On the Expected Number of Real Zeros of Certain Gaussian Random Polynomials
Authors:
S. Rezakhah a;
A. R. Soltani b
| Affiliations: | a Department of Mathematics, Amirkabir University of Technology, Tehran, Iran |
| b Department of Statistics and Operations Research, Faculty of Science, Kuwait University, Kuwait City, Kuwait |
DOI:
10.1081/SAP-120017540
Publication Frequency:
6 issues per year
Published in:
Stochastic Analysis and Applications,
Volume
21,
Issue
1
January
2003
, pages 223
- 234
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Abstract
Let
be a random algebraic polynomial where the coefficients A0,A1,… form a sequence of centered Gaussian random variables. Moreover, assume that the increments Δj=Aj-Aj-1,j=0,1,2,… are independent, A-1=0. The coefficients A0, A1, … An can be considered as n consecutive observations of a Brownian motion. We provide an explicit formula for the expected density of the number of real zeros of Qn(x). We observe that the expected density of real zeros on (-1/p,1/p) has the limit p/(1-p2x2), n→∞ where p2j=Var(Δj), and we obtain the asymptotic behaviour of the expected number of real zeros for the case that p=1, which exhibits new features in the study of random algebraic polynomials.
|
| Keywords: Random algebraic polynomial; Number of real zeros; Expected density; Gaussian coefficients; Primary 60H42; Secondary 60G99 |
| view references (13) |

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be a random algebraic polynomial where the coefficients A0,A1,… form a sequence of centered Gaussian random variables. Moreover, assume that the increments Δj=Aj-Aj-1,j=0,1,2,… are independent, A-1=0. The coefficients A0, A1, … An can be considered as n consecutive observations of a Brownian motion. We provide an explicit formula for the expected density of the number of real zeros of Qn(x). We observe that the expected density of real zeros on (-1/p,1/p) has the limit p/(1-p2x2), n→∞ where p2j=Var(Δj), and we obtain the asymptotic behaviour of the expected number of real zeros for the case that p=1, which exhibits new features in the study of random algebraic polynomials.
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