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Expected number of real roots of random trigonometric polynomials
Authors:Hendrik Flasche
Institution:Institut für Mathematische Statistik, Universität Münster, Orléans–Ring 10, 48149, Münster, Germany
Abstract:We investigate the asymptotics of the expected number of real roots of random trigonometric polynomials
Xn(t)=u+1nk=1n(Akcos(kt)+Bksin(kt)),t0,2π],uR
whose coefficients Ak,Bk, kN, are independent identically distributed random variables with zero mean and unit variance. If Nna,b] denotes the number of real roots of Xn in an interval a,b]?0,2π], we prove that
limnENna,b]n=b?aπ3exp(?u22).
Keywords:Zeros of random analytic functions  Random trigonometric polynomials  Functional limit theorem
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