EXCEEDANCE MEASURE OF RANDOM POLYNOMIALS

Authors
Citation
K. Farahmand, EXCEEDANCE MEASURE OF RANDOM POLYNOMIALS, Indian Journal of Pure and Applied Mathematics, 26(9), 1995, pp. 897-907
Citations number
14
Categorie Soggetti
Mathematics, General",Mathematics
ISSN journal
00195588
Volume
26
Issue
9
Year of publication
1995
Pages
897 - 907
Database
ISI
SICI code
0019-5588(1995)26:9<897:EMORP>2.0.ZU;2-L
Abstract
The present paper provides an asymptotic estimate for the mathematical expectation of the area cut off above a level K by a curve representi ng an algebraic or a trigonometric polynomial with independent random coefficients. The general idea of exceedance measure of a non-stationa ry stochastic process is adapted and modified to lead to the result. T here are many known asymptotic estimates for the expected number of cr ossings of such polynomials and the level K: It is shown that the cons tant K square K-n can exceed previously known values without affecting the behaviour or the polynomials.