English

Special moments

Probability 2019-09-16 v2 Numerical Analysis

Abstract

In this article, we show that a linear combination XX of nn independent, unbiased Bernoulli random variables {Xk}\{X_k\} can match the first 2n2n moments of a random variable YY which is uniform on an interval. More generally, for each p2p \ge 2, each XkX_k can be uniform on an arithmetic progression of length pp. All values of XX lie in the range of YY, and their ordering as real numbers coincides with dictionary order on the vector (X1,...,Xn)(X_1,...,X_n). The construction involves the roots of truncated qq-exponential series. It applies to a construction in numerical cubature using error-correcting codes [arXiv:math.NA/0402047]. For example, when n=2n=2 and p=2p=2, the values of XX are the 4-point Chebyshev quadrature formula.

Keywords

Cite

@article{arxiv.math/0408360,
  title  = {Special moments},
  author = {Greg Kuperberg},
  journal= {arXiv preprint arXiv:math/0408360},
  year   = {2019}
}

Comments

8 pages, 2 figures. Substantially revised and expanded with the aid of a careful referee. To appear in the David Robbins memorial issue of Advances in Applied Mathematics