Local universality for real roots of random trigonometric polynomials
Probability
2016-05-17 v2
Abstract
Consider a random trigonometric polynomial of the form where are independent identically distributed bivariate real random vectors with zero mean and unit covariance matrix. Let be any sequence of real numbers. We prove that as , the number of real zeros of in the interval converges in distribution to the number of zeros in the interval of a stationary, zero-mean Gaussian process with correlation function . We also establish similar local universality results for the centered random vectors having an arbitrary covariance matrix or belonging to the domain of attraction of a two-dimensional -stable law.
Keywords
Cite
@article{arxiv.1601.05740,
title = {Local universality for real roots of random trigonometric polynomials},
author = {Alexander Iksanov and Zakhar Kabluchko and Alexander Marynych},
journal= {arXiv preprint arXiv:1601.05740},
year = {2016}
}
Comments
20 pages, extended version. New results (including the stable case) were added