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The Lumenary
研究生一年级Discrete Mathematics课程已上线

The probabilistic method

Proving existence by showing that a random object has the desired property with positive probability: Erdős's lower bound for Ramsey numbers, linearity of expectation, the second-moment method, the Lovász local lemma and concentration inequalities.

math.discrete.probabilistic-method

前置知识

44 项必需的前置知识(一直追溯到底)

你将学会

  • Prove Erdős's bound R(k, k) > 2^(k/2) for k ≥ 3 using a random colouring.
  • Use linearity of expectation and deletion arguments to prove existence results.
  • Apply the Lovász local lemma and Chernoff bounds.

定义

  • First-moment method: if X takes non-negative integer values and E[X] < 1, then P(X = 0) > 0.
  • Lovász local lemma (symmetric form): if each of a collection of bad events has probability at most p and is mutually independent of all but at most d of the others, and ep(d + 1) ≤ 1, then with positive probability none of the bad events occurs.

定理

  • R(k, k) > 2^(k/2) for every k ≥ 3 (Erdős, 1947).
  • There are graphs with arbitrarily large girth and arbitrarily large chromatic number (Erdős, 1959).

常见误解

  • Thinking a probabilistic existence proof gives an efficient construction; explicit constructions are often unknown.

通向

可选发现

  • Computational complexity Derandomisation asks when random constructions can be replaced by efficient deterministic ones; the algorithmic local lemma of Moser and Tardos is one success.

延伸阅读

  • Noga Alon and Joel H. Spencer, The Probabilistic Method (1992)