No zero-crossings for random polynomials and the heat equation (Q482834): Difference between revisions

The authors consider algebraic polynomials with random independent zero-mean Gaussian coefficients having regularly varying variance as the function of the degree of the monomials. The focus of the paper is on the persistence probabilities of the polynomial to be negative on fixed intervals. Preferably, these intervals are \([0,1]\), \([0,\infty)\) and \((1,\infty)\). The asymptotics of such probabilties are studied and a new flexible criterion is established for the continuity of the persistence probability tail exponential rates. It is proved that the power coefficient in the asymptotics of such probabilities is independent of the detailed regularly varying variance function and corresponds to persistent probabilties for an explicit stationary Gaussian process. Further, making precise the notion of a solution to the \(d\)-dimensional heat equation initiated by a Gaussian white noise, the asymptotics of the probability for this solution to remain non-zero are deduced.