Random orthonormal polynomials: local universality and expected number of real roots
Probability
2023-07-11 v2
Abstract
We consider random orthonormal polynomials where , \dots, are independent random variables with zero mean, unit variance and uniformly bounded moments, and is the system of orthonormal polynomials with respect to a fixed compactly supported measure on the real line. Under mild technical assumptions satisfied by many classes of classical polynomial systems, we establish universality for the leading asymptotics of the average number of real roots of , both globally and locally. Prior to this paper, these results were known only for random orthonormal polynomials with Gaussian coefficients \cite{lubinsky2016linear} using the Kac-Rice formula, a method that does not extend to the generality of our paper.
Keywords
Cite
@article{arxiv.2012.10850,
title = {Random orthonormal polynomials: local universality and expected number of real roots},
author = {Yen Do and Oanh Nguyen and Van Vu},
journal= {arXiv preprint arXiv:2012.10850},
year = {2023}
}