Central limit theorems for the real zeros of Weyl polynomials
classification
🧮 math.PR
keywords
realrootscentrallimitweylargumentcomparisoncorrelation
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We establish the central limit theorem for the number of real roots of the Weyl polynomial $P_n(x)=xi_0 + xi_1 x+ ... + xi_n (n!)^{(-1/2)} x^n$, where $xi_i$ are iid Gaussian random variables. The main ingredients in the proof are new estimates for the correlation functions of the real roots of $P_n$ and a comparison argument exploiting local laws and repulsion properties of these real roots.
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