Why Do Polynomial Roots Tend to Have Absolute Value Close to 1?

cv.complex-variablespolynomialspr.probability

While playing around with Mathematica I noticed that most polynomials with real coefficients seem to have most complex zeroes very near the unit circle. For instance, if we plot all the roots of a polynomial of degree 300 with coefficients chosen randomly from the interval $[27, 42]$, we get something like this:

roots

The Mathematica code to produce the picture was:

randomPoly[n_, x_, {a_, b_}] := 
  x^Range[0, n] . Table[RandomReal[{a, b}], {n + 1}];
Graphics[Point[{Re[x], Im[x]}] /. 
  NSolve[randomPoly[300, x, {27, 42}], x], Axes -> True]

If I try other intervals and other degrees, the picture is always mostly the same: almost all roots are close to the unit circle.

Question: why does this happen?

Best Answer

Let me give an informal explanation using what little I know about complex analysis.

Suppose that $p(z)=a_{0}+...+a_{n}z^{n}$ is a polynomial with random complex coefficients and suppose that $p(z)=a_{n}(z-c_{1})\cdots(z-c_{n})$. Then take note that

$$\frac{p'(z)}{p(z)}=\frac{d}{dz}\log(p(z))=\frac{d}{dz}\log(z-c_{1})+...+\log(z-c_{n})= \frac{1}{z-c_{1}}+...+\frac{1}{z-c_{n}}.$$

Now assume that $\gamma$ is a circle larger than the unit circle. Then

$$\oint_{\gamma}\frac{p'(z)}{p(z)}dz=\oint_{\gamma}\frac{na_{n}z^{n-1}+(n-1)a_{n-1}z^{n-2}+...+a_{1}}{a_{n}z^{n}+...+a_{0}}\approx\oint_{\gamma}\frac{n}{z}dz=2\pi in.$$

However, by the residue theorem,

$$\oint_{\gamma}\frac{p'(z)}{p(z)}dz=\oint_{\gamma}\frac{1}{z-c_{1}}+...+\frac{1}{z-c_{n}}dz=2\pi i|\{k\in\{1,\ldots,n\}|c_{k}\,\,\textrm{is within the contour}\,\,\gamma\}|.$$

Combining these two evaluations of the integral, we conclude that $$2\pi i n\approx 2\pi i|\{k\in\{1,\ldots,n\}|c_{k}\,\,\textrm{is within the contour}\,\,\gamma\}|.$$ Therefore there are approximately $n$ zeros of $p(z)$ within $\gamma$, so most of the zeroes of $p(z)$ are within $\gamma$, so very few zeroes can have absolute value significantly greater than $1$. By a similar argument, very few zeroes can have absolute value significantly less than $1$. We conclude that most zeroes lie near the unit circle.

$\textbf{Added Oct 11,2014}$

A modified argument can help explain why the zeroes tend to be uniformly distributed around the circle as well. Suppose that $\theta\in[0,2\pi]$ and $\gamma_{\theta}$ is the pizza slice shaped contour defined by $$\gamma_{\theta}:=\gamma_{1,\theta}+\gamma_{2,\theta}+\gamma_{3,\theta}$$ where

$$\gamma_{1,\theta}=([0,1+\epsilon]\times\{0\})$$

$$\gamma_{2,\theta}=\{re^{i\theta}|r\in[0,1+\epsilon]\}$$

$$\gamma_{3,\theta}=\cup\{e^{ix}(1+\epsilon)|x\in[0,\theta]\}.$$

Then $$\oint_{\gamma_{\theta}}\frac{p'(z)}{p(z)}dz= \oint_{\gamma_{\theta,1}}\frac{p'(z)}{p(z)}dz+\oint_{\gamma_{\theta,2}}\frac{p'(z)}{p(z)}dz+\oint_{\gamma_{\theta,3}}\frac{p'(z)}{p(z)}dz$$

$$\approx O(1)+O(1)+\oint_{\gamma_{\theta,3}}\frac{p'(z)}{p(z)}dz$$

$$\approx O(1)+O(1)+\oint_{\gamma_{\theta,3}}\frac{na_{n}z^{n-1}+(n-1)a_{n-1}z^{n-2}+...+a_{1}}{a_{n}z^{n}+...+a_{0}}dz$$

$$\approx O(1)+O(1)+\oint_{\gamma_{\theta,3}}\frac{n}{z}dz\approx n i\theta$$.

Therefore, there should be approximately $\frac{i\theta}{2\pi}$ zeroes inside the pizza slice $\gamma_{\theta}$.

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