We consider random orthonormal polynomials $$ F_{n}(x)=\sum_{i=0}^{n}ξ_{i}p_{i}(x), $$ where $ξ_{0}$, \dots, $ξ_{n}$ are independent random variables with zero mean, unit variance and uniformly bounded $(2+\ep)$ moments, and $(p_n)_{n=0}^{\infty}$ is the system of orthonormal polynomials with respect to a fixed compactly supported measure on the real line.
Under mild technical assumptions satisfied by many classes of classical polynomial systems, we establish universality for the leading asymptotics of the average number of real roots of $F_n$, both globally and locally.
Prior to this paper, these results were known only for random orthonormal polynomials with Gaussian coefficients \cite{lubinsky2016linear} using the Kac-Rice formula, a method that does not extend to the generality of our paper.
In this paper, we study the number of real roots of random trigonometric polynomials with iid coefficients. When the coefficients have zero mean, unit variance and some finite high moments, we show that the variance of the number of real roots is asymptotically linear in terms of the expectation; furthermore, the multiplicative constant in this linear relationship depends only on the kurtosis of the common distribution of the polynomial's coefficients. This result is in sharp contrast to the classical Kac polynomials whose corresponding variance depends only on the first two moments. Our resul…
We give a new proof of a recent resolution by Michelen and Sahasrabudhe of a conjecture of Shepp and Vanderbei that the moduli of roots of Gaussian Kac polynomials of degree $n$, centered at $1$ and rescaled by $n^2$, should form a Poisson point process. We use this new approach to verify a conjecture of Michelen and Sahasrabudhe that the Poisson statistics are in fact universal.
We consider random orthonormal polynomials $$ P_{n}(x)=\sum_{i=0}^{n}ξ_{i}p_{i}(x), $$ where $ξ_{0}$, . . . , $ξ_{n}$ are independent random variables with zero mean, unit variance and uniformly bounded $(2+\ep_0)$-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 a…
We investigate the local distribution of roots of random functions of the form $F_n(z)= \sum_{i=1}^n ξ_i ϕ_i(z) $, where $ξ_i$ are independent random variables and $ϕ_i (z) $ are arbitrary analytic functions. Starting with the fundamental works of Kac and Littlewood-Offord in the 1940s, random functions of this type have been studied extensively in many fields of mathematics. We develop a robust framework to solve the problem by reducing, via universality theorems, the calculation of the distribution of the roots and the interaction between them to the case where $ξ_i$ are gaussian. In this sp…
We show that the counts of low degree irreducible factors of a random polynomial $f$ over $\mathbb{F}_q$ with independent but non-uniform coefficients behave like that of a uniform random polynomial, exhibiting a form of universality for random polynomials over finite fields. Our strongest results require various assumptions on the parameters, but we are able to obtain results requiring only $q=p$ a prime with $p\leq \exp({n^{1/13}})$ where $n$ is the degree of the polynomial. Our proofs use Fourier analysis, and rely on tools recently applied by Breuillard and Varjú to study the $ax+b$ proces…
We compute the average characteristic polynomial of the hermitised product of $M$ real or complex Wigner matrices of size $N\times N$ and the average of the characteristic polynomial of a product of $M$ such Wigner matrices times the characteristic polynomial of the conjugate matrix. Surprisingly, the results agree with that of the product of $M$ real or complex Ginibre matrices at finite-$N$, which have i.i.d. Gaussian entries. For the latter the average characteristic polynomial yields the orthogonal polynomial for the singular values of the product matrix, whereas the product of the two cha…
Let $x_1, \dots, x_n$ be $n$ independent and identically distributed random variables with mean zero, unit variance, and finite moments of all remaining orders. We study the random polynomial $p_n$ having roots at $x_1, \dots, x_n$. We prove that for $\ell \in \mathbb{N}$ fixed as $n \rightarrow \infty$, the $(n-\ell)-$th derivative of $p_n^{}$ behaves like a Hermite polynomial: for $x$ in a compact interval,$${n^{\ell/2}} \frac{\ell!}{n!} \cdot p_n^{(n-\ell)}\left( \frac{x}{\sqrt{n}}\right) \rightarrow He_{\ell}(x + γ_n),$$ where $He_{\ell}$ is the $\ell-$th probabilists' Hermite polynomial a…
Threshold cascades of interacting diffusions on unimodular random trees: a conditional branching-process universality theorem, the annealed pressure, and the dimension of the failed boundary
