150 research outputs found
Real Roots of Random Polynomials and Zero Crossing Properties of Diffusion Equation
We study various statistical properties of real roots of three different
classes of random polynomials which recently attracted a vivid interest in the
context of probability theory and quantum chaos. We first focus on gap
probabilities on the real axis, i.e. the probability that these polynomials
have no real root in a given interval. For generalized Kac polynomials, indexed
by an integer d, of large degree n, one finds that the probability of no real
root in the interval [0,1] decays as a power law n^{-\theta(d)} where \theta(d)
> 0 is the persistence exponent of the diffusion equation with random initial
conditions in spatial dimension d. For n \gg 1 even, the probability that they
have no real root on the full real axis decays like
n^{-2(\theta(2)+\theta(d))}. For Weyl polynomials and Binomial polynomials,
this probability decays respectively like \exp{(-2\theta_{\infty}} \sqrt{n})
and \exp{(-\pi \theta_{\infty} \sqrt{n})} where \theta_{\infty} is such that
\theta(d) = 2^{-3/2} \theta_{\infty} \sqrt{d} in large dimension d. We also
show that the probability that such polynomials have exactly k roots on a given
interval [a,b] has a scaling form given by \exp{(-N_{ab} \tilde
\phi(k/N_{ab}))} where N_{ab} is the mean number of real roots in [a,b] and
\tilde \phi(x) a universal scaling function. We develop a simple Mean Field
(MF) theory reproducing qualitatively these scaling behaviors, and improve
systematically this MF approach using the method of persistence with partial
survival, which in some cases yields exact results. Finally, we show that the
probability density function of the largest absolute value of the real roots
has a universal algebraic tail with exponent {-2}. These analytical results are
confirmed by detailed numerical computations.Comment: 32 pages, 16 figure
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