The local number variance associated with a spherical sampling window of radius $R$ enables a classification of many-particle systems in $d$-dimensional Euclidean space according to the degree to which large-scale density fluctuations are suppressed, resulting in a demarcation between hyperuniform and nonhyperuniform phyla. To better characterize density fluctuations, we carry out an extensive study of higher-order moments, including the skewness $gamma_1(R)$, excess kurtosis $gamma_2(R)$ and the corresponding probability distribution function $P[N(R)]$ of a large family of models across the first three space dimensions, including both hyperuniform and nonhyperuniform models. Specifically, we derive explicit integral expressions for $gamma_1(R)$ and $gamma_2(R)$ involving up to three- and four-body correlation functions, respectively. We also derive rigorous bounds on $gamma_1(R)$, $gamma_2(R)$ and $P[N(R)]$. High-quality simulation data for these quantities are generated for each model. We also ascertain the proximity of $P[N(R)]$ to the normal distribution via a novel Gaussian distance metric $l_2(R)$. Among all models, the convergence to a central limit theorem (CLT) is generally fastest for the disordered hyperuniform processes. The convergence to a CLT is slower for standard nonhyperuniform models, and slowest for the antihyperuniform model studied here. We prove that one-dimensional hyperuniform systems of class I or any $d$-dimensional lattice cannot obey a CLT. Remarkably, we discovered that the gamma distribution provides a good approximation to $P[N(R)]$ for all models that obey a CLT, enabling us to estimate the large-$R$ scalings of $gamma_1(R)$, $gamma_2(R)$ and $l_2(R)$. For any $d$-dimensional model that decorrelates or correlates with $d$, we elucidate why $P[N(R)]$ increasingly moves toward or away from Gaussian-like behavior, respectively.
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