Kac Formula
The Kac formula gives the expected number of real roots of a random
polynomial of degree
whose coefficients are
independent, each with the standard normal distribution:
|
(1)
| |||
|
(2)
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(Kac 1943, Edelman and Kostlan 1995). Another form of the equation is given by
|
(3)
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(Kostlan 1993, Edelman and Kostlan 1995). The plots above show the integrand (left) and numerical values of
(red curve in right plot) for small
. The first few values, for
, 2, ..., are 1, 1.29702, 1.49276, 1.64049, 1.7596, 1.85955,
....
As ,
|
(4)
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where
|
(5)
| |||
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(6)
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(OEIS A093601; top curve in right plot above). The leading asymptotic term was derived by Kac (1943).
See also
Random PolynomialExplore with Wolfram|Alpha
References
Edelman, A. and Kostlan, E. "How Many Zeros of a Random Polynomial Are Real?" Bull. Amer. Math. Soc. 32, 1-37, 1995.Kac, M. "On the Average Number of Real Roots of a Random Algebraic Equation." Bull. Amer. Math. Soc. 49, 314-320, 1943.Kac, M. "A Correction to 'On the Average Number of Real Roots of a Random Algebraic Equation.' " Bull. Amer. Math. Soc. 49, 938, 1943.Kostlan, E. "On the Distribution of Roots of Random Polynomials." Ch. 38 in From Topology to Computation: Proceedings of the Smalefest (Ed. M. W. Hirsch, J. E. Marsden, and M. Shub). New York: Springer-Verlag, pp. 419-431, 1993. https://doi.org/10.1007/978-1-4612-2740-3_38.Sloane, N. J. A. Sequence A093601 in "The On-Line Encyclopedia of Integer Sequences."Referenced on Wolfram|Alpha
Kac FormulaCite this as:
Weisstein, Eric W. "Kac Formula." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/KacFormula.html