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 , being independent standard Gaussian random variables. In particular, we prove the conjecture by Farahmand, Granville & Wigman that the variance is equivalent to , , as . % 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