Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7550485 | Stochastic Processes and their Applications | 2017 | 15 Pages |
Abstract
We investigate the asymptotics of the expected number of real roots of random trigonometric polynomials Xn(t)=u+1nâk=1n(Akcos(kt)+Bksin(kt)),tâ[0,2Ï],uâR whose coefficients Ak,Bk, kâN, 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]â[0,2Ï], we prove that limnââENn[a,b]n=bâaÏ3exp(âu22).
Keywords
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Hendrik Flasche,