scholarly journals Large level crossings of a random polynomial

1988 ◽  
Vol 1 (4) ◽  
pp. 259-269 ◽  
Author(s):  
Kambiz Farahmand
Keyword(s):  
Random Polynomial ◽  
Random Real ◽  
Expected Number ◽  
Level Crossings ◽  
Large Level ◽  
Real Value ◽  
Normally Distributed

We know the expected number of times that a polynomial of degree n with independent random real coefficients asymptotically crosses the level K, when K is any real value such that (K2/n)→0 as n→∞. The present paper shows that, when K is allowed to be large, this expected number of crossings reduces to only one. The coefficients of the polynomial are assumed to be normally distributed. It is shown that it is sufficient to let K≥exp(nf) where f is any function of n such that f→∞ as n→∞.

scholarly journals Level crossings and turning points of random hyperbolic polynomials

1999 ◽  
Vol 22 (3) ◽  
pp. 579-586
Author(s):  
K. Farahmand ◽  
P. Hannigan
Keyword(s):  
Asymptotic Estimate ◽  
Turning Points ◽  
Random Variables ◽  
Random Polynomial ◽  
Expected Number ◽  
Hyperbolic Polynomial ◽  
Level Crossings ◽  
Hyperbolic Polynomials ◽  
Normally Distributed

In this paper, we show that the asymptotic estimate for the expected number ofK-level crossings of a random hyperbolic polynomiala1sinhx+a2sinh2x+⋯+ansinhnx, whereaj(j=1,2,…,n)are independent normally distributed random variables with mean zero and variance one, is(1/π)logn. This result is true for allKindependent ofx, providedK≡Kn=O(n). It is also shown that the asymptotic estimate of the expected number of turning points for the random polynomiala1coshx+a2cosh2x+⋯+ancoshnx, withaj(j=1,2,…,n)as before, is also(1/π)logn.

scholarly journals Level crossings of a random trigonometric polynomial with dependent coefficients

1995 ◽  
Vol 58 (1) ◽  
pp. 39-46
Author(s):  
K. Farahmand
Keyword(s):  
Trigonometric Polynomial ◽  
Asymptotic Estimate ◽  
Random Variables ◽  
Expected Number ◽  
Level Crossings ◽  
Random Trigonometric Polynomial ◽  
Normally Distributed

AbstractThis paper provides an asymptotic estimate for the expected number of K-level crossings of the random trigonometric polynomial g1 cos x + g2 cos 2x+ … + gn cos nx where gj (j = 1, 2, …, n) are dependent normally distributed random variables with mean zero and variance one. The two cases of ρjr, the correlation coeffiecient between the j-th and r-th coefficients, being either (i) constant, or (ii) ρ∣j−r∣ρ, j ≠ r, 0 < ρ < 1, are considered. It is shown that the previous result for ρjr = 0 still remains valid for both cases.

scholarly journals Algebraic polynomials with random coefficients

2002 ◽  
Vol 15 (1) ◽  
pp. 83-88
Author(s):  
K. Farahmand
Keyword(s):  
Probability Space ◽  
Random Variables ◽  
Random Coefficients ◽  
Random Polynomial ◽  
Algebraic Polynomials ◽  
Expected Number ◽  
Asymptotic Value ◽  
Fixed Probability ◽  
Special Case ◽  
Normally Distributed

This paper provides an asymptotic value for the mathematical expected number of points of inflections of a random polynomial of the form a0(ω)+a1(ω)(n1)1/2x+a2(ω)(n2)1/2x2+…an(ω)(nn)1/2xn when n is large. The coefficients {aj(w)}j=0n, w∈Ω are assumed to be a sequence of independent normally distributed random variables with means zero and variance one, each defined on a fixed probability space (A,Ω,Pr). A special case of dependent coefficients is also studied.

scholarly journals Real zeros of a random polynomial with Legendre elements

1997 ◽  
Vol 10 (3) ◽  
pp. 257-264
Author(s):  
K. Farahmand
Keyword(s):  
Legendre Polynomials ◽  
Asymptotic Estimate ◽  
Random Variables ◽  
Random Polynomial ◽  
Expected Number ◽  
Real Zeros ◽  
Number Of Real Zeros ◽  
Normally Distributed

Let T0∗(x),T1∗(x),…,Tn∗(x) be a sequence of normalized Legendre polynomials orthogonal with respect to the interval (−1,1). The asymptotic estimate of the expected number of real zeros of the random polynomial g0T0∗(x)+g1T1∗(x)+…+gnTn∗(x) where gj, j=1,2,…,n are independent identically and normally distributed random variables with mean zero and variance one is known. The present paper considers the case when the means and variances of the coefficients are not all necessarily equal. It is shown that in general this expected number of real zeros is only dependent on variances and is independent of the means.

Level crossings and stationary distributions for general dams

1980 ◽  
Vol 17 (1) ◽  
pp. 218-226 ◽  
Author(s):  
Michael Rubinovitch ◽  
J. W. Cohen
Keyword(s):  
Explicit Expression ◽  
Stationary Distribution ◽  
Basic Relation ◽  
Expected Number ◽  
Stationary Distributions ◽  
Level Crossings ◽  
Fixed Level

Level crossings in a stationary dam process with additive input and arbitrary release are considered and an explicit expression for the expected number of downcrossings (and also overcrossings) of a fixed level, per time unit, is obtained. This leads to a short derivation of a basic relation which the stationary distribution of a general dam must satisfy.

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