English

Random systems of polynomial equations. The expected number of roots under smooth analysis

Probability 2009-02-09 v2 Numerical Analysis

Abstract

We consider random systems of equations over the reals, with mm equations and mm unknowns Pi(t)+Xi(t)=0P_i(t)+X_i(t)=0, tRmt\in\mathbb{R}^m, i=1,...,mi=1,...,m, where the PiP_i's are non-random polynomials having degrees did_i's (the "signal") and the XiX_i's (the "noise") are independent real-valued Gaussian centered random polynomial fields defined on Rm\mathbb{R}^m, with a probability law satisfying some invariance properties. For each ii, PiP_i and XiX_i have degree did_i. The problem is the behavior of the number of roots for large mm. We prove that under specified conditions on the relation signal over noise, which imply that in a certain sense this relation is neither too large nor too small, it follows that the quotient between the expected value of the number of roots of the perturbed system and the expected value corresponding to the centered system (i.e., PiP_i identically zero for all i=1,...,mi=1,...,m), tends to zero geometrically fast as mm tends to infinity. In particular, this means that the behavior of this expected value is governed by the noise part.

Keywords

Cite

@article{arxiv.0807.0262,
  title  = {Random systems of polynomial equations. The expected number of roots under smooth analysis},
  author = {Diego Armentano and Mario Wschebor},
  journal= {arXiv preprint arXiv:0807.0262},
  year   = {2009}
}

Comments

Published in at http://dx.doi.org/10.3150/08-BEJ149 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)