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arxiv: math/0701019 · v1 · submitted 2006-12-31 · 🧮 math.PR · math.ST· stat.TH

Expected Number of Slope Crossings of Certain Gaussian Random Polynomials

classification 🧮 math.PR math.STstat.TH
keywords randomnumbercoefficientsexpectedgaussianpolynomialrealassume
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Let $Q_n(x)=\sum_{i=0}^{n} A_{i}x^{i}$ be a random polynomial where the coefficients $A_0,A_1,... $ form a sequence of centered Gaussian random variables. Moreover, assume that the increments $\Delta_j=A_j-A_{j-1}$, $j=0,1,2,...$ are independent, assuming $A_{-1}=0$. The coefficients can be considered as $n$ consecutive observations of a Brownian motion. We study the number of times that such a random polynomial crosses a line which is not necessarily parallel to the x-axis. More precisely we obtain the asymptotic behavior of the expected number of real roots of the equation $Q_n(x)=Kx$, for the cases that $K$ is any non-zero real constant $K=o(n^{1/4})$, and $K=o(n^{1/2})$ separately.

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