Expected number of real roots of random trigonometric polynomials

On the Number of Real Roots of Random Polynomials

Roots of random polynomials have been studied exclusively in both analysis and probability for a long time. A famous result by Ibragimov and Maslova, generalizing earlier fundamental works of Kac and Erdős-Offord, showed that the expectation of the number of real roots is 2 π logn + o(logn). In this paper, we determine the true nature of the error term by showing that the expectation equals 2 π...

Expected Number of Local Maxima of Some Gaussian Random Polnomials

On the Expected Number of Real Roots of a System of Random Polynomial Equations

We unify and generalize several known results about systems of random polynomials. We first classify all orthogonally invariant normal measures for spaces of polynomial mappings. For each such measure we calculate the expected number of real zeros. The results for invariant measures extend to underdetermined systems, giving the expected volume for orthogonally invariant random real projective v...

Expected Number of Slope Crossings of Certain Gaussian Random Polynomials

Let Qn(x) = ∑n i=0 Aix i be a random 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 study the number of times that such a random polynomial cros...

Expected Number of Local Maxima of Some Gaussian Random Polynomials

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 lo...