ALGEBRAIC POLYNOMIALS WITH SYMMETRIC RANDOM COEFFICIENTS K. FARAHMAND AND JIANLIANG GAO

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1 ROCKY MOUNTAIN JOURNAL OF MATHEMATICS Volume 44, Number, 014 ALGEBRAIC POLYNOMIALS WITH SYMMETRIC RANDOM COEFFICIENTS K. FARAHMAND AND JIANLIANG GAO ABSTRACT. This paper provides an asymptotic estimate for the expected number of real zeros of algebraic polynomials P n (x = a 0 + a 1 x + a x + + a x, where a j s (j = 0, 1,,, n 1 are a sequence of normal standard independent random variables with the symmetric property a j a j. It is shown that the expected number of real zeros in this case still remains asymptotic to (/π log n. In the previous study, it was shown for the case of random trigonometric polynomials this expected number of real zeros is halved when we assume the above symmetric properties. 1. Introduction. Let a j, j = 0, 1,,... n 1, be a sequence of random variables, and denote N n (a, b as the number of real zeros of P n (x in the interval (a, b where (1.1 P n (x = a j x j. It is well known that, for independent, normally distributed coefficients a j s with mean µ = 0 and n large EN n (,, the expected value of N n (,, is asymptotic to (/π log n. However, this asymptotic value simply reduces by half when the mean of the coefficients becomes non-zero, see for example [5] or [9]. On the other hand, there is no reduction in the expected number of real zeros if we consider the 010 AMS Mathematics subject classification. Primary 60G99, Secondary 60H99. Keywords and phrases. Number of real zeros, real roots, random algebraic polynomials, Kac-Rice formula, random trigonometric polynomial. The work of the second author was supported by the VCRS of the University of Ulster. Received by the editors on September 14, 010, and in revised form on November 6, 011. DOI:10.116/RMJ Copyright c 014 Rocky Mountain Mathematics Consortium 51

2 5 K. FARAHMAND AND JIANLIANG GAO random trigonometric polynomial defined as (1. T n (x = a j cos jx. In this case the expected number of real zeros in the interval (0, π remains n/ 3, for both cases of µ zero and nonzero constant. Earlier results concerning the above and other types of polynomials are reviewed in [1] and [3]. Motivated by its application in number theory and random matrix theory, see for example [11], [1] and the more recent work of [8], there has been interest in random algebraic polynomials with complex random coefficients and self-reciprocal properties. Using the definition developed in [13] for reciprocal polynomials with deterministic coefficients, in [4] it is shown that this type of random polynomial, with a simple transformation, will yield to the random trigonometric polynomials (1. with real coefficients. Different types of random trigonometric polynomials with self-reciprocal properties are studied in [6, 7] which show again that the expected number of real zeros reduces by half to n/ 3. Therefore, it is of interest to study the algebraic polynomial with real random coefficients which possess this self-reciprocal property and ask whether or not any reduction to the expected number of real zeros occurs. To this end we assume the coefficients in (1.1 are random with the symmetric property a j = a n j 1, j = 0, 1,..., []. Here we show that the expected number of real zeros in the algebraic case with these symmetric properties remains the same as (/π log n. Therefore, the symmetric assumption has an opposite influence on the mathematical behavior of random polynomials than that of the means stated above. That is, in the trigonometric case with symmetric properties, the number of real zeros reduces by half, while for the algebraic case this expected number remains the same. We prove: Theorem 1.1. If the random variables a j, j = 0, 1,,..., [], are independent, identically normally distributed and symmetric with finite variance σ, then for sufficiently large n, the expected number of real

3 ALGEBRAIC POLYNOMIALS 53 zeros of P n (x in (1.1 satisfies EN n (, log n. π. Proof of the Theorem. It is easy to note that, see also [3, page 31], for the classical random algebraic polynomial P n (x defined in (1.1, without symmetric properties of the coefficients A o(σ, n var {P n (x} = σ x j, Bo(σ, n var {P n(x} = σ j x j, and (.1 C o (σ, n cov {P n (x, P n(x} = σ jx j 1, where P n(x is the derivative of P n (x with respect to x. For this case the Kac-Rice formula [10, 14] gives the expected number of real zeros in the interval (a, b as, see also [], (. EN(a, b = ( 1 b π a ( o A o dx, where (.3 o = A ob o C o. Without loss of generality, we assume n is even. For n odd, the upper limit of in the second sum in (.4 will be replace by (n 1/ 1, as well as having an additional term of a (/ x (/. As a result, the variance of P n (x obtained in (.5 will include a term σ x. For sufficiently large n this is significantly smaller than the existing σ nx and hence can be ignored. A similar argument is valid for the evaluation of B N and C N in (.6 and (.7. Using the above

4 54 K. FARAHMAND AND JIANLIANG GAO assumption of the symmetric coefficients, a j, we have (.4 P n (x = a j x j = a j (x j + x n j 1. Then the new properties can lead to the following identities in term of A o, B o and C o, where the subscript N refers to the polynomial of the form (.4. (.5 A N (σ, n A N = σ (x j + x n j 1 = A o + σ = σ 1 xn 1 x + σ nx, x (.6 B N (σ, n B N = σ (jx j 1 + (n j 1x n j, = Bo + σ x n 3 {(n 1j j } = σ ( x n+ x n + x + 1 n x n+ +n x n n x n + nx n+ nx n /(1 x 3 +σ n 3 n(n + (n x, 6 and finally, since E(a i a j = 0 for all i j, ( C N (σ, n C N =cov P (x, P (x ( =E (x j +x n j+1 a j (jx j 1 +(n j 1x n j a j ( = E (x j jx j 1 + x n j 1 (n j 1x n j a j

5 ALGEBRAIC POLYNOMIALS 55 (.7 + (x j (n j 1x n j + x n j 1 jx j 1 a j = C o + σ n n(n 1 x { x(1 x = σ n } (1 x nx 1 x + σ n n(n 1 x. We now notice that if we change x to x the distribution of the coefficients in P n (x remain invariant. Therefore, EN n (, 0 EN n (0,. Also, for y = 1/x, we can write P n (x as y n+1 (a 0 y + a 1 y n + a y n a n 3 y + a n y + a. Since the polynomial a 0 y + a 1 y n + a y n a n 3 y + a n y + a has the same self- reciprocal properties as P n (x given in (1.1, corresponding to every zero in (0, 1 there is a zero in (1,. Hence, EN n (0, 1 EN n (1,, and hence EN n (, 4EN n (0, 1. Therefore, in order to obtain EN n (, using (., it is sufficient to consider only (0, 1. We separate this interval into two subintervals (0, 1 ε and (1 ε, 1. We assume ε n ε = n a, where a is any value in (0, 1, to be defined later. When 0 < x < 1 ε, for sufficiently large n, we have x n < (1 ε n = (1 n a n e n1 a. If a = 1 log log n 10 / log n is selected, then for sufficiently large n, Therefore, (.8 e n1 a = n 10. x n < n 10. Hence for 0 < x < 1 ε, we can rewrite (.5 (.7 as (.9 (.10 A N = σ 1 x + O ( σ n 9, ( 1 + x BN = σ (1 x 3 + O ( n 7,

6 56 K. FARAHMAND AND JIANLIANG GAO (.11 ( C N = σ x (1 x + O ( n 8. Then, from (.9 (.11, we have (.1 N = A N BN CN σ 4 (1 x 4. Now (.9 and (.1 gives Kac s asymptotic formula for this case (.13 EN n (0, 1 ε = 1 π = 1 π 1 ε N 0 A N 1 log n, π 1 ε dx 1 1 π 0 1 x dx { log( n a + a log n } since a 1 as n. Now we show that (.13 is the main contributor to EN n (0, 1. To this end, for the interval (1 ε, 1, we have x j x = (1 x + (x x + (x 4 x + + (x n x x (1 x x n 3 (x x x 3 (x n 4 x x(x n x = (1 x (1 x +(1 x n 3 (x x +(1 x n 5 (x 4 x + + (1 x 3 (x n 4 x + (1 x(x n x 0. This shows A o σ nx, that is, from (.5, A N A o. Similarly, from (.6 we can write B o σ = j x j ( n = 1 + 4x + 9x x n 4 ( ( n n + x n x n + + (n 1 x n 4

7 ALGEBRAIC POLYNOMIALS 57 (.14 ( n > 1 + 4x + 9x x n 4 1 > x n 3 j n 3 ((( 1(n 1 = x. 6 Therefore, we have (.15 σ x n 3 [n(n 4]/6 σ x n 3 [n(n 4]/6 Bo < σ x n 3 [((( 1(n 1]/6 4. Thus, we obtain σ x n 3 [n(n 4]/6 < 4B o and the estimate B N < 5B o. Since o = A ob o C o is the same as the one from Farahmand s work [3, page 33], then we calculate N as N = A N B N C N (.16 = 10 o + 9Co < 10σ 4 (1 xn {1 (1 x 4 n x 4n (1 x (1 x n [ + x nx (1 x ] } 1 x n 10σ 4 (1 xn (1 x 4 = 0σ 4 n (1 xn (1 x 3. { (1 x (n nx n } 1 x n Consequently, N is given as (.17 N < 0σ 1 xn n 1 x 1 x < 0σ 1 xn 1 x n 1 x. Also, since ( ( nε = o n log log n10 / log n = o log n,

8 58 K. FARAHMAND AND JIANLIANG GAO from (., (.5 and (.17 it is easy to show that (.18 EN n (1 ε, 1 = 1 π 1 < 5n π N 1 ε A N 1 1 ε = 4 5 nε π o( log n. dx 1 π x dx 1 ε N A o dx Hence, we have the proof for the theorem. Acknowledgments. The authors would like to thank the referee for a careful reading of the first draft of this paper. REFERENCES 1. A.T. Bharucha-Reid and M. Sambandham, Random polynomials, Academic Press, NY, H. Cramér and M.R. Leadbetter, Stationary and related stochastic processes, Wiley, NY, K. Farahmand, Topics in random polynomials, Addison Wesley Longman, London, , On zeros of self reciprocal random algebraic polynomials, J. Appl. Math. Stoch. Anal. 1 (007, K. Farahmand and P. Hannigan, On the expected number of zero crossings of a random algebraic polynomial, Nonl. Anal. Theor. Meth. Appl. 30 (1997, K. Farahmand and T. Li, Random trigonomtric polynomials with nonidentically distributed coefficients, Inter. J. Stoch. Anal. 1 (010, , Real zeros of three different cases of polynomials with random coefficients, Rocky Mount. J. Math.4 (01, D.W. Farmer, F. Mezzadri and N.C. Snaith, Random polynomials, random matrices, and L-functions, Nonlinearity 19 (006, I.A. Ibragimov and N.B. Maslova, On the expected number of real zeros of random polynomials II, Coefficients with non-zero means, Theor. Prob. Appl. 16 (1971, M. Kac, On the average number of real roots of a random algebraic equation, Bull. Amer. Math. Soc. 49 (1943, J.P. Keating and N.C. Snaith, Random matrix theory and L-functions at s = 1/, Com. Math. Phy. 14 (000,

9 ALGEBRAIC POLYNOMIALS J.P. Keating and N.C. Snaith, Random matrix theory and ζ(1/+it, Comm. Math. Phy. 14 (000, P. Lakatos and L. Losonczi, On zeros of reciprocal polynomials of odd degree, J. Inequal. Pure Appl. Math. 4 (003, S.O. Rice, Mathematical theory of random noise, Bell. Syst. Tech. J. 5 (1945, Reprinted in Selected papers on noise and stochastic processes, N. Wax, ed., Dover, New York, Department of Mathematics, University of Ulster at Jordanstown, Co. Antrim, BT37 0QB, UK address: K.Farahmand@ulster.ac.uk Department of Mathematics, University of Ulster at Jordanstown, Co. Antrim, BT37 0QB, UK address: gao-j@ .ulster.ac.uk