Number of real roots of a random trigonometric polynomial (Q2365559)
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English | Number of real roots of a random trigonometric polynomial |
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Number of real roots of a random trigonometric polynomial (English)
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29 June 1993
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Summary: We study the expected number of real roots of the random equation \[ g_ 1\cos\theta+g_ 2\cos 2\theta+\cdots+g_ n\cos n\theta=K, \] where the coefficients \(g_ j\)'s are normally distributed, but not necessarily all identical. It is shown that although this expected number is independent of the means of \(g_ j\), \(j=1,2,\dots,n\), it will depend on their variances. The previous works in this direction considered the identical distribution for the coefficients.
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number of level crossings
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random trigonometric polynomial
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Kac-Rice formula
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expected number of real roots
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