On random quadratic forms: supports of potential local maxima

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Publication:4611273

DOI10.1017/JPR.2018.74zbMATH Open1407.37122arXiv1708.03255OpenAlexW3103114174WikidataQ128578241 ScholiaQ128578241MaRDI QIDQ4611273FDOQ4611273


Authors: Boris Pittel Edit this on Wikidata


Publication date: 17 January 2019

Published in: Journal of Applied Probability (Search for Journal in Brave)

Abstract: In the late eighties John Kingman studied the problem of maxima of a quadratic form, with independent, uniformly distributed, coefficients, on a simplex of growing dimension n. In particular, he proved that the largest support size (cardinality) Ln of a potential local maximum is, in probability, 2.49n1/2 at most, and for a non-biological case of independent exponentials on [0,infty) he reduced the constant to 2.14. In this paper we show that the constant 2.14 serves a broad class of the densities on [0,1], which includes a linear non-decreasing (whence uniform) density and the exponential density conditioned on [0,1]. We also prove a qualitatively matching lower bound: in probability, Lnge2n1/3 at least. Our argument shows also that the random counts of potential maxima supports, whose sizes range from 2 to lceil2n1/3ceil, are asymptotic to their expected values. Finally we show that a support of a local maximum, that does not contain a support of a local equilibrium, is very unlikely to have size exceeding 2log2n.


Full work available at URL: https://arxiv.org/abs/1708.03255




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