Extreme value statistics for the roots of a complex Kac polynomial
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Publication:6288201
arXiv1706.07516MaRDI QIDQ6288201FDOQ6288201
Authors: Yacine Barhoumi-Andréani
Publication date: 22 June 2017
Abstract: We investigate the fluctuations and large deviations of the root of largest modulus in a model of random polynomial with independent complex Gaussian coefficients (Kac polynomials). The fluctuations were recently computed by R. Butez (arxiv 1704.02761) and involve a Fredholm determinant. The precise large deviations show a particular function defined by a series of mutiple integrals in the same vein.
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