Average Number of Real Zeros of Random Algebraic Polynomials Defined by the Increments of Fractional Brownian Motion
The study of random polynomials has a long and rich history. This paper studies random algebraic polynomials $$P_n(x) = a_0 + a_1 x + \cdots + a_{n-1} x^{n-1}$$ where the coefficients $$(a_k)$$ are correlated random variables taken as the increments $$X(k+1) - X(k)$$ , $$k\in \mathbb {N}$$ , of a fractional Brownian motion X of Hurst index $$0< H < 1$$ . This reduces to the classical setting of independent coefficients for $$H = 1/2$$ . We obtain that the average number of the real zeros of $$P_n(x)$$ is $$\sim K_H \log n$$ , for large n, where $$K_H = (1 + 2 \sqrt{H(1-H)})/\pi $$ [a generalisation of a classical result obtained by Kac (Bull Am Math Soc 49:314–320, 1943)]. Unexpectedly, the parameter H affects only the number of positive zeros, and the number of real zeros of the polynomials corresponding to fractional Brownian motions of indexes H and $$1-H$$ is essentially the same. The limit case $$H = 0$$ presents some particularities: the average number of positive zeros converges to a constant. These results shed some light on the nature of fractional Brownian motion, on the one hand, and on the behaviour of real zeros of random polynomials of dependent coefficients, on the other hand.
- Book Chapter
- 10.1016/b978-0-12-095710-1.50011-5
- Jan 1, 1986
- Random Polynomials
CHAPTER 5 - The Number and Expected Number of Real Zeros of Other Random Polynomials
- Research Article
68
- 10.1137/1116023
- Jan 1, 1971
- Theory of Probability & Its Applications
On the Expected Number of Real Zeros of Random Polynomials I. Coefficients with Zero Means
- Research Article
33
- 10.1137/1116052
- Jan 1, 1971
- Theory of Probability & Its Applications
On the Expected Number of Real Zeros of Random Polynomials. II. Coefficients With Non-Zero Means
- Book Chapter
- 10.1016/b978-0-12-095710-1.50014-0
- Jan 1, 1986
- Random Polynomials
CHAPTER 8 - Convergence and Limit Theorems for Random Polynomials
- Book Chapter
1
- 10.1016/b978-0-12-095710-1.50010-3
- Jan 1, 1986
- Random Polynomials
CHAPTER 4 - The Number and Expected Number of Real Zeros of Random Algebraic Polynomials
- Book Chapter
- 10.1016/b978-0-12-095710-1.50013-9
- Jan 1, 1986
- Random Polynomials
CHAPTER 7 - Distribution of the Zeros of Random Algebraic Polynomials
- Research Article
1
- 10.1080/07362999008809219
- Jan 1, 1990
- Stochastic Analysis and Applications
Let be a random id algebraic polynomial where {ai} is a sequence of independent identically distributed ( iid ) standard normal random variables. In this paper we have obtained a lower bound for the variance of the number of real zeros .of the random algebraic polynomials Qn(x). We have shown that the bound is for sufficiently large n. Our estimate is times that of Maslova (1974). We have also presented a graph and a comparison table illustrating the values of variances
- Research Article
2
- 10.1080/10586458.2000.10504411
- Jan 1, 2000
- Experimental Mathematics
We study the average number of intersecting points of a given curve with random hyperplanes in an n-dimensional Euclidean space. As noticed by A. Edelman and E. Kostlan, this problem is closely linked to finding the average number of real zeros of random polynomials. They showed that a real polynomial of degree n has on average log n + O(1) real zeros (M. Kac's theorem). This result leads us to the following problem: given a real sequence (α k ) k ∊N, study the average where ρ(fn) is the number of real zeros of fn(X) = α0+α1X+ … + αnXn. We give theoretical results for the Thue—Morse polynomials and numerical evidence for other polvnomials
- Research Article
7
- 10.1016/j.na.2009.05.011
- May 7, 2009
- Nonlinear Analysis
New features on real zeros of random polynomials
- Book Chapter
- 10.1007/978-3-540-32439-3_5
- Jan 1, 2006
The average number of real zeros of random n degree real polynomials is well known since M. Kac’s seminal article of 1943 [12] which states that it is logn + O(1). Some fifty years later, A. Edelman and E. Kostlan found a beautiful geometrical proof which allowed them to give many other related results [10]. Using their method we discuss the average number of real zeros of random real polynomials $$ \sum\limits_{j = 0}^n {A_j X^j } $$ where the A j ’s are independent Gaussian variables with mean 0 and with variance $$ \sigma ^2 \left( {A_j } \right) = \left( {\begin{array}{*{20}c} n j \end{array} } \right)n^{ - \beta j} $$ where β ∈ ℝ is a given parameter. The average number of real zeros in the interval (a, b) is shown to be $$ E\left( {n;a,b} \right) = \frac{1} {\pi }\sqrt n \left( {Arc\tan \frac{b} {{n^{\beta /2} }} - Arc\tan \frac{a} {{n^{\beta /2} }}} \right). $$ While discussing special polynomials we are led to show that under general conditions, polynomials of the type $$ \sum\limits_{i = 1}^k {A_i \left( X \right)\left( {a_i X + b_i } \right)^n } $$ have at most O(1) real zeros as n increases to infinity.
- Research Article
- 10.1080/07362998608809095
- Jan 1, 1986
- Stochastic Analysis and Applications
We extend the Kac-Rice formula for the expected number of real zeros of random algebraic polynomials on R1 with R1-valued random coefficients to complex zeros of random algebraic polynomials on C1 with C1-valued random coefficients. Our method directly extends to multivariable cases
- Book Chapter
- 10.1016/b978-0-12-095710-1.50007-3
- Jan 1, 1986
- Random Polynomials
CHAPTER 1 - Introduction
- Research Article
28
- 10.1112/plms/s3-18.2.308
- Apr 1, 1968
- Proceedings of the London Mathematical Society
Proceedings of the London Mathematical SocietyVolume s3-18, Issue 2 p. 308-314 Articles Real Zeros of Random Polynomials. II B. F. Logan, B. F. Logan Bell Telephone Laboratories, Murray Hill, New JerseySearch for more papers by this authorL. A. Shepp, L. A. Shepp Bell Telephone Laboratories, Murray Hill, New JerseySearch for more papers by this author B. F. Logan, B. F. Logan Bell Telephone Laboratories, Murray Hill, New JerseySearch for more papers by this authorL. A. Shepp, L. A. Shepp Bell Telephone Laboratories, Murray Hill, New JerseySearch for more papers by this author First published: April 1968 https://doi.org/10.1112/plms/s3-18.2.308Citations: 27AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volumes3-18, Issue2April 1968Pages 308-314 RelatedInformation
- Research Article
2
- 10.1080/07362990500524680
- May 1, 2006
- Stochastic Analysis and Applications
This paper provides a formula to be used for obtaining the variance of the number of real zeros of random algebraic polynomial . The expected number of real zeros of this type of polynomial is known. An easy modification of this formula leads to a formula for the covariance for the number of real zeros in any two disjoint intervals. Using the latter, we show the covariance of the number of real zeros, in any two disjoint interval that can be obtained. To this end, we assume a normal standard distribution for the coefficients a j 's, j = 0, 1, 2,…, n. Although we give a formula for the variance, the evaluation of the asymptotic value for the variance remains our main task for future work.
- Book Chapter
- 10.1016/b978-0-12-095710-1.50012-7
- Jan 1, 1986
- Random Polynomials
CHAPTER 6 - The Variance of the Number of Real Zeros of Random Algebraic Polynomials
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