vix.ing · top · new · best · stats · spec

Random polynomials: the closest roots to the unit circle

2020/10/21 by Marcus Michelen, Julian Sahasrabudhe, Michelen, Marcus +1
Mathematics · #26C10 #42A32 #60F05 #60G10 #60G15 #Classical Analysis and ODEs (math.CA) #Combinatorics (math.CO) #FOS: Mathematics #Geometry and complex manifolds #Point processes and geometric inequalities #Probability (math.PR) #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.2010.10869

openalex publication_date 2020/10/21 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Let f = ∑k=0n εk zk be a random polynomial, where ε0,… ,εn are iid standard Gaussian random variables, and let ζ1,…,ζn denote the roots of f. We show that the point process determined by the magnitude of the roots \ 1-|ζ1|,…, 1-|ζn| \ tends to a Poisson point process at the scale n-2 as n→ ∞. One consequence of this result is that it determines the magnitude of the closest root to the unit circle. In particular, we show that mink ||ζk| - 1|n2 → Exp(1/6), in distribution, where Exp(λ) denotes an exponential random variable of mean λ-1. This resolves a conjecture of Shepp and Vanderbei from 1995 that was later studied by Konyagin and Schlag.

Related