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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 fn(t):=1knakcos(kt)+bksin(kt), f_n(t):=\sum_{1\le k \le n} a_{k} \cos(kt) + b_{k} \sin(kt), whose entries (ak)k1(a_{k})_{k\ge 1} and (bk)k1(b_{k})_{k\ge 1} are given by two independent stationary Gaussian processes with the same correlation function ρ\rho. Under mild assumptions on the spectral function ψρ\psi_\rho associated with ρ\rho, we prove that the expectation of the number Nn([0,2π])N_n([0,2\pi]) of real roots of fnf_n in the interval [0,2π][0,2\pi] satisfies limn+E[Nn([0,2π])]n=23. \lim_{n \to +\infty} \frac{\mathbb E\left [N_n([0,2\pi])\right]}{n} = \frac{2}{\sqrt{3}}. 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}
}