Limits of polyhedral multinomial distributions

Abstract

We consider limits of certain measures supported on lattice points in lattice polyhedra defined as the intersection of half-spaces $\{m\in\mathbb{R}^n|\langle v_i,x\rangle+a_i \geq 0\}$, where $\sum_i v_i = 0$. The measures are densities associated to lattice random variables obtained by restriction of multinomial random variables. We find the limiting Gaussian distributions explicitly.