On the zeros of non-analytic random periodic signals
Abstract
In this paper, we investigate the local universality of the number of zeros of a random periodic signal of the form Sn(t)=Σk=1n ak f(k t), where f is a 2π-periodic function satisfying weak regularity conditions and where the coefficients ak are i.i.d. random variables, that are centered with unit variance. In particular, our results hold for continuous piecewise linear functions. We prove that the number of zeros of Sn(t) in a shrinking interval of size 1/n converges in law as n goes to infinity to the number of zeros of a Gaussian process whose explicit covariance only depends on the function f and not on the common law of the random coefficients (ak). As a byproduct, this entails that the point measure of the zeros of Sn(t) converges in law to an explicit limit on the space of locally finite point measures on R endowed with the vague topology. The standard tools involving the regularity or even the analyticity of f to establish such kind of universality results are here replaced by some high-dimensional Berry-Esseen bounds recently obtained in [CCK17]. The latter allow us to prove functional CLT's in C1 topology in situations where usual criteria can not be applied due to the lack of regularity.
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