2016/08/09 by Yeager, Aaron M.
#Complex Variables (math.CV) #FOS: Mathematics #Probability (math.PR)
paper · doi:10.48550/arxiv.1608.02805
We study zero distribution of random linear combinations of the form Pn(z)=∑j=0nηjϕj(z), in any Jordan region Ω⊂ \mathbb C. The basis functions ϕj are orthogonal polynomials on the unit circle (OPUC) that are real-valued on the real line, and η0,…,ηn are complex-valued iid Gaussian random variables. We derive an explicit intensity function for the number of zeros of Pn in Ω for each fixed n. Using the Christoffel-Darboux formula, the intensity function takes a very simple shape. Moreover, we give the limiting value of the intensity function when the orthogonal polynomials are associated to Szegő weights.