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We consider random polynomials $p_n(x)=\xi_0+\xi_1+\dots+\xi_n x^n$ whose coefficients are independent and identically distributed with zero mean, unit variance, and bounded $(2+\epsilon)^{th}$ moment (for some $\epsilon>0$), also known as…

Probability · Mathematics 2024-03-27 Yen Q. Do

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

This paper investigates asymptotic distribution of complex zeros of random polynomials $P_n(z):=\sum_{k=0}^{n}b(k)\xi_k z^k$, as $n\to\infty$, where $b$ is a regularly varying function at infinity with index $\alpha\in \mathbb{R}$ and…

Probability · Mathematics 2025-11-18 Zakhar Kabluchko , Boris Khoruzhenko , Alexander Marynych

Let $P_{n}(x)= \sum_{i=0}^n \xi_i x^i$ be a Kac random polynomial where the coefficients $\xi_i$ are iid copies of a given random variable $\xi$. Our main result is an optimal quantitative bound concerning real roots repulsion. This leads…

Probability · Mathematics 2017-05-17 Yen Do , Hoi Nguyen , Van Vu

Let $X_1,X_2,\ldots$ be independent and identically distributed random variables in $\mathbb{C}$ chosen from a probability measure $\mu$ and define the random polynomial $$ P_n(z)=(z-X_1)\ldots(z-X_n)\,. $$ We show that for any sequence $k…

Probability · Mathematics 2022-12-23 Marcus Michelen , Xuan-Truong Vu

For each $\alpha \in (0, 1)$, we construct a bounded monotone deterministic sequence $(c_k)_{k \geq 0}$ of real numbers so that the number of real roots of the random polynomial $f_n(z) = \sum_{k=0}^n c_k \varepsilon_k z^k$ is $n^{\alpha +…

Probability · Mathematics 2024-04-08 Marcus Michelen , Sean O'Rourke

We investigate the probability that a random polynomial with independent, mean-zero and finite variance coefficients has no real zeros. Specifically, we consider a random polynomial of degree $2n$ with coefficients given by an i.i.d.…

Probability · Mathematics 2024-10-29 Promit Ghosal , Sumit Mukherjee

Mark Kac gave one of the first results analyzing random polynomial zeros. He considered the case of independent standard normal coefficients and was able to show that the expected number of real zeros for a degree n polynomial is on the…

Probability · Mathematics 2010-07-20 Jeffrey Matayoshi

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 trigonometric polynomial $X_n: \mathbb R \to \mathbb R$ of the form $$ X_n(t) = \sum_{k=1}^n \left( \xi_k \sin (kt) + \eta_k \cos (kt)\right), $$ where $(\xi_1,\eta_1),(\xi_2,\eta_2),\ldots$ are independent identically…

Probability · Mathematics 2016-05-17 Alexander Iksanov , Zakhar Kabluchko , Alexander Marynych

We study global distribution of zeros for a wide range of ensembles of random polynomials. Two main directions are related to almost sure limits of the zero counting measures, and to quantitative results on the expected number of zeros in…

Probability · Mathematics 2015-05-19 Igor E. Pritsker

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 study concentration inequalities for the number of real roots of the classical Kac polynomials $$f_{n} (x) = \sum_{i=0}^n \xi_i x^i$$ where $\xi_i$ are independent random variables with mean 0, variance 1, and uniformly bounded…

Probability · Mathematics 2024-01-09 Van Hao Can , Oanh Nguyen

Let p_n denote the persistence probability that the first n iterated partial sums of integrable, zero-mean, i.i.d. random variables X_k, are negative. We show that p_n is bounded above up to universal constant by the square root of the…

Probability · Mathematics 2011-02-01 Amir Dembo , Fuchang Gao

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 $p_n$ be a random, degree $n$ polynomial whose roots are chosen independently according to the probability measure $\mu$ on the complex plane. For a deterministic point $\xi$ lying outside the support of $\mu$, we show that almost…

Probability · Mathematics 2017-07-31 Sean O'Rourke , Noah Williams

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

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

This paper seeks to further explore the distribution of the real roots of random polynomials with non-centered coefficients. We focus on polynomials where the typical values of the coefficients have power growth and count the average number…

Probability · Mathematics 2021-10-15 Yen Q. Do

Consider a polynomial of large degree n whose coefficients are independent, identically distributed, nondegenerate random variables having zero mean and finite moments of all orders. We show that such a polynomial has exactly k real zeros…

Probability · Mathematics 2017-04-03 Amir Dembo , Bjorn Poonen , Qi-Man Shao , Ofer Zeitouni
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