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On the Distribution of Complex Roots of Random Polynomials with Heavy-tailed Coefficients

Probability 2011-04-29 v1 Complex Variables

Abstract

Consider a random polynomial Gn(z)=ξnzn+...+ξ1z+ξ0G_n(z)=\xi_nz^n+...+\xi_1z+\xi_0 with i.i.d. complex-valued coefficients. Suppose that the distribution of log(1+log(1+ξ0))\log(1+\log(1+|\xi_0|)) has a slowly varying tail. Then the distribution of the complex roots of GnG_n concentrates in probability, as nn\to\infty, to two centered circles and is uniform in the argument as nn\to\infty. The radii of the circles are ξ0/ξτ1/τ|\xi_0/\xi_\tau|^{1/\tau} and ξτ/ξn1/(nτ)|\xi_\tau/\xi_n|^{1/(n-\tau)}, where ξτ\xi_\tau denotes the coefficient with the maximum modulus.

Keywords

Cite

@article{arxiv.1104.5360,
  title  = {On the Distribution of Complex Roots of Random Polynomials with Heavy-tailed Coefficients},
  author = {Friedrich Götze and Dmitry Zaporozhets},
  journal= {arXiv preprint arXiv:1104.5360},
  year   = {2011}
}

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8 pages