Random complex zeroes. I: Asymptotic normality
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Abstract: We consider three models (elliptic, flat and hyperbolic) of Gaussian random analytic functions distinguished by invariance of their zeroes distribution. Asymptotic normality is proven for smooth functionals (linear statistics) of the set of zeroes.
Let \(\{\xi_k\}^n_{k=0}\) be a sequence of independent standard complex Gaussian random variables. The present paper considers properties of several analytical functions. For \(z\in C\) a random polynomial and two random entire functions defined as \(\psi_1(z)= \sum^L_{k=0} \xi_k\sqrt{{L(L- 1)\cdots(L- k+1)\over k!}} z^k\), \(\psi_2(z)= \sum^\infty_{k=0} \xi_k\sqrt{{L^k\over k!}} z^k\) and \(\psi_3(z)= \sum^\infty_{k=0} \xi_k\sqrt{{L(L+ 1)\cdots(L+ k-1)\over k!}} z^k\) are considered. The geometric descriptions of the above models and their comparison are given. The fluctuations of the linear statistics are computed, and the asymptotic nomality for smooth functions of the set of zeroes is proved. Some results of a similar nature are given by \textit{A. Edelman} and \textit{E. Kostlan} [Bull. Am. Math. Soc. 32, No. 1, 1--37 (1995; Zbl 0820.34038)]. The earlier works for special cases on this topic are discussed by \textit{A. T. Bharucha-Reid} and \textit{M. Sambandham} [``Random polynomials (1986; Zbl 0615.60058)] and the reviewer [``Topics in random polynomials (1998; Zbl 0949.60010)].
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