Expected Number of Slope Crossings of Certain Gaussian Random Polynomials

Abstract

Let $Q_n(x)={\sum }_{i=0}^n{A}_i{x}^i$ be a random polynomial where the coefficients $A_0,A_1,...$ form a sequence of centered Gaussian random variables. Moreover, assume that the increments ${\Delta }_j=A_j-A_{j-1}$, $j=0,1,2,...$ are independent, assuming $A_{-1}=0$. The coefficients can be considered as $n$ consecutive observations of a Brownian motion. We study the number of times that such a random polynomial crosses a line which is not necessarily parallel to the x-axis. More precisely we obtain the asymptotic behavior of the expected number of real roots of the equation $Q_n(x)=Kx$, for the cases that $K$ is any non-zero real constant $K=o(n^{1/4})$, and $K=o(n^{1/2})$ separately.

11 pages