CLT for the zeros of Classical Random Trigonometric Polynomials

preprint2015arXivOpen access

Abstract

We prove a Central Limit Theorem for the number of zeros of random trigonometric polynomials of the form K−1/2∑n=1Kancos⁡(nt)K^{-1/2}\sum_{n=1}^{K} a_n\cos(nt), being (an)n(a_n)_n independent standard Gaussian random variables. In particular, we prove the conjecture by Farahmand, Granville & Wigman that the variance is equivalent to V2KV^2K, 0<V2<∞0<V^2<\infty, as K→∞K\to\infty. % The case of stationary trigonometric polynomials was studied by Granville & Wigman and by Aza\"\is & León. Our approach is based on the Hermite/Wiener-Chaos decomposition for square-integrable functionals of a Gaussian process and on Rice Formula for zero counting.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.