On the real zeros of random trigonometric polynomials with dependent coefficients

Abstract:

We consider random trigonometric polynomials of the form \[ f_n(t):=\sum _{1\le k \le n} a_{k} \cos (kt) + b_{k} \sin (kt), \] whose coefficients $(a_{k})_{k\ge 1}$ and $(b_{k})_{k\ge 1}$ are given by two independent stationary Gaussian processes with the same correlation function $\rho$. Under mild assumptions on the spectral function $\psi _\rho$ associated with $\rho$, we prove that the expectation of the number $N_n([0,2\pi ])$ of real roots of $f_n$ in the interval $[0,2\pi ]$ satisfies \[ \lim _{n \to +\infty } \frac {\mathbb E\left [N_n([0,2\pi ])\right ]}{n} = \frac {2}{\sqrt {3}}. \] The latter result not only covers the well-known situation of independent coefficients but allows us to deal with longrange correlations. In particular, it includes the case where the random coefficients are given by a fractional Brownian noise with any Hurst parameter.