All Questions
Tagged with trigonometric-sums pr.probability
6 questions
1
vote
1
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195
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CDF of sum of independent cosines?
Consider the random variable
$$X=\frac{1}{d}\sum_{k=1}^d\cos X_k$$
where $X_k$ are each drawn uniformly i.i.d. from $[0,2\pi]$. What is the CDF of X?
It seems that a relatively direct way could be to ...
2
votes
1
answer
197
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When does a random trigonometric sum approximate $1$?
I am looking for an upper bound $R=R_{n,\varepsilon}$ such that for given $\varepsilon>0$ and real numbers $\alpha_1, \dotsc, \alpha_n$ in, say, $[1,2]$, there is $x\in [1,R]$ such that
$$
\frac 1n\...
4
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0
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289
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A uniform Riemann sum approximation of the integral of the Fejer kernels
Let $F_N(t)$ denote the Fejer kernel
$$F_N(t):={1\over N+1}{\sin^2\big({(N+1)}{t\over2}\big)\over \sin^2\big( {t\over2}\big)}\ .$$
Consider Riemann sums approximation for $\int_{-\pi}^\pi F_N(t) dt$ ...
4
votes
1
answer
216
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Chances for a cosine polynomial to be positive at a point
Let $k_1,\ldots,k_n$ be distinct integers. Let $s_n(t)=\cos (k_1t)+\cdots+\cos (k_nt)$ be a trigonometric sum. Consider any interval $I\subset [-\pi,\pi)$ of length $\delta=\delta(n)$. Let $\,U$ be a ...
3
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0
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152
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Bounding expected value of maximum of dot product with random chirp
Let $\mathbf{x}\in\mathbb{C}^n$ with $\|\mathbf{x}\|=1$ with $n<\frac{N}{2}$. I am interested in a bound of the form
\begin{equation*}
\mathbb{E}\Big\{\max_{k\in\{1,2,\ldots,n\}}\Big|\sum_{a=1}^ne^{...
5
votes
0
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117
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Concentration of weighted random chirp
I'm interested in seeing whether the following is true. Assume $u$ is uniform on $[0,1]$. For a fixed $x\in\mathbb{C}^n$ with $\|x\|_{2}=1$ we have
\begin{align*}
\mathbb{P}\Big\{\Big|\sum_{k=0}^{n-1}...