Real roots of random orthogonal polynomials with exponential weights

MaRDI QIDQ6422045zbMATH OpenFDO

Authors Yen Do, Doron S. Lubinsky, Hoi Nguyen, Oanh Nguyen, Igor E. Pritsker

Publication date 29 December 2022

Abstract: We consider random orthonormal polynomials ${\displaystyle }$ P_{n}(x)=sum_{i=0}^{n}xi_{i}p_{i}(x), ${\displaystyle }$ where $x{i}_0$, . . . , $x{i}_n$ are independent random variables with zero mean, unit variance and uniformly bounded $(2+e{p}_0)$-moments, and ${p_n}_{n=0}^{infty}$ is the system of orthonormal polynomials with respect to a general exponential weight $W$ on the real line. This class of orthogonal polynomials includes the popular Hermite and Freud polynomials. We establish universality for the leading asymptotics of the expected number of real roots of $P_n$, both globally and locally. In addition, we find an almost sure limit of the measures counting all roots of $P_n.$ This is accomplished by introducing new ideas on applications of the inverse Littlewood-Offord theory in the context of the classical three term recurrence relation for orthogonal polynomials to establish anti-concentration properties, and by adapting the universality methods to the weighted random orthogonal polynomials of the form $W{P}_n.$

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