Roots of random polynomials whose coefficients have logarithmic tails
Abstract
It has been shown by Ibragimov and Zaporozhets [In Prokhorov and Contemporary Probability Theory (2013) Springer] that the complex roots of a random polynomial with i.i.d. coefficients concentrate a.s. near the unit circle as if and only if . We study the transition from concentration to deconcentration of roots by considering coefficients with tails behaving like as , where , and is a slowly varying function. Under this assumption, the structure of complex and real roots of is described in terms of the least concave majorant of the Poisson point process on with intensity .
Cite
@article{arxiv.1110.2585,
title = {Roots of random polynomials whose coefficients have logarithmic tails},
author = {Zakhar Kabluchko and Dmitry Zaporozhets},
journal= {arXiv preprint arXiv:1110.2585},
year = {2013}
}
Comments
Published in at http://dx.doi.org/10.1214/12-AOP764 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)