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The Variance of the Number of Zeros for Complex Random Polynomials Spanned by OPUC

Published 6 Aug 2019 in math.CA and math.PR | (1908.02234v1)

Abstract: Let ${\varphi_k}{k=0}\infty $ be a sequence of orthonormal polynomials on the unit circle (OPUC) with respect to a probability measure $ \mu $. We study the variance of the number of zeros of random linear combinations of the form $$ P_n(z)=\sum{k=0}{n}\eta_k\varphi_k(z), $$ where ${\eta_k}{k=0}n $ are complex-valued random variables. Under the assumption that the distribution for each $\eta_k$ satisfies certain uniform bounds for the fractional and logarithmic moments, for the cases when ${\varphi_k}$ are regular in the sense of Ullman-Stahl-Totik or are such that the measure of orthogonality $\mu$ satisfies $d\mu(\theta)=w(\theta)d\theta$ where $w(\theta)=v(\theta)\prod{j=1}J|\theta - \theta_j|{\alpha_j}$, with $v(\theta)\geq c>0$, $\theta,\theta_j\in [0,2\pi)$, and $\alpha_j>0$, we give a quantitative estimate on the the variance of the number of zeros of $P_n$ in sectors that intersect the unit circle. When ${\varphi_k}$ are real-valued on the real-line from the Nevai class and ${\eta_k}$ are i.i.d.~complex-valued standard Gaussian, we prove a formula for the limiting value of variance of the number of zeros of $P_n$ in annuli that do not contain the unit circle.

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