Search arXivSearch

arXiv · 2605.31356

Pólya--Schur problems and free probability

Abstract

In this work, we build a bridge between the Pólya--Schur program and Voiculescu's free probability theory. A cornerstone of the former is the Pólya--Benz Theorem, classifying a central family of real-root preserving operators on the space of polynomials, as those given by $f(\partial_z)$ for a Laguerre--Pólya function $f$ and the derivative operator $\partial_{z}$. We prove that any free (additive) infinitely divisible distribution can be attained as the weak limit of root distributions of Appell polynomials $f_n(\partial_z)z^n$ as $n\to\infty$, for a suitably chosen sequence $f_n$ of Laguerre--Pólya functions. Such questions on the (global) limiting distributions of real rooted polynomials belong to the active research area of finite free probability. In contrast to its standard tools, our approach allows for non-compactly supported limiting distributions, (barely) complex rooted polynomials and even provides the full microscopic description of the roots. Moreover, we extend our results to differential operators generating free multiplicative infinitely divisible distributions, to the rectangular free convolution, and to $f_n(\partial_z)p_n$ for real rooted polynomials $p_n$, implying a generalization of the recent connections between the heat flow and free Brownian motion to any free Lévy process. As corollaries, we identify free stable distributions by choosing $f_n$ to be a fixed rescaled Laguerre--Pólya function, and we prove various convergence results on the zero distributions of Jensen polynomials, e.g. the limiting root distribution of Jensen polynomial of the Riemann $Ξ$-function is given by the Cauchy distribution.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Andrew Campbell, Jonas Jalowy. 2026-05-29. Pólya--Schur problems and free probability. https://arxiv.org/abs/2605.31356

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Local well-posedness of general mean field game master equations

This paper presents a generic approach for establishing mean field game master equations, applicable whenever the mean field equilibrium can be characterized by a McKean-Vlasov forward-backward stochastic differential equation system. The core of our approach is a representation formula for the first-order Lions derivative of the decoupling field of this forward-backward SDE system. We then employ a bootstrap argument to recursively compute its higher-order derivatives. To demonstrate the method's versatility, we establish the local well-posedness for master equations in three distinct models: extended mean field games, mean field games with volatility control, and mean field games with a major player.

math.PR

Uniqueness for nonlinear Fokker-Planck equations with general diffusion terms and their associated nonlinear Markov processes

This work is concerned with the uniqueness of distributional solutions to nonlinear Fokker-Planck equations with non-diagonal diffusion terms of type \begin{equation} u_{t}-\sum_{i,j=1}^{d} D^{2}_{ij}(a_{ij}(x)β(x,u))+ \text{div}(b(x,u)u)=0 \quad \text{in}\; (0, \infty) \times \mathbb{R}^{d} ,\notag \end{equation} with initial condition $u(0,x)\equiv u_{0}(x)$, where $a_{ij}$, $β$, and $b$ are suitable functions. Under suitable assumptions, this equation generates a continuous contraction semigroup $S(t): L^{1}(\mathbb{R}^{d}) \rightarrow L^{1}(\mathbb{R}^{d})$, and $u(t)=S(t)u_{0}$ is a mild solution to the equation. Our main contribution is to prove that this mild solution is unique in the much larger class of distributional solutions. This extends previous uniqueness results for the diagonal (also called isotropic) diffusion case $a_{ij} \equiv δ_{ij}$. Another key analytical result of this paper is the uniqueness for distributional solutions of the associated linearized equation. As a main application, we prove weak uniqueness for the corresponding McKean-Vlasov SDEs. Moreover, we prove that, the probabilistically weak solution to the McKean-Vlasov SDEs is also the unique probabilistically strong solution. Furthermore, we establish a new $L^{\infty}$ estimate for mild solutions starting from data in $L^{1}\cap L^{\infty}$ and this estimate is used in the construction of nonlinear Markov processes. Finally, we prove that the path laws of the solutions to the McKean-Vlasov SDEs form a nonlinear Markov process in the sense of McKean.

math.PR

Small-time annealed large deviations principle for one-dimensional diffusions in a random environment

In this paper, we establish a small-time annealed path large deviation principle for one-dimensional diffusions in a random environment associated with the generator ${\mathcal L}_W f(x)=e^{-ρ(x,W)}(e^{a(x,W)}f'(x))'$. The coefficients $\{ρ(x,\cdot):x\in\mathbb R\}$ and $\{a(x,\cdot):x\in\mathbb R\}$ are random. We assume that for each fixed realization of the environment, $ρ$ and $a$ are continuous and locally exponentially integrable, and that the support of the associated intrinsic coordinates is compact and non-collapsing. This framework includes the extensively studied Brox diffusion $dX_t=dB_t-\frac12\dot W(X_t)\,dt$, where $B$ is a standard Brownian motion and $W$ is an independent two-sided Brownian motion representing the environment. The Itô--McKean representation of the diffusions and the estimates of the first exit probabilities derived via Moser iteration play a crucial role.

math.PR