Expected Number of Slope Crossings of Certain Gaussian Random Polynomials

DOI10.1080/07362990701856972MaRDI QIDQ5459753zbMATH OpenOpenAlexFDO

Authors Saeid Rezakhah, S. Shemehsavar

Publication date 29 April 2008

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0701019

zbMATH Keywords

Brownian motionexpected densitynumber of real zerosrandom algebraic polynomialsslope crossings.

Mathematics Subject Classification ID

Stochastic processes (60G99)

Abstract: Let $Q_n(x)=su{m}_{i=0}^n{A}_i{x}^i$ be a random 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 study the number of times that such a random polynomial crosses a line which is not necessarily parallel to the x-axis. More precisely we obtain the asymptotic behavior of the expected number of real roots of the equation $Q_n(x)=Kx$, for the cases that $K$ is any non-zero real constant $K=o(n^{1/4})$, and $K=o(n^{1/2})$ separately.

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• On the average number of sharp crossings of certain Gaussian random polynomials
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Cites work

• scientific article; zbMATH DE number 1349680 (Why is no real title available?)
• On the average number of level crossings of certain Gaussian random polynomials
• On the average number of real roots of a random algebraic equation
• On the Expected Number of Real Zeros of Certain Gaussian Random Polynomials
• On the Expected Number of Real Zeros of Random Polynomials I. Coefficients with Zero Means
• Real Zeros of Random Polynomials
• Real Zeros of Random Polynomials. II

Cited in

(5)

• On real zeros of self-similar random Gaussian polynomials with decreasing variances: apparition of a phase transition
• Average number of real zeros of random algebraic polynomials defined by the increments of fractional Brownian motion
• Sharp crossings of a non-stationary stochastic process and its application to random polynomials
• On the average number of sharp crossings of certain Gaussian random polynomials
• On the average number of level crossings of certain Gaussian random polynomials

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