Number of real roots of a random trigonometric polynomial

K. Farahmand

International Journal of Stochastic Analysis, 1992, vol. 5, 1-7

Abstract:

We study the expected number of real roots of the random equation g 1 cos θ + g 2 cos 2 θ + … + g n cos n θ = K where the coefficients g j 's are normally distributed, but not necessarily all identical. It is shown that although this expected number is independent of the means of g j , ( j = 1 , 2 , … , n ) , it will depend on their variances. The previous works in this direction considered the identical distribution for the coefficients.

Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:241521

DOI: 10.1155/S104895339200025X

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