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We investigate the mean number of real zeros over an interval $[a,b]$ of a random trigonometric polynomial of the form $\sum_{k=1}^n a_k \cos(kt)+b_k \sin(kt)$ where the coefficients are i.i.d. random variables. Under mild assumptions on…

Probability · Mathematics 2015-11-30 Jürgen Angst , Guillaume Poly

On a probability space $(\Omega, \mathcal F, \mathbb P)$ we consider two independent sequences $(a_k)_{k \geq 1}$ and $(b_k)_{k \geq 1}$ of i.i.d. random variables that are centered with unit variance and which admit a moment strictly…

Probability · Mathematics 2019-12-23 Jürgen Angst , Guillaume Poly

We study the asymptotic distribution of the number $Z_{N}$ of zeros of random trigonometric polynomials of degree $N$ as $N\to\infty$. It is known that as $N$ grows to infinity, the expected number of the zeros is asymptotic to…

Probability · Mathematics 2010-03-24 Andrew Granville , Igor Wigman

In this paper we find the asymptotic main term of the variance of the number of roots of Kostlan-Shub-Smale random polynomials and prove a central limit theorem for the number of roots as the degree goes to infinity.

Probability · Mathematics 2015-04-27 Federico Dalmao

We consider random trigonometric polynomials of the form \[ f_n(x,y)=\sum_{1\le k,l \le n} a_{k,l} \cos(kx) \cos(ly), \] where the entries $(a_{k,l})_{k,l\ge 1}$ are i.i.d. random variables that are centered with unit variance. We…

Probability · Mathematics 2016-10-19 Jürgen Angst , Guillaume Poly , Hung Pham Viet

Consider a random trigonometric polynomial $X_n: \mathbb R \to \mathbb R$ of the form $$ X_n(t) = \sum_{k=1}^n \left( \xi_k \sin (kt) + \eta_k \cos (kt)\right), $$ where $(\xi_1,\eta_1),(\xi_2,\eta_2),\ldots$ are independent identically…

Probability · Mathematics 2016-05-17 Alexander Iksanov , Zakhar Kabluchko , Alexander Marynych

We consider random trigonometric polynomials of the form \[ f_n(t):=\frac{1}{\sqrt{n}} \sum_{k=1}^{n}a_k \cos(k t)+b_k \sin(k t), \] where $(a_k)_{k\geq 1}$ and $(b_k)_{k\geq 1}$ are two independent stationary Gaussian processes with the…

Probability · Mathematics 2020-02-05 Thibault Pautrel

We consider random trigonometric polynomials of the form \[ f_n(t):=\sum_{1\le k \le n} a_{k} \cos(kt) + b_{k} \sin(kt), \] whose entries $(a_{k})_{k\ge 1}$ and $(b_{k})_{k\ge 1}$ are given by two independent stationary Gaussian processes…

Probability · Mathematics 2017-06-07 Jürgen Angst , Federico Dalmao , Guillaume Poly

In this note we study the number of real roots of a wide class of random orthogonal polynomials with gaussian coefficients. Using the method of Wiener Chaos we show that the fluctuation in the bulk is asymptotically gaussian, even when the…

Probability · Mathematics 2021-11-18 Yen Do , Hoi H. Nguyen , Oanh Nguyen , Igor E. Pritsker

In this note, we prove a central limit theorem for smooth linear statistics of zeros of random polynomials which are linear combinations of orthogonal polynomials with iid standard complex Gaussian coefficients. Along the way, we obtain…

Complex Variables · Mathematics 2017-05-23 Turgay Bayraktar

Let $X_N$ be a random trigonometric polynomial of degree $N$ with iid coefficients and let $Z_N(I)$ denote the (random) number of its zeros lying in the compact interval $I\subset\mathbb{R}$. Recently, a number of important advances were…

Probability · Mathematics 2015-12-18 Jean-Marc Azaïs , Federico Dalmao , José León , Ivan Nourdin , Guillaume Poly

We compute the variance asymptotics for the number of real zeros of trigonometric polynomials with random dependent Gaussian coefficients and show that under mild conditions, the asymptotic behavior is the same as in the independent…

Probability · Mathematics 2022-09-14 Louis Gass

We state the Central Limit Theorem, as the degree goes to infinity, for the normalized volume of the zero set of a rectangular Kostlan-Shub-Smale random polynomial system. This paper is a continuation of {\it Central Limit Theorem for the…

Probability · Mathematics 2021-09-27 Jean-Marc Azaïs , Diego Armentano , Federico Dalmao , José R. León

The large degree asymptotics of the expected number of real zeros of a random trigonometric polynomial $$ T_n(x) = \sum_ {j=0} ^{n} a_j \cos (j x) + b_j \sin (j x), \ x \in (0,2\pi), $$ with i.i.d. real-valued standard Gaussian coefficients…

Probability · Mathematics 2021-11-01 Ali Pirhadi

For $i = 0, 1, \ldots, n$, let $C_i$ be independent and identically distributed random variables with distribution $F$ with support $(0,\infty)$. The number of zeros of the random tropical polynomials $\mathcal{T}f_n(x) =…

Probability · Mathematics 2014-04-01 Francois Baccelli , Ngoc Mai Tran

A probabilistic approach to the study of the number of zeros of complex harmonic polynomials was initiated by W. Li and A. Wei (2009), who derived a Kac-Rice type formula for the expected number of zeros of random harmonic polynomials with…

Complex Variables · Mathematics 2016-05-16 Antonio Lerario , Erik Lundberg

In this paper, we quantify the rate of convergence between the distribution of number of zeros of random trigonometric polynomials (RTP) with i.i.d. centered random coefficients and the number of zeros of a stationary centered Gaussian…

Probability · Mathematics 2021-02-01 Laure Coutin , Liliana Peralta

Consider random symmetric Toeplitz matrices $T_{n}=(a_{i-j})_{i,j=1}^{n}$ with matrix entries $a_{j}, j=0,1,2,...,$ being independent real random variables such that \be \mathbb{E}[a_{j}]=0, \ \ \mathbb{E}[|a_{j}|^{2}]=1 \ \ \textrm{for}\,\…

Probability · Mathematics 2010-11-09 Dang-Zheng Liu , Xin Sun , Zheng-Dong Wang

We consider the number of roots of linear combinations of a system of $n$ orthogonal eigenfunctions of a Sturm-Liouville initial value problem with i.i.d. standard Gaussian coefficients. We prove that its distribution inherits the…

Probability · Mathematics 2023-05-23 Federico Dalmao , José R. León

We consider random trigonometric polynomials with general dependent coefficients. We show that under mild hypotheses on the structure of dependence, the asymptotics as the degree goes to infinity of the expected number of real zeros…

Probability · Mathematics 2024-09-24 Jürgen Angst , Oanh Nguyen , Guillaume Poly
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