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

zbMATH Open1235.60057arXivmath/0605699MaRDI QIDQ648469FDOQ648469

Authors: Saeid Rezakhah, S. Shemehsavar 

Publication date: 22 November 2011

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

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.

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

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zbMATH Keywords

Kac-Rice formularandom polynomialsnumber of real zerosnumber of crossings

Mathematics Subject Classification ID

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

Cited In (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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