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arxiv: 1503.06376 · v1 · pith:QL5TZFD6new · submitted 2015-03-22 · 🧮 math.PR

Expected number of real zeros for random linear combinations of orthogonal polynomials

classification 🧮 math.PR
keywords realexpectedpolynomialszerosrandomcombinationslinearnumber
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We study the expected number of real zeros for random linear combinations of orthogonal polynomials. It is well known that Kac polynomials, spanned by monomials with i.i.d. Gaussian coefficients, have only $(2/\pi + o(1))\log{n}$ expected real zeros in terms of the degree $n$. On the other hand, if the basis is given by Legendre (or more generally by Jacobi) polynomials, then random linear combinations have $n/\sqrt{3} + o(n)$ expected real zeros. We prove that the latter asymptotic relation holds universally for a large class of random orthogonal polynomials on the real line, and also give more general local results on the expected number of real zeros.

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