English

Zeros of random linear combinations of OPUC with complex Gaussian coefficients

Probability 2016-08-11 v2 Complex Variables

Abstract

We study zero distribution of random linear combinations of the form Pn(z)=j=0nηjϕj(z),P_n(z)=\sum_{j=0}^n\eta_j\phi_j(z), in any Jordan region ΩC\Omega \subset \mathbb C. The basis functions ϕj\phi_j are orthogonal polynomials on the unit circle (OPUC) 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. 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.1608.02805,
  title  = {Zeros of random linear combinations of OPUC with complex Gaussian coefficients},
  author = {Aaron M. Yeager},
  journal= {arXiv preprint arXiv:1608.02805},
  year   = {2016}
}

Comments

This article relies heavily on the results of section 2 from arXiv:1605.06836 to give the analogues of the applications in sections 3 and 4 of arXiv:1605.06836 for OPUC