
arXiv: math/0502298
handle: 2027.42/45853
We consider the problem of efficient integration of an n-variate polynomial with respect to the Gaussian measure in R^n and related problems of complex integration and optimization of a polynomial on the unit sphere. We identify a class of n-variate polynomials f for which the integral of any positive integer power f^p over the whole space is well-approximated by a properly scaled integral over a random subspace of dimension O(log n). Consequently, the maximum of f on the unit sphere is well-approximated by a properly scaled maximum on the unit sphere in a random subspace of dimension O(log n). We discuss connections with problems of combinatorial counting and applications to efficient approximation of a hafnian of a positive matrix.
15 pages
Integration, Matrix Theory, Random Subspaces, Gaussian Measure, Polynomials, Humanities, Engineering, Applications of Mathematics, FOS: Mathematics, Mathematics - Combinatorics, General, Mathematics - Optimization and Control, Numerical Analysis, Math Applications in Computer Science, 68W20, 68W25, 60D05, 90C26, Philosophy, Wick Formula, Optimization and Control (math.OC), Linear and Multilinear Algebras, Computer Science, Combinatorics (math.CO), Mathematics, Algorithms
Integration, Matrix Theory, Random Subspaces, Gaussian Measure, Polynomials, Humanities, Engineering, Applications of Mathematics, FOS: Mathematics, Mathematics - Combinatorics, General, Mathematics - Optimization and Control, Numerical Analysis, Math Applications in Computer Science, 68W20, 68W25, 60D05, 90C26, Philosophy, Wick Formula, Optimization and Control (math.OC), Linear and Multilinear Algebras, Computer Science, Combinatorics (math.CO), Mathematics, Algorithms
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