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Minimizing...

Name: 4tran 2009-05-30 5:59

A friend asked me this math question (presumably popped out of QFT or something)

Consider a set of N elements: {ai}
It is known that sum(ai) = 0
and that sum(ai2) = 1
What is the minimum of sum(ai4)?

The AM-RMS/power mean inequality tells us that sqrt(sum(ai4)/N) >= sum(ai2)/N ->
sum(ai4) >= 1/N, with equality iff the ais are the same.

If N is even, then the ais just alternate as +-1/sqrt(N)
If N is odd, then that trick doesn't work, since then the sum won't = 0.  Therein lies the problem.  It seems likely that the answer has (N+1)/2 of the ais equaling one number, and the remainder equaling something else.  However, I haven't been able to prove that this is the optimal solution yet.
I tried brute forcing this for N=3, but after an hr of algebra... the answer is always 1/2, regardless of how I pick the ais.

Name: Anonymous 2009-05-31 3:51

>>4
The rest of them check out as well, so it looks like that's it.

If you want complex solutions, you have to specify wha exactly you're minimizing, since the sum will be complex in general.

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