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195 views

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 ...
zjs's user avatar
  • 465
2 votes
1 answer
197 views

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\...
kaleidoscop's user avatar
  • 1,352
4 votes
0 answers
289 views

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 $\int_{-\pi}^\pi F_N(t) dt$ ...
M.Mancino's user avatar
  • 136
4 votes
1 answer
216 views

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 ...
TOM's user avatar
  • 2,288
3 votes
0 answers
152 views

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^{...
mohi's user avatar
  • 859
5 votes
0 answers
117 views

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}...
mohi's user avatar
  • 859