On the real zeros of random trigonometric polynomials with dependent coefficients

DOI10.1090/PROC/14216MaRDI QIDQ4555819zbMATH OpenOpenAlexWikidataFDO

Authors Jürgen Angst, Federico Dalmao, Guillaume Poly

Publication date 23 November 2018

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

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

zbMATH Keywords

asymptotic behaviortrigonometric polynomialsrandom coefficientsexpected number of real 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) Trigonometric polynomials, inequalities, extremal problems (42A05) Real polynomials: location of zeros (26C10) Polynomials in real and complex fields: location of zeros (algebraic theorems) (12D10)

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 $(a_k{)}_{kge1}$ and $(b_k{)}_{kge1}$ are given by two independent stationary Gaussian processes with the same correlation function $ho$. Under mild assumptions on the spectral function $ps{i}_{h}o$ associated with $ho$, we prove that the expectation of the number $N_n([0,2pi])$ of real roots of $f_n$ 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.

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• Variance of the number of zeros of dependent Gaussian trigonometric polynomials
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• Convergence in distribution norms in the CLT for non identical distributed random variables
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