expected number of local maxima of some gaussian random polnomials
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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...
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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...
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In many engineering applications, specially in communication engineering, one usually encounters a bandpass non-Gaussian random process, with a slowly varying envelope. Among the available models for non-Gaussian random processes, spherically invariant random processes (SIRP's) play an important role. These processes are of interest mainly due to the fact that they allow one to relax the assump...
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Journal title:
bulletin of the iranian mathematical societyPublisher: iranian mathematical society (ims)
ISSN 1017-060X
volume 34
issue No. 1 2011
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