Central limit theorem for random polynomials with general coefficients

From papers

Let NR,ξN_{\mathbb{R},\boldsymbol{\xi}} be the number of real zeros of a random polynomial from any model considered in Section. Assume that the coefficient distribution is subgaussian and that ξ\xi has mean zero and variance one. Central limit theorem for general coefficients. For all such random polynomial models,

NR,ξENR,ξVarNR,ξdN(0,1)as n.\frac{N_{\mathbb{R},\boldsymbol{\xi}}-\mathbb{E}N_{\mathbb{R},\boldsymbol{\xi}}}{\sqrt{\mathrm{Var}\,N_{\mathbb{R},\boldsymbol{\xi}}}} \xrightarrow{d}{\mathbf N}(0,1) \qquad\text{as }n\to\infty.

This conjecture proposes that the Gaussian fluctuation behavior known for several Gaussian polynomial models persists for subgaussian, non-Gaussian coefficient distributions. Its scope is all models considered in the paper, while the statement does not claim a proof for any particular model.

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Sources & referencesView supporting material

Primary source

Ander Aguirre, Hoi H. Nguyen and Jingheng Wang, “Real Roots of Random Weyl Polynomials with General Coefficients: Expectation and Variance”, arXiv:2511.07735 (2025).

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