NO ZERO-CROSSINGS FOR RANDOM POLYNOMIALS AND THE HEAT EQUATION

Consider random polynomial $\Sigma_{i=0}^{n} a_ix^i$ of independent mean-zero normal coefficients ai, whose variance is a regularly varying function (in i) of order α. We derive general criteria for continuity of persistence exponents for centered Gaussian processes, and use these to show that such...

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Veröffentlicht in:The Annals of probability 2015-01, Vol.43 (1), p.85-118
Hauptverfasser: Dembo, Amir, Mukherjee, Sumit
Format: Artikel
Sprache:eng
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Zusammenfassung:Consider random polynomial $\Sigma_{i=0}^{n} a_ix^i$ of independent mean-zero normal coefficients ai, whose variance is a regularly varying function (in i) of order α. We derive general criteria for continuity of persistence exponents for centered Gaussian processes, and use these to show that such polynomial has no roots in [0, 1] with probability n−bα+o(1), and no roots in (1, ∞) with probability n−b0+o(1), hence for n even, it has no real roots with probability n−2bα−2b0+o(1). Here, bα = 0 when α ≤ −1 and otherwise bα ∈ (0, ∞) is independent of the detailed regularly varying variance function and corresponds to persistence probabilities for an explicit stationary Gaussian process of smooth sample path. Further, making precise the solution ϕd(x, t) to the d-dimensional heat equation initiated by a Gaussian white noise ϕd(x,0), we confirm that the probability of ϕd(x, t) ≠ 0 for all t ∈ [1, T], is T−bα+o(1), for α = d/2 − 1.
ISSN:0091-1798
2168-894X
DOI:10.1214/13-AOP852