CLT for the zeros of classical random trigonometric polynomials

DOI10.1214/14-AIHP653MaRDI QIDQ297456zbMATH OpenOpenAlexFDO

Authors Jean-Marc Azaïs, Federico Dalmao, José R. León

Publication date 27 June 2016

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1401.5745, https://projecteuclid.org/euclid.aihp/1462367894

zbMATH Keywords

central limit theoremGaussian processWiener chaosnumber of zerosrandom trigonometric polynomials

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Trigonometric polynomials, inequalities, extremal problems (42A05)

Abstract: We prove a Central Limit Theorem for the number of zeros of random trigonometric polynomials of the form $K^{-1/2}su{m}_{n=1}^K{a}_{n}cos(nt)$, 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 $V^{2}K$, $0<V^2<infty$, as $Koinfty$. % 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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Cited in

(21)

• A CLT concerning critical points of random functions on a Euclidean space
• Winding number for stationary Gaussian processes using real variables
• Fluctuations in Salem-Zygmund almost sure central limit theorem
• Random polynomials: central limit theorems for the real roots
• Non universality for the variance of the number of real roots of random trigonometric polynomials
• Central limit theorems for the zeros of Lamé polynomials
• On the real zeros of random trigonometric polynomials with dependent coefficients
• Variance of real zeros of random orthogonal polynomials
• Variations on Salem-Zygmund results for random trigonometric polynomials: application to almost sure nodal asymptotics
• Central limit theorem for the number of real roots of random orthogonal polynomials
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• Convergence in distribution norms in the CLT for non identical distributed random variables
• On the absolute continuity of random nodal volumes
• Central limit theorems for the real zeros of Weyl polynomials
• Nodal deficiency of random spherical harmonics in presence of boundary

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