Random polynomials: central limit theorems for the real roots

DOI10.1215/00127094-2020-0089MaRDI QIDQ2073274zbMATH OpenOpenAlexWikidataFDO

Authors Oanh Nguyen, Van Vu

Publication date 1 February 2022

Published in Duke Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1904.04347

zbMATH Keywords

central limit theoremKac polynomialsrandom polynomialreal roots

Mathematics Subject Classification ID

Real polynomials: location of zeros (26C10) Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral) (30C15) Central limit and other weak theorems (60F05)

Abstract: The number of real roots has been a central subject in the theory of random polynomials and random functions since the fundamental papers of Littlewood-Offord and Kac in the 1940s. The main task here is to determine the limiting distribution of this random variable. In 1974, Maslova famously proved a central limit theorem (CLT) for the number of real roots of Kac polynomials. It has remained the only limiting theorem available for the number of real roots for more than four decades. In this paper, using a new approach, we derive a general CLT for the number of real roots of a large class of random polynomials with coefficients growing polynomially. Our result both generalizes and strengthens Maslova's theorem.

Review text

Problems related to the number of real roots of random polynomials arise in numerous applications. One of the main questions is deriving the limiting distribution for this number. The aim of this paper is to generalise the central limit theorem for the number of real roots of Kac polynomials. The authors consider the polynomials \[ P_n(x)=\sum_{i=1}^n c_i\xi_ix^i, \] where \(\xi_i\) are independent random variables and \(c_i\) are deterministic coefficients. They suggest a new approach, that allows to derive a general central limit theorem for a large class of random polynomials with coefficients \(c_i\) that grow polynomially. The approach generalises central limit theorems for various previously studies classes of polynomials, including Kac polynomials, their derivatives, hyperbolic polynomials, and others. The authors provide a detailed bibliography and discussion of the known results in the literature.

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