Title of article :
On expected number of real zeros of a random hyperbolic polynomial with dependent coefficients
Author/Authors :
Mahanti، نويسنده , , Mina Ketan Mahanti، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
The asymptotic estimate of the expected number of real zeros of the random hyperbolic polynomial of the form f n ( t ) ≡ f n ( t , ω ) = y 1 ( ω ) cosh t + y 2 ( ω ) cosh 2 t + ⋯ + y n ( ω ) cosh n t is known if the coefficients y 1 ( ω ) , y 2 ( ω ) , … , y n ( ω ) are independent and normally distributed random variables with mean zero and variance one. We have considered here the case when the random coefficients are dependent and proved that the expected number of real zeros of f n ( t ) is ( 1 / π ) log n + O ( 1 ) if the correlation coefficients between y i ( ω ) and y j ( ω ) are ρ | i − j | ( 0 < ρ < 1 , i ≠ j ) and the expected number of real zeros is O(1) if the correlation coefficients between y i ( ω ) and y j ( ω ) are ρ , 0 < ρ < 1 .
Keywords :
Normal random variables , Random polynomial , Hyperbolic polynomial , Dependent random coefficients , Expected number of real zeros
Journal title :
Applied Mathematics Letters
Journal title :
Applied Mathematics Letters