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Expected number of real zeros of random Taylor Series

Probability 2017-10-05 v2

Abstract

Let ξ0,ξ1,\xi_0,\xi_1,\ldots be i.i.d. random variables with zero mean and unit variance. Consider a random Taylor series of the form f(z)=k=0ξkckzkf(z)=\sum_{k=0}^\infty \xi_k c_k z^k, where c0,c1,c_0,c_1,\ldots is a real sequence such that cn2c_n^2 is regularly varying with index γ1\gamma-1, where γ>0\gamma>0. We prove that EN[0,1ϵ]γ2πlogϵ\mathbb{E} N[0,1-\epsilon] \sim \frac{\sqrt{\gamma}}{2\pi} |\log \epsilon| as ϵ0\epsilon \downarrow 0, where N[0,r]N[0,r] denotes the number of real zeroes of ff in the interval [0,r][0,r].

Keywords

Cite

@article{arxiv.1709.02937,
  title  = {Expected number of real zeros of random Taylor Series},
  author = {Hendrik Flasche and Zakhar Kabluchko},
  journal= {arXiv preprint arXiv:1709.02937},
  year   = {2017}
}

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36 pages