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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 n\leq n in subintervals [a,b]\left [ a,b\right ] of the support of the underlying orthogonality measure μ\mu . We show that, as nn\rightarrow \infty , this variance is asymptotic to cncn, for some explicit constant c>0c>0.

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