CLT for the zeros of Classical Random Trigonometric Polynomials
classification
🧮 math.PR
keywords
polynomialsrandomtrigonometricgaussiangranvilleinftyprovewigman
read the original abstract
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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.