English

No zero-crossings for random polynomials and the heat equation

Probability 2015-01-12 v4

Abstract

Consider random polynomial i=0naixi\sum_{i=0}^na_ix^i of independent mean-zero normal coefficients aia_i, whose variance is a regularly varying function (in ii) of order α\alpha. We derive general criteria for continuity of persistence exponents for centered Gaussian processes, and use these to show that such polynomial has no roots in [0,1][0,1] with probability nbα+o(1)n^{-b_{\alpha}+o(1)}, and no roots in (1,)(1,\infty) with probability nb0+o(1)n^{-b_0+o(1)}, hence for nn even, it has no real roots with probability n2bα2b0+o(1)n^{-2b_{\alpha}-2b_0+o(1)}. Here, bα=0b_{\alpha}=0 when α1\alpha\le-1 and otherwise bα(0,)b_{\alpha}\in(0,\infty) is independent of the detailed regularly varying variance function and corresponds to persistence probabilities for an explicit stationary Gaussian process of smooth sample path. Further, making precise the solution ϕd(x,t)\phi_d({\mathbf{x}},t) to the dd-dimensional heat equation initiated by a Gaussian white noise ϕd(x,0)\phi_d({\mathbf{x}},0), we confirm that the probability of ϕd(x,t)0\phi_d({\mathbf{x}},t)\neq0 for all t[1,T]t\in[1,T], is Tbα+o(1)T^{-b_{\alpha}+o(1)}, for α=d/21\alpha=d/2-1.

Keywords

Cite

@article{arxiv.1208.2382,
  title  = {No zero-crossings for random polynomials and the heat equation},
  author = {Amir Dembo and Sumit Mukherjee},
  journal= {arXiv preprint arXiv:1208.2382},
  year   = {2015}
}

Comments

Published in at http://dx.doi.org/10.1214/13-AOP852 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T21:49:25.643Z