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Article Dans Une Revue Electronic Journal of Probability Année : 2013

CLT for Crossings of random trigonometric Polynomials

José R. Leon
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Résumé

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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Dates et versions

hal-00747030 , version 1 (30-10-2012)
hal-00747030 , version 2 (29-05-2013)

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Citer

Jean-Marc Azaïs, José R. Leon. CLT for Crossings of random trigonometric Polynomials. Electronic Journal of Probability, 2013, vol. 18 (paper no. 68), ⟨10.1214/EJP.v18-2403⟩. ⟨hal-00747030v2⟩
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