Expected number of local maxima of some Gaussian random polynomials

MaRDI QIDQ949090zbMATH OpenFDO

Authors Saeid Rezakhah, S. Shemehsavar

Publication date 20 October 2008

Published in Bulletin of the Iranian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0605116

zbMATH Keywords

Brownian motionlocal maximanumber of real zerosexpected densityrandom algebraic polynomial

Mathematics Subject Classification ID

Stochastic processes (60G99)

Abstract: Let $Q_n(x)=su{m}_{i=0}^n{A}_i{x}^i$ be a random algebraic polynomial where the coefficients $A_0,A_1,\mathrm{...}$ form a sequence of centered Gaussian random variables. Moreover, assume that the increments $Delt{a}_j=A_j-A_{j-1}$, $j=0,1,2,\mathrm{...}$ are independent, $A_{-1}=0$. The coefficients can be considered as $n$ consecutive observations of a Brownian motion. We study the asymptotic behaviour of the expected number of local maxima of $Q_n(x)$ below level $u=O(n^k)$, for some $k>0$.

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