Minimum of the absolute value of random trigonometric polynomials with coefficients \(\pm 1\) (Q1905284)

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scientific article; zbMATH DE number 830727
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Minimum of the absolute value of random trigonometric polynomials with coefficients \(\pm 1\)
scientific article; zbMATH DE number 830727

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    Minimum of the absolute value of random trigonometric polynomials with coefficients \(\pm 1\) (English)
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    29 October 1996
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    If \(\xi_0, \dots, \xi_{n - 1}\) are \(n\) independent random variables that are equal to \(+ 1\) or \(- 1\) with equal probability \(1/2\) and if \(\text{Prob} (\min_{x \in T} |\sum^{n - 1}_{j = 0} \xi_j \exp (ijx) |> u)\) is denoted by \(P_n (u) = P(u)\), then Littlewood has conjectured that \(P (\varepsilon \sqrt n) \to 0\) as \(n \to \infty\) and Kashin has established that \(P (\sqrt n (\log n)^{- 1/3}) \to 0\) as \(n \to \infty\). The author proves Odlyzko's conjecture that for large \(n\) and any \(\varepsilon > 0\) most of the polynomials \(T(x) = \sum^{n - 1}_{j = 0} \pm \exp (ijx)\) satisfy the inequality \(\min |T(x) |< n^{- 1/2 + \varepsilon}\).
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    random trigonometric polynomials
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    estimates of characteristic functions
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    expectation and variance
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