ON THE EXPECTED NUMBER OF LEVEL-CROSSINGS OF A RANDOM POLYNOMIAL

Citation
K. Farahmand et Nh. Smith, ON THE EXPECTED NUMBER OF LEVEL-CROSSINGS OF A RANDOM POLYNOMIAL, Journal of mathematical analysis and applications, 208(1), 1997, pp. 205-217
Citations number
9
Categorie Soggetti
Mathematics, Pure",Mathematics,Mathematics,Mathematics
ISSN journal
0022247X
Volume
208
Issue
1
Year of publication
1997
Pages
205 - 217
Database
ISI
SICI code
0022-247X(1997)208:1<205:OTENOL>2.0.ZU;2-1
Abstract
There are many known asymptotic estimates for the expected number of K -level crossings of an algebraic polynomial a(0) + a(1)x + a(2)x(2) ... + a(n)x(n) with normally distributed coefficients. The present pap er provides the estimate for the expected number of such level crossin gs when the coefficients are independent identically Cauchy distribute d random variables. Using a numerical approach we show that in the int erval (-1, 1) by increasing K the number of K-level crossings decrease s, while outside this interval this number is invariant, as long as K = o(root n). Since the Cauchy distribution does not belong to the wide class of distributions of domain of attraction of the normal law, the polynomials with Cauchy distributed coefficients are interesting as t hey indicate the behaviour of polynomials for distribution outside thi s class. (C) 1997 Academic Press.