On the average number of sharp crossings of certain Gaussian random polynomials

MaRDI QIDQ648469zbMATH OpenFDO

Authors Saeid Rezakhah, S. Shemehsavar

Publication date 22 November 2011

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

Full work available at URL https://arxiv.org/abs/math/0605699

zbMATH Keywords

Kac-Rice formularandom polynomialsnumber of real zerosnumber of crossings

Mathematics Subject Classification ID

Stochastic processes (60G99) Stochastic analysis (60H99)

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, assuming $A_{-1}=0$. The coefficients can be considered as $n$ consecutive observations of a Brownian motion. We obtain the asymptotic behaviour of the expected number of u-sharp crossings of polynomial $Q_n(x)$ . We refer to u-sharp crossings as those zero up-crossings with slope greater than $u$, or those down-crossings with slope smaller than $-u$. We consider the cases where $u$ is unbounded and is increasing with $n$, where $u=o(n^{5/4})$, and $u=o(n^{3/2})$ separately.

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(2)

• On the average number of level crossings of certain Gaussian random polynomials
• Expected Number of Slope Crossings of Certain Gaussian Random Polynomials

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