Abstract

On a probability space $(\Omega, \mathcal F, \mathbb P)$ we consider two independent sequences $(a_k)_{k \geq 1}$ and $(b_k)_{k \geq 1}$ of i.i.d. random variables that are centered with unit variance and which admit a moment strictly higher than two. We define the associated random trigonometric polynomial \[ f_n(t) :=\frac{1}{\sqrt{n}} \sum_{k=1}^n a_k \cos(kt)+b_k \sin(kt), \quad t \in \mathbb R. \] In their seminal work, for Rademacher coefficients, Salem and Zygmund showed that $\mathbb P$ almost surely: \[ \forall t\in\mathbb R,\quad \frac{1}{2\pi}\int_{0}^{2\pi} \exp\left(i t f_n(x)\right) dx \xrightarrow[n\to\infty]~e^{-\frac{t^2}{2}}. \] In other words, if $X$ denotes an independent random variable uniformly distributed on $[0,2\pi]$, $\mathbb{P}$ almost surely, under the law of $X$, $f_n(X)$ converges in distribution to a standard Gaussian variable. In this paper, we revisit the above result from different perspectives. Namely, i) we establish a possibly sharp convergence rate for some adequate metric via the Stein's method, ii) we prove a functional counterpart of Salem--Zygmund CLT, iii) we extend it to more general distributions for $X$, iv) we also prove that the convergence actually holds in total variation. As an application, in the case where the random coefficients have a symmetric distribution and admit a moment of order $4$, we show that $\mathbb{P}$ almost surely, for any interval $[a,b] \subset [0, 2\pi]$ \[\frac{\mathcal N(f_n,[a,b])}{n} \xrightarrow[n \to +\infty]{} \frac{(b-a)}{\pi \sqrt{3}},\] where $\mathcal N(f_n,[a,b])$ denotes the number of real zeros of $f_n$ in the interval $[a,b]$. To the best of our knowledge, such an almost sure result is new in the framework of random trigonometric polynomials, even in the case of Gaussian coefficients.

Highlights

  • Introduction and statement of the results1.1 IntroductionLet us start by describing the framework of our study and fix the notations

  • In the case where the random coefficients have a symmetric distribution and admit a moment of order 4, we show that, P almost surely, for any interval [a, b] ⊂ [0, 2π], the number of real zeros N of fn in the interval [a, b] satisfies the universal asymptotics

  • To the sequencek≥1, one can naturally associate a sequence of random trigonometric polynomials setting for all n ≥ 1

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Summary

Introduction

Let us start by describing the framework of our study and fix the notations. We consider a probability space (Ω, F , P) which carries two independent sequences (ak)k≥1 and (bk)k≥1 of independent and identically distributed random variables. In the case of real roots of random trigonometric polynomials, the question of the almost sure asymptotics (1.3) has not been tackled until now To establish such an almost sure result, a classical and natural strategy would be to get some good estimates on the variance or some higher moment, i.e. for some p large enough, to show that. This is precisely the approach used by Ancona and Letendre in their recent paper [2] on the almost sure asymptotics of the real roots of Kostlan algebraic polynomials. Our approach could be applied more general frameworks, in particular in the Riemannian random waves model [29], which will be the object of a forthcoming paper by the authors

Variations on Salem–Zygmund Theorem
A quantitative version of Salem–Zygmund Theorem
A functional version of Salem–Zygmund Theorem
Salem–Zygmund Theorem for a non-uniform distribution
Salem–Zygmund Theorem in total variation
Application to almost sure nodal asymptotics
Proofs of the variations on Salem–Zygmund Theorem
Functional Central Limit Theorem
Convergence in total variation
Almost sure asymptotics for the number of real zeros
Functional convergence in distribution
Logarithmic integrability
Moment estimates
A Taylor expansion at the order 2 gives the following uniform bound:
Proof of Lemma 6

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