English

On the zeros of non-analytic random periodic signals

Probability 2019-10-17 v1

Abstract

In this paper, we investigate the local universality of the number of zeros of a random periodic signal of the form Sn(t)=k=1nakf(kt)S_n(t)=\sum_{k=1}^n a_k f(k t), where ff is a 2π2\pi-periodic function satisfying weak regularity conditions and where the coefficients aka_k 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 Sn(t)S_n(t) in a shrinking interval of size 1/n1/n converges in law as nn goes to infinity to the number of zeros of a Gaussian process whose explicit covariance only depends on the function ff and not on the common law of the random coefficients (ak)(a_k). As a byproduct, this entails that the point measure of the zeros of Sn(t)S_n(t) converges in law to an explicit limit on the space of locally finite point measures on R\mathbb R endowed with the vague topology. The standard tools involving the regularity or even the analyticity of ff 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 C1C^1 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