On random quadratic forms: supports of potential local maxima
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 . In particular, he proved that the largest support size (cardinality) of a potential local maximum is, in probability, at most, and for a non-biological case of independent exponentials on he reduced the constant to . In this paper we show that the constant serves a broad class of the densities on , which includes a linear non-decreasing (whence uniform) density and the exponential density conditioned on . We also prove a qualitatively matching lower bound: in probability, at least. Our argument shows also that the random counts of potential maxima supports, whose sizes range from to , 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 .
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}
}