Open Access
2022 Variance of real zeros of random orthogonal polynomials for varying and exponential weights
Doron S. Lubinsky, Igor E. Pritsker
Author Affiliations +
Electron. J. Probab. 27: 1-32 (2022). DOI: 10.1214/22-EJP802

Abstract

We determine the asymptotics for the variance of the number of zeros of random linear combinations of orthogonal polynomials of degree at most n associated with varying weights e2nQn, with Gaussian coefficients. We deduce asymptotics of the variance for fixed exponential weights e2Q. In particular, we show that very generally, the variance is asymptotic to Cn, where the constant C involves a universal constant and an equilibrium density associated with the weight(s).

Funding Statement

D. Lubinsky was partially supported by NSF grant DMS1800251. I. Pritsker was partially supported by NSA grant H98230-21-1-0008, and by the Vaughn Foundation endowed Professorship in Number Theory.

Acknowledgments

The authors would like to thank Yen Do, Hoi Nguyen, and Oanh Nguyen for their perspectives on random polynomials and comments on this paper. This paper grew out of the AIM workshop on Zeros of Random Polynomials, held from 12-16 August 2019.

Citation

Download Citation

Doron S. Lubinsky. Igor E. Pritsker. "Variance of real zeros of random orthogonal polynomials for varying and exponential weights." Electron. J. Probab. 27 1 - 32, 2022. https://doi.org/10.1214/22-EJP802

Information

Received: 14 October 2021; Accepted: 21 May 2022; Published: 2022
First available in Project Euclid: 22 June 2022

MathSciNet: MR4444378
zbMATH: 1507.60070
Digital Object Identifier: 10.1214/22-EJP802

Subjects:
Primary: 42C05 , 60G15

Keywords: Exponential weights , Random orthogonal polynomials , variance of real zeros

Vol.27 • 2022
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