Abstract
Let \(\xi _0,\xi _1,\ldots \) be i.i.d. random variables with zero mean and unit variance. We study the following four families of random analytic functions:
We compute explicitly the limiting mean density of real zeroes of these random functions. More precisely, we provide a formula for \(\lim _{n\rightarrow \infty } n^{-1/2}\mathbb {E} N_n[a,b]\), where \(N_n[a,b]\) is the number of zeroes of \(P_n\) in the interval [a, b].
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Notes
A random variable Z has negative binomial distribution \(\text {NBin}(n,p)\) if \(\mathbb {P}\left[ Z=k\right] = \left( {\begin{array}{c}n+k-1\\ k\end{array}}\right) p^n(1-p)^k\) for \(k=0,1,\ldots \).
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The support by the SFB 878 “Groups, Geometry and Actions” is gratefully acknowledged.
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Flasche, H., Kabluchko, Z. Real Zeroes of Random Analytic Functions Associated with Geometries of Constant Curvature. J Theor Probab 33, 103–133 (2020). https://doi.org/10.1007/s10959-018-0843-z
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DOI: https://doi.org/10.1007/s10959-018-0843-z
Keywords
- Random polynomials
- Random analytic functions
- Spherical polynomials
- Flat analytic function
- Hyperbolic analytic function
- Weyl polynomials
- Real zeroes
- Weak convergence
- Gaussian processes
- Functional limit theorem