English

A necessary and sufficient condition for convergence of the zeros of random polynomials

Probability 2021-10-29 v3 Complex Variables

Abstract

Consider random polynomials of the form Gn=i=0nξipiG_n = \sum_{i=0}^n \xi_i p_i, where the ξi\xi_i are i.i.d.\ non-degenerate complex random variables, and {pi}\{p_i\} is a sequence of orthonormal polynomials with respect to a regular measure τ\tau supported on a compact set KK. We show that the zero measure of GnG_n converges weakly almost surely to the equilibrium measure of KK if and only if Elog(1+ξ0)<\mathbb{E} \log(1 + |\xi_0|) < \infty. This generalizes the corresponding result of Ibragimov and Zaporozhets in the case when pi(z)=zip_i(z) = z^i. We also show that the zero measure of GnG_n converges weakly in probability to the equilibrium measure of KK if and only if P(ξ0>en)=o(n1)\mathbb{P} (|\xi_0| > e^n) = o(n^{-1}). Our proofs rely on results from small ball probability and exploit the structure of general orthogonal polynomials. Our methods also work for sequences of asymptotically minimal polynomials in Lp(τ)L^p(\tau), where p(0,]p \in (0, \infty]. In particular, sequences of LpL^p-minimal polynomials and (normalized) Faber and Fekete polynomials fall into this class.

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Cite

@article{arxiv.1901.07614,
  title  = {A necessary and sufficient condition for convergence of the zeros of random polynomials},
  author = {Duncan Dauvergne},
  journal= {arXiv preprint arXiv:1901.07614},
  year   = {2021}
}

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29 pages