English
Related papers

Related papers: Local universality for real roots of random trigon…

200 papers

Let $X_N$ be a random trigonometric polynomial of degree $N$ with iid coefficients and let $Z_N(I)$ denote the (random) number of its zeros lying in the compact interval $I\subset\mathbb{R}$. Recently, a number of important advances were…

Probability · Mathematics 2015-12-18 Jean-Marc Azaïs , Federico Dalmao , José León , Ivan Nourdin , Guillaume Poly

We consider random orthonormal polynomials $$ F_{n}(x)=\sum_{i=0}^{n}\xi_{i}p_{i}(x), $$ where $\xi_{0}$, \dots, $\xi_{n}$ are independent random variables with zero mean, unit variance and uniformly bounded $(2+\ep)$ moments, and…

Probability · Mathematics 2023-07-11 Yen Do , Oanh Nguyen , Van Vu

We consider random trigonometric polynomials of the form \[ f_n(x,y)=\sum_{1\le k,l \le n} a_{k,l} \cos(kx) \cos(ly), \] where the entries $(a_{k,l})_{k,l\ge 1}$ are i.i.d. random variables that are centered with unit variance. We…

Probability · Mathematics 2016-10-19 Jürgen Angst , Guillaume Poly , Hung Pham Viet

In this article, we consider the following family of random trigonometric polynomials $p_n(t,Y)=\sum_{k=1}^n Y_{k,1} \cos(kt)+Y_{k,2}\sin(kt)$ for a given sequence of i.i.d. random variables $\{Y_{k,1},Y_{k,2}\}_{k\ge 1}$ which are centered…

Probability · Mathematics 2017-11-10 Vlad Bally , Lucia Caramellino , Guillaume Poly

Let $f_n$ be a random polynomial of degree $n$ with i.i.d. mean-zero and finite variance random coefficients. It is well known that the roots of $f_n$ cluster uniformly around the unit circle as $n$ grows large. We give a simple and…

Probability · Mathematics 2026-04-23 Marcus Michelen , Oren Yakir

We consider random orthonormal polynomials $$ P_{n}(x)=\sum_{i=0}^{n}\xi_{i}p_{i}(x), $$ where $\xi_{0}$, . . . , $\xi_{n}$ are independent random variables with zero mean, unit variance and uniformly bounded $(2+\ep_0)$-moments, and…

Probability · Mathematics 2023-01-02 Yen Do , Doron Lubinsky , Hoi H. Nguyen , Oanh Nguyen , Igor Pritsker

We investigate the mean number of real zeros over an interval $[a,b]$ of a random trigonometric polynomial of the form $\sum_{k=1}^n a_k \cos(kt)+b_k \sin(kt)$ where the coefficients are i.i.d. random variables. Under mild assumptions on…

Probability · Mathematics 2015-11-30 Jürgen Angst , Guillaume Poly

In this paper, we establish some local universality results concerning the correlation functions of the zeroes of random polynomials with independent coefficients. More precisely, consider two random polynomials $f =\sum_{i=1}^n c_i \xi_i…

Probability · Mathematics 2014-05-01 Terence Tao , Van Vu

We investigate the asymptotics of the expected number of real roots of random trigonometric polynomials $$ X_n(t)=u+\frac{1}{\sqrt{n}}\sum_{k=1}^n (A_k\cos(kt)+B_k\sin(kt)), \quad t\in [0,2\pi],\quad u\in\mathbb{R} $$ whose coefficients…

Probability · Mathematics 2016-01-11 Hendrik Flasche

We identify the scaling region of a width O(n^{-1}) in the vicinity of the accumulation points $t=\pm 1$ of the real roots of a random Kac-like polynomial of large degree n. We argue that the density of the real roots in this region tends…

Mathematical Physics · Physics 2009-11-10 A. P. Aldous , Y. V. Fyodorov

Consider a random matrix of the form $W_n = M_n + D_n$, where $M_n$ is a Wigner matrix and $D_n$ is a real deterministic diagonal matrix ($D_n$ is commonly referred to as an external source in the mathematical physics literature). We study…

Probability · Mathematics 2014-08-18 Sean O'Rourke , Van Vu

In this paper, we prove optimal local universality for roots of random polynomials with arbitrary coeffcients of polynomial growth. As an application, we derive, for the first time, sharp estimates for the number of real roots of these…

Probability · Mathematics 2017-11-21 Yen Do , Oanh Nguyen , Van Vu

We consider random trigonometric polynomials of the form \[ f_n(t):=\sum_{1\le k \le n} a_{k} \cos(kt) + b_{k} \sin(kt), \] whose entries $(a_{k})_{k\ge 1}$ and $(b_{k})_{k\ge 1}$ are given by two independent stationary Gaussian processes…

Probability · Mathematics 2017-06-07 Jürgen Angst , Federico Dalmao , Guillaume Poly

Let $P_n(x) = \sum_{k=0}^{n} \xi_k x^k$ be a Kac random polynomial, where the coefficients $\xi_k$ are i.i.d.\ copies of a given random variable $\xi$. Based on numerical experiments, it has been conjectured that if $\xi$ has mean zero,…

Probability · Mathematics 2025-09-16 Phuc Lam , Oanh Nguyen

In this paper, we study the number of real roots of random trigonometric polynomials with iid coefficients. When the coefficients have zero mean, unit variance and some finite high moments, we show that the variance of the number of real…

Probability · Mathematics 2020-06-03 Yen Do , Hoi H. Nguyen , Oanh Nguyen

In this paper we deduce a universal result about the asymptotic distribution of roots of random polynomials, which can be seen as a complement to an old and famous result of Erdos and Turan. More precisely, given a sequence of random…

Complex Variables · Mathematics 2014-01-14 C. P. Hughes , A. Nikeghbali

On a probability space $(\Omega, \mathcal F, \mathbb P)$ we consider two independent sequences $(a_k)_{k \geq 1}$ and $(b_k)_{k \geq 1}$ of i.i.d. random variables that are centered with unit variance and which admit a moment strictly…

Probability · Mathematics 2019-12-23 Jürgen Angst , Guillaume Poly

We prove a Central Limit Theorem for the number of zeros of random trigonometric polynomials of the form $K^{-1/2}\sum_{n=1}^{K} a_n\cos(nt)$, being $(a_n)_n$ independent standard Gaussian random variables. In particular, we prove the…

Probability · Mathematics 2015-02-09 Jean-Marc Azaïs , Federico Dalmao , José R. León

We investigate the local distribution of roots of random functions of the form $F_n(z)= \sum_{i=1}^n \xi_i \phi_i(z) $, where $\xi_i$ are independent random variables and $\phi_i (z) $ are arbitrary analytic functions. Starting with the…

Probability · Mathematics 2021-08-18 Oanh Nguyen , Van Vu

In this paper, we investigate the local universality of the number of zeros of a random periodic signal of the form $S_n(t)=\sum_{k=1}^n a_k f(k t)$, where $f$ is a $2\pi-$periodic function satisfying weak regularity conditions and where…

Probability · Mathematics 2019-10-17 Jürgen Angst , Guillaume Poly
‹ Prev 1 2 3 10 Next ›