New asymptotics for the mean number of zeros of random trigonometric polynomials with strongly dependent Gaussian coefficients

preprint2020arXivOpen access

Abstract

We consider random trigonometric polynomials of the form fn(t):=1n∑k=1nakcos⁡(kt)+bksin⁡(kt), f_n(t):=\frac{1}{\sqrt{n}} \sum_{k=1}^{n}a_k \cos(k t)+b_k \sin(k t), where (ak)k≥1(a_k)_{k\geq 1} and (bk)k≥1(b_k)_{k\geq 1} are two independent stationary Gaussian processes with the same correlation function ρ:k↦cos⁡(kα)ρ: k \mapsto \cos(kα), with α≥0α\geq 0. We show that the asymptotics of the expected number of real zeros differ from the universal one 23\frac{2}{\sqrt{3}}, holding in the case of independent or weakly dependent coefficients. More precisely, for all ε>0\varepsilon>0, for all ℓ∈(2,2]\ell \in (\sqrt{2},2], there exists α≥0α\geq 0 and n≥1n\geq 1 large enough such that ∣E[N(fn,[0,2π])]n−ℓ∣≤ε,\left|\frac{\mathbb{E}\left[\mathcal{N}(f_n,[0,2π])\right]}{n}-\ell\right|\leq \varepsilon, where N(fn,[0,2π])\mathcal N(f_n,[0,2π]) denotes the number of real zeros of the function fnf_n in the interval [0,2π][0,2π]. Therefore, this result provides the first example where the expected number of real zeros do not converge as nn goes to infinity by exhibiting a whole range of possible limits ranging from 2\sqrt{2} to 2.

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