Random Quadratic Equations: Real Roots Almost Surely?
(a) Choose the point uniformly at random from the square . What is the probability that
has real roots? What happens to as , so that " and can be anything"?
(b) Now choose uniformly at random from the cube . What is the probability that
has real roots? Does the answer depend on ?
(c) Dividing by turns the equation in (b) into one of the form in (a). Explain why the two answers are nevertheless completely different.
Answer: Random Quadratic Equations: Real Roots Almost Surely?
Key Idea / Intuition
The roots are real exactly when in (a), or in (b).
In (a) the two sides scale differently. A typical is of size , so is of size , while is only of size . 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 . Scaling the cube does not change the answer, so we get a fixed number strictly less than 1.
Dividing by does not rescue the analogy. The new coefficients and are neither uniform nor independent: they are heavy-tailed ratios.
Formal Proof / Solution
(a) The roots are complex iff .
Assume , so the parabola leaves the square through its top edge , at . The complex region is the area between the parabola and the top edge:
The square has area , so
For example, gives . "Random" monic quadratics of this kind have real roots with probability tending to .
(b) The roots are real iff . This condition is invariant under , so we may take . The answer does not depend on .
- Case (probability ). Then , so the roots are always real.
- Case (probability ). By symmetry we may take independent and uniform on , and uniform on , independent of them. The roots are complex iff . Since , conditioning on gives Averaging and using independence,
Combining the two cases,
(c) Write and . The equation becomes , but is not uniform on a large square.
- Not uniform. Each ratio has a heavy-tailed, sharply peaked distribution. Its density is constant on and decays like outside. Most of the mass sits near the origin, which is exactly where the parabola region is not negligible.
- Not independent. and share the denominator , 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 and the degree-1 term at large scale. Part (b) is homogeneous and therefore has a genuine scale-free answer, .
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)