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On the Average Number of Sharp 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 algebraic 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 obtain the asymptotic behaviour of the expected number of u-sharp crossings of polynomial Qn(x)Q_n(x) . We refer to u-sharp crossings as those zero up-crossings with slope greater than uu, or those down-crossings with slope smaller than u-u. We consider the cases where uu is unbounded and is increasing with nn, where u=o(n5/4)u=o(n^{5/4}), and u=o(n3/2)u=o(n^{3/2}) separately.

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Cite

@article{arxiv.math/0605699,
  title  = {On the Average Number of Sharp Crossings of Certain Gaussian Random Polynomials},
  author = {S. Shemehsavar and S. Rezakhah},
  journal= {arXiv preprint arXiv:math/0605699},
  year   = {2007}
}

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11 pages