Expected number of real zeros of random hyperbolic polynomial
If g 1, g 2,…, g n are independent, normally distributed random variables with mean zero and variance one, then the expected number of zeros of a polynomial of the form g 1 cosh t+g 2 cosh 2t+g 3 cosh 3t+⋯+g n cosh nt , for large values of n, is 1 π log n+C+ o(1) where C=0.038… .
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Published in | Statistics & probability letters Vol. 70; no. 1; pp. 11 - 18 |
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Main Author | |
Format | Journal Article |
Language | English |
Published |
Amsterdam
Elsevier B.V
15.10.2004
Elsevier |
Series | Statistics & Probability Letters |
Subjects | |
Online Access | Get full text |
ISSN | 0167-7152 1879-2103 |
DOI | 10.1016/j.spl.2004.06.017 |
Cover
Summary: | If
g
1,
g
2,…,
g
n
are independent, normally distributed random variables with mean zero and variance one, then the expected number of zeros of a polynomial of the form
g
1
cosh
t+g
2
cosh
2t+g
3
cosh
3t+⋯+g
n
cosh
nt
, for large values of
n, is
1
π
log
n+C+
o(1)
where
C=0.038… . |
---|---|
ISSN: | 0167-7152 1879-2103 |
DOI: | 10.1016/j.spl.2004.06.017 |