On the Average Number of Sharp Crossings of Certain 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, assuming A−1 = 0. The coefficients can be considered as n consecutive observations of a Brownian motion. We obtain the asymptotic behaviour of the expected number of u-sharp crossings of polynomial Qn(x) . We refer to u-sharp crossings as those zero up-crossings with slope greater than u, or those down-crossings with slope smaller than −u. We consider the cases where u is unbounded and is increasing with n, where u = o(n5/4), and u = o(n3/2) separately.
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تاریخ انتشار 2006