Variance of real zeros of random orthogonal polynomials

DOI10.1016/J.JMAA.2021.124954MaRDI QIDQ1998631zbMATH OpenOpenAlexFDO

Authors Igor E. Pritsker, Doron S. Lubinsky

Publication date 7 March 2021

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2101.06727

zbMATH Keywords

variancerandom polynomialsorthogonal polynomialsreal zeros

Mathematics Subject Classification ID

Polynomials and rational functions of one complex variable (30C10) Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral) (30C15) Stochastic processes (60G99)

Abstract: We determine the asymptotics for the variance of the number of zeros of random linear combinations of orthogonal polynomials of degree $leqn$ in subintervals $left[a,bight]$ of the support of the underlying orthogonality measure $mu$. We show that, as $nightarrowinfty$, this variance is asymptotic to $cn$, for some explicit constant $c>0$.

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