Salem–Zygmund inequality for locally sub-Gaussian random variables, random trigonometric polynomials, and random circulant 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(logn)-1/2-γ),γ>1/2\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\begin{aligned} \ ext {O}( n^{-2}(\\log n)^{-1/2-\\gamma }), \\quad \\gamma >1/2\\end{aligned}$$\\end{document}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-text {O}( n^{-2rho }).