Salem-Zygmund Inequality for locally sub-Gaussian random variables, random trigonometric polynomials, and random circulant matrices

TL;DR

This paper extends the Salem--Zygmund inequality to locally sub-Gaussian variables and applies it to analyze root concentration of Kac polynomials and the smallest singular value of random circulant matrices, providing probabilistic bounds.

Contribution

It introduces a generalized Salem--Zygmund inequality for locally sub-Gaussian variables and applies it to study roots of Kac polynomials and singular values of circulant matrices.

Findings

Roots of Kac polynomials are confined within a specific annulus with high probability.

The smallest singular value of a random circulant matrix is bounded below by a polynomial rate with high probability.

Extended inequality offers new tools for analyzing random polynomials and matrices.

Abstract

In this manuscript we give an extension of the classic Salem--Zygmund inequality for locally sub-Gaussian random variables. As an application, the concentration of the roots of a Kac polynomial is studied, which is the main contribution of this manuscript. More precisely, we assume the existence of the moment generating function for the iid random coefficients for the Kac polynomial and prove that there exists an annulus of width \[O(n^{-2}(\log n)^{-1/2-\gamma}), \quad \gamma>1/2\] around the unit circle that does not contain roots with high probability. As an another application, we show that the smallest singular value of a random circulant matrix is at least $n^{-\rho}$, $\rho\in(0,1/4)$ with probability $1-O(n^{-2\rho})$.