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Random trigonometric polynomials: universality and non-universality of the variance for the number of real roots

Authors :
Do, Yen
Nguyen, Hoi H.
Nguyen, Oanh
Publication Year :
2019

Abstract

In this paper, we study the number of real roots of random trigonometric polynomials with iid coefficients. When the coefficients have zero mean, unit variance and some finite high moments, we show that the variance of the number of real roots is asymptotically linear in terms of the expectation; furthermore, the multiplicative constant in this linear relationship depends only on the kurtosis of the common distribution of the polynomial's coefficients. This result is in sharp contrast to the classical Kac polynomials whose corresponding variance depends only on the first two moments. Our result is perhaps the first paper to establish the variance for general distribution of the coefficients including discrete ones, for a model of random polynomials outside the family of the Kac polynomials. Our method gives a fine comparison framework throughout Edgeworth expansion, asymptotic Kac-Rice formula and a detailed analysis of characteristic functions.<br />Comment: 2 figures

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1912.11901
Document Type :
Working Paper