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dc.contributor.authorButez, Raphaël*
dc.date.accessioned2017-10-27T12:01:51Z
dc.date.available2017-10-27T12:01:51Z
dc.date.issued2018
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/16834
dc.language.isoenen
dc.subjectRandom polynomials
dc.subject.ddc519en
dc.titleThe largest root of random Kac polynomials is heavy tailed
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe prove that the largest and smallest root in modulus of random Kac polynomials have a non-universal behavior. They do not converge towards the edge of the support of the limiting distribution of the zeros. This non-universality is surprising as the large deviation principle for the empirical measure is universal. This is in sharp contrast with random matrix theory where the large deviation principle is non-universal but the fluctuations of the largest eigenvalue are universal. We show that the modulus of the largest zero is heavy tailed, with a number of finite moments bounded from above by the behavior at the origin of the distribution of the coefficients. We also prove that the random process of the roots of modulus smaller than one converges towards a limit point process. Finally, in the case of complex Gaussian coefficients, we use the work of Peres and Virág [PV05] to obtain explicit formulas for the limiting objects.
dc.relation.isversionofjnlnameElectronic Communications in Probability
dc.relation.isversionofjnlvol23
dc.relation.isversionofjnldate2018
dc.relation.isversionofjnlpagesn°20
dc.relation.isversionofdoi10.1214/18-ECP114
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-01504174
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.description.ssrncandidatenon
dc.description.halcandidatenon
dc.description.readershiprecherche
dc.description.audienceInternational
dc.date.updated2017-12-15T18:10:22Z
hal.author.functionaut


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