English

CLT for the zeros of Classical Random Trigonometric Polynomials

Probability 2015-02-09 v2

Abstract

We prove a Central Limit Theorem for the number of zeros of random trigonometric polynomials of the form K1/2n=1Kancos(nt)K^{-1/2}\sum_{n=1}^{K} a_n\cos(nt), being (an)n(a_n)_n independent standard Gaussian random variables. In particular, we prove the conjecture by Farahmand, Granville & Wigman that the variance is equivalent to V2KV^2K, 0<V2<0<V^2<\infty, as KK\to\infty. % The case of stationary trigonometric polynomials was studied by Granville & Wigman and by Aza\"\is & Le\'on. Our approach is based on the Hermite/Wiener-Chaos decomposition for square-integrable functionals of a Gaussian process and on Rice Formula for zero counting.

Keywords

Cite

@article{arxiv.1401.5745,
  title  = {CLT for the zeros of Classical Random Trigonometric Polynomials},
  author = {Jean-Marc Azaïs and Federico Dalmao and José R. León},
  journal= {arXiv preprint arXiv:1401.5745},
  year   = {2015}
}

Comments

27 pages. To appear in L'Annales de l'Institut Henri Poincar\'e, Serie B

R2 v1 2026-06-22T02:52:28.131Z