Central Limit Theorem for the number of real roots of random orthogonal polynomials

被引:0
作者
Do, Yen [1 ]
Nguyen, Hoi [2 ]
Nguyen, Oanh [3 ]
Pritsker, Igor E. [4 ]
机构
[1] Univ Virginia, Dept Math, 141 Cabell Dr, Charlottesville, VA 22904 USA
[2] Ohio State Univ, Dept Math, 231 W 18th Ave, Columbus, OH 43210 USA
[3] Brown Univ, Div Appl Math, Providence, RI 02906 USA
[4] Oklahoma State Univ, Dept Math, Stillwater, OK 74078 USA
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2024年 / 60卷 / 03期
关键词
Random polynomials; CLT; Orthogonal polynomials; EXPECTED NUMBER; RANDOM SUM; ZEROS; EXPANSION; VARIANCE; CLT;
D O I
10.1214/23-AIHP1381
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study the number of real roots of a wide class of random linear combinations of orthogonal polynomials with Gaussian coefficients. The orthogonal polynomials in our model are defined by a deterministic measure with compact support on the real line. Using the method of Wiener Chaos, we show that the fluctuation for the number of real roots in the bulk is asymptotically Gaussian, by proving that this number of roots in the intervals inside the support of the orthogonality measure obeys the standard Central Limit Theorem. Wiener Chaos expansions were previously used to prove the CLT for classical ensembles of random trigonometric polynomials, and that approach is generalized in our paper via careful analysis of the correlations by using asymptotics for the reproducing kernels of orthogonal polynomials. A new interesting feature found on this path is that the local correlations for the number of real roots of our random orthogonal polynomials are different. In fact, our local correlations depend on the potential theoretic equilibrium measure for the support of the orthogonality measure.
引用
收藏
页码:2211 / 2240
页数:30
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