No zero-crossings for random polynomials and the heat equation

DOI10.1214/13-AOP852MaRDI QIDQ482834zbMATH OpenOpenAlexFDO

Authors Amir Dembo, Sumit Mukherjee

Publication date 6 January 2015

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1208.2382, https://projecteuclid.org/euclid.aop/1415801553

zbMATH Keywords

Gaussian processesheat equationrandom polynomialsreal zerosGaussian white noiseregularly varying variance

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Heat equation (35K05) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Real polynomials: location of zeros (26C10) Stochastic analysis (60H99)

Abstract: Consider random polynomial $su{m}_{i=0}^n{a}_i{x}^i$ of independent mean-zero normal coefficients $a_i$, whose variance is a regularly varying function (in $i$) of order $alpha$. We derive general criteria for continuity of persistence exponents for centered Gaussian processes, and use these to show that such polynomial has no roots in $[0,1]$ with probability $n^{-b_{alpha}+o(1)}$, and no roots in $(1,infty)$ with probability $n^{-b_0+o(1)}$, hence for $n$ even, it has no real roots with probability $n^{-2b_{alpha}-2b_0+o(1)}$. Here, $b_{alpha}=0$ when $alphale-1$ and otherwise $b_{alpha}in(0,infty)$ is independent of the detailed regularly varying variance function and corresponds to persistence probabilities for an explicit stationary Gaussian process of smooth sample path. Further, making precise the solution $ph{i}_d(mathbfx,t)$ to the $d$-dimensional heat equation initiated by a Gaussian white noise $ph{i}_d(mathbfx,0)$, we confirm that the probability of $ph{i}_d(mathbfx,t)eq0$ for all $tin[1,T]$, is $T^{-b_{alpha}+o(1)}$, for $alpha=d/2-1$.

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Cited in

(17)

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• Persistence of Gaussian stationary processes: a spectral perspective
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• Persistence probability of a random polynomial arising from evolutionary game theory
• Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting)
• Persistence exponents in Markov chains
• Persistence Probability for a Class of Gaussian Processes Related to Random Interface Models
• Persistence probabilities in centered, stationary, Gaussian processes in discrete time
• Persistence probabilities of weighted sums of stationary Gaussian sequences
• Persistence of Gaussian processes: non-summable correlations
• Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion
• Persistence probability of random Weyl polynomial
• A covariance formula for topological events of smooth Gaussian fields
• Persistence probabilities of a smooth self-similar anomalous diffusion process
• Point processes, hole events, and large deviations: random complex zeros and Coulomb gases
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