Central Limit Theorem for the number of real roots of random orthogonal polynomials
Date
2021-11-17Author
Do, Yen
Nguyen, Hoi H
Nguyen, Oanh
Pritsker, Igor E
Metadata
Show full item recordAbstract
In this note we study the number of real roots of a wide class of random orthogonal polynomials with gaussian coefficients. Using the method of Wiener Chaos we show that the fluctuation in the bulk is asymptotically gaussian, even when the local correlations are different.
Citation
Do, Y., Nguyen, H.H., Nguyen, O., Pritsker, I.E. (2021). Central Limit Theorem for the number of real roots of random orthogonal polynomials. https://doi.org/10.48550/arxiv.2111.09015