Beyond the Central Limit: Universality of the Gamma Distribution from Padé-Enhanced Large Deviations

Authors: Mario Castro, José A. Cuesta

Year: 2026

physics.data-ancond-mat.stat-mechmath.PR

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2026
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Abstract

The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical systems described by positive random variable -- from earthquakes to microbial growth to epidemic spreading -- consistently exhibit gamma rather than Gaussian statistics -- what leads to field-specific mechanistic explanations that are non robust to small changes in the model details. We show that gamma distributions emerge naturally from large deviation theory when Padé approximants replace polynomial expansions of the derivative of the scaled cumulant generating function, respecting positivity constraints that the central limit theorem violates. Gamma universality thus emerges as the constrained analog of Gaussian universality, providing a mechanism-free explanation for its pervasive appearance across different disciplines.

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