Moments Tensors, Hilbert's Identity, and k-wise Uncorrelated Random Variables

• 成果类型: Article
• 署名作者: Jiang, Bo; He, Simai; Li, Zhening; Zhang, Shuzhong
• 署名单位: University of Minnesota System; University of Minnesota Twin Cities; City University of Hong Kong; University of Portsmouth
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.2013.0626
• 发表日期: 2014
• 页码: 775-788
• 关键词: NORM

摘要

In this paper, we introduce a notion to be called k-wise uncorrelated random variables, which is similar but not identical to the so-called k-wise independent random variables in the literature. We show how to construct k-wise uncorrelated random variables by a simple procedure. The constructed random variables can be applied, e.g., to express the quartic polynomial (x(T)Qx)(2), where Q is an n x n positive semidefinite matrix, by a sum of fourth powered polynomial terms, known as Hilbert's identity. By virtue of the proposed construction, the number of required terms is no more than 2n(4) + n. This implies that it is possible to find a (2n(4) + n)-point distribution whose fourth moments tensor is exactly the symmetrization of Q circle times Q. Moreover, we prove that the number of required fourth powered polynomial terms to express (x(T)Qx)(2) is at least n(n +1)/2. The result is applied to prove that computing the matrix 2 bar right arrow 4 norm is NP-hard. Extensions of the results to complex random variables are discussed as well.