No zero-crossings for random polynomials and the heat equation Amir Dembo, Sumit Mukherjee

Citation
Dembo, Amir et Mukherjee, Sumit, No zero-crossings for random polynomials and the heat equation Amir Dembo, Sumit Mukherjee, Annals of probability , 43(1), 2015, pp. 85-118
Journal title
ISSN journal
00911798
Volume
43
Issue
1
Year of publication
2015
Pages
85 - 118
Database
ACNP
SICI code
Abstract
Consider random polynomial .ni=0aixi of independent mean-zero normal coefficients ai, whose variance is a regularly varying function (in i) of order .. We derive general criteria for continuity of persistence exponents for centered Gaussian processes, and use these to show that such polynomial has no roots in [0,1] with probability n.b.+o(1), and no roots in (1,.) with probability n.b0+o(1), hence for n even, it has no real roots with probability n.2b..2b0+o(1). Here, b.=0 when ...1 and otherwise b..(0,.) is independent of the detailed regularly varying variance function and corresponds to persistence probabilities for an explicit stationary Gaussian process of smooth sample path. Further, making precise the solution .d(x,t) to the d-dimensional heat equation initiated by a Gaussian white noise .d(x,0), we confirm that the probability of .d(x,t).0 for all t.[1,T], is T.b.+o(1), for .=d/2.1.