کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152242 958275 2012 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The K-level crossings of a random algebraic polynomial with dependent coefficients
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
The K-level crossings of a random algebraic polynomial with dependent coefficients
چکیده انگلیسی
For a random polynomial with standard normal coefficients, two cases of the K-level crossings have been considered by Farahmand. For independent coefficients, Farahmand derived an asymptotic value for the expected number of level crossings, even if K grows to infinity. Alternatively, he showed that coefficients with a constant covariance have half as many crossings. Given these results, the purpose of this paper is to study the behavior for dependent standard normal coefficients where the covariance is decaying. Using similar techniques to Farahmand, we will show that for a wide range of covariance functions behavior similar to the independent case can be expected.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 82, Issue 1, January 2012, Pages 203-211
نویسندگان
,