arXiv Analytics

Sign in

arXiv:2002.07249 [math.PR]AbstractReferencesReviewsResources

Integrating products of quadratic forms

Alexander Barvinok

Published 2020-02-17Version 1

We prove that if $q_1, \ldots, q_m: {\Bbb R}^n \longrightarrow {\Bbb R}$ are quadratic forms in variables $x_1, \ldots, x_n$ such that each $q_k$ depends on at most $r$ variables and each $q_k$ has common variables with at most $r$ other forms, then the average value of the product $\left(1+ q_1\right) \cdots \left(1+q_m\right)$ with respect to the standard Gaussian measure in ${\Bbb R}^n$ can be approximated within relative error $\epsilon >0$ in quasi-polynomial $n^{O(1)} m^{O(\ln m -\ln \epsilon)}$ time, provided $|q_k(x)| \leq \gamma \|x\|^2 /r$ for some absolute constant $\gamma > 0$ and $k=1, \ldots, m$. When $q_k$ are interpreted as pairwise squared distances for configurations of points in Euclidean space, the average can be interpreted as the partition function of systems of particles with mollified logarithmic potentials. We sketch a possible application to testing the feasibility of systems of real quadratic equations.

Related articles: Most relevant | Search more
arXiv:1108.2743 [math.PR] (Published 2011-08-13)
Limit Theorems for quadratic forms of Markov Chains
arXiv:1511.02723 [math.PR] (Published 2015-11-09)
Variance inequalities for quadratic forms with applications
arXiv:1607.02563 [math.PR] (Published 2016-07-09)
Closability of Quadratic Forms Associated to Invariant Probability Measures of SPDEs