English

Asymptotic zero distribution of random orthogonal polynomials

Probability 2018-03-23 v2 Complex Variables

Abstract

We consider random polynomials of the form Hn(z)=j=0nξjqj(z)H_n(z)=\sum_{j=0}^n\xi_jq_j(z) where the {ξj}\{\xi_j\} are i.i.d non-degenerate complex random variables, and the {qj(z)}\{q_j(z)\} are orthonormal polynomials with respect to a compactly supported measure τ\tau satisfying the Bernstein-Markov property on a regular compact set KCK \subset \mathbb{C}. We show that if P(ξ0>ez)=o(z1)\mathbb{P}(|\xi_0|>e^{|z|})=o(|z|^{-1}), then the normalized counting measure of the zeros of HnH_n converges weakly in probability to the equilibrium measure of K.K. This is the best possible result, in the sense that the roots of Gn(z)=j=0nξjzjG_n(z)=\sum_{j=0}^n\xi_jz^j fail to converge in probability to the appropriate equilibrium measure when the above condition on the ξj\xi_j is not satisfied. In addition, we give a multivariable version of this result. We also consider random polynomials of the form k=0nξkfn,kzk\sum_{k=0}^n\xi_kf_{n,k}z^k, where the coefficients fn,kf_{n,k} are complex constants satisfying certain conditions, and the random variables {ξk}\{\xi_k\} satisfy Elog(1+ξ0)<\mathbb{E} \log(1 + |\xi_0|) < \infty. In this case, we establish almost sure convergence of the normalized counting measure of the zeros to an appropriate limiting measure. Again, this is the best possible result in the same sense as above.

Keywords

Cite

@article{arxiv.1801.10125,
  title  = {Asymptotic zero distribution of random orthogonal polynomials},
  author = {Thomas Bloom and Duncan Dauvergne},
  journal= {arXiv preprint arXiv:1801.10125},
  year   = {2018}
}

Comments

34 pages. The title has been changed from `Universality for zeros of random polynomials'. Edits have been made throughout the paper, chiefly in the introduction, and in the proofs of Lemma 5.5/Theorem 5.6 and Corollary 6.8. Remark 5.4 and Corollary 6.6 have been added

R2 v1 2026-06-23T00:04:22.965Z