covariance of the number of real zeros of a random trigonometric polynomial协方差的随机三角多项式的0.pdfVIP

COVARIANCE OF THE NUMBER OF REAL ZEROS OF A RANDOM TRIGONOMETRIC POLYNOMIAL K. FARAHMAND AND M. SAMBANDHAM Received 8 March 2006; Accepted 26 March 2006 For random coefficients aj and bj we consider a random trigonometric polynomial de- fined as T (θ) = n {a cosjθ + b sinjθ }. The expected number of real zeros of T (θ) n j =0 j j n in the interval (0,2π) can be easily obtained. In this note we show that this number is in fact n/√3. However the variance of the above number is not known. This note presents a method which leads to the asymptotic value for the covariance of the number of real zeros of the above polynomial in intervals (0, π) and (π,2π). It can be seen that our method in fact remains valid to obtain the result for any two disjoint intervals. The ap- plicability of our method to the classical random trigonometric polynomial, defined as P (θ) = n a (ω)cosjθ , is also discussed. T (θ) has the advantage on P (θ) of being n j =0 j n n stationary, with respect to θ, for which, therefore, a more advanced method developed could be used to yield the results. Copyright © 2006 Hindawi Publishing Corporation. All rights reserved. 1. Introduction Let (Ω,Pr,) be a fixed probability space and for ω ∈ Ω let {a (ω)}n and {b (ω)}n be j j =0 j j =0 sequences of independent, identically and normally distributed random variables, both with means zero and variances one. Denote by Nn (α,β ) the number of real zeros of ran- dom trigonometric polynomial n T (θ, ω) ≡ T (θ) = a (ω)cosjθ + b (ω)sinjθ (1.1)