A Semicircle Law for Derivatives of Random Polynomials

Abstract

Let $x_1, \dots, x_n$ be $n$ independent and identically distributed random variables with mean zero, unit variance, and finite moments of all remaining orders. We study the random polynomial $p_n$ having roots at $x_1, \dots, x_n$. We prove that for $\ell \in \mathbb{N}$ fixed as $n \rightarrow \infty$, the $(n-\ell)-$th derivative of $p_n^{}$ behaves like a Hermite polynomial: for $x$ in a compact interval,$${n^{\ell/2}} \frac{\ell!}{n!} \cdot p_n^{(n-\ell)}\left( \frac{x}{\sqrt{n}}\right) \rightarrow He_{\ell}(x + \gamma_n),$$ where $He_{\ell}$ is the $\ell-$th probabilists' Hermite polynomial and $\gamma_n$ is a random variable converging to the standard $\mathcal{N}(0,1)$ Gaussian as $n \rightarrow \infty$. Thus, there is a universality phenomenon when differentiating a random polynomial many times: the remaining roots follow a Wigner semicircle distribution.