Local universality for real roots of random trigonometric polynomials

Publication date 20 December 2016

Abstract: Consider a random trigonometric polynomial

X_{n} : m a t h b b R o m a t h b b R

of the form

X_n(t) = sum_{k=1}^n left( xi_k sin (kt) + eta_k cos (kt) ight),

where

(x i_{1}, e t a_{1}), (x i_{2}, e t a_{2}), l d o t s

are independent identically distributed bivariate real random vectors with zero mean and unit covariance matrix. Let

(s_{n})_{n i n m a t h b b N}

be any sequence of real numbers. We prove that as

n o i n f t y

, the number of real zeros of

X_{n}

in the interval

[s_{n} + a / n, s_{n} + b / n]

converges in distribution to the number of zeros in the interval

[a, b]

of a stationary, zero-mean Gaussian process with correlation function

(s i n t) / t

. We also establish similar local universality results for the centered random vectors

(x i_{k}, e t a_{k})

having an arbitrary covariance matrix or belonging to the domain of attraction of a two-dimensional

a l p h a

-stable law.

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