多元CLT由强瑞利性质推导而来

Subhro Ghosh, T. Liggett, Robin Pemantle
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引用次数: 14

摘要

设$(X_1 , \ldots , X_d)$为取非负整数值的随机变量,设$f(z_1, \ldots , z_d)$为概率生成函数。假设$f$是实稳定的;同样地,假设这个概率分布的极化是强瑞利分布。在特定的例子中,例如由确定性点过程对不相交集的占用计数,已知\cite{soshnikov02}联合分布必须接近多元高斯分布。我们已经从$f$的稳定性中证明了这一结论。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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 $f$.
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