Zeros of random linear combinations of OPUC with complex Gaussian coefficients

preprint2016arXivOpen access

Abstract

We study zero distribution of random linear combinations of the form Pn(z)=∑j=0nηjϕj(z),P_n(z)=\sum_{j=0}^nη_jϕ_j(z), in any Jordan region Ω⊂CΩ\subset \mathbb C. The basis functions ϕjϕ_j are orthogonal polynomials on the unit circle (OPUC) that are real-valued on the real line, and η0,…,ηnη_0,\dots,η_n are complex-valued iid Gaussian random variables. We derive an explicit intensity function for the number of zeros of PnP_n in ΩΩ for each fixed nn. 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.

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