  What can we say about the spectra of a collection of microscopic variables
when only their coarse-grained sums are experimentally accessible? In this
paper, using the tools and methodology from the study of quantum nonlocality,
we develop a mathematical theory of the macroscopic fluctuations generated by
ensembles of independent microscopic discrete systems. We provide algorithms to
decide which multivariate gaussian distributions can be approximated by sums of
finitely-valued random vectors. We study non-trivial cases where the
microscopic variables have an unbounded range, as well as asymptotic scenarios
with infinitely many macroscopic variables. From a foundational point of view,
our results imply that bipartite gaussian states of light cannot be understood
as beams of independent d-dimensional particle pairs. It is also shown that the
classical description of certain macroscopic optical experiments, as opposed to
the quantum one, requires variables with infinite cardinality spectra.
