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Expected number of real zeros of random hyperbolic polynomial


  • Mahanti, Mina Ketan


If g1,g2,...,gn are independent, normally distributed random variables with mean zero and variance one, then the expected number of zeros of a polynomial of the form g1 cosh t+g2 cosh 2t+g3 cosh 3t+...+gn cosh nt, for large values of n, is where C=0.038... .

Suggested Citation

  • Mahanti, Mina Ketan, 2004. "Expected number of real zeros of random hyperbolic polynomial," Statistics & Probability Letters, Elsevier, vol. 70(1), pages 11-18, October.
  • Handle: RePEc:eee:stapro:v:70:y:2004:i:1:p:11-18

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    References listed on IDEAS

    1. Tommi Sottinen, 2001. "Fractional Brownian motion, random walks and binary market models," Finance and Stochastics, Springer, vol. 5(3), pages 343-355.
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