No zero-crossings for random polynomials and the heat equation
Abstract
Consider random polynomial of independent mean-zero normal coefficients , whose variance is a regularly varying function (in ) of order . 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 with probability , and no roots in with probability , hence for even, it has no real roots with probability . Here, when and otherwise 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 to the -dimensional heat equation initiated by a Gaussian white noise , we confirm that the probability of for all , is , for .
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)