Central limit theorems from the roots of probability generating functions

DOI10.1016/J.AIM.2019.106840zbMATH Open1472.60046arXiv1804.07696OpenAlexW2981577684MaRDI QIDQ2335489FDOQ2335489

Authors: Marcus Michelen, Julian Sahasrabudhe 

Publication date: 14 November 2019

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

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 $X_n^{*}=(X_n-m{u}_n)sigm{a}_n^{-1}$ 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 $X_n^{*}$ 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 $X_n$.

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

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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)

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