On the zeros of non-analytic random periodic signals
Abstract
In this paper, we investigate the local universality of the number of zeros of a random periodic signal of the form , where is a periodic function satisfying weak regularity conditions and where the coefficients are i.i.d. random variables, that are centered with unit variance. In particular, our results hold for continuous piecewise linear functions. We prove that the number of zeros of in a shrinking interval of size converges in law as goes to infinity to the number of zeros of a Gaussian process whose explicit covariance only depends on the function and not on the common law of the random coefficients . As a byproduct, this entails that the point measure of the zeros of converges in law to an explicit limit on the space of locally finite point measures on endowed with the vague topology. The standard tools involving the regularity or even the analyticity of to establish such kind of universality results are here replaced by some high-dimensional Berry-Esseen bounds recently obtained in [CCK17]. The latter allow us to prove functional CLT's in topology in situations where usual criteria can not be applied due to the lack of regularity.
Keywords
Cite
@article{arxiv.1910.07469,
title = {On the zeros of non-analytic random periodic signals},
author = {Jürgen Angst and Guillaume Poly},
journal= {arXiv preprint arXiv:1910.07469},
year = {2019}
}
Comments
29 pages, 2 figures