The level crossings of random sums
Probability
2021-04-08 v2 Statistics Theory
Statistics Theory
Abstract
Let be a sequence of independent and identically distributed complex normal random variables with mean zero and variances . Let 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 crosses the complex level , where and are constants independent of . 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