CLT for crossings of random trigonometric polynomials
José R León (Universidad Central de Venezuela)
Abstract
We establish a central limit theorem for the number of roots of the equation $X_N(t) =u$ when $X_N(t)$ is a Gaussian trigonometric polynomial of degree $N$. The case $u=0$ was studied by Granville and Wigman. We show that for some size of the considered interval, the asymptotic behavior is different depending on whether $u$ vanishes or not. Our mains tools are: a) a chaining argument with the stationary Gaussain process with covariance $\sin(t)/t$, b) the use of Wiener chaos decomposition that explains some singularities that appear in the limit when $u \neq 0$.
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Pages: 1-17
Publication Date: July 18, 2013
DOI: 10.1214/EJP.v18-2403
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