Electronic Communications in Probability

The largest root of random Kac polynomials is heavy tailed

Raphaël Butez

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Abstract

We prove that the largest and smallest root in modulus of random Kac polynomials have a non-universal behavior. They do not converge towards the edge of the support of the limiting distribution of the zeros. This non-universality is surprising as the large deviations principle for the empirical measure is universal. This is in sharp contrast with random matrix theory where the large deviations principle is non-universal but the fluctuations of the largest eigenvalue are universal. We show that the modulus of the largest zero is heavy tailed, with a number of finite moments bounded from above by the behavior at the origin of the distribution of the coefficients. We also prove that the random process of the roots of modulus smaller than one converges towards a limit point process. Finally, in the case of complex Gaussian coefficients, we use the work of Peres and Virág [15] to obtain explicit formulas for the limiting objects.

Article information

Source
Electron. Commun. Probab., Volume 23 (2018), paper no. 20, 9 pp.

Dates
Received: 19 June 2017
Accepted: 29 January 2018
First available in Project Euclid: 15 March 2018

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1521079421

Digital Object Identifier
doi:10.1214/18-ECP114

Mathematical Reviews number (MathSciNet)
MR3779817

Zentralblatt MATH identifier
1391.60041

Subjects
Primary: 60F05: Central limit and other weak theorems 26C10: Polynomials: location of zeros [See also 12D10, 30C15, 65H05]

Keywords
random polynomials universality

Rights
Creative Commons Attribution 4.0 International License.

Citation

Butez, Raphaël. The largest root of random Kac polynomials is heavy tailed. Electron. Commun. Probab. 23 (2018), paper no. 20, 9 pp. doi:10.1214/18-ECP114. https://projecteuclid.org/euclid.ecp/1521079421


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