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scientific article; zbMATH DE number 1563669
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scientific article; zbMATH DE number 1563669 |
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24 January 2002
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random trigonometric polynomials
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real zeros
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independent random variables
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level crossings
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Kac-Rice formula
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0.8351792
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0.83039904
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0.81956464
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0.8135303
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0.81294525
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0.8050298
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Random trigonometric polynomials are generally defined as \[ T_n(\theta)\equiv T_n(\theta,\omega)= \sum^n_{k=1} Y_k(\omega)\cos k\theta, \] where for \(\omega\in \Omega\), \(\{Y_k(\omega)\}^n_{k= 1}\) is a sequence of random variables defined on a fixed probability space \((\Omega,{\mathcal A},\text{Pr})\). There are many known results concerning \(N_n(\beta, \gamma)\), the number of real zeros of \(T_n(\theta)\) in the interval \((\beta,\gamma)\) and its expected value defined by \(EN_n(\beta,\gamma)\). These works are initiated by the work of \textit{J. E. A. Dunnage} [Proc. Lond. Math. Soc., III. Ser. 16, 53-84 (1966; Zbl 0141.15003)] for normal standard distributed coefficients, and are discussed in a recent book of the reviewer [``Topics in random polynomials'' (1998; Zbl 0949.60010)]. The later generalizations are for the case when the coefficients have a non-zero mean \(\mu\), or considering the number of times that the polynomials \(T_n(\theta)\) assume a non-zero value \(K\), known as a \(K\)-level crossing. The present paper obtains the results for the expected number of this number of \(K\)-level crossings for a general polynomial in the form \[ T_n(\theta,\omega,p)= \sum^n_{k=1} Y_k(\omega) k^p\cos k\theta, \] where the coefficients \(Y_k(\omega)\) are normal with a constant mean \(\mu\). It is shown that for this case, with some mild assumptions for the level \(K\), \(EN_n(0,2\pi)\) is asymptotic to \(2n\sqrt{(2p+ 1)/(2p+ 3)}\). This is an interesting result as it contains the cases studied previously for the random trigonometric polynomials. However, the paper unfortunately contains above average typographical errors which makes the reading of this mathematically demanding paper difficult.
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