Properties of Polynomial Roots - Statistical Repartition of The Roots

Statistical Repartition of The Roots

The statistical properties of the roots of a random polynomial have been the subject of several studies. Let

be a random polynomial. If the coefficients ai are independently and identically distributed with a mean of zero, the real roots are mostly located near ±1. The complex roots can be shown to be located on or close to the unit circle.

If the coefficients are Gaussian distributed with a mean of zero and variance of σ then the mean density of real roots is given by the Kac formula

where

When the coefficients are Gaussian distributed with a non zero mean and variance of σ, a similar but more complex formula is known.

Read more about this topic:  Properties Of Polynomial Roots

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