On the real zeros of random trigonometric polynomials with dependent coefficients
Probability
2017-06-07 v1
Abstract
We consider random trigonometric polynomials of the form whose entries and are given by two independent stationary Gaussian processes with the same correlation function . Under mild assumptions on the spectral function associated with , we prove that the expectation of the number of real roots of in the interval satisfies The latter result not only covers the well-known situation of independent coefficients but allow us to deal with long range correlations. In particular it englobes the case where the random coefficients are given by a fractional Brownian noise with any Hurst parameter.
Keywords
Cite
@article{arxiv.1706.01654,
title = {On the real zeros of random trigonometric polynomials with dependent coefficients},
author = {Jürgen Angst and Federico Dalmao and Guillaume Poly},
journal= {arXiv preprint arXiv:1706.01654},
year = {2017}
}