Harmonic mean, random polynomials and stochastic matrices. (Q1415390)
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English | Harmonic mean, random polynomials and stochastic matrices. |
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Harmonic mean, random polynomials and stochastic matrices. (English)
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3 December 2003
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Motivated by a problem in the learning theory, the authors study the dominant eigenvalues of a class of stochastic matrices. This turns out to be related to the roots of derivative of random polynomials (generated by picking their roots uniformly at random in the interval \([0, 1]\)). The article gives a few sharp results on the statistical properties of the smallest critical point. This, in turn, requires the study of the statistical behavior of the harmonic mean of identical independently distributed random variables, and the study yields a number of limiting distributions and laws of large numbers.
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convergence rate
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dominant eigenvalue
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harmonic mean
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large deviations
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law of large numbers
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learning process
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learning theory
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limiting distribution
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Markov processes
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memoryless learner algorithm
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random polynomials
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smallest critical point
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stable law
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stochastic matrices
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