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arxiv: 1401.5745 · v2 · pith:DNTY5G6Ynew · submitted 2014-01-22 · 🧮 math.PR

CLT for the zeros of Classical Random Trigonometric Polynomials

classification 🧮 math.PR
keywords polynomialsrandomtrigonometricgaussiangranvilleinftyprovewigman
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We prove a Central Limit Theorem for the number of zeros of random trigonometric polynomials of the form $K^{-1/2}\sum_{n=1}^{K} a_n\cos(nt)$, being $(a_n)_n$ independent standard Gaussian random variables. In particular, we prove the conjecture by Farahmand, Granville & Wigman that the variance is equivalent to $V^2K$, $0<V^2<\infty$, as $K\to\infty$. % The case of stationary trigonometric polynomials was studied by Granville & Wigman and by Aza\"\is & Le\'on. 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.

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