Global universality of the expected number of zeros of non-analytic random signals
Jürgen Angst, Thibault Pautrel, Guillaume Poly
Abstract
We study the asymptotics as n goes to infinity of E[N(Sn,[0,2π])], the expected number of zeros in [0, 2π] of a random periodic signal Sn of the form \[ Sn(t)=Σk=1nak f(kt), \] where f is a non-analytic 2π-periodic function and the coefficients (ak) are i.i.d. random variables, centered with unit variance. We show in particular that if a1 admits a finite third moment and if the function f is piecewise polynomials and of class C7, then we have the following universal asymptotics, independent of the particular law of the coefficients (ak) \[ n +∞[N(Sn,[0,2π])]n= 23\|f'\|L2([0,2π])\|f\|L2([0,2π]). \] This result thus extends in expectation and at the scale of the whole period [0,2π] the local universality property established in [Angst-Poly, IMRN, 2019], in distribution and in shrinking intervals of size 1/n. Moreover, it generalizes to a non-analytic context the global universality results obtained in the more classical frameworks of random trigonometric polynomials or random analytic functions. Our approach combines a new almost sure Central Limit Theorem à la Salem--Zygmund for the function Sn when evaluated at a uniform random point in [0, 2π], and as well as suitable uniform integrability and anti-concentration estimates.
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