Expected Number of Slope Crossings of Certain Gaussian Random Polynomials
Probability
2007-06-13 v1 Statistics Theory
Statistics Theory
Abstract
Let be a random polynomial where the coefficients form a sequence of centered Gaussian random variables. Moreover, assume that the increments , are independent, assuming . The coefficients can be considered as 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 , for the cases that is any non-zero real constant , and separately.
Keywords
Cite
@article{arxiv.math/0701019,
title = {Expected Number of Slope Crossings of Certain Gaussian Random Polynomials},
author = {S. Rezakhah and S. Shemehsavar},
journal= {arXiv preprint arXiv:math/0701019},
year = {2007}
}
Comments
11 pages