Expected Number of Local Maxima of Some Gaussian Random Polynomials
نویسندگان
چکیده
Let Qn(x) = ∑n i=0 Aix i be a random algebraic polynomial where the coefficients A0, A1, · · · form a sequence of centered Gaussian random variables. Moreover, assume that the increments ∆j = Aj − Aj−1, j = 0, 1, 2, · · · are independent, A−1 = 0. The coefficients can be considered as n consecutive observations of a Brownian motion. We study the asymptotic behaviour of the expected number of local maxima of Qn(x) below level u = O(n k), for some k > 0.
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تاریخ انتشار 2006