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Universality of the minimum modulus for random trigonometric polynomials

Publication ,  Journal Article
Cook, NA; Nguyen, HH
January 18, 2021

It has been shown in a recent work by Yakir-Zeitouni that the minimum modulus of random trigonometric polynomials with Gaussian coefficients has a limiting exponential distribution. We show this is a universal phenomenon. Our approach relates the joint distribution of small values of the polynomial at a fixed number $m$ of points on the circle to the distribution of a certain random walk in a $4m$-dimensional phase space. Under Diophantine approximation conditions on the angles, we obtain strong small ball estimates and a local central limit theorem for the distribution of the walk.

Duke Scholars

Publication Date

January 18, 2021

Related Subject Headings

  • Industrial Engineering & Automation
  • Applied Mathematics
  • 0913 Mechanical Engineering
  • 0906 Electrical and Electronic Engineering
  • 0102 Applied Mathematics
 

Citation

APA
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ICMJE
MLA
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Publication Date

January 18, 2021

Related Subject Headings

  • Industrial Engineering & Automation
  • Applied Mathematics
  • 0913 Mechanical Engineering
  • 0906 Electrical and Electronic Engineering
  • 0102 Applied Mathematics