Fluctuations in Salem-Zygmund almost sure central limit theorem

DOI10.1214/23-EJP931MaRDI QIDQ6164924zbMATH OpenWikidataFDO

Authors Jürgen Angst, Guillaume Poly

Publication date 4 July 2023

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

Full work available at URL https://arxiv.org/abs/2111.12571, https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Fluctuations-in-SalemZygmund-almost-sure-Central-Limit-Theorem/10.1214/23-EJP931.full

zbMATH Keywords

almost sure CLTnoise sensitivityrandom trigonometric polynomialsuniversality

Mathematics Subject Classification ID

Real polynomials: location of zeros (26C10) 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) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Abstract: Let us consider i.i.d. random variables ${a_k,b_k}_{kgeq1}$ defined on a common probability space $(Omega,mathcalF,mathbbP)$, following a symmetric Rademacher distribution and the associated random trigonometric polynomials $S_n(heta)=frac1sqrtnsu{m}_{k=1}^n{a}_{k}cos(kheta)+b_{k}sin(kheta)$. A seminal result by Salem and Zygmund ensures that $mathbbP-$almost surely, $foralltinmathbbR$ [ lim_{n o +infty} frac{1}{2pi}int_0^{2pi} e^{i t S_n( heta)}d heta=e^{-t^2/2}. ] This result was then further generalized in various directions regarding the coefficients distribution, their dependency structure or else the dimension and the nature of the ambient manifold. To the best of our knowledge, the natural question of the fluctuations in the above limit has not been tackled so far and is precisely the object of this article. Namely, for general i.i.d. symmetric random coefficients having a finite sixth-moment and for a large class of continuous test functions $phi$ we prove that [ sqrt{n}left(frac{1}{2pi}int_0^{2pi} phi(S_n( heta))d heta-int_{mathbb{R}}phi(t)frac{e^{-frac{t^2}{2}}dt}{sqrt{2pi}} ight)xrightarrow[n oinfty]{ ext{Law}}~mathcal{N}left(0,sigma_{phi}^2+frac{c_2(phi)^2}{2}left(mathbb{E}(a_1^4)-3 ight) ight). ] Here, the constant $sigm{a}_{phi}^2$ is explicit and corresponds to the limit variance in the case of Gaussian coefficients and $c_2(phi)$ is the coefficient of order $2$ in the decomposition of $phi$ in the Hermite polynomial basis. Surprisingly, it thus turns out that the fluctuations are not universal since they both involve the kurtosis of the coefficients and the second coefficient of $phi$ in the Hermite basis.

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Cited in

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