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Expected number of local maxima of some Gaussian random polynomials
Journal article   Peer reviewed

Expected number of local maxima of some Gaussian random polynomials

S Rezakhah and Soudabeh Shemehsavar
Bulletin of the Iranian Mathematical Society, Vol.34(1), pp.45-58
2008

Abstract

Let Q(n)(x) = Σ(n)(i=0) A(i)x(i) be a random algebraic polynomial where the coefficients A(0), A(1), . . . form a sequence of centered Gaussian random variables. Moreover, assume that the increments Δ(j) = A(j) - A(j-1), j = 0, 1, 2, . . ., with A(-1) = 0, are independent. The coefficients can be considered as n consecutive observations of a Brownian motion. We study the asymptotic behaviour of the expected number of local maxima of Qn( x) below level u = O(n(k)), for some k > 0.

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