Papers
Topics
Authors
Recent
2000 character limit reached

Real roots of random polynomials: asymptotics of the variance (2303.05478v3)

Published 9 Mar 2023 in math.PR

Abstract: We compute the precise leading asymptotics of the variance of the number of real roots for a large class of random polynomials, where the random coefficients have polynomial growth. Our results apply to many classical ensembles, including the Kac polynomials, hyperbolic polynomials, their derivatives, and any linear combinations of these polynomials. Prior to this paper, such asymptotics were established only for the Kac polynomials in the 1970s, with the seminal contribution of Maslova. The main ingredients of the proof are new asymptotic estimates for the two-point correlation function of the real roots, revealing geometric structures in the distribution of the real roots of these random polynomials. As a corollary, we obtain asymptotic normality for the real roots of these random polynomials, extending and strengthening a related result of O. Nguyen and V. Vu.

Definition Search Book Streamline Icon: https://streamlinehq.com
References (50)
  1. CLT for the zeros of classical random trigonometric polynomials, Ann. Inst. Henri Poincaré Probab. Stat. 52 (2016), no. 2, 804–820. MR3498010
  2. J. M. Azaïs and J. Leon, CLT for crossings of random trigonometric polynomials, Electron. J. Probab. 18 (2013) no. 68, 1–17. MR3084654
  3. Non universality for the variance of the number of real roots of random trigonometric polynomials, Probab. Theory Related Fields 174 (2019), no. 3-4, 887–927. MR3980307
  4. A. T. Bharucha-Reid and M. Sambandham, Random polynomials, Probab. Math. Statist., Academic Press, Inc., Orlando, FL, 1986. MR0856019
  5. Correlations between zeros of a random polynomial, J. Stat. Phys. 88 (1997), no. 1-2, 269–305. MR1468385
  6. On the roots of certain algebraic equations, Proc. London Math. Soc. (2) 33 (1932), no. 2, 102–114. MR1576817
  7. F. Dalmao, Asymptotic variance and CLT for the number of zeros of Kostlan Shub Smale random polynomials, C. R. Math. Acad. Sci. Paris 353 (2015), no. 12, 1141–1145. MR3427922
  8. M. Das, The average number of maxima of a random algebraic curve, Proc. Cambridge Philos. Soc. 65 (1969), 741–753. MR0239669
  9. M. Das, Real zeros of a class of random algebraic polynomials, J. Indian Math. Soc. (N.S.) 36 (1972), 53–63. MR0322960
  10. No zero-crossings for random polynomials and the heat equation, Ann. Probab. 43 (2015), no. 1, 85–118. MR3298469
  11. Y. Do, Real roots of random polynomials with coefficients of polynomial growth: a comparison principle and applications, Electron. J. Probab. 26 (2021), Paper No. 144, 45 pp. MR4346676
  12. Random trigonometric polynomials: universality and non-universality of the variance for the number of real roots, Ann. Inst. H. Poincaré Probab. Statist. 58 (2022), no. 3, 1460–1504. MR4452640
  13. Central Limit Theorem for the number of real roots of random orthogonal polynomials, Ann. Inst. H. Poincaré Probab. Statist., to appear. Available at https://imstat.org/journals-and-publications/annales-de-linstitut-henri-poincare/annales-de-linstitut-henri-poincare-accepted-papers/
  14. Real roots of random polynomials: expectation and repulsion, Proc. Lond. Math. Soc. (3) 111 (2015), no. 6, 1231–1260. MR3447793
  15. Roots of random polynomials with coefficients of polynomial growth, Ann. Probab. 46 (2018), no. 5, 2407–2494. MR3846831
  16. Central limit theorems for the real zeros of Weyl polynomials, Amer. J. Math. 142 (2020), no. 5, 1327–1369. MR4150647
  17. How many zeros of a random polynomial are real? Bull. Amer. Math. Soc. (N.S.) 32 (1995), no. 1, 1–37. MR1290398
  18. P. Erdős and A. C. Offord, On the number of real roots of a random algebraic equation, Proc. London Math. Soc. (3) 6 (1956), 139–160. MR0073870
  19. K. Farahmand, Topics in Random Polynomials, Pitman Research Notes in Mathematics Series, 393, Longman, Harlow, 1998. MR1679392
  20. J. B. Garnett, Bounded analytic functions, Revised first edition, Graduate Texts in Mathematics, 236, Springer, New York, 2007. MR2261424
  21. L. Gass, Variance of the number of zeros of dependent Gaussian trigonometric polynomials, Proc. Amer. Math. Soc. 151 (2023), 2225–2239. MR4556213
  22. The distribution of the zeros of random trigonometric polynomials, Amer. J. Math. 133 (2011), no. 2, 295–357. MR2797349
  23. Zeros of Gaussian analytic functions and determinantal point processes, University Lecture Series, 51, American Mathematical Society, Providence, RI, 2009, x+154 pp. MR2552864
  24. I. A. Ibragimov and N. B. Maslova, The average number of zeros of random polynomials, Vestnik Leningrad. Univ. 23 (1968), no. 19, 171–172. MR0238376
  25. I. A. Ibragimov and N. B. Maslova, The average number of real roots of random polynomials, Dokl. Akad. Nauk SSSR 199 (1971), 13–16. MR0292134
  26. I. A. Ibragimov and N. B. Maslova, The mean number of real zeros of random polynomials. I. Coefficients with zero means, Teor. Verojatnost. i Primenen. 16 (1971), 229–248. MR0286157 [English translation: Theory Probab. Appl. 16 (1971), no. 2, 228–248. https://doi.org/10.1137/1116023]
  27. M. Kac, On the average number of real roots of a random algebraic equation, Bull. Amer. Math. Soc. 49 (1943), 314–320. MR0007812
  28. E. Kostlan, On the distribution of roots of random polynomials, From Topology to Computation: Proceedings of the Smalefest (Berkeley, CA, 1990), 419–431, Springer, New York, 1993. MR1246137
  29. The number of limit cycles bifurcating from a randomly perturbed center, preprint, arXiv:2112.05672v2, 2022.
  30. L. Lewin, Polylogarithms and associated functions. With a foreword by A. J. Van der Poorten, North-Holland Publishing Co., New York-Amsterdam, 1981. MR0618278
  31. J. E. Littlewood and A. C. Offord, On the number of real roots of a random algebraic equation. III, Rec. Math. [Mat. Sbornik] N.S. 12(54) (1943), 277–286. MR0009656
  32. J. E. Littlewood and A. C. Offord, On the distribution of the zeros and a𝑎aitalic_a-values of a random integral function. I, J. London Math. Soc. 20 (1945), 130–136. MR0019123
  33. J. E. Littlewood and A. C. Offord, On the distribution of zeros and a𝑎aitalic_a-values of a random integral function. II, Ann. of Math. (2) 49 (1948), 885–952; errata 50 (1949), 990–991. MR0029981
  34. D. S. Lubinsky and I. E. Pritsker, Variance of real zeros of random orthogonal polynomials, J. Math. Anal. Appl. 498 (2021), Paper No. 124954, 32 pp. MR4202193
  35. D. S. Lubinsky and I. E. Pritsker, Variance of real zeros of random orthogonal polynomials for varying and exponential weights, Electron. J. Probab. 27 (2022), Paper No. 83, 32 pp. MR4444378
  36. N. B. Maslova, The variance of the number of real roots of random polynomials, Teor. Verojatnost. i Primenen. 19 (1974), 36–51. MR0334327 [English translation: Theory Probab. Appl. 19 (1974), no. 1, 35–52. https://doi.org/10.1137/1119004]
  37. N. B. Maslova, The distribution of the number of real roots of random polynomials, Teor. Verojatnost. i Primenen. 19 (1974), 488–500. MR0368136 [English translation: Theory Probab. Appl. 19 (1974), no. 3, 461–473. https://doi.org/10.1137/1119055]
  38. On the number of real roots of random polynomials, Commun. Contemp. Math. 18 (2016), no. 4, 1550052, 17 pp. MR3493213
  39. N. D. V. Nguyen, The number of real zeros of elliptic polynomials, preprint, arXiv:2111.10875v3, submitted.
  40. Random polynomials: central limit theorems for the real roots, Duke Math. J. 170 (2022), no. 17, 3745–3813. MR4340724
  41. J. G. Ratcliffe, Foundations of Hyperbolic Manifolds, Second edition, Graduate Texts in Mathematics, 149, Springer, New York, 2006. MR2249478
  42. M. Sambandham, On the average number of real zeros of a class of random algebraic curves, Pacific J. Math. 81 (1979), no. 1, 207–215. MR0543744
  43. The average number of point [points] of inflection of random algebraic polynomials, Stochastic Anal. Appl. 16 (1998), no. 4, 721–731. MR1632566
  44. On the variance of the number of real roots of random algebraic polynomials, Stochastic Anal. Appl. 1 (1983), no. 2, 215–238. MR0699265
  45. G. Schehr and S. N. Majumdar, Statistics of the number of zero crossings: from random polynomials to the diffusion equation, Phys. Rev. Lett. 99 (2007), 060603. DOI: 10.1103/PhysRevLett.99.060603
  46. G. Schehr and S. N. Majumdar, Real roots of random polynomials and zero crossing properties of diffusion equation, J. Stat. Phys. 132 (2008), no. 2, 235–273. MR2415102
  47. D. C. Stevens, The average number of real zeros of a random polynomial, Comm. Pure Appl. Math. 22 (1969), 457–477. MR0251003
  48. Local universality of zeroes of random polynomials, Int. Math. Res. Not. IMRN 2015, no. 13, 5053–5139. MR3439098
  49. C. Truesdell, On a function which occurs in the theory of the structure of polymers, Ann. of Math. (2) 46 (1945), 144–157. MR0011344
  50. J. E. Wilkins Jr., An asymptotic expansion for the expected number of real zeros of a random polynomial, Proc. Amer. Math. Soc. 103 (1988), no. 4, 1249–1258. MR0955018
Citations (2)

Summary

We haven't generated a summary for this paper yet.

Whiteboard

Paper to Video (Beta)

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Collections

Sign up for free to add this paper to one or more collections.

Tweets

Sign up for free to view the 1 tweet with 0 likes about this paper.