Local universality for real roots of random trigonometric polynomials

preprint2016arXivOpen access

Abstract

Consider a random trigonometric polynomial Xn:R→RX_n: \mathbb R \to \mathbb R of the form Xn(t)=∑k=1n(ξksin⁡(kt)+ηkcos⁡(kt)), X_n(t) = \sum_{k=1}^n \left( ξ_k \sin (kt) + η_k \cos (kt)\right), where (ξ1,η1),(ξ2,η2),…(ξ_1,η_1),(ξ_2,η_2),\ldots are independent identically distributed bivariate real random vectors with zero mean and unit covariance matrix. Let (sn)n∈N(s_n)_{n\in\mathbb N} be any sequence of real numbers. We prove that as n→∞n\to\infty, the number of real zeros of XnX_n in the interval [sn+a/n,sn+b/n][s_n+a/n, s_n+ b/n] converges in distribution to the number of zeros in the interval [a,b][a,b] of a stationary, zero-mean Gaussian process with correlation function (sin⁡t)/t(\sin t)/t. We also establish similar local universality results for the centered random vectors (ξk,ηk)(ξ_k,η_k) having an arbitrary covariance matrix or belonging to the domain of attraction of a two-dimensional αα-stable law.

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