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The Expected Number of Local Maxima of a Random Algebraic Polynomial

Author

Listed:
  • K. Farahmand
  • P. Hannigan

Abstract

In this work we obtain an asymptotic estimate for the expected number of maxima of the random algebraic polynomial $$a_0 + a_1 x + a_2 x^2 + \cdots + a_{n - 1} x^{n - 1} $$ , where a j (j=0, 1,...,n−1) are independent, normally distributed random variables with mean μ and variance one. It is shown that for nonzero μ, the expected number of maxima is asymptotic to $$((\sqrt 3 + 1)/4\pi )$$ log n, when n is large.

Suggested Citation

  • K. Farahmand & P. Hannigan, 1997. "The Expected Number of Local Maxima of a Random Algebraic Polynomial," Journal of Theoretical Probability, Springer, vol. 10(4), pages 991-1002, October.
  • Handle: RePEc:spr:jotpro:v:10:y:1997:i:4:d:10.1023_a:1022618801587
    DOI: 10.1023/A:1022618801587
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