On the variance of the number of real roots of a random trigonometric polynomial

K. Farahmand

International Journal of Stochastic Analysis, 1990, vol. 3, 1-9

Abstract:

This paper provides an upper estimate for the variance of the number of real zeros of the random trigonometric polynomial g 1 cos θ + g 2 cos 2 θ + … + g n cos n θ . The coefficients g i ( i = 1 , 2 , … , n ) are assumed independent and normally distributed with mean zero and variance one.

Date: 1990
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:639703

DOI: 10.1155/S1048953390000235

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