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Let \begin{align} f(t)=\sum_{i=1}^n a_i e^{-(x_i-t)^2}-c \end{align} where $x_1<x_2<...< x_n$ and $a_i>0$. For some positive constant $c$.

Can we show that $f(t)$ has at most $2n$ zeros?

The intuition here is that if $n=1$ we have a simple bell curve. Then, a horizontal line $c$ can cross it at most $2$ times. Now if $n=2 $, then we have two mixed bell curves and we get at most $4$ crossings.

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2 Answers 2

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In proposition 7 (together with the proof in the appendix) of Efficiently Learning Mixtures of Two Gaussians, A.T. Kalai, A. Moitra, G. Valiant prove that the linear combination of $n$ Gaussians with distinct variances can have at most $2(n-1)$ zeros. Their argument is inductive adding the Gaussians in order of decreasing variance. Every new Gaussian is added as close to a delta function, which increases the number of zeros by at most 2, and then everything is convolved with a gaussian of appropriate width.

In order to use this in your problem, we have to slightly perturb $f(t)=0$ to $$e^{-t^2}\left(\sum_{i=1}^n a_i e^{-(1+\epsilon_i)(x_i-t)^2}-c\right)=0$$ for distinct $\epsilon_i$ of small absolute value. This is a linear combination of $n+1$ Gaussians of distinct variances, and therefore has at most $2n$ zeros, as desired.

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    $\begingroup$ Very nice argument! A slightly more direct variant would be to write $f(t)$ as a convolution of the Gauss–Weierstrass kernel $g(t) = (\pi (1-\delta))^{-1/2} e^{-t^2/(1-\delta)}$ and $h(t) = \sum_{i=1}^n a_i \delta^{-1/2} e^{-(x_i-t)^2/\delta} - c$ for a $\delta$ small enough, so that $h$ has $2 n$ zeroes. Convolution with a Gaussian does not increase the number of zeroes (as a Pólya frequency function, it is a variation diminishing kernel; for more on this, see, for example, review sections written by Karlin here). $\endgroup$ Commented Jan 21, 2019 at 20:47
  • $\begingroup$ I have a quick question. Is the function $e^{(-(1+\epsilon)(x_i-t)^2} \cdot e^{-\frac{t^2}{2}}$ still treated as Gaussian? $\endgroup$
    – Boby
    Commented Jan 21, 2019 at 23:07
  • $\begingroup$ @MateuszKwaśnicki Could you put your solutions as an answer too? $\endgroup$
    – Boby
    Commented Jan 21, 2019 at 23:09
  • $\begingroup$ @Boby Yes, just combine the exponentials and complete the square. $\endgroup$ Commented Jan 21, 2019 at 23:10
  • $\begingroup$ Also, is it a problem if one of $x_i$'s equal to zero? We might not have a distinct number of zeros condition. Or am I wrong here $\endgroup$
    – Boby
    Commented Jan 21, 2019 at 23:15
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(This is a follow-up to Gjergji Zaimi's beautiful answer: a minor simplification of the method applied there rather than a different solution. Written as a separate answer upon request of the original poster.)


Let $g_s(x) = (\pi s)^{-1/2} \exp(x^2 / s)$ denote the Gauss–Weierstrass kernel. Note that $g_s * g_t = g_{s + t}$.

Choose $\delta \in (0, 1)$ sufficiently small, so that $$ \begin{aligned} h(x) & = \sum_{i = 1}^n a_i \delta^{-1/2} \exp((x - x_i)^2 / \delta) - c \\ & = \pi^{1/2} \sum_{i = 1}^n a_i g_\delta(x - x_i) - c \end{aligned} $$ has exactly $2 n$ zeroes; or, more precisely, it changes its sign exactly $2 n$ times. (Is is intuitively clear, and relatively straightforward to prove, that $\delta > 0$ small enough have this property, but the details are a bit messy.) Then $f$ can be written as a convolution of $h$ and $g_{1 - \delta}$: $$ \begin{aligned} f(x) & = \sum_{i = 1}^n a_i \exp((x - x_i)^2) - c \\ & = \pi^{1/2} \sum_{i = 1}^n a_i g_1(x - x_i) - c \\ & = \biggl(\pi^{1/2} \sum_{i = 1}^n a_i g_\delta(\cdot - x_i) - c\biggr) * g_{1 - \delta}(x) . \end{aligned} $$ However, convolution with the Gauss–Weierstrass kernel does not increase the number of sign-changes: $g_s$ is a Pólya frequency function, and hence a variation diminishing kernel. For more on this, see, for example, review sections written by Samuel Karlin in Selected works of I. J. Schoenberg. It follows that $f$ changes its sign at most $2 n$ times, as claimed.

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