Random orthonormal polynomials: Local universality and expected number of real roots
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- by Yen Do, Oanh Nguyen and Van Vu;
- Trans. Amer. Math. Soc. 376 (2023), 6215-6243
- DOI: https://doi.org/10.1090/tran/8901
- Published electronically: June 13, 2023
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Abstract:
We consider random orthonormal polynomials \begin{equation*} F_{n}(x)=\sum _{i=0}^{n}\xi _{i}p_{i}(x), \end{equation*} where $\xi _{0}$, …, $\xi _{n}$ are independent random variables with zero mean, unit variance and uniformly bounded $(2+\varepsilon )$ moments, and $(p_n)_{n=0}^{\infty }$ is the system of orthonormal polynomials with respect to a fixed compactly supported measure on the real line.
Under mild technical assumptions satisfied by many classes of classical polynomial systems, we establish universality for the leading asymptotics of the average number of real roots of $F_n$, both globally and locally.
Prior to this paper, these results were known only for random orthonormal polynomials with Gaussian coefficients (see D. D. Lubinsky, I. E. Pritsker, and X. Xie [Proc. Amer. Math. Soc. 144 (2016), pp. 1631–1642]) using the Kac-Rice formula, a method that does not extend to the generality of our paper.
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Bibliographic Information
- Yen Do
- Affiliation: Department of Mathematics, The University of Virginia, Charlottesville, Virginia 22904
- MR Author ID: 940906
- Email: yendo@virginia.edu
- Oanh Nguyen
- Affiliation: Division of Applied Mathematics, Brown University, Providence, Rhode Island 02906
- MR Author ID: 1159424
- Email: oanh_nguyen1@brown.edu
- Van Vu
- Affiliation: Department of Mathematics, Yale University, New Haven, Connecticut 06520
- Email: van.vu@yale.edu
- Received by editor(s): December 28, 2020
- Received by editor(s) in revised form: December 4, 2022
- Published electronically: June 13, 2023
- Additional Notes: The first author was partially supported by NSF grant DMS-1800855, the second author was supported by NSF grant DMS-1954174, and the third author was supported by NSF grant DMS-1902825.
- © Copyright 2023 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 376 (2023), 6215-6243
- MSC (2020): Primary 60-02
- DOI: https://doi.org/10.1090/tran/8901
- MathSciNet review: 4630774