Global universality of the expected number of zeros of non-analytic random signals
Abstract: We study the asymptotics as goes to infinity of , the expected number of zeros in of a random periodic signal of the form [ S_n(t)=\sum_{k=1}{n}a_k f(kt), ] where is a non-analytic $2π-$periodic function and the coefficients are i.i.d. random variables, centered with unit variance. We show in particular that if admits a finite third moment and if the function is piecewise polynomials and of class , then we have the following universal asymptotics, independent of the particular law of the coefficients [ \lim_{n \to +\infty}\frac{\Esp\left[\mathcal{N}(S_n,[0,2π])\right]}{n}= \frac{2}{\sqrt{3}}\sqrt{\frac{|f'|{L2([0,2π])}}{|f|{L2([0,2π])}}}. ] This result thus extends in expectation and at the scale of the whole period the local universality property established {in [Angst-Poly, IMRN, 2019]}, in distribution and in shrinking intervals of size $1/n$. Moreover, it generalizes to a non-analytic context the global universality results obtained in the more classical frameworks of random trigonometric polynomials or random analytic functions. Our approach combines a new almost sure Central Limit Theorem à la Salem--Zygmund for the function when evaluated at a uniform random point in , and as well as suitable uniform integrability and anti-concentration estimates.
Paper Prompts
Sign up for free to create and run prompts on this paper.