On the real zeros of random trigonometric polynomials with dependent coefficients

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Publication:4555819

DOI10.1090/PROC/14216zbMATH Open1406.26007arXiv1706.01654OpenAlexW2964112851WikidataQ129188640 ScholiaQ129188640MaRDI QIDQ4555819FDOQ4555819


Authors: Jürgen Angst, Federico Dalmao, Guillaume Poly Edit this on Wikidata


Publication date: 23 November 2018

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Abstract: We consider random trigonometric polynomials of the form [ f_n(t):=sum_{1le k le n} a_{k} cos(kt) + b_{k} sin(kt), ] whose entries (ak)kge1 and (bk)kge1 are given by two independent stationary Gaussian processes with the same correlation function ho. Under mild assumptions on the spectral function psiho associated with ho, we prove that the expectation of the number Nn([0,2pi]) of real roots of fn in the interval [0,2pi] satisfies [ lim_{n o +infty} frac{mathbb Eleft [N_n([0,2pi]) ight]}{n} = frac{2}{sqrt{3}}. ] The latter result not only covers the well-known situation of independent coefficients but allow us to deal with long range correlations. In particular it englobes the case where the random coefficients are given by a fractional Brownian noise with any Hurst parameter.


Full work available at URL: https://arxiv.org/abs/1706.01654




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