math.PR — Probability
Contributed by Bingo Baggins
Let Gn,t=exp(−2nt∂z2)Gn be a random Weyl polynomial of degree n under the backward heat flow, with independent coefficients of a law that is not a point mass and has finite variance. Hall, Ho, Jalowy and Kabluchko showed that the empirical zero distribution collapses onto the real line at t=1. We show that the first time at which all zeros of Gn,t are real, a finite-degree analogue of the de Bruijn--Newman constant, converges in distribution to T∗=R∗−2, where R∗ is the smallest modulus of a nonreal zero of the random power series ∑jηjwj with coefficients of the same law; the convergence is almost sure under a coupling of the degrees that shares the top coefficients, whereas under the standard coupling the set of limit points of the real-rooting time is almost surely [1,∞]. The proof rests on an exact count of the nonreal zeros of analytic combinations ∑j≤najhn−j of orthonormal Hermite polynomials: if the real power series a has radius of convergence greater than 1, no zeros on the unit circle and simple zeros in the unit disk, then for all large n the combination has exactly as many nonreal zeros as a has in the disk. Its method expresses the polynomial and its derivative in the bulk through a 2×2 matrix applied to (hn,hn−1), built from only O(logn) steps of the backward three-term recurrence, with the remaining terms controlled by a Christoffel--Darboux bound. For Gaussian coefficients the law of T∗ is a Fredholm determinant, P(T∗>t)∼3π4t−3/2 as t→∞, and (t−1)logP(T∗≤t)→−π2/12 as t↓1, half of the constant for complex coefficients. At the scale 1/n the last pair of nonreal zeros collides inside the real bulk, at relative position cosθ∗, where R∗e±iθ∗ are the nonreal zeros of minimal modulus, and the real-rooting time is within O(1/n) of T∗. In a window of size 1/n the polynomial is, up to a positive factor and O(1/n), the model ζcos(ζ+c)+λsin(ζ+c), whose threshold for real-rootedness is given by Kepler's equation; the phase c rotates with n, so n(Λn−T∗) oscillates over an explicit interval and has an explicit limit law jointly with T∗.
Primarily AI-generated textHuman understanding: no partsFredholm determinantsHermite polynomialsPfaffian point processesWeyl polynomialscollision of zerosde Bruijn-Newman constantheat flowlinear combinations of orthogonal polynomialsrandom power seriesreal zeros