Article ID Journal Published Year Pages File Type
7550485 Stochastic Processes and their Applications 2017 15 Pages PDF
Abstract
We investigate the asymptotics of the expected number of real roots of random trigonometric polynomials Xn(t)=u+1n∑k=1n(Akcos(kt)+Bksin(kt)),t∈[0,2π],u∈R whose coefficients Ak,Bk, k∈N, are independent identically distributed random variables with zero mean and unit variance. If Nn[a,b] denotes the number of real roots of Xn in an interval [a,b]⊆[0,2π], we prove that limn→∞ENn[a,b]n=b−aπ3exp(−u22).
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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