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تسجيل مستخدم جديدMultivariate CLT follows from strong Rayleigh property
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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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