Local universality for real roots of random trigonometric polynomials

DOI10.1214/16-EJP9MaRDI QIDQ728436zbMATH OpenOpenAlexFDO

Authors Zakhar Kabluchko, Alexander Marynych, Alexander Iksanov

Publication date 20 December 2016

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.05740, https://projecteuclid.org/euclid.ejp/1476706888

zbMATH Keywords

random trigonometric polynomialsreal zeros

Mathematics Subject Classification ID

Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral) (30C15) Functional limit theorems; invariance principles (60F17)

Abstract: Consider a random trigonometric polynomial $X_n:mathbbRomathbbR$ of the form ${\displaystyle }$ X_n(t) = sum_{k=1}^n left( xi_k sin (kt) + eta_k cos (kt) ight), ${\displaystyle }$ where $(x{i}_1,et{a}_1),(x{i}_2,et{a}_2),ldots$ are independent identically distributed bivariate real random vectors with zero mean and unit covariance matrix. Let $(s_n{)}_{ninmathbbN}$ be any sequence of real numbers. We prove that as $noinfty$, 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 $(sint)/t$. We also establish similar local universality results for the centered random vectors $(x{i}_k,et{a}_k)$ having an arbitrary covariance matrix or belonging to the domain of attraction of a two-dimensional $alpha$-stable law.

Review text

The paper deals with the number of zeros (lying in a compact interval) of random trigonometric polynomials, whose coefficients are independent identically distributed bivariate real random vectors with zero mean and unit covariance matrix. Random polynomials have been intensively studied by many researchers, there are a lot of applications in various branches of science and technology including nuclear physics, statistical mechanics and quantum mechanics. The authors of the present article prove that the number of zeros in the segment \([a/n,b/n]\) converges in distribution to the number of zeros in the segment \([a,b]\) of a stationary Gaussian process with zero mean and covariance \(sc(t-u)\), where \(sc(t)=\sin(t)/t\). This result is obtained for general distributions and it generalizes the result obtained by \textit{J.-M. Azaïs} et al. [``Local universality of the number of zeros of random trigonometric polynomials with continuous coefficients, Preprint, \url{arXiv: 1512.05583}] under the assumption that the components of the coefficients have infinitely smooth density.

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Cited in

(17)

• Local maxima of a random trigonometric polynomial
• Variations on Salem-Zygmund results for random trigonometric polynomials: application to almost sure nodal asymptotics
• Random trigonometric polynomials: universality and non-universality of the variance for the number of real roots
• New asymptotics for the mean number of zeros of random trigonometric polynomials with strongly dependent Gaussian coefficients
• Real zeroes of random analytic functions associated with geometries of constant curvature
• Non universality for the variance of the number of real roots of random trigonometric polynomials
• On the real zeros of random trigonometric polynomials with dependent coefficients
• Universality of the nodal length of bivariate random trigonometric polynomials
• Roots of random functions: A framework for local universality
• Universality of the minimum modulus for random trigonometric polynomials
• Real zeros of random trigonometric polynomials with dependent coefficients
• Expected number of real zeroes of random Taylor series
• Limit theorems for random Dirichlet series
• Rates of convergence for the number of zeros of random trigonometric polynomials
• Fluctuations in Salem-Zygmund almost sure central limit theorem
• Hole radii for the Kac polynomials and derivatives
• Local sign changes of polynomials

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