THE DISTRIBUTION OF THE ZEROS OF RANDOM TRIGONOMETRIC POLYNOMIALS

被引:38
作者
Granville, Andrew [1 ]
Wigman, Igor [2 ]
机构
[1] Univ Montreal, Dept Math & Stat, Montreal, PQ H3C 3J7, Canada
[2] Univ Montreal, Ctr Rech Math, Montreal, PQ H3C 3J7, Canada
关键词
CENTRAL-LIMIT-THEOREM; STATIONARY GAUSSIAN PROCESS; DEPENDENT RANDOM-VARIABLES; REAL ROOTS; NUMBER; LEVEL;
D O I
10.1353/ajm.2011.0015
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We study the asymptotic distribution of the number Z(N) of zeros of random trigonometric polynomials of degree N as N -> infinity. It is known that as N grows to infinity, the expected number of the zeros is asymptotic to 2/root 3 . N. The asymptotic form of the variance was predicted by Bogomolny, Bohigas and Leboeuf to be cN for some c > 0. We prove that Z(N)-EZ(N)/root(C)N converges to the standard Gaussian. In addition, we find that the analogous result is applicable for the number of zeros in short intervals.
引用
收藏
页码:295 / 357
页数:63
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