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-1/2Σn=1K an(nt), being (an)n independent standard Gaussian random variables. In particular, we prove the conjecture by Farahmand, Granville & Wigman that the variance is equivalent to V2K, 0<V2<∞, as K∞. % The case of stationary trigonometric polynomials was studied by Granville & Wigman and by Aza\" & Le\'on. 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.
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.