English

On the Supremum of Random Dirichlet Polynomials

Probability 2008-02-01 v1 Complex Variables

Abstract

We study the supremum of some random Dirichlet polynomials and obtain sharp upper and lower bounds for supremum expectation that extend the optimal estimate of Hal\'asz-Queff\'elec and enable to cunstruct random polynomials with unusually small maxima. Our approach in proving these results is entirely based on methods of stochastic processes, in particular the metric entropy method.

Keywords

Cite

@article{arxiv.math/0703691,
  title  = {On the Supremum of Random Dirichlet Polynomials},
  author = {Mikhail Lifshits and Michel Weber},
  journal= {arXiv preprint arXiv:math/0703691},
  year   = {2008}
}
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