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Expected Number of Slope Crossings of Certain Gaussian Random Polynomials

Probability 2007-06-13 v1 Statistics Theory Statistics Theory

Abstract

Let Qn(x)=i=0nAixiQ_n(x)=\sum_{i=0}^{n} A_{i}x^{i} be a random polynomial where the coefficients A0,A1,...A_0,A_1,... form a sequence of centered Gaussian random variables. Moreover, assume that the increments Δj=AjAj1\Delta_j=A_j-A_{j-1}, j=0,1,2,...j=0,1,2,... are independent, assuming A1=0A_{-1}=0. The coefficients can be considered as nn 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 Qn(x)=KxQ_n(x)=Kx, for the cases that KK is any non-zero real constant K=o(n1/4)K=o(n^{1/4}), and K=o(n1/2)K=o(n^{1/2}) 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}
}

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11 pages