Random polynomials: the closest roots to the unit circle

Authors Marcus Michelen, Julian Sahasrabudhe

Publication date 21 October 2020

Real polynomials: location of zeros (26C10) Trigonometric series of special types (positive coefficients, monotonic coefficients, etc.) (42A32) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Gaussian processes (60G15)

Abstract: Let

f = s u m_{k = 0}^{n} v a r e p s i l o n_{k} z^{k}

be a random polynomial, where

v a r e p s i l o n_{0}, l d o t s, v a r e p s i l o n_{n}

are iid standard Gaussian random variables, and let

z e t a_{1}, l d o t s, z e t a_{n}

denote the roots of

f

. We show that the point process determined by the magnitude of the roots

1 - | z e t a_{1} |, l d o t s, 1 - | z e t a_{n} |

tends to a Poisson point process at the scale

n^{- 2}

as

n i g h t a r r o w i n f t y

. One consequence of this result is that it determines the magnitude of the closest root to the unit circle. In particular, we show that [ min_{k} ||zeta_k| - 1|n^2 ightarrow mathrm{Exp}(1/6),] in distribution, where

m a t h r m E x p (l a m b d a)

denotes an exponential random variable of mean

l a m b d a^{- 1}

. This resolves a conjecture of Shepp and Vanderbei from 1995 that was later studied by Konyagin and Schlag.

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