Variance of real zeros of random orthogonal polynomials
Probability
2021-01-19 v1 Complex Variables
Abstract
We determine the asymptotics for the variance of the number of zeros of random linear combinations of orthogonal polynomials of degree in subintervals of the support of the underlying orthogonality measure . We show that, as , this variance is asymptotic to , for some explicit constant .
Keywords
Cite
@article{arxiv.2101.06727,
title = {Variance of real zeros of random orthogonal polynomials},
author = {Doron S. Lubinsky and Igor E. Pritsker},
journal= {arXiv preprint arXiv:2101.06727},
year = {2021}
}
Comments
26 pages; to appear in J. Math. Anal. Appl