Event-by-event analysis of heavy-ion collision events is an important tool for the study of the QCD phase boundary and formation of a quark-gluon plasma. A universal feature of phase boundaries is the appearance of increased fluctuations of conserved measures as manifested by excess measure variance compared to a reference. In this paper I consider a particular aspect of EbyE analysis emphasizing global-variables variance comparisons and the central limit theorem. I find that the central limit theorem is, in a broader interpretation, a statement about the scale invariance of total variance for a measure distribution, which in turn relates to the scale-dependent symmetry properties of the distribution.. I further generalize this concept to the relationship between the scale dependence of a covariance matrix for all conserved measures defined on a dynamical system and a matrix of covariance integrals defined on two-point measure spaces, which points the way to a detailed description of the symmetry dynamics of a complex measure system. Finally, I relate this generalized description to several recently proposed or completed event-by-event analyses.
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