On the variance of the number of real zeros of a random trigonometric polynomial (Q1357893)

Summary: The asymptotic estimate of the expected number of real zeros of the polynomial \(T(\theta)= g_1\cos\theta+ g_2\cos 2\theta+\cdots+g_n\cos n\theta\), where \(g_j\) \((j=1,2,\dots,n)\) is a sequence of independent normally distributed random variables is known. The present paper provides an upper estimate for the variance of such a number. To achieve this result, we first present a general formula for the covariance of the number of real zeros of any normal process, \(\xi(t)\), occurring in any two distinct intervals. A formula for the variance of the number of real zeros of \(\xi(t)\) follows from this result.