Beyond the Central Limit: Universality of the Gamma Distribution from Pad\'e-Enhanced Large Deviations

TL;DR

This paper demonstrates that gamma distributions naturally arise from large deviation theory with Padé approximants, explaining their widespread appearance in positive random variable systems beyond the Gaussian paradigm.

Contribution

It introduces a novel mechanism-free explanation for gamma distribution universality using Padé-enhanced large deviations, extending beyond the classical central limit theorem.

Findings

Gamma distributions emerge from large deviations with Padé approximants.

This approach explains gamma universality across diverse fields.

It provides a mechanism-free rationale for gamma distribution prevalence.

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 Pad\'e 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.