arXiv · 1908.02234
The Variance of the Number of Zeros for Complex Random Polynomials Spanned by OPUC
Abstract
Let $\{\varphi_k\}_{k=0}^\infty $ be a sequence of orthonormal polynomials on the unit circle (OPUC) with respect to a probability measure $ \mu $. We study the variance of the number of zeros of random linear combinations of the form $$ P_n(z)=\sum_{k=0}^{n}\eta_k\varphi_k(z), $$ where $\{\eta_k\}_{k=0}^n $ are complex-valued random variables. Under the assumption that the distribution for each $\eta_k$ satisfies certain uniform bounds for the fractional and logarithmic moments, for the cases when $\{\varphi_k\}$ are regular in the sense of Ullman-Stahl-Totik or are such that the measure of orthogonality $\mu$ satisfies $d\mu(\theta)=w(\theta)d\theta$ where $w(\theta)=v(\theta)\prod_{j=1}^J|\theta - \theta_j|^{\alpha_j}$, with $v(\theta)\geq c>0$, $\theta,\theta_j\in [0,2\pi)$, and $\alpha_j>0$, we give a quantitative estimate on the the variance of the number of zeros of $P_n$ in sectors that intersect the unit circle. When $\{\varphi_k\}$ are real-valued on the real-line from the Nevai class and $\{\eta_k\}$ are i.i.d.~complex-valued standard Gaussian, we prove a formula for the limiting value of variance of the number of zeros of $P_n$ in annuli that do not contain the unit circle.
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Aaron M. Yeager. 2019-08-06. The Variance of the Number of Zeros for Complex Random Polynomials Spanned by OPUC. https://arxiv.org/abs/1908.02234
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