Random entire functions from random polynomials with real zeros

DOI10.1016/J.AIM.2022.108701MaRDI QIDQ2094590zbMATH OpenOpenAlexFDO

Authors Theodoros Assiotis

Publication date 8 November 2022

Published in Advances in Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2202.03362

zbMATH Keywords

random matricesrandom characteristic polynomialsrandom entire functions

Mathematics Subject Classification ID

Entire functions of one complex variable (general theory) (30D20) Random power series in one complex variable (30B20)

Abstract: We point out a simple criterion for convergence of polynomials to a concrete entire function in the Laguerre-P'{o}lya ($mathcalLP$) class (of all functions arising as uniform limits of polynomials with only real roots). We then use this to show that any random $mathcalLP$ function can be obtained as the uniform limit of rescaled characteristic polynomials of principal submatrices of an infinite unitarily invariant random Hermitian matrix. Conversely, the rescaled characteristic polynomials of principal submatrices of any infinite random unitarily invariant Hermitian matrix converge uniformly to a random $mathcalLP$ function. This result also has a natural extension to $$-ensembles. Distinguished cases include random entire functions associated to the $$-Sine, and more generally $$-Hua-Pickrell, $$-Bessel and $$-Airy point processes studied in the literature.

Recommendations

• The limiting characteristic polynomial of classical random matrix ensembles
• Universality limits for random matrices and de Branges spaces of entire functions
• Universality limits for entire functions
• Critical Points of Random Polynomials and Characteristic Polynomials of Random Matrices
• Random complex zeroes. I: Asymptotic normality

Cites work

• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 3830243 (Why is no real title available?)
• scientific article; zbMATH DE number 3422472 (Why is no real title available?)
• scientific article; zbMATH DE number 1162059 (Why is no real title available?)
• scientific article; zbMATH DE number 927360 (Why is no real title available?)
• scientific article; zbMATH DE number 3348831 (Why is no real title available?)
• scientific article; zbMATH DE number 3110499 (Why is no real title available?)
• Asymptotic theory of characters of the symmetric group
• Beta ensembles, stochastic Airy spectrum, and a diffusion
• Convergence and an explicit formula for the joint moments of the circular Jacobi \(\beta\)-ensemble characteristic polynomial
• Ergodic decomposition for inverse Wishart measures on infinite positive-definite matrices
• Harmonic analysis on the infinite-dimensional unitary group and determinantal point processes
• Hua-type integrals over unitary groups and over projective limits of unitary groups
• Infinite random matrices \& ergodic decomposition of finite and infinite Hua-Pickrell measures
• Infinite random matrices and ergodic measures
• Log-gases and random matrices.
• Mackey analysis of infinite classical motion groups
• Matrix Dufresne identities
• Notes on infinite determinants of Hilbert space operators
• On a distinguished family of random variables and Painlevé equations
• On the critical points of random matrix characteristic polynomials and of the Riemann \(\xi\)-function
• On the ubiquity of the Cauchy distribution in spectral problems
• Operator level hard-to-soft transition for \(\beta\)-ensembles
• Operator limit of the circular beta ensemble
• Operator limits of random matrices
• Pólya-Schur master theorems for circular domains and their boundaries
• Random matrix theory and \(\zeta(1/2+it)\).
• Rayleigh triangles and non-matrix interpolation of matrix beta integrals
• Spiking the random matrix hard edge
• Strong convergence of eigenangles and eigenvectors for the circular unitary ensemble
• The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
• The \(\mathrm{Sine}_{\beta}\) operator
• The boundary of the orbital beta process
• The circular unitary ensemble and the Riemann zeta function: the microscopic landscape and a new approach to ratios
• The limiting characteristic polynomial of classical random matrix ensembles
• The problem of harmonic analysis on the infinite-dimensional unitary group.
• Universal behavior of the corners of orbital beta processes
• Universality of the stochastic Airy operator
• Universality of the stochastic Bessel operator

Cited in

(1)

• The many faces of the stochastic zeta function

This page was built for publication: Random entire functions from random polynomials with real zeros

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2094590)