The K-level crossings of a random algebraic polynomial with dependent coefficients

DOI10.1016/J.SPL.2011.09.019zbMATH Open1234.60070arXiv0912.4065OpenAlexW2022438740MaRDI QIDQ654502FDOQ654502

Jeffrey Matayoshi

Publication date: 28 December 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: For a random polynomial with standard normal coefficients, two cases of the K-level crossings have been considered by Farahmand. When the coefficients are independent, Farahmand was able to derive an asymptotic value for the expected number of level crossings, even if K is allowed to grow to infinity. Alternatively, it was shown that when the coefficients have a constant covariance, the expected number of level crossings is reduced by half. In this paper we are interested in studying the behavior for dependent standard normal coefficients where the covariance is decaying and no longer constant. Using techniques similar to those of Farahmand, we will be able to show that for a wide range of covariance functions behavior similar to the independent case can be expected.

Full work available at URL: https://arxiv.org/abs/0912.4065

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zbMATH Keywords

dependent random variablesrandom polynomialsalgebraic polynomialslevel crossings

Mathematics Subject Classification ID

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

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Cited In (2)

• The average number of level crossings of a random algebraic polynomial
• Title not available (Why is that?)

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