arXiv · 1401.5745
CLT for the zeros of Classical Random Trigonometric Polynomials
Abstract
We prove a Central Limit Theorem for the number of zeros of random trigonometric polynomials of the form $K^{-1/2}\sum_{n=1}^{K} a_n\cos(nt)$, being $(a_n)_n$ independent standard Gaussian random variables. In particular, we prove the conjecture by Farahmand, Granville & Wigman that the variance is equivalent to $V^2K$, $0<V^2<\infty$, as $K\to\infty$. % The case of stationary trigonometric polynomials was studied by Granville & Wigman and by Aza\"\is & León. Our approach is based on the Hermite/Wiener-Chaos decomposition for square-integrable functionals of a Gaussian process and on Rice Formula for zero counting.
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Jean-Marc Azaïs, Federico Dalmao, José R. León. 2015-02-06. CLT for the zeros of Classical Random Trigonometric Polynomials. https://doi.org/10.1214/14
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