Related papers: Limiting Root Distribution of Random Log-concave P…
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…
The beta distribution is a two-parameter family of probability distributions whose distribution function is the (regularised) incomplete beta function. In this paper, the inverse incomplete beta function is studied analytically as…
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…
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…
We consider sequences of random variables whose probability generating functions are polynomials all of whose roots lie on the unit circle. The distribution of such random variables has only been sporadically studied in the literature. We…
The convex transform order is one way to make precise comparison between the skewness of probability distributions on the real line. We establish a simple and complete characterisation of when one Beta distribution is smaller than another…
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…
We show that a mixture of Beta distributions has log-concave density whenever the mixing weights are themselves log-concave. Some economic and statistical applications are provided in the last section.
We prove that the largest and smallest root in modulus of random Kac polynomials have a non-universal behavior. They do not converge towards the edge of the support of the limiting distribution of the zeros. This non-universality is…
We study the asymptotic distribution of roots of Lommel polynomials as polynomials of the order with a variable and purely imaginary argument. The roots are complex and accumulate on certain curves in the complex plane. We prove existence…
The paper presents a novel asymptotic distribution for a mle when the log--likelihood is strictly concave in the parameter for all data points; for example, the exponential family. The new asymptotic distribution can be seen as a refinement…
We consider random polytopes in the $d$-dimensional Euclidean space that are the convex hulls i.i.d. random points selected according to beta-prime distributions. These distributions are rotationally symmetric, heavy-tailed, and their…
In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate that the eigenvalues of these random matrices can be…
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…
Zeros of many ensembles of polynomials with random coefficients are asymptotically equidistributed near the unit circumference. We give quantitative estimates for such equidistribution in terms of the expected discrepancy and expected…
In this paper, we study the root distribution of some univariate polynomials satisfying a recurrence of order two with linear polynomial coefficients. We show that the set of non-isolated limits of zeros of the polynomials is either an arc,…
Strongly log-concave (SLC) distributions are a rich class of discrete probability distributions over subsets of some ground set. They are strictly more general than strongly Rayleigh (SR) distributions such as the well-known determinantal…
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…
Shape constraints yield flexible middle grounds between fully nonparametric and fully parametric approaches to modeling distributions of data. The specific assumption of log-concavity is motivated by applications across economics, survival…
A lower bound on the probability $P(0<X<\delta)$ for all real $\delta>0$ and all random variables $X$ with log-concave p.d.f.'s such that $EX=0$ and $EX^2=1$ is obtained.