Non universality for the variance of the number of real roots of random trigonometric polynomials

被引:11
作者
Bally, Vlad [1 ]
Caramellino, Lucia [2 ,3 ]
Poly, Guillaume [4 ]
机构
[1] Univ Paris Est, MathRisk INRIA, UPEC, LAMA,UMR CNRS,UPEMLV, F-77454 Marne La Vallee, France
[2] Univ Roma Tor Vergata, Dipartimento Matemat, Via Ric Sci 1, I-00133 Rome, Italy
[3] INDAM GNAMPA, Via Ric Sci 1, I-00133 Rome, Italy
[4] Univ Rennes 1, IRMAR, 263 Ave Gen Leclerc,CS 74205, F-35042 Rennes, France
关键词
Random trigonometric polynomials; Edgeworth expansion for non smooth functions; Kac-Rice formula; Small balls estimates; EXPECTED NUMBER; ZEROS;
D O I
10.1007/s00440-018-0869-2
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this article, we consider the following family of random trigonometric polynomials pn(t,Y)=Sigma k=1nYk1cos(kt)+Yk2sin(kt) for a given sequence of i.i.d. random variables Yki, i is an element of{1,2}, k >= 1, which are centered and standardized. We set N([0,pi],Y) the number of real roots over [0,pi] and N([0,pi],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 ->infinity) Var (N-n([0, pi], Y))/n = lim (n ->infinity) Var (N-n([0, pi], 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.
引用
收藏
页码:887 / 927
页数:41
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