On random orthogonal polynomials

[摘要] LetT0∗(x),T1∗(x),…,Tn∗(x)be a sequence of normalized Legendre polynomials orthogonal with respect to the interval(−1,1). The asymptotic estimate of the expected number of real zeros of the random polynomialg0T0∗(x)+g1T1∗(x)+…+gnTn∗(x)wheregj,j=1,2,…,nare independent identically and normally distributed random variables is known. In this paper, we first present the asymptotic value for the above expected number when coefficients are dependent random variables. Further, for the case of independent coefficients, we define the expected number of zero up-crossings with slope greater thanuor zero down-crossings with slope less than−u. Promoted by the graphical interpretation, we define these crossings asu-sharp. For the above polynomial, we provide the expected number of such crossings.

[学科分类] 应用数学