Random polynomials having few or no real zeros
HTML articles powered by AMS MathViewer
- by Amir Dembo, Bjorn Poonen, Qi-Man Shao and Ofer Zeitouni;
- J. Amer. Math. Soc. 15 (2002), 857-892
- DOI: https://doi.org/10.1090/S0894-0347-02-00386-7
- Published electronically: May 16, 2002
- PDF | Request permission
Abstract:
Consider a polynomial of large degree $n$ whose coefficients are independent, identically distributed, nondegenerate random variables having zero mean and finite moments of all orders. We show that such a polynomial has exactly $k$ real zeros with probability $n^{-b+o(1)}$ as $n \rightarrow \infty$ through integers of the same parity as the fixed integer $k \ge 0$. In particular, the probability that a random polynomial of large even degree $n$ has no real zeros is $n^{-b+o(1)}$. The finite, positive constant $b$ is characterized via the centered, stationary Gaussian process of correlation function ${\mathrm {sech}} (t/2)$. The value of $b$ depends neither on $k$ nor upon the specific law of the coefficients. Under an extra smoothness assumption about the law of the coefficients, with probability $n^{-b+o(1)}$ one may specify also the approximate locations of the $k$ zeros on the real line. The constant $b$ is replaced by $b/2$ in case the i.i.d. coefficients have a nonzero mean.References
- Robert J. Adler, An introduction to continuity, extrema, and related topics for general Gaussian processes, Institute of Mathematical Statistics Lecture Notes—Monograph Series, vol. 12, Institute of Mathematical Statistics, Hayward, CA, 1990. MR 1088478
- A. T. Bharucha-Reid and M. Sambandham, Random polynomials, Probability and Mathematical Statistics, Academic Press, Inc., Orlando, FL, 1986. MR 856019 [BP]blochpolya Bloch, A.; Pólya, G. On the roots of certain algebraic equations. Proc. London Math. Soc. 33 (1932), 102–114.
- M. Csörgő and P. Révész, Strong approximations in probability and statistics, Probability and Mathematical Statistics, Academic Press, Inc. [Harcourt Brace Jovanovich, Publishers], New York-London, 1981. MR 666546
- Amir Dembo and Ofer Zeitouni, Large deviations techniques and applications, 2nd ed., Applications of Mathematics (New York), vol. 38, Springer-Verlag, New York, 1998. MR 1619036, DOI 10.1007/978-1-4612-5320-4
- Alan Edelman and Eric Kostlan, How many zeros of a random polynomial are real?, Bull. Amer. Math. Soc. (N.S.) 32 (1995), no. 1, 1–37. MR 1290398, DOI 10.1090/S0273-0979-1995-00571-9
- Saunders MacLane, Steinitz field towers for modular fields, Trans. Amer. Math. Soc. 46 (1939), 23–45. MR 17, DOI 10.1090/S0002-9947-1939-0000017-3
- Kambiz Farahmand, Topics in random polynomials, Pitman Research Notes in Mathematics Series, vol. 393, Longman, Harlow, 1998. MR 1679392
- I. S. Gradshteyn and I. M. Ryzhik, Table of integrals, series, and products, Academic Press [Harcourt Brace Jovanovich, Publishers], New York-London-Toronto, 1980. Corrected and enlarged edition edited by Alan Jeffrey; Incorporating the fourth edition edited by Yu. V. Geronimus [Yu. V. Geronimus] and M. Yu. Tseytlin [M. Yu. Tseĭtlin]; Translated from the Russian. MR 582453
- I. A. Ibragimov and N. B. Maslova, The average number of zeros of random polynomials, Vestnik Leningrad. Univ. 23 (1968), no. 19, 171–172 (Russian, with English summary). MR 238376
- I. A. Ibragimov and N. B. Maslova, The mean number of real zeros of random polynomials. I. Coefficients with zero mean, Teor. Verojatnost. i Primenen. 16 (1971), 229–248 (Russian, with English summary). MR 286157
- I. A. Ibragimov and N. B. Maslova, The mean number of real zeros of random polynomials. II. Coefficients with a nonzero mean, Teor. Verojatnost. i Primenen. 16 (1971), 495–503 (Russian, with English summary). MR 288824
- I. A. Ibragimov and N. B. Maslova, The average number of real roots of random polynomials, Dokl. Akad. Nauk SSSR 199 (1971), 13–16 (Russian). MR 292134
- Ildar Ibragimov and Ofer Zeitouni, On roots of random polynomials, Trans. Amer. Math. Soc. 349 (1997), no. 6, 2427–2441. MR 1390040, DOI 10.1090/S0002-9947-97-01766-2
- B. R. Jamrom, The average number of real zeros of random polynomials, Dokl. Akad. Nauk SSSR 206 (1972), 1059–1060 (Russian). MR 314114
- J. J. Corliss, Upper limits to the real roots of a real algebraic equation, Amer. Math. Monthly 46 (1939), 334–338. MR 4, DOI 10.1080/00029890.1939.11998880
- Morgan Ward and R. P. Dilworth, The lattice theory of ova, Ann. of Math. (2) 40 (1939), 600–608. MR 11, DOI 10.2307/1968944
- J. Komlós, P. Major, and G. Tusnády, An approximation of partial sums of independent RV’s, and the sample DF. II, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 34 (1976), no. 1, 33–58. MR 402883, DOI 10.1007/BF00532688 [LiS]LiSh Li, W.V; Shao, Q. M. A normal comparison inequality and its applications. Probab. Theo. Rel. Fields, to appear. [LO1]lo1 Littlewood, J. E.; Offord, A. C. On the number of real roots of a random algebraic equation. I. J. London Math. Soc. 13 (1938), 288–295. [LO2]lo2 Littlewood, J. E.; Offord, A. C. On the number of real roots of a random algebraic equation. II. Proc. Cambridge Philos. Soc. 35 (1939), 133–148.
- Albert Eagle, Series for all the roots of a trinomial equation, Amer. Math. Monthly 46 (1939), 422–425. MR 5, DOI 10.2307/2303036
- B. F. Logan and L. A. Shepp, Real zeros of random polynomials, Proc. London Math. Soc. (3) 18 (1968), 29–35. MR 234512, DOI 10.1112/plms/s3-18.1.29
- B. F. Logan and L. A. Shepp, Real zeros of random polynomials. II, Proc. London Math. Soc. (3) 18 (1968), 308–314. MR 234513, DOI 10.1112/plms/s3-18.2.308
- N. B. Maslova, The variance of the number of real roots of random polynomials, Teor. Verojatnost. i Primenen. 19 (1974), 36–51 (Russian, with English summary). MR 334327
- N. B. Maslova, The distribution of the number of real roots of random polynomials, Teor. Verojatnost. i Primenen. 19 (1974), 488–500 (Russian, with English summary). MR 368136
- Bjorn Poonen and Michael Stoll, The Cassels-Tate pairing on polarized abelian varieties, Ann. of Math. (2) 150 (1999), no. 3, 1109–1149. MR 1740984, DOI 10.2307/121064 [Sh]shao Shao, Q. M. A Gaussian correlation inequality and its applications to the existence of small ball constant. Preprint, (1999).
- D. C. Stevens, The average number of real zeros of a random polynomial, Comm. Pure Appl. Math. 22 (1969), 457–477. MR 251003, DOI 10.1002/cpa.3160220403
- William F. Stout, Almost sure convergence, Probability and Mathematical Statistics, Vol. 24, Academic Press [Harcourt Brace Jovanovich, Publishers], New York-London, 1974. MR 455094
- V. Strassen, An invariance principle for the law of the iterated logarithm, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 3 (1964), 211–226 (1964). MR 175194, DOI 10.1007/BF00534910 [To]todhunter Todhunter, I. A history of the mathematical theory of probability. Stechert, New York, 1931.
- You Jing Wang, Bounds on the average number of real roots of a random algebraic equation, Chinese Ann. Math. Ser. A 4 (1983), no. 5, 601–605 (Chinese). An English summary appears in Chinese Ann. Math. Ser. B 4 (1983), no. 4, 527. MR 742181
- J. Ernest 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. MR 955018, DOI 10.1090/S0002-9939-1988-0955018-1
Bibliographic Information
- Amir Dembo
- Affiliation: Department of Mathematics & Statistics, Stanford University, Stanford, California 94305
- Email: amir@math.stanford.edu
- Bjorn Poonen
- Affiliation: Department of Mathematics, University of California, Berkeley, California 94720-3840
- MR Author ID: 250625
- ORCID: 0000-0002-8593-2792
- Email: poonen@math.berkeley.edu
- Qi-Man Shao
- Affiliation: Department of Mathematics, University of Oregon, Eugene, Oregon 97403
- Address at time of publication: Department of Mathematics, National University of Singapore, Singapore, 117543
- Email: shao@math.uoregon.edu
- Ofer Zeitouni
- Affiliation: Department of Electrical Engineering, Technion-Israel Institute of Technology, Haifa 32000, Israel
- MR Author ID: 186850
- ORCID: 0000-0002-2520-1525
- Email: zeitouni@ee.technion.ac.il
- Received by editor(s): May 30, 2000
- Received by editor(s) in revised form: October 30, 2001
- Published electronically: May 16, 2002
- Additional Notes: The first author’s research was partially supported by NSF grant DMS-9704552
The second author was supported by NSF grant DMS-9801104, a Sloan Fellowship, and a Packard Fellowship.
The third author’s research was partially supported by NSF grant DMS-9802451
The fourth author’s research was partially supported by a grant from the Israel Science Foundation and by the fund for promotion of research at the Technion - © Copyright 2002 American Mathematical Society
- Journal: J. Amer. Math. Soc. 15 (2002), 857-892
- MSC (2000): Primary 60G99; Secondary 12D10, 26C10
- DOI: https://doi.org/10.1090/S0894-0347-02-00386-7
- MathSciNet review: 1915821