scholarly journals On the number of real roots of a random algebraic equation

Author(s):  
D. Pratihari ◽  
R. K. Panda ◽  
B. P. Pattanaik

AbstractLet Nn(ω) be the number of real roots of the random algebraic equation Σnv = 0 avξv (ω)xv = 0, where the ξv(ω)'s are independent, identically distributed random variables belonging to the domain of attraction of the normal law with mean zero and P{ξv(ω) ≠ 0} > 0; also the av 's are nonzero real numbers such that (kn/tn) = 0(log n) where kn = max0≤v≤n |av| and tn = min0≤v≤n |av|. It is shown that for any sequence of positive constants (εn, n ≥ 0) satisfying εn → 0 and ε2nlog n → ∞ there is a positive constant μ so that for all n0 sufficiently large.

Author(s):  
M. N. Mishra ◽  
N. N. Nayak ◽  
S. Pattanayak

AbstractLet X1, X2, …, Xn be identically distributed independent random variables belonging to the domain of attraction of the normal law, have zero means and Pr{Xr ≠ 0} > 0. Suppose a0, a1, …, an are non-zero real numbers and max and εn is such that as n → ∞, εn. If Nn be the number of real roots of the equation then for n > n0, Nn > εn log n outside an exceptional set of measure at most provided limn→∞ (kn/tn) is finite.


1962 ◽  
Vol 58 (3) ◽  
pp. 433-442 ◽  
Author(s):  
G. Samal

ABSTRACTLet Nn be the number of real roots of a random algebraic equation The coefficients ξν are independent random variables identically distributed with expectation zero; the variance and third absolute moment are finite and non-zero. It is proved thatwhere εν tends to zero, but εν log n tends to infinity. The measure of the exceptional set tends to zero as n tends to infinity.


2007 ◽  
Vol 2007 ◽  
pp. 1-8
Author(s):  
Takashi Uno

We estimate a lower bound for the number of real roots of a random alegebraic equation whose random coeffcients are dependent normal random variables.


1966 ◽  
Vol 62 (4) ◽  
pp. 637-642 ◽  
Author(s):  
T. W. Cusick

For a real number λ, ‖λ‖ is the absolute value of the difference between λ and the nearest integer. Let X represent the m-tuple (x1, x2, … xm) and letbe any n linear forms in m variables, where the Θij are real numbers. The following is a classical result of Khintchine (1):For all pairs of positive integers m, n there is a positive constant Г(m, n) with the property that for any forms Lj(X) there exist real numbers α1, α2, …, αn such thatfor all integers x1, x2, …, xm not all zero.


1973 ◽  
Vol 16 (2) ◽  
pp. 173-177 ◽  
Author(s):  
D. R. Beuerman

Let Xl,X2,X3, … be a sequence of independent and identically distributed (i.i.d.) random variables which belong to the domain of attraction of a stable law of index α≠1. That is,1whereandwhere L(n) is a function of slow variation; also take S0=0, B0=l.In §2, we are concerned with the weak convergence of the partial sum process to a stable process and the question of centering for stable laws and drift for stable processes.


1975 ◽  
Vol 12 (02) ◽  
pp. 289-297
Author(s):  
Andrew D. Barbour

LetX(t) be a continuous time Markov process on the integers such that, ifσis a time at whichXmakes a jump,X(σ)– X(σ–) is distributed independently ofX(σ–), and has finite meanμand variance. Letq(j) denote the residence time parameter for the statej.Iftndenotes the time of thenth jump andXn≡X(tb), it is easy to deduce limit theorems forfrom those for sums of independent identically distributed random variables. In this paper, it is shown how, forμ> 0 and for suitableq(·), these theorems can be translated into limit theorems forX(t), by using the continuous mapping theorem.


1970 ◽  
Vol 7 (02) ◽  
pp. 432-439 ◽  
Author(s):  
William E. Strawderman ◽  
Paul T. Holmes

Let X 1, X2, X 3 , ··· be independent, identically distributed random variables on a probability space (Ω, F, P); and with a continuous distribution function. Let the sequence of indices {Vr } be defined as Also define The following theorem is due to Renyi [5].


Sign in / Sign up

Export Citation Format

Share Document