We establish Berry-Esseen bounds for the number of real roots of Gaussian Weyl polynomials $P_n$, where $n$ denotes the degree and is assumed to be sufficiently large. For each fixed $B$ above an absolute threshold, let $I_n=[-\sqrt n+B\sqrt{\log n}, \sqrt n-B\sqrt{\log n}]$. Uniformly over deterministic compact intervals $I\subseteq I_n$ whose length $\ell$ is sufficiently large and depends on $n$, the distribution of the standardized number of real roots in $I$ has Kolmogorov distance at most $C\log\ell/\sqrt\ell$ from the standard Gaussian distribution. Consequently, every such interval sequence with $\ell\to\infty$ satisfies a central limit theorem. In particular, taking $I=I_n$ gives the bound $C\log n/n^{1/4}$. The same bound holds for the distribution of the standardized number of real roots on $\mathbb R$. The key idea is to approximate the polynomial zero count by a sum of locally dependent random variables. We first couple the polynomial to a stationary Gaussian process and then truncate a moving-average representation of that process to obtain finite-range dependence. This strategy provides a route to Berry-Esseen bounds for other random polynomials with Gaussian coefficients whenever such a stationary approximation and quantitative truncation are available.
We obtain upper bounds for the number of real zeros of functions of the form $$ f(x) = \sum_{k=1}^{n} c_k \bigl(P_k(x)\bigr)^{\alpha_k}, $$ where $c_k, \alpha_k \in \mathbb{R}$ and each $P_k$ is a real polynomial of degree at most $d$ that is non-negative on an interval $I\subset \mathbb{R}$. We improve previously know...
Gal Binyamini, Avner Kiro, A. Logunov et al.· 0 citations
Given an $n\times n$ symmetric matrix $M$ with largest eigenvalue $\lambda_1\geq 0$, it is easy to show that the solution of the optimisation problem $\max_{v\in [-1,1]^n}v^TMv$ is at most $\lambda_1 n$. We prove the following converse: if every $n'\times n'$ principal submatrix of $M$ has maximal eigenvalue at least $...
Oliver Janzer, István Tomon, Fredy Yip· 1 citation
We consider sums of freely independent self-adjoint random variables that are not necessarily identically distributed. Let $\mu_j$ denote the distribution of the $j$th summand. We assume that they have mean zero and finite absolute moments of order $2+\delta$, where $0<\delta\le 1$. Let $\Delta$ denote the Kolmogorov d...
Denote by $\omega(n)$ the number of distinct prime divisors of the natural number $n$. In 2007, Granville and Soundararajan gave a quite new method to compute the higher moments $\sum_{n\leq x}(\omega(n)-\log\log x)^{k}$, for a wide range of integers $k\geq 2$. In this notes, we shall apply the method for $\omega_{z}(n...
T. Minamide, Haruka Sakai, Y. Tanigawa· 1 citation
Let $P_n$ be the matrix of a random permutation of $n$ symbols and let $M_n=\log\max_{|z|=1}|\det(I-zP_n)|$. Cook and Zeitouni proved that $M_n/\log n$ converges in probability to a constant $x_0$ for a uniform permutation. We show that the $\sqrt{\log n}$ fluctuations of $M_n$ are carried entirely by the number of cyc...
Let $\widehat R$ be the Pearson sample correlation matrix formed from $n$ independent Gaussian observations in $p$ dimensions, and write $m=n-1\ge p$. Under the null correlation $R=I_p$, the classical independent beta product, exact cumulants, and full Fourier inversion yield, along every sequence $p\to\infty$ with $m\...
Hong-Ru Zhao· 0 citations
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