A quantitative CLT for the zeros of random trigonometric polynomials
Ao Huang, Zhonggen Su, Xiaolin Wang
Abstract
Let XN(t), t∈[0,π], be a stationary Gaussian trigonometric polynomial, and let ZN denote the number of zeros of the rescaled process XN(t/N) on [0,Nπ]. We establish the quantitative central limit theorem \[ d W( ZN- E[ ZN] Var( ZN),Z) C( N)2 N, \] where Z is standard Gaussian and d W denotes the Wasserstein-1 distance. The proof combines Ornstein--Uhlenbeck regularization of the singular Kac representation with direct estimates of the covariance between the Malliavin--Stein factor and Stein test functions. A lattice lower bound of order N-1/2 shows that the convergence rate is optimal up to logarithmic factors.
Create a lesson
Related papers
Discrete total variation under the multinomial, Part 2: variance under the uniform null
Nikola Banić, Neven Elezović
Spectral Measure and Tail Process for Multivariate Dynamical Extremes
Alessio Corveddu
Half-space polynuclear growth: a multipoint Fredholm--Pfaffian formula
Kailun Chen, Xincheng Zhang
Determinantal linear spanning forests
Adrien Kassel, Thierry Lévy
Iterated Graph Systems (III): Alexander-Orbach conjecture on hierarchical lattices
Ziyu Neroli
Entropy, isoperimetry and the total variation profile of random walks
Antoine Gournay