Roots of random polynomials whose coefficients have logarithmic tails

DOI10.1214/12-AOP764MaRDI QIDQ378815zbMATH OpenOpenAlexFDO

Authors Zakhar Kabluchko, Dmitry Zaporozhets

Publication date 12 November 2013

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1110.2585, https://projecteuclid.org/euclid.aop/1378991848

zbMATH Keywords

heavy tailsextreme value theoryweak convergenceleast concave majorantrandom polynomialsdistribution of roots

Mathematics Subject Classification ID

Large deviations (60F10) Extreme value theory; extremal stochastic processes (60G70) Real polynomials: location of zeros (26C10) Random power series in one complex variable (30B20)

Abstract: It has been shown by Ibragimov and Zaporozhets [In Prokhorov and Contemporary Probability Theory (2013) Springer] that the complex roots of a random polynomial $G_n(z)=su{m}_{k=0}^{n}x{i}_k{z}^k$ with i.i.d. coefficients $x{i}_0,ldots,x{i}_n$ concentrate a.s. near the unit circle as $noinfty$ if and only if $mathbbElo{g}_{+}|x{i}_0|<infty$. We study the transition from concentration to deconcentration of roots by considering coefficients with tails behaving like $L(log|t|)(log|t|{)}^{-alpha}$ as $toinfty$, where $alphageq0$, and $L$ is a slowly varying function. Under this assumption, the structure of complex and real roots of $G_n$ is described in terms of the least concave majorant of the Poisson point process on $[0,1]imes(0,infty)$ with intensity $alpha{v}^{-(alpha+1)},du,dv$.

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Cited in

(12)

• Zeros of lacunary random polynomials
• Some remarks on the law of the iterated logarithm type results for random polynomials on the unit circle
• Real roots near the unit circle of random polynomials
• Roots of random polynomials with coefficients of polynomial growth
• Expected discrepancy for zeros of random algebraic polynomials
• Dynamics of Zeroes Under Repeated Differentiation
• Zeros of repeated derivatives of random polynomials
• Zeros of polynomials with random coefficients
• Equidistribution of zeros of random polynomials
• An asymptotic expansion for the expected number of real zeros of real random polynomials spanned by OPUC
• Zero distribution of random polynomials
• Distribution of zeros for random Laurent rational functions

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