On the Average Number of Sharp Crossings of Certain Gaussian Random Polynomials
Probability
2007-06-13 v1 Statistics Theory
Statistics Theory
Abstract
Let be a random algebraic 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 obtain the asymptotic behaviour of the expected number of u-sharp crossings of polynomial . We refer to u-sharp crossings as those zero up-crossings with slope greater than , or those down-crossings with slope smaller than . We consider the cases where is unbounded and is increasing with , where , and 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