Asymptotic results for random polynomials on the unit circle

Autor

  • Gabriel H. Tucci
  • Philip Whiting

Słowa kluczowe:

Random polynomials, Brownian bridge, stochastic process

Abstrakt

In this paper we study the asymptotic behavior of the maximum magnitude of a complex random polynomial with i.i.d. uniformly distributed random roots on the unit circle. More specifically, let {nk}k=1 be an infinite sequence of positive integers and  let {zk}k=1 be a sequence of i.i.d. uniformly distributed random variables on the unit circle. The above pair of sequences determine a sequence of random polynomials PNzNk=1 z − zknk with random roots on the unit circle and their corresponding multiplicities. In this work, we show that subject to a certain regularity condition on the sequence {nk}k=1, the log maximum magnitude of these polynomials scales as sNI, where s2NNk=1 nk2 and I is a strictly positive random variable.

Pobrania

Opublikowane

2014-11-04

Numer

Dział

Artykuły [1035]