🧮 Brain Teaser

Random Quadratic Equations: Real Roots Almost Surely?

(a) Choose the point (b,c)(b,c) uniformly at random from the square [−B,B]2[-B,B]^2. What is the probability p(B)p(B) that

x2+2bx+c=0x^2 + 2bx + c = 0

has real roots? What happens to p(B)p(B) as B→∞B \to \infty, so that "bb and cc can be anything"?

(b) Now choose (a,b,c)(a,b,c) uniformly at random from the cube [−B,B]3[-B,B]^3. What is the probability that

ax2+2bx+c=0ax^2 + 2bx + c = 0

has real roots? Does the answer depend on BB?

(c) Dividing by aa turns the equation in (b) into one of the form in (a). Explain why the two answers are nevertheless completely different.

geometric probabilityscalinghomogeneityparadoxdiscriminant

Answer: Random Quadratic Equations: Real Roots Almost Surely?

Key Idea / Intuition

The roots are real exactly when b2≥cb^2 \ge c in (a), or b2≥acb^2 \ge ac in (b).

In (a) the two sides scale differently. A typical bb is of size BB, so b2b^2 is of size B2B^2, while cc is only of size BB. The quadratic term wins, and the "complex" region under the parabola becomes a vanishing sliver of the square.

In (b) the discriminant is homogeneous of degree 2 in (a,b,c)(a,b,c). Scaling the cube does not change the answer, so we get a fixed number strictly less than 1.

Dividing by aa does not rescue the analogy. The new coefficients b/ab/a and c/ac/a are neither uniform nor independent: they are heavy-tailed ratios.


Formal Proof / Solution

(a) The roots are complex iff c>b2c > b^2.

Assume B≥1B \ge 1, so the parabola c=b2c=b^2 leaves the square through its top edge c=Bc = B, at b=±Bb = \pm\sqrt B. The complex region is the area between the parabola and the top edge:

Area=∫−BB(B−b2) db=2B3/2−23B3/2=43B3/2.\text{Area} = \int_{-\sqrt B}^{\sqrt B} (B - b^2)\,db = 2B^{3/2} - \tfrac{2}{3}B^{3/2} = \tfrac43 B^{3/2}.

The square has area 4B24B^2, so

P(complex)=43B3/24B2=13B,p(B)=1−13B→B→∞1.P(\text{complex}) = \frac{\tfrac43 B^{3/2}}{4B^2} = \frac{1}{3\sqrt B}, \qquad p(B) = 1 - \frac{1}{3\sqrt B} \xrightarrow{B\to\infty} 1.

For example, B=4B=4 gives p=5/6p = 5/6. "Random" monic quadratics of this kind have real roots with probability tending to 11.

(b) The roots are real iff b2≥acb^2 \ge ac. This condition is invariant under (a,b,c)↦(λa,λb,λc)(a,b,c)\mapsto(\lambda a,\lambda b,\lambda c), so we may take B=1B=1. The answer does not depend on BB.

  • Case ac≤0ac \le 0 (probability 1/21/2). Then b2≥0≥acb^2 \ge 0 \ge ac, so the roots are always real.
  • Case ac>0ac > 0 (probability 1/21/2). By symmetry we may take a,ca, c independent and uniform on (0,1)(0,1), and ∣b∣|b| uniform on (0,1)(0,1), independent of them. The roots are complex iff ∣b∣<ac|b| < \sqrt{ac}. Since ac≤1\sqrt{ac} \le 1, conditioning on (a,c)(a,c) gives P(complex∣a,c)=ac.P(\text{complex}\mid a,c) = \sqrt{ac}. Averaging and using independence, P(complex∣ac>0)=E[a] E[c]=(∍01t dt)2=(23)2=49.P(\text{complex}\mid ac>0) = \mathbb E[\sqrt a]\,\mathbb E[\sqrt c] = \left(\int_0^1 \sqrt t\,dt\right)^2 = \left(\tfrac23\right)^2 = \tfrac49.

Combining the two cases,

P(real)=1−12⋅49=79.P(\text{real}) = 1 - \tfrac12\cdot\tfrac49 = \frac{7}{9}.

(c) Write b′=b/ab' = b/a and c′=c/ac' = c/a. The equation becomes x2+2b′x+c′=0x^2 + 2b'x + c' = 0, but (b′,c′)(b',c') is not uniform on a large square.

  • Not uniform. Each ratio has a heavy-tailed, sharply peaked distribution. Its density is constant on [−1,1][-1,1] and decays like 1/t21/t^2 outside. Most of the mass sits near the origin, which is exactly where the parabola region c′>b′2c' > b'^2 is not negligible.
  • Not independent. b′b' and c′c' share the denominator aa, so they are dependent.

The heart of the matter is that "uniform on a huge square" is not a scale-free notion. Part (a)'s answer is driven by the mismatch between the degree-2 term b2b^2 and the degree-1 term cc at large scale. Part (b) is homogeneous and therefore has a genuine scale-free answer, 7/97/9.

The moral is a Bertrand-paradox-style lesson: "pick a random equation" has no meaning until the distribution is specified, and natural-looking reductions can silently change it.

Reference: Part (a) is Problem 50, "Random Quadratic Equations," in F. Mosteller, Fifty Challenging Problems in Probability with Solutions. The book warns that the three-coefficient case differs; part (b) works that case out.

Source: Mosteller, Fifty Challenging Problems in Probability with Solutions, Problem 50 (Random Quadratic Equations)

Type: ProbabilitySource: Mosteller, Fifty Challenging Problems in Probability with Solutions, Problem 50 (Random Quadratic Equations)Edit on GitHub ↗