English

On random quadratic forms: supports of potential local maxima

Probability 2019-07-10 v3

Abstract

In the late eighties John Kingman studied the problem of maxima of a quadratic form, with independent, uniformly distributed, coefficients, on a simplex of growing dimension nn. In particular, he proved that the largest support size (cardinality) LnL_n of a potential local maximum is, in probability, 2.49n1/22.49 n^{1/2} at most, and for a non-biological case of independent exponentials on [0,)[0,\infty) he reduced the constant to 2.142.14. In this paper we show that the constant 2.142.14 serves a broad class of the densities on [0,1][0,1], which includes a linear non-decreasing (whence uniform) density and the exponential density conditioned on [0,1][0,1]. We also prove a qualitatively matching lower bound: in probability, Ln2n1/3L_n\ge 2n^{1/3} at least. Our argument shows also that the random counts of potential maxima supports, whose sizes range from 22 to 2n1/3\lceil 2n^{1/3}\rceil, are asymptotic to their expected values. Finally we show that a support of a local maximum, that does not contain a support of a local equilibrium, is very unlikely to have size exceeding 2log2n2\log_2 n.

Keywords

Cite

@article{arxiv.1708.03255,
  title  = {On random quadratic forms: supports of potential local maxima},
  author = {Boris Pittel},
  journal= {arXiv preprint arXiv:1708.03255},
  year   = {2019}
}
R2 v1 2026-06-22T21:11:49.223Z