On Expected Number of Level Crossings of a Random Hyperbolic Polynomial
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چکیده
Let g1(ω), g2(ω), . . . , gn(ω) be independent and normally distributed random variables with mean zero and variance one. We show that, for large values of n, the expected number of times the random hyperbolic polynomial y = g1(ω) coshx + g2(ω) cosh 2x + · · · + gn(ω) coshnx crosses the line y = L, where L is a real number, is 1 π logn+ O(1) if L = o( √ n) or L/ √ n = O(1), but decreases steadily as O(L) increases in magnitude and ultimately becomes negligible when n−1 logL/ √ n → ∞.
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تاریخ انتشار 2015