English

Zeros of random linear combinations of entire functions with complex Gaussian coefficients

Probability 2016-08-08 v3

Abstract

We study zero distribution of random linear combinations of the form Pn(z)=j=0nηjfj(z),P_n(z)=\sum_{j=0}^n\eta_jf_j(z), in any Jordan region ΩC\Omega \subset \mathbb C. The basis functions fjf_j are entire functions that are real-valued on the real line, and η0,,ηn\eta_0,\dots,\eta_n are complex-valued iid Gaussian random variables. We derive an explicit intensity function for the number of zeros of PnP_n in Ω\Omega for each fixed nn. Our main application is to polynomials orthogonal on the real line. Using the Christoffel-Darboux formula the intensity function takes a very simple shape. Moreover, we give the limiting value of the intensity function when the orthogonal polynomials are associated to Szeg\H{o} weights.

Keywords

Cite

@article{arxiv.1605.06836,
  title  = {Zeros of random linear combinations of entire functions with complex Gaussian coefficients},
  author = {Aaron Yeager},
  journal= {arXiv preprint arXiv:1605.06836},
  year   = {2016}
}