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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

1 vote
1 answer
140 views

Multiple roots of Random Polynomials

I am looking for results on the probabilities of common roots of $f(x)$ and $f'(x)$ for $f(x) = \sum_{s \in S_f} u_s x^s$ and $u_s$ i.i.d $\mathcal{N}(0,1)$-distributed, for $x \in [0,1]$. Or, put dif …
Azad Tasan's user avatar
0 votes
1 answer
128 views

Integral bound for square of log derivative

I am currently facing the following problem: Given a polynomial $f(x) = \sum_{s \in S_f} u_s x^s$, $f(0)\neq 0$, $\lvert S_f \rvert \leq t$ (i.e. $f$ is $t$-sparse) with $u_s$ coming as samples from i …
Azad Tasan's user avatar