In these notes, we describe the recent progress in understanding the zero sets of two remarkable Gaussian random functions: the Gaussian entire function with invariant distribution of zeroes with respect to isometries of the complex plane, and Gaussian spherical harmonics on the two-dimensional sphere.
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.
We prove strong clustering of k-point correlation functions of zeroes of Gaussian Entire Functions. In the course of the proof, we also obtain universal local bounds for k-point functions of zeroes of arbitrary nondegenerate Gaussian analytic functions. In the second part of the paper, we show that strong clustering yields the asymptotic normality of fluctuations of some linear statistics of zeroes of Gaussian Entire Functions, in particular, of the number of zeroes in measurable domains of large area. This complements our recent results from the paper "Fluctuations in random complex zeroes" (…
We show that the flat chaotic analytic zero points (i.e. zeroes of a random entire function whose Taylor coefficients are independent complex-valued Gaussian random variables, and the variance of the k-th coefficient is 1/k!) can be regarded as a random perturbation of a lattice in the plane. The distribution of the distances between the zeroes and the lattice points is shift-invariant and has a Gaussian-type decay of the tails.
By random complex zeroes we mean the zero set of a random entire function whose Taylor coefficients are independent complex-valued Gaussian variables, and the variance of the k-th coefficient is 1/k!. This zero set is distribution invariant with respect to isometries of the complex plane. We study large fluctuations of random complex zeroes and show that they obey the asymptotic law that was discovered some time ago by Jancovici, Lebowitz and Manificat for charge fluctuations of a Coulomb system of particles.
By random complex zeroes we mean the zero set of a random entire function whose Taylor coefficients are independent complex-valued Gaussian variables, and the variance of the k-th coefficient is 1/k!. This zero set is distribution invariant with respect to isometries of the complex plane. Extending the previous results of Sodin and Tsirelson, we compute the variance of linear statistics of random complex zeroes, and find close to optimal conditions on a test-function that yield asymptotic normality of fluctuations of the corresponding linear statistics. We also provide examples of test-functio…
By a hole we mean a disc that contains no flat chaotic analytic zero points (i.e. zeroes of a random entire function whose Taylor coefficients are independent complex-valued Gaussian variables, and the variance of the k-th coefficient is 1/k!). A given disc of radius r has a probability of being a hole, - the hole probability. We show that for large r the hole probability decays as exp(-cr^4).
Let $(M,g)$ be a smooth compact Riemannian surface with no boundary. Given a smooth vector field $V$ with finitely many zeroes on $M$, we study the distribution of the number of tangencies to $V$ of the nodal components of random band-limited functions. It is determined that in the high-energy limit, these obey a universal deterministic law, independent of the surface $M$ and the vector field $V$, that is supported precisely on the even integers $2 \mathbb{Z}_{> 0}$.
We consider the zeroes of a random Gaussian Entire Function f and show that their basins under the gradient flow of the random potential U partition the complex plane into domains of equal area. We find three characteristic exponents 1, 8/5, and 4 of this random partition: the probability that the diameter of a particular basin is greater than R is exponentially small in R; the probability that a given point z lies at a distance larger than R from the zero it is attracted to decays as exp(-R^{8/5}); and the probability that, after throwing away 1% of the area of the basin, its diameter is stil…
We show that with high probability the number of real zeroes of a random polynomial is bounded by the number of vertices on its Newton-Hadamard polygon times the cube of the logarithm of the polynomial degree. A similar estimate holds for zeroes lying on any curve in the complex plane, which is the graph of a Lipschitz function in polar coordinates. The proof is based on the classical Turán lemma.
Geometrically, zeroes of a Gaussian analytic function are intersection points of an analytic curve in a Hilbert space with a randomly chosen hyperplane. Mathematical physics provides another interpretation as a gas of interacting particles. In the last decade, these interpretations influenced progress in understanding statistical patterns in the zeroes of Gaussian analytic functions, and led to the discovery of canonical models with invariant zero distribution. We shall discuss some of recent results in this area and mention several open questions.
Consider a random polynomial $Q_n$ of degree $n+1$ whose zeroes are i.i.d. random variables $ξ_0,ξ_1,\ldots,ξ_n$ in the complex plane. We study the pairing between the zeroes of $Q_n$ and its critical points, i.e. the zeroes of its derivative $Q_n'$. In the asymptotic regime when $n\to\infty$, with high probability there is a critical point of $Q_n$ which is very close to $ξ_0$. We localize the position of this critical point by proving that the difference between $ξ_0$ and the critical point has approximately complex Gaussian distribution with mean $1/(nf(ξ_0))$ and variance of order $\log n …
We study zeroes of Gaussian analytic functions in a strip in the complex plane, with translation-invariant distribution. We prove that the a limiting horizontal mean counting-measure of the zeroes exists almost surely, and that it is non-random if and only if the spectral measure is continuous (or degenerate). In this case, the mean zero-counting measure is computed in terms of the spectral measure. We compare the behavior with Gaussian analytic function with symmetry around the real axis. These results extend a work by Norbert Wiener.
We study the zeroes of a family of random holomorphic functions on the unit disc, distinguished by their invariance with respect to the hyperbolic geometry. Our main finding is a transition in the limiting behaviour of the number of zeroes in a large hyperbolic disc. We find a normal distribution if the covariance decays faster than a certain critical value. In contrast, in the regime of 'long-range dependence' when the covariance decays slowly, the limiting distribution is skewed. For a closely related model we emphasise a link with Gaussian multiplicative chaos.
In this sequel to Part-I, we present a different approach to bounding the expected number of real zeroes of random polynomials with real independent identically distributed coefficients or more generally, exchangeable coefficients. We show that the mean number of real zeroes does not grow faster than the logarithm of the degree. The main ingredients of our approach are Descartes' rule of signs and a new anti-concentration inequality for the symmetric group. This paper can be read independently of part-I in this series.
Let $μ$ be a probability measure in $\mathbb{C}$ with a continuous and compactly supported density function, let $z_1, \dots, z_n$ be independent random variables, $z_i \sim μ$, and consider the random polynomial $$ p_n(z) = \prod_{k=1}^{n}{(z - z_k)}.$$ We determine the asymptotic distribution of $\left\{z \in \mathbb{C}: p_n(z) = p_n(0)\right\}$. In particular, if $μ$ is radial around the origin, then those solutions are also distributed according to $μ$ as $n \rightarrow \infty$. Generally, the distribution of the solutions will reproduce parts of $μ$ and condense another part on curves. We…
In the simple random walk the steps are independent, whereas in the Elephant Random Walk (ERW), which was introduced by Schütz and Trimper in 2004, the next step always depends on the whole path so far. In an earlier paper we investigated Elephant Random Walks when the elephant has a restricted memory. Inspired by a suggestion by Bercu et al. (arXiv:1902.11220v1) we extended our results to the case when delays are allowed. In this paper we examine how the number of delays (that possibly stop the process) increases as time goes by.
In this paper, we establish some local universality results concerning the correlation functions of the zeroes of random polynomials with independent coefficients. More precisely, consider two random polynomials $f =\sum_{i=1}^n c_i ξ_i z^i$ and $\tilde f =\sum_{i=1}^n c_i \tilde ξ_i z^i$, where the $ξ_i$ and $\tilde ξ_i$ are iid random variables that match moments to second order, the coefficients $c_i$ are deterministic, and the degree parameter $n$ is large. Our results show, under some light conditions on the coefficients $c_i$ and the tails of $ξ_i, \tilde ξ_i$, that the correlation funct…
We find the asymptotics of the counting function of zeroes of random entire functions represented by Rademacher Taylor series. We also give the asymptotics of the weighted counting function, which takes into account the arguments of zeroes. These results answer several questions left open after the pioneering work of Littlewood and Offord of 1948. The proofs are based on our recent result on the logarithmic integrability of Rademacher Fourier series.
We study the correlation between the nodal length of random spherical harmonics and the measure of the boundary for excursion sets at any non-zero level. We show that the correlation is asymptotically zero, while the partial correlation after controlling for the random $L^2$-norm on the sphere of the eigenfunctions is asymptotically one.
Let N(f) be a number of nodal domains of a random Gaussian spherical harmonic f of degree n. We prove that as n grows to infinity, the mean of N(f)/n^2 tends to a positive constant, and that N(f)/n^2 exponentially concentrates around that constant. This result is consistent with predictions made by Bogomolny and Schmit using a percolation-like model for nodal domains of random Gaussian plane waves.
We consider vectors of random variables, obtained by restricting the length of the nodal set of Berry's random wave model to a finite collection of (possibly overlapping) smooth compact subsets of $\mathbb{R}^2$. Our main result shows that, as the energy diverges to infinity and after an adequate normalisation, these random elements converge in distribution to a Gaussian vector, whose covariance structure reproduces that of a homogeneous independently scattered random measure. A by-product of our analysis is that, when restricted to rectangles, the dominant chaotic projection of the nodal leng…
It is shown that the topologies and nestings of the zero and nodal sets of random (Gaussian) band limited functions have universal laws of distribution. Qualitative features of the supports of these distributions are determined. In particular the results apply to random monochromatic waves and to random real algebraic hyper-surfaces in projective space.
On the assumption of the Riemann hypothesis, we generalize a central limit theorem of Fujii regarding the number of zeroes of Riemann's zeta function that lie in a mesoscopic interval. The result mirrors results of Soshnikov and others in random matrix theory. In an appendix we put forward some general theorems regarding our knowledge of the zeta zeroes in the mesoscopic regime.
In this survey we collect some of the recent results on the "nodal geometry" of random eigenfunctions on Riemannian surfaces. We focus on the asymptotic behavior, for high energy levels, of the nodal length of Gaussian Laplace eigenfunctions on the torus (arithmetic random waves) and on the sphere (random spherical harmonics). We give some insight on both Berry's cancellation phenomenon and the nature of nodal length second order fluctuations (non-Gaussian on the torus and Gaussian on the sphere) in terms of chaotic components. Finally we consider the general case of monochromatic random waves…
We study a family of random Taylor series $$F(z) = \sum_{n\ge 0} ζ_n a_n z^n$$ with radius of convergence almost surely $1$ and independent identically distributed complex Gaussian coefficients $(ζ_n)$; these Taylor series are distinguished by the invariance of their zero sets with respect to isometries of the unit disk. We find reasonably tight upper and lower bounds on the probability that $F$ does not vanish in the disk $\{|z|\le r\}$ as $r\uparrow 1$. Our bounds take different forms according to whether the non-random coefficients $(a_n)$ grow, decay or remain of the same order. The result…
The asymptotic law for the expected nodal volume of random non-Gaussian monochromatic band-limited functions is determined in vast generality. Our methods combine microlocal analytic techniques and modern probability theory. A particularly challenging obstacle needed to overcome is the possible concentration of nodal volume on a small proportion of the manifold, requiring solutions in both disciplines. As for the fine aspects of the distribution of nodal volume, such as its variance, it is expected that the non-Gaussian monochromatic functions behave qualitatively differently compared to their…
We consider Berry's random planar wave model (1977) for a positive Laplace eigenvalue $E>0$, both in the real and complex case, and prove limit theorems for the nodal statistics associated with a smooth compact domain, in the high-energy limit ($E\to \infty$). Our main result is that both the nodal length (real case) and the number of nodal intersections (complex case) verify a Central Limit Theorem, which is in sharp contrast with the non-Gaussian behaviour observed for real and complex arithmetic random waves on the flat $2$-torus, see Marinucci et al. (2016) and Dalmao et al. (2016). Our fi…
We study the asymptotic behaviour of the nodal length of random $2d$-spherical harmonics $f_{\ell}$ of high degree $\ell \rightarrow\infty$, i.e. the length of their zero set $f_{\ell}^{-1}(0)$. It is found that the nodal lengths are asymptotically equivalent, in the $L^{2}$-sense, to the "sample trispectrum", i.e., the integral of $H_{4}(f_{\ell}(x))$, the fourth-order Hermite polynomial of the values of $f_{\ell}$. A particular by-product of this is a Quantitative Central Limit Theorem (in Wasserstein distance) for the nodal length, in the high energy limit.
In the present survey we present some of the recent results concerning the geometry of nodal lines of random Gaussian eigenfunctions (in case of spectral degeneracies) or wavepackets and related issues. The most fundamental example, where the spectral degeneracy allows us to consider random eigenfunctions (i.e. endow the eigenspace with Gaussian probability measure), is the sphere, and the corresponding eigenspaces are the spaces of spherical harmonics; this model is the primary focus of the present survey. The list of results presented is, by no means, complete.
We study the asymptotic distribution of the number $Z_{N}$ of zeros of random trigonometric polynomials of degree $N$ as $N\to\infty$. It is known that as $N$ grows to infinity, the expected number of the zeros is asymptotic to $\frac{2}{\sqrt{3}}\cdot N$. The asymptotic form of the variance was predicted by Bogomolny, Bohigas and Leboeuf to be $cN$ for some $c>0$. We prove that $\frac{Z_{N}-\E Z_{N}}{\sqrt{cN}}$ converges to the standard Gaussian. In addition, we find that the analogous result is applicable for the number of zeros in short intervals.
We survey a decade worth of work pertaining to the nodal structures of random fields, with emphasis on the transformative techniques that shaped the field.
Using the multiplicities of the Laplace eigenspace on the sphere (the space of spherical harmonics) we endow the space with Gaussian probability measure. This induces a notion of random Gaussian spherical harmonics of degree $n$ having Laplace eigenvalue $E=n(n+1)$. We study the length distribution of the nodal lines of random spherical harmonics. It is known that the expected length is of order $n$. It is natural to conjecture that the variance should be of order $n$, due to the natural scaling. Our principal result is that, due to an unexpected cancelation, the variance of the nodal length o…
We consider Gaussian random eigenfunctions (Hermite functions) of fixed energy level of the isotropic semi-classical Harmonic Oscillator on ${\bf R}^n$. We calculate the expected density of zeros of a random eigenfunction in the semi-classical limit $h \to 0.$ In the allowed region the density is of order $h^{-1},$ while in the forbidden region the density is of order $h^{-\frac{1}{2}}$. The computer graphics due to E.J. Heller illustrate this difference in "frequency" between the allowed and forbidden nodal sets.
We consider a random Gaussian model of Laplace eigenfunctions on the hemisphere satisfying the Dirichlet boundary conditions along the equator. For this model we find a precise asymptotic law for the corresponding zero density functions, in both short range (around the boundary) and long range (far away from the boundary) regimes. As a corollary, we were able to find a logarithmic negative bias for the total nodal length of this ensemble relatively to the rotation invariant model of random spherical harmonics. Jean Bourgain's research, and his enthusiastic approach to the nodal geometry of Lap…
We study the number of nodal components (connected components of the set of zeroes) of functions in the ensemble of arithmetic random waves, that is, random eigenfunctions of the Laplacian on the flat $d$-dimensional torus $\mathbb{T}^{d}$ ($d\ge2$). Let $f_{L}$ be a random solution to $Δf+4π^{2}L^{2}f=0$ on $\mathbb{T}^{d}$, where $L^{2}$ is a sum of $d$ squares of integers, and let $N_{L}$ be the random number of nodal components of $f_{L}$. By recent results of Nazarov and Sodin, $\mathbb{E}\left\{ N_{L}/L^{d}\right\} $ tends to a limit $ν>0$, depending only on $d$, as $L\to\infty$ subject …
We investigate the number of nodal intersections of random Gaussian Laplace eigenfunctions on the standard two-dimensional flat torus ("arithmetic random waves") with a fixed real-analytic reference curve with nonvanishing curvature. The expected intersection number is universally proportional to the length of the reference curve, times the wavenumber, independent of the geometry. Our main result prescribes the asymptotic behaviour of the nodal intersections variance for analytic curves in the high energy limit; remarkably, it is dependent on both the angular distribution of lattice points lyi…
We compute the asymptotic expectation of the number of {\em open} nodal lines for random waves on smooth planar domains. We find that for both the long energy window $[0,λ]$ and the short one $[λ,λ+1]$ the expected number of open nodal lines is proportional to $λ$, asymptotically as $λ\to\infty$. Our results are consistent with the predictions in the physics literature made by Blum, Gnutzmann and Smilansky \cite{BGS}.
We study the volume distribution of nodal domains of random band-limited functions on generic manifolds, and find that in the high energy limit a typical instance obeys a deterministic universal law, independent of the manifold. Some of the basic qualitative properties of this law, such as its support, monotonicity and continuity of the cumulative probability function, are established.
We investigate the number of nodal intersections of random Gaussian Laplace eigenfunctions on the standard three-dimensional flat torus with a fixed smooth reference curve, which has nowhere vanishing curvature. The expected intersection number is universally proportional to the length of the reference curve, times the wavenumber, independent of the geometry. Our main result gives a bound for the variance, if either the torsion of the curve is nowhere zero or if the curve is planar.
Consider a random polynomial $P_n$ of degree $n$ whose roots are independent random variables sampled according to some probability distribution $μ_0$ on the complex plane $\mathbb C$. It is natural to conjecture that, for a fixed $t\in [0,1)$ and as $n\to\infty$, the zeroes of the $[tn]$-th derivative of $P_n$ are distributed according to some measure $μ_t$ on $\mathbb C$. Assuming either that $μ_0$ is concentrated on the real line or that it is rotationally invariant, Steinerberger [Proc. AMS, 2019] and O'Rourke and Steinerberger [arXiv:1910.12161] derived nonlocal transport equations for th…
We study the length of the nodal set of eigenfunctions of the Laplacian on the $\spheredim$-dimensional sphere. It is well known that the eigenspaces corresponding to $\eigval=n(n+\spheredim-1)$ are the spaces $\eigspc$ of spherical harmonics of degree $n$, of dimension $\eigspcdim$. We use the multiplicity of the eigenvalues to endow $\eigspc$ with the Gaussian probability measure and study the distribution of the $\spheredim$-dimensional volume of the nodal sets of a randomly chosen function. The expected volume is proportional to $\sqrt{\eigval}$. One of our main results is bounding the var…
Using the spectral multiplicities of the standard torus, we endow the Laplace eigenspaces with Gaussian probability measures. This induces a notion of random Gaussian Laplace eigenfunctions on the torus ("arithmetic random waves"). We study the distribution of the nodal length of random eigenfunctions for large eigenvalues, and our primary result is that the asymptotics for the variance is non-universal, and is intimately related to the arithmetic of lattice points lying on a circle with radius corresponding to the energy.
We study the asymptotic properties of the conormal cycle of nodal sets associated to a random superposition of eigenfunctions of the Laplacian on a smooth compact Riemannian manifold without boundary. In the case where the dimension is odd, we show that the expectation of the corresponding current of integration equidistributes on the fibers of the cotangent bundle. In the case where the dimension is even, we obtain an upper bound of lower order on the expectation. Using recent results of Alesker, we also deduce some properties on the asymptotic expectation of any smooth valuation including th…
We study the influence of the multipliers $ξ(n)$ on the angular distribution of zeroes of the Taylor series \[ F_ξ(z) = \sum_{n\ge 0} ξ(n) \frac{z^n}{n!}\,. \] We show that the distribution of zeroes of $ F_ξ$ is governed by certain autocorrelations of the sequence $ ξ$. Using this guiding principle, we consider several examples of random and pseudo-random sequences $ξ$ and, in particular, answer some questions posed by Chen and Littlewood in 1967. As a by-product we show that if $ξ$ is a stationary random integer-valued sequence, then either it is periodic, or its spectral measure has no gaps…
"Arithmetic random waves" are the Gaussian Laplace eigenfunctions on the two-dimensional torus (Rudnick and Wigman (2008), Krishnapur, Kurlberg and Wigman (2013)). In this paper we find that their nodal length converges to a non-universal (non-Gaussian) limiting distribution, depending on the angular distribution of lattice points lying on circles. Our argument has two main ingredients. An explicit derivation of the Wiener-Itô chaos expansion for the nodal length shows that it is dominated by its $4$th order chaos component (in particular, somewhat surprisingly, the second order chaos componen…
We study the nodal length of random toral Laplace eigenfunctions ("arithmetic random waves") restricted to decreasing domains ("shrinking balls"), all the way down to Planck scale. We find that, up to a natural scaling, for "generic" energies the variance of the restricted nodal length obeys the same asymptotic law as the total nodal length, and these are asymptotically fully correlated. This, among other things, allows for a statistical reconstruction of the full toral length based on partial information. One of the key novel ingredients of our work, borrowing from number theory, is the use o…
We study the nodal intersections number of random Gaussian toral Laplace eigenfunctions ("arithmetic random waves") against a fixed smooth reference curve. The expected intersection number is proportional to the the square root of the eigenvalue times the length of curve, independent of its geometry. The asymptotic behaviour of the variance was addressed by Rudnick-Wigman; they found a precise asymptotic law for "generic" curves with nowhere vanishing curvature, depending on both its geometry and the angular distribution of lattice points lying on circles corresponding to the Laplace eigenvalu…
It is shown that the topologies and nestings of the zero and nodal sets of random (Gaussian) band limited functions have universal laws of distribution. Qualitative features of the supports of these distributions are determined. In particular the results apply to random monochromatic waves and to random real algebraic hyper-surfaces in projective space.
We consider the ensemble of random Gaussian Laplace eigenfunctions on $\mathbb{T}^3=\mathbb{R}^3/\mathbb{Z}^3$ (`$3d$ arithmetic random waves'), and study the distribution of their nodal surface area. The expected area is proportional to the square root of the eigenvalue, or `energy', of the eigenfunction. We show that the nodal area variance obeys an asymptotic law. The resulting asymptotic formula is closely related to the angular distribution and correlations of lattice points lying on spheres.
We obtain the limiting distribution of the nodal area of random Gaussian Laplace eigenfunctions on $\mathbb{T}^3= \mathbb{R}^3/ \mathbb{Z}^3$ ($3$-dimensional 'arithmetic random waves'). We prove that, as the multiplicity of the eigenspace goes to infinity, the nodal area converges to a universal, non-Gaussian, distribution. Universality follows from the equidistribution of lattice points on the sphere. Our arguments rely on the Wiener chaos expansion of the nodal area: we show that, analogous to (Marinucci, Peccati, Rossi and Wigman, 2016), the fluctuations are dominated by the fourth-order c…
Spectral quasi correlations are small sums of lattice points lying on the same circle; we show that, for generic integers representable as the sum of two squares, there are no spectral quasi-correlations. Moreover, we apply our result to study the nodal length of Arithmetic Random Waves at small scales: we show that there exists a phase-transition for the distribution of the nodal length at a logarithmic power above Planck-scale. Furthermore, we give strong evidence for the existence of an intermediate phase between Arithmetic and Berry's random waves.
We determine the true asymptotic behaviour for the expected number of connected components for a model of random lemniscates proposed recently by Lerario and Lundberg. These are defined as the subsets of the Riemann sphere, where the absolute value of certain random, $\text{SO}(3)$-invariant rational function of degree $n$ equals to $1$. We show that the expected number of the connected components of these lemniscates, divided by $n$, converges to a positive constant defined in terms of the quotient of two independent plane Gaussian analytic functions. A major obstacle in applying the novel no…
Let $ξ_0, ξ_1, \dots$ be i.i.d. random variables with zero mean and unit variance. We study the following four families of random analytic functions: $\sum_{k=0}^n \sqrt{\binom nk} ξ_k z^k$ (spherical polynomials), $\sum_{k=0}^\infty \sqrt{\frac{n^k}{k!}} ξ_k z^k$ (flat random analytic function), $\sum_{k=0}^\infty \sqrt{\binom {n+k-1} k} ξ_k z^k$ (hyperbolic random analytic functions), $\sum_{k=0}^n \sqrt{\frac{n^k}{k!}} ξ_k z^k$ (Weyl polynomials). We compute explicitly the limiting mean density of real zeroes of these random functions. More precisely, we provide a formula for $\lim_{n\to\in…