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Central limit theorems for the real zeros of Weyl polynomials (1707.09276v2)
Published 28 Jul 2017 in math.PR
Abstract: We establish the central limit theorem for the number of real roots of the Weyl polynomial $P_n(x)=xi_0 + xi_1 x+ ... + xi_n (n!){(-1/2)} xn$, where $xi_i$ are iid Gaussian random variables. The main ingredients in the proof are new estimates for the correlation functions of the real roots of $P_n$ and a comparison argument exploiting local laws and repulsion properties of these real roots.
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