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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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A uniform Riemann sum approximation of the integral of the Fejer kernels

Let $F_N(t)$ denote the Fejer kernel $$F_N(t):={1\over N+1}{\sin^2\big({(N+1)}{t\over2}\big)\over \sin^2\big( {t\over2}\big)}\ .$$ Consider Riemann sums approximation for $\int_{-\pi}^\pi F_N(t) dt$ r …
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