On the average number of sharp crossings of certain Gaussian random polynomials (Q648469)

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On the average number of sharp crossings of certain Gaussian random polynomials
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    On the average number of sharp crossings of certain Gaussian random polynomials (English)
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    22 November 2011
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    The average number of real zeros of an algebraic polynomial \(Q_n(x)=\sum_{i=0}^{n}A_i x^i\), where the coefficients \(\{A_i\}_{i=0}^n\) are a sequence of random variables, is well known. The results mainly assume independent and identical standard Gaussian distribution for the coefficients. It is known that, for large \(n\), this average number is asymptotic to \((2/\pi) \log n\). Recently, there have been many interesting developments in this topic which introduced a new class of random algebraic polynomials by imposing a new assumption on the distribution of the above coefficients. It is assumed that the increments \(\Delta_i=A_i-A_{i-1}\) are independent with \(A_{-1}=0\). This assumption, therefore, yields that the coefficients \(\{A_i\}_{i=0}^n\) may be considered as successive Brownian points (see, for example, [\textit{S. Rezakhah, A. R. Soltani}, Stochastic Anal. Appl. 21, No.~1, 223--234 (2003); correction ibid. 24, No.~5, 1011--1012 (2006; Zbl 1027.60051)]). For the above condition on the distribution of the coefficients, the authors consider the expected number of sharp crossings of \(P_n(x)\). A crossing is defined to be \(u\)-sharp if it is an up-crossing with slope greater than \(u\) or if it is a down crossing with slope smaller than \(-u\). The value of \(u\) is allowed to tend to infinity with \(n\) and two special cases of \(u=o(n^{5/4})\) and \(u=o( n^{3/2})\) are considered in detail. Earlier results on this subject were discussed by \textit{A. T. Bharacha-Reid} and \textit{M. Sambandham} [Random Polynomials. Orlando etc.: Academic Press (1986; Zbl 0615.60058)] and the reviewer [Topics in Random Polynomials. Harlow: Addison Wesley Longman (1998; Zbl 0949.60010)].
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    number of real zeros
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    Kac-Rice formula
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    number of crossings
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    random polynomials
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