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Fundamentalnaya i Prikladnaya Matematika, 1998, Volume 4, Issue 1, Pages 245–302 (Mi fpm286)  

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
Bibliographic databases:
UDC: 517.518
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Kar98}
\by A.~G.~Karapetyan
\paper An~estimate of the minimum of the absolute value of trigonometric polynomials with random coefficients
\jour Fundam. Prikl. Mat.
\yr 1998
\vol 4
\issue 1
\pages 245--302
\mathnet{http://mi.mathnet.ru/fpm286}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=1786448}
\zmath{https://zbmath.org/?q=an:0964.60019}
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  • This publication is cited in the following 1 articles:
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    Фундаментальная и прикладная математика
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