small ball probability
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Author(s):  
Gerardo Barrera ◽  
Paulo Manrique

AbstractIn this paper, we study how the roots of the Kac polynomials $$W_n(z) = \sum _{k=0}^{n-1} \xi _k z^k$$ W n ( z ) = ∑ k = 0 n - 1 ξ k z k concentrate around the unit circle when the coefficients of $$W_n$$ W n are independent and identically distributed nondegenerate real random variables. It is well known that the roots of a Kac polynomial concentrate around the unit circle as $$n\rightarrow \infty $$ n → ∞ if and only if $${\mathbb {E}}[\log ( 1+ |\xi _0|)]<\infty $$ E [ log ( 1 + | ξ 0 | ) ] < ∞ . Under the condition $${\mathbb {E}}[\xi ^2_0]<\infty $$ E [ ξ 0 2 ] < ∞ , we show that there exists an annulus of width $${\text {O}}(n^{-2}(\log n)^{-3})$$ O ( n - 2 ( log n ) - 3 ) around the unit circle which is free of roots with probability $$1-{\text {O}}({(\log n)^{-{1}/{2}}})$$ 1 - O ( ( log n ) - 1 / 2 ) . The proof relies on small ball probability inequalities and the least common denominator used in [17].


2020 ◽  
Vol 26 (6) ◽  
Author(s):  
Felix Krahmer ◽  
Dominik Stöger

AbstractPhase retrieval refers to the problem of reconstructing an unknown vector $$x_0 \in {\mathbb {C}}^n$$ x 0 ∈ C n or $$x_0 \in {\mathbb {R}}^n $$ x 0 ∈ R n from m measurements of the form $$y_i = \big \vert \langle \xi ^{\left( i\right) }, x_0 \rangle \big \vert ^2 $$ y i = | ⟨ ξ i , x 0 ⟩ | 2 , where $$ \left\{ \xi ^{\left( i\right) } \right\} ^m_{i=1} \subset {\mathbb {C}}^m $$ ξ i i = 1 m ⊂ C m are known measurement vectors. While Gaussian measurements allow for recovery of arbitrary signals provided the number of measurements scales at least linearly in the number of dimensions, it has been shown that ambiguities may arise for certain other classes of measurements $$ \left\{ \xi ^{\left( i\right) } \right\} ^{m}_{i=1}$$ ξ i i = 1 m such as Bernoulli measurements or Fourier measurements. In this paper, we will prove that even when a subgaussian vector $$ \xi ^{\left( i\right) } \in {\mathbb {C}}^m $$ ξ i ∈ C m does not fulfill a small-ball probability assumption, the PhaseLift method is still able to reconstruct a large class of signals $$x_0 \in {\mathbb {R}}^n$$ x 0 ∈ R n from the measurements. This extends recent work by Krahmer and Liu from the real-valued to the complex-valued case. However, our proof strategy is quite different and we expect some of the new proof ideas to be useful in several other measurement scenarios as well. We then extend our results $$x_0 \in {\mathbb {C}}^n $$ x 0 ∈ C n up to an additional assumption which, as we show, is necessary.


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