigm{a}_n>n^{varepsilon}$ for some $varepsilon>0$, then $X_n^{\ast }=(X_n-m{u}_n)sigm{a}_n^{-1}$ tends to a normal random variable $ZsimmathcalN(0,1)$ in distribution as $nightarrowinfty$. Moreover, we show this result is sharp in the sense that there exist sequences of random variables $X_n$ with $sigm{a}_n>Clogn$ for which $P_n(z)$ has no roots near $1$ and $X_n^{\ast }$ 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 $P_n(z)$ and the distribution of the random variables $X_n$.

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Cited In (20)

• Limit distribution of the coefficients of polynomials with only unit roots
• Generating probability distributions on intervals and spheres: convex decomposition
• Central limit theorems, Lee-Yang zeros, and graph-counting polynomials
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• A characterization of polynomials whose high powers have non-negative coefficients
• Absence of zeros implies strong spatial mixing
• The asymptotic normality of \((s,s+1)\)-cores with distinct parts
• The method of cumulants for the normal approximation
• Paving property for real stable polynomials and strongly Rayleigh processes
• Probabilistic Limit Theorems Induced by the Zeros of Polynomials
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• Stability in the Marcinkiewicz theorem
• Acyclic polynomials of graphs
• The Poisson binomial distribution -- old \& new
• On tail triviality of negatively dependent stochastic processes
• Network reliability: Heading out on the highway

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