Covariance of the number of real zeros of a random trigonometric polynomial

For random coefficients aj and bj we consider a random trigonometric polynomial defined as Tn(θ)=∑j=0n{ajcos⁡jθ+bjsin⁡jθ}. The expected number of real zeros of Tn(θ) 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 abov...

Full description

Saved in:
Bibliographic Details
Main Authors: K. Farahmand, M. Sambandham
Format: Article
Language:English
Published: Wiley 2006-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Online Access:http://dx.doi.org/10.1155/IJMMS/2006/28492
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1832559780594450432
author K. Farahmand
M. Sambandham
author_facet K. Farahmand
M. Sambandham
author_sort K. Farahmand
collection DOAJ
description For random coefficients aj and bj we consider a random trigonometric polynomial defined as Tn(θ)=∑j=0n{ajcos⁡jθ+bjsin⁡jθ}. The expected number of real zeros of Tn(θ) 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 applicability of our method to the classical random trigonometric polynomial, defined as Pn(θ)=∑j=0naj(ω)cos⁡jθ, is also discussed. Tn(θ) has the advantage on Pn(θ) of being stationary, with respect to θ, for which, therefore, a more advanced method developed could be used to yield the results.
format Article
id doaj-art-a2daf605c4fc4977943e993c6e97592d
institution Kabale University
issn 0161-1712
1687-0425
language English
publishDate 2006-01-01
publisher Wiley
record_format Article
series International Journal of Mathematics and Mathematical Sciences
spelling doaj-art-a2daf605c4fc4977943e993c6e97592d2025-02-03T01:29:14ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04252006-01-01200610.1155/IJMMS/2006/2849228492Covariance of the number of real zeros of a random trigonometric polynomialK. Farahmand0M. Sambandham1Department of Mathematics, University of Ulster at Jordanstown, Co. Antrim BT37 0QB, United KingdomDepartment of Mathematics, Morehouse College, Atlanta, GA 30314, USAFor random coefficients aj and bj we consider a random trigonometric polynomial defined as Tn(θ)=∑j=0n{ajcos⁡jθ+bjsin⁡jθ}. The expected number of real zeros of Tn(θ) 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 applicability of our method to the classical random trigonometric polynomial, defined as Pn(θ)=∑j=0naj(ω)cos⁡jθ, is also discussed. Tn(θ) has the advantage on Pn(θ) of being stationary, with respect to θ, for which, therefore, a more advanced method developed could be used to yield the results.http://dx.doi.org/10.1155/IJMMS/2006/28492
spellingShingle K. Farahmand
M. Sambandham
Covariance of the number of real zeros of a random trigonometric polynomial
International Journal of Mathematics and Mathematical Sciences
title Covariance of the number of real zeros of a random trigonometric polynomial
title_full Covariance of the number of real zeros of a random trigonometric polynomial
title_fullStr Covariance of the number of real zeros of a random trigonometric polynomial
title_full_unstemmed Covariance of the number of real zeros of a random trigonometric polynomial
title_short Covariance of the number of real zeros of a random trigonometric polynomial
title_sort covariance of the number of real zeros of a random trigonometric polynomial
url http://dx.doi.org/10.1155/IJMMS/2006/28492
work_keys_str_mv AT kfarahmand covarianceofthenumberofrealzerosofarandomtrigonometricpolynomial
AT msambandham covarianceofthenumberofrealzerosofarandomtrigonometricpolynomial