Random polynomials with complex coefficients
K. Farahmand
Statistics & Probability Letters, 1996, vol. 27, issue 4, 347-355
Abstract:
There are many known asymptotic estimates for the number of real zeros that an algebraic or trigonometric polynomial are expected to have when their coefficients are real random variables. The present paper considers the case where the coefficients are complex. The coefficients are assumed to be independent normally distributed with mean zero. A general formula for the case of any complex non-stationary random process is also presented.
Keywords: Number; of; real; roots; Random; algebraic; polynomial; Random; trigonometric; polynomial; Gaussian; random; processes (search for similar items in EconPapers)
Date: 1996
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