Rates of convergence for the number of zeros of random trigonometric polynomials
From MaRDI portal
Publication:6103222
Abstract: In this paper, we quantify the rate of convergence between the distribution of number of zeros of random trigonometric polynomials (RTP) with i.i.d. centered random coefficients and the number of zeros of a stationary centered Gaussian process G, whose covariance function is given by the sinc function. First, we find the convergence of the RTP towards G in the Wasserstein-1 distance, which in turn is a consequence of Donsker Theorem. Then, we use this result to derive the rate of convergence between their respective number of zeros. Since the number of real zeros of the RTP is not a continuous function, we use the Kac-Rice formula to express it as the limit of an integral and, in this way, we approximate it by locally Lipschitz continuous functions.
Recommendations
- ON THE EXPECTED NUMBER OF REAL ZEROS OF RANDOM TRIGONOMETRIC POLYNOMIALS
- The distribution of the zeros of random trigonometric polynomials
- On the variance of the number of real zeros of a random trigonometric polynomial
- scientific article; zbMATH DE number 3978072
- On the number of real zeros of a random trigonometric polynomial: coefficients with non–zero infinite mean
- New asymptotics for the mean number of zeros of random trigonometric polynomials with strongly dependent Gaussian coefficients
- CLT for the zeros of classical random trigonometric polynomials
- On the real zeros of random trigonometric polynomials with dependent coefficients
- scientific article; zbMATH DE number 4028549
Cites work
- Calcul stochastique et problèmes de martingales
- Central limit theorems and bootstrap in high dimensions
- CLT for crossings of random trigonometric polynomials
- Donsker's theorem in Wasserstein-1 distance
- Expected number of real roots of random trigonometric polynomials
- scientific article; zbMATH DE number 777655 (Why is no real title available?)
- Level Sets and Extrema of Random Processes and Fields
- Local universality for real roots of random trigonometric polynomials
- On the Average Number of Real Roots of a Random Algebraic Equation (II)
- ON THE EXPECTED NUMBER OF REAL ZEROS OF RANDOM TRIGONOMETRIC POLYNOMIALS
- On the Number of Real Roots of a Random Algebraic Equation
- On the Number of Real Roots of a Random Algebraic Equation
- On the number of real zeros of a random trigonometric polynomial: coefficients with non–zero infinite mean
- On the variance of the number of real zeros of a random trigonometric polynomial
- Optimal Transport
- Quantum chaotic dynamics and random polynomials
- Roots of random functions: A framework for local universality
- Stein's method for diffusion approximations
- The Number of Real Zeros of a Random Trigonometric Polynomial
- Universality of the nodal length of bivariate random trigonometric polynomials
Cited in
(3)
This page was built for publication: Rates of convergence for the number of zeros of random trigonometric polynomials
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6103222)