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Fundamentalnaya i Prikladnaya Matematika, 1998, Volume 4, Issue 1, Pages 245–302
(Mi fpm286)
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This article is cited in 1 scientific paper (total in 1 paper)
An estimate of the minimum of the absolute value of trigonometric polynomials with random coefficients
A. G. Karapetyan M. V. Lomonosov Moscow State University
Abstract:
In this paper the random trigonometric polynomial $T(x)=\sum\limits_{j=0}^{n-1}\xi_j\exp (ijx)$ is studied, where $\xi,\xi_j$ are real independent equally distributed random variables with zero mathematical expectations, positive second and finite third absolute moments.
Theorem.
For any $\varepsilon\in(0,1)$ and $n>(C(\xi))^{7654/\varepsilon^3}$
$$
\mathsf{Pr}\biggl(\min_{x\in\mathbb T}\biggl|\sum_{j=0}^{n-1}\xi_j\exp(ijx)
\biggr|>n^{-\frac{1}{2}+\varepsilon}\biggr)\leq
\frac{1}{n^{\varepsilon^2/62}},
$$
where $C(\xi)$ is defined in the paper.
In the proof of the theorem we use the method of normal degree and establish the estimates for probabilities of events $E_k$, $k\in\mathbb N$, $0<k<\frac{k_0}{2}$, and their pairwise intersections. The events $E_k$ are defined by random vectors $X$:
$$
X=(\operatorname{Re}T(x_k),\ldots,\operatorname{Re}(T^{(r-1)}(x_k)/(in)^{r-1}),
\operatorname{Im}T(x_k),\ldots,\operatorname{Im}(T^{(r-1)}(x_k)/(in)^{r-1})),
$$
where $r$ is chosen as a natural number, such that $\frac{10}{\varepsilon}<r<\frac{11}{\varepsilon}$ for given $\varepsilon$ and $x_k=\frac{2\pi k}{k_0}$, where $k_0$ is the greatest prime number, not greater then $n^{1-\frac{\varepsilon}{20}}$. To find these estimates first of all we obtain inequalities for polynomials and by these inequalities we establish the properties of characteristic functions of random vectors $X$ and their pairwise unions.
Received: 01.05.1997
Citation:
A. G. Karapetyan, “An estimate of the minimum of the absolute value of trigonometric polynomials with random coefficients”, Fundam. Prikl. Mat., 4:1 (1998), 245–302
Linking options:
https://www.mathnet.ru/eng/fpm286 https://www.mathnet.ru/eng/fpm/v4/i1/p245
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