Variance of real zeros of random orthogonal polynomials

We determine the asymptotics for the variance of the number of zeros of random linear combinations of orthogonal polynomials of degree ≤n in subintervals [a,b] of the support of the underlying orthogonality measure μ. We show that, as n→∞, this variance is asymptotic to cn, for some explicit constan...

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Bibliographic Details
Published inJournal of mathematical analysis and applications Vol. 498; no. 1; p. 124954
Main Authors Lubinsky, Doron S., Pritsker, Igor E.
Format Journal Article
LanguageEnglish
Published Elsevier Inc 01.06.2021
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Summary:We determine the asymptotics for the variance of the number of zeros of random linear combinations of orthogonal polynomials of degree ≤n in subintervals [a,b] of the support of the underlying orthogonality measure μ. We show that, as n→∞, this variance is asymptotic to cn, for some explicit constant c>0.
ISSN:0022-247X
1096-0813
DOI:10.1016/j.jmaa.2021.124954