English

The level crossings of random sums

Probability 2021-04-08 v2 Statistics Theory Statistics Theory

Abstract

Let {ηj}j=0N\{\eta_{j}\}_{j = 0}^{N} be a sequence of independent and identically distributed complex normal random variables with mean zero and variances {σj2}j=0N\{\sigma_{j}^{2}\}_{j = 0}^{N}. Let {fj(z)}j=0N\{f_{j} (z)\}_{j = 0}^{N} be a sequence of holomorphic functions that are real-valued on the real line. The purpose of the present study is that of examining the number of times that the random sum j=0Nηjfj(z)\sum_{j = 0}^{N} \eta_{j} f_{j} (z) crosses the complex level K=K1+iK2\boldsymbol{K} = K_{1} + i K_{2}, where K1K_{1} and K2K_{2} are constants independent of zz. More specifically, we establish an exact formula for the expected density function for the complex zeros. We then reformulate the problem in terms of successive observations of a Brownian motion. We further answer the basic question about the expected number of complex zeros for coefficients of nonvanishing mean values.

Cite

@article{arxiv.2012.10596,
  title  = {The level crossings of random sums},
  author = {Christopher Corley and Andrew Ledoan},
  journal= {arXiv preprint arXiv:2012.10596},
  year   = {2021}
}

Comments

16 pages

R2 v1 2026-06-23T21:05:35.183Z