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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: journal Stochastic Analysis and Applications, Volume 21, Issue 1 January 2003 , pages 223 - 234
Formats available: HTML (English) : PDF (English)
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Abstract

Let 7540ILM0001.gif 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 A0A1, … 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
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