File:Khintchine inequality.png
Summary
Description |
English: Khintchine inequality illustrated with random points in the complex plane.
import matplotlib.pyplot as plt
import numpy as np
def khintchine_experiment(N, num_trials=1000):
complex_numbers = np.random.randn(N) + 1j * np.random.randn(N)
sums = []
for _ in range(num_trials):
# Generate random signs (+1 or -1)
signs = np.random.choice([-1, 1], size=N)
# Multiply complex numbers by random signs and sum them
current_sum = np.sum(complex_numbers * signs)
sums.append(current_sum)
# Calculate the expected modulus
expected_modulus = np.sqrt(np.sum(np.abs(complex_numbers)**2))
return complex_numbers, sums, expected_modulus
# Parameters for the experiment
N = 10 # Number of complex numbers
num_trials = 3000
# Run the experiment
complex_numbers, sums, expected_modulus = khintchine_experiment(N, num_trials)
# Plotting
plt.figure(figsize=(8, 8))
# Plot the original complex numbers
plt.scatter(
[x.real for x in complex_numbers],
[x.imag for x in complex_numbers],
color='blue',
label='$x_i$',
marker='x'
)
# Plot the resulting sums
plt.scatter(
[s.real for s in sums],
[s.imag for s in sums],
color='black',
alpha=0.1,
s=5,
label='$\sum \epsilon_i x_i{{))}}
)
# Plot circles representing the expected modulus range
circle_avg = plt.Circle((0, 0), np.mean(np.abs(sums)), color='red', fill=False, linestyle='--', label=f'$\\mathbb{{E{{))}}\\mid\\sum_i \epsilon_i x_i\\mid{{))}})
circle_expected = plt.Circle((0, 0), expected_modulus, color='purple', fill=False, linestyle='-.', label=f'$\sqrt{{\sum_i \\mid x_i \\mid^2{{))}})
plt.gca().add_patch(circle_avg)
plt.gca().add_patch(circle_expected)
plt.title(f'Khintchine Inequality (N={N}, Trials={num_trials})')
plt.legend()
plt.xticks([]), plt.yticks([])
plt.axis('equal') # Ensure circles are displayed as circles
plt.show()
|
Date | |
Source | Own work |
Author | Cosmia Nebula |
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