On the average number of real zeros of a random trigonometric polynomial with dependent coefficients. II (Q802214)
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English | On the average number of real zeros of a random trigonometric polynomial with dependent coefficients. II |
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On the average number of real zeros of a random trigonometric polynomial with dependent coefficients. II (English)
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1984
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[Part I has been submitted for publication in J. Indian Math. Soc.] For the random trigonometric polynomial \(T(\theta)=\sum^{n}_{k=1}a_ k\cos k\theta\) (\(0\leq \theta \leq 2\pi)\) where \(a_ k\)'s are dependent normal random variables with mean zero, variance one and the correlation coefficient between any two random variables \((a_ i,a_ j)\) is \(p^{| i-j|}\), \(i\neq j\), the average number of real zeros is asymptotic to \(2n/\sqrt{3}\) for large \(n\).
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random trigonometric polynomial
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average number of real zeros
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