Non universality for the variance of the number of real roots of random trigonometric polynomials
In this article, we consider the following family of random trigonometric polynomials p n ( t , Y ) = ∑ k = 1 n Y k 1 cos ( k t ) + Y k 2 sin ( k t ) for a given sequence of i.i.d. random variables Y k i , i ∈ { 1 , 2 } , k ≥ 1 , which are centered and standardized. We set N ( [ 0 , π ] , Y ) the nu...
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Veröffentlicht in: | Probability theory and related fields 2019-08, Vol.174 (3-4), p.887-927 |
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Sprache: | eng |
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Zusammenfassung: | In this article, we consider the following family of random trigonometric polynomials
p
n
(
t
,
Y
)
=
∑
k
=
1
n
Y
k
1
cos
(
k
t
)
+
Y
k
2
sin
(
k
t
)
for a given sequence of i.i.d. random variables
Y
k
i
,
i
∈
{
1
,
2
}
,
k
≥
1
, which are centered and standardized. We set
N
(
[
0
,
π
]
,
Y
)
the number of real roots over
[
0
,
π
]
and
N
(
[
0
,
π
]
,
G
)
the corresponding quantity when the coefficients follow a standard Gaussian distribution. We prove under a Doeblin’s condition on the distribution of the coefficients that
lim
n
→
∞
Var
N
n
(
[
0
,
π
]
,
Y
)
n
=
lim
n
→
∞
Var
N
n
(
[
0
,
π
]
,
G
)
n
+
1
30
E
Y
1
1
4
-
3
.
The latter establishes that the behavior of the variance is not universal and depends on the distribution of the underlying coefficients through their kurtosis. Actually, a more general result is proven in this article, which does not require that the coefficients are identically distributed. The proof mixes a recent result regarding Edgeworth expansions for distribution norms established in Bally et al. (Electron J Probab 23(45):1–51,
2018
) with the celebrated Kac–Rice formula. |
---|---|
ISSN: | 0178-8051 1432-2064 |
DOI: | 10.1007/s00440-018-0869-2 |