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Expected number of real roots of random trigonometric polynomials

Probability 2016-01-11 v1

Abstract

We investigate the asymptotics of the expected number of real roots of random trigonometric polynomials Xn(t)=u+1nk=1n(Akcos(kt)+Bksin(kt)),t[0,2π],uR X_n(t)=u+\frac{1}{\sqrt{n}}\sum_{k=1}^n (A_k\cos(kt)+B_k\sin(kt)), \quad t\in [0,2\pi],\quad u\in\mathbb{R} whose coefficients Ak,BkA_k, B_k, kNk\in\mathbb{N}, are independent identically distributed random variables with zero mean and unit variance. If Nn[a,b]N_n[a, b] denotes the number of real roots of XnX_n in an interval [a,b][0,2π][a,b]\subseteq [0,2\pi], we prove that limnENn[a,b]n=baπ3eu22. \lim_{n\rightarrow\infty} \frac{\mathbb{E} N_n[a,b]}{n}=\frac{b-a}{\pi\sqrt{3}} e^{-\frac{u^2}{2}}.

Keywords

Cite

@article{arxiv.1601.01841,
  title  = {Expected number of real roots of random trigonometric polynomials},
  author = {Hendrik Flasche},
  journal= {arXiv preprint arXiv:1601.01841},
  year   = {2016}
}

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15 pages