English

The distribution of the zeroes of random trigonometric polynomials

Probability 2010-03-24 v2 Classical Analysis and ODEs

Abstract

We study the asymptotic distribution of the number ZNZ_{N} of zeros of random trigonometric polynomials of degree NN as NN\to\infty. It is known that as NN grows to infinity, the expected number of the zeros is asymptotic to 23N\frac{2}{\sqrt{3}}\cdot N. The asymptotic form of the variance was predicted by Bogomolny, Bohigas and Leboeuf to be cNcN for some c>0c>0. We prove that ZN\EZNcN\frac{Z_{N}-\E Z_{N}}{\sqrt{cN}} converges to the standard Gaussian. In addition, we find that the analogous result is applicable for the number of zeros in short intervals.

Keywords

Cite

@article{arxiv.0809.1848,
  title  = {The distribution of the zeroes of random trigonometric polynomials},
  author = {Andrew Granville and Igor Wigman},
  journal= {arXiv preprint arXiv:0809.1848},
  year   = {2010}
}

Comments

51 pages. We cut the size of the paper to better suit publication. In particular, all the results of empirical experiments were cut off. Some standard results in probability and stochastic processes were also omitted. Numerous typos and mistakes were corrected following the suggestions of referees. This paper was accepted for publication in the American Journal of Mathematics.