Asymptotic results for random polynomials on the unit circle
Słowa kluczowe:
Random polynomials, Brownian bridge, stochastic processAbstrakt
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 PNz =ΠNk=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 s2N =ΣNk=1 nk2 and I is a strictly positive random variable.