The real zeros of a random algebraic polynomial with dependent coefficients

DOI10.1216/RMJ-2012-42-3-1015zbMATH Open1254.60076arXiv0906.1996MaRDI QIDQ444713FDOQ444713

Authors: Jeffrey Matayoshi 

Publication date: 16 August 2012

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Abstract: Mark Kac gave one of the first results analyzing random polynomial zeros. He considered the case of independent standard normal coefficients and was able to show that the expected number of real zeros for a degree n polynomial is on the order of (2/pi)log(n), as n goes to infinity. Several years later, Sambandham considered two cases with some dependence assumed among the coefficients. The first case looked at coefficients with an exponentially decaying covariance function, while the second assumed a constant covariance. He showed that the expectation of the number of real zeros for an exponentially decaying covariance matches the independent case, while having a constant covariance reduces the expected number of zeros in half. In this paper we will apply techniques similar to Sambandham's and extend his results to a wider class of covariance functions. Under certain restrictions on the spectral density, we will show that the order of the expected number of real zeros remains the same as in the independent case.

Full work available at URL: https://arxiv.org/abs/0906.1996

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zbMATH Keywords

dependent random variablesrandom polynomialsreal zeros

Mathematics Subject Classification ID

Real polynomials: location of zeros (26C10) Stochastic processes (60G99) Stochastic analysis (60H99)

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Cited In (12)

• Real zeros of random algebraic polynomials with binomial elements
• Strong result for real zeros of random algebraic polynomials
• Title not available (Why is that?)
• The growth of the expected number of real zeros of a random polynomial with dependent coefficients
• Real zeros of classes of random algebraic polynomials
• Real zeros of algebraic polynomials with dependent random coefficients
• The expected number of real zeros of algebraic polynomials with dependent and non-identical random coefficients
• Title not available (Why is that?)
• Average number of real zeros of random algebraic polynomials defined by the increments of fractional Brownian motion
• New asymptotics for the mean number of zeros of random trigonometric polynomials with strongly dependent Gaussian coefficients
• Title not available (Why is that?)
• Real Zeros of Random Algebraic Polynomials

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