English

Variations on Salem--Zygmund results for random trigonometric polynomials. Application to almost sure nodal asymptotics

Probability 2019-12-23 v1

Abstract

On a probability space (Ω,F,P)(\Omega, \mathcal F, \mathbb P) we consider two independent sequences (ak)k1(a_k)_{k \geq 1} and (bk)k1(b_k)_{k \geq 1} of i.i.d. random variables that are centered with unit variance and which admit a moment strictly higher than two. We define the associated random trigonometric polynomial fn(t):=1nk=1nakcos(kt)+bksin(kt),tR. f_n(t) :=\frac{1}{\sqrt{n}} \sum_{k=1}^n a_k \cos(kt)+b_k \sin(kt), \quad t \in \mathbb R. In their seminal work, for Rademacher coefficients, Salem and Zygmund showed that P\mathbb P almost surely: tR,12π02πexp(itfn(x))dxn et22. \forall t\in\mathbb R,\quad \frac{1}{2\pi}\int_{0}^{2\pi} \exp\left(i t f_n(x)\right) dx \xrightarrow[n\to\infty]~e^{-\frac{t^2}{2}}. In other words, if XX denotes an independent random variable uniformly distributed on [0,2π][0,2\pi], P\mathbb{P} almost surely, under the law of XX, fn(X)f_n(X) converges in distribution to a standard Gaussian variable. In this paper, we revisit the above result from different perspectives. Namely, i) we establish a possibly sharp convergence rate for some adequate metric via the Stein's method, ii) we prove a functional counterpart of Salem--Zygmund CLT, iii) we extend it to more general distributions for XX, iv) we also prove that the convergence actually holds in total variation. As an application, in the case where the random coefficients have a symmetric distribution and admit a moment of order 44, we show that P\mathbb{P} almost surely, for any interval [a,b][0,2π][a,b] \subset [0, 2\pi] N(fn,[a,b])nn+(ba)π3,\frac{\mathcal N(f_n,[a,b])}{n} \xrightarrow[n \to +\infty]{} \frac{(b-a)}{\pi \sqrt{3}}, where N(fn,[a,b])\mathcal N(f_n,[a,b]) denotes the number of real zeros of fnf_n in the interval [a,b][a,b]. To the best of our knowledge, such an almost sure result is new in the framework of random trigonometric polynomials, even in the case of Gaussian coefficients.

Keywords

Cite

@article{arxiv.1912.09928,
  title  = {Variations on Salem--Zygmund results for random trigonometric polynomials. Application to almost sure nodal asymptotics},
  author = {Jürgen Angst and Guillaume Poly},
  journal= {arXiv preprint arXiv:1912.09928},
  year   = {2019}
}

Comments

44 pages