Related papers: Central limit theorems from the roots of probabili…

A Steinhaus random multiplicative function $f$ is a completely multiplicative function obtained by setting its values on primes $f(p)$ to be independent random variables distributed uniformly on the unit circle. Recent work of Harper shows…

Let $f_n(z) = \sum_{k = 0}^n \varepsilon_k z^k$ be a random polynomial where $\varepsilon_0,\ldots,\varepsilon_n$ are i.i.d. random variables with $\mathbb{E} \varepsilon_1 = 0$ and $\mathbb{E} \varepsilon_1^2 = 1$. Letting $r_1,…

We characterize the limiting distributions of random variables of the form $P_n\left( (X_i)_{i \ge 1} \right)$, where: (i) $(P_n)_{n \ge 1}$ is a sequence of multivariate polynomials, each potentially involving countably many variables;…

Let $X_1,\ldots,X_n$ be $d$-dimensional independent random vectors bounded with probability one. For simplicity, we assume that they have zero mean values: \begin{equation} \mathbf{P}\{\|X_{j}\|\le\tau\}=1,\quad\mathbf{E}\,X_{j}=0,\quad…

Let $\mu$ be a probability measure in $\mathbb{C}$ with a continuous and compactly supported density function, let $z_1, \dots, z_n$ be independent random variables, $z_i \sim \mu$, and consider the random polynomial $$ p_n(z) =…

In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…

Let $(Z_k)_{k\geq 1}$ be a sequence of independent and identically distributed complex random variables with common distribution $\mu$ and let $P_n(X):=\prod_{k=1}^n (X-Z_k)$ the associated random polynomial in $\mathbb C[X]$. In [Kab15],…

This note displays an interesting phenomenon for percentiles of independent but non-identical random variables. Let $X_1,\cdots,X_n$ be independent random variables obeying non-identical continuous distributions and $X^{(1)}\geq \cdots\geq…

For $X(n)$ a Rademacher or Steinhaus random multiplicative function, we consider the random polynomials $$ P_N(\theta) = \frac1{\sqrt{N}} \sum_{n\leq N} X(n) e(n\theta), $$ and show that the $2k$-th moments on the unit circle $$ \int_0^1…

Let p_N be a random degree N polynomial in one complex variable whose zeros are chosen independently from a fixed probability measure mu on the Riemann sphere S^2. This article proves that if we condition p_N to have a zero at some fixed…

This paper provides a connection between the concentration of a random variable and the distribution of the roots of its probability generating function. Let $X$ be a random variable taking values in $\{0,\ldots,n\}$ with $\mathbb{P}(X =…

In this note, we prove a central limit theorem for smooth linear statistics of zeros of random polynomials which are linear combinations of orthogonal polynomials with iid standard complex Gaussian coefficients. Along the way, we obtain…

In this article, we study critical points (zeros of derivative) of random polynomials. Take two deterministic sequences $\{a_n\}_{n\geq1}$ and $\{b_n\}_{n\geq1}$ of complex numbers whose limiting empirical measures are same. By choosing…

The average density of zeros for monic generalized polynomials, $P_n(z)=\phi(z)+\sum_{k=1}^nc_kf_k(z)$, with real holomorphic $\phi ,f_k$ and real Gaussian coefficients is expressed in terms of correlation functions of the values of the…

Let $\mu$ be a probability measure on $\mathbb C$, and let $P_n$ be the random polynomial whose zeros are sampled independently from $\mu$. We study the asymptotic distribution of zeros of high-order derivatives of $P_n$. We show that, for…

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…

Let $p_n$ be the characteristic polynomial of an $n \times n$ random matrix drawn from one of the compact classical matrix groups. We show that the critical points of $p_n$ converge to the uniform distribution on the unit circle as $n$…

We consider random polynomials of the form $H_n(z)=\sum_{j=0}^n\xi_jq_j(z)$ where the $\{\xi_j\}$ are i.i.d non-degenerate complex random variables, and the $\{q_j(z)\}$ are orthonormal polynomials with respect to a compactly supported…

We study the density of the roots of the derivative of the characteristic polynomial Z(U,z) of an N x N random unitary matrix with distribution given by Haar measure on the unitary group. Based on previous random matrix theory models of the…

Let $x_1, \dots, x_n$ be $n$ independent and identically distributed random variables with mean zero, unit variance, and finite moments of all remaining orders. We study the random polynomial $p_n$ having roots at $x_1, \dots, x_n$. We…