No zero-crossings for random polynomials and the heat equation

preprint2015arXivOpen access

Abstract

Consider random polynomial ∑i=0naixi\sum_{i=0}^na_ix^i of independent mean-zero normal coefficients aia_i, whose variance is a regularly varying function (in ii) of order αα. 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][0,1] with probability n−bα+o(1)n^{-b_α+o(1)}, and no roots in (1,∞)(1,\infty) with probability n−b0+o(1)n^{-b_0+o(1)}, hence for nn even, it has no real roots with probability n−2bα−2b0+o(1)n^{-2b_α-2b_0+o(1)}. Here, bα=0b_α=0 when α≤−1α\le-1 and otherwise bα∈(0,∞)b_α\in(0,\infty) 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)ϕ_d({\mathbf{x}},t) to the dd-dimensional heat equation initiated by a Gaussian white noise ϕd(x,0)ϕ_d({\mathbf{x}},0), we confirm that the probability of ϕd(x,t)≠0ϕ_d({\mathbf{x}},t)\neq0 for all t∈[1,T]t\in[1,T], is T−bα+o(1)T^{-b_α+o(1)}, for α=d/2−1α=d/2-1.

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