English

Local universality for real roots of random trigonometric polynomials

Probability 2016-05-17 v2

Abstract

Consider a random trigonometric polynomial Xn:RRX_n: \mathbb R \to \mathbb R of the form Xn(t)=k=1n(ξksin(kt)+ηkcos(kt)), X_n(t) = \sum_{k=1}^n \left( \xi_k \sin (kt) + \eta_k \cos (kt)\right), where (ξ1,η1),(ξ2,η2),(\xi_1,\eta_1),(\xi_2,\eta_2),\ldots are independent identically distributed bivariate real random vectors with zero mean and unit covariance matrix. Let (sn)nN(s_n)_{n\in\mathbb N} be any sequence of real numbers. We prove that as nn\to\infty, the number of real zeros of XnX_n in the interval [sn+a/n,sn+b/n][s_n+a/n, s_n+ b/n] converges in distribution to the number of zeros in the interval [a,b][a,b] of a stationary, zero-mean Gaussian process with correlation function (sint)/t(\sin t)/t. We also establish similar local universality results for the centered random vectors (ξk,ηk)(\xi_k,\eta_k) having an arbitrary covariance matrix or belonging to the domain of attraction of a two-dimensional α\alpha-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