Probabilistic method

This article is not about interactive proof systems which using this method are due to Erds. Indeed, the Alon-
use probability to convince a verier that a proof is Spencer textbook on the subject has his picture on the
correct, nor about probabilistic algorithms, which give cover to highlight the methods association with Erds.
the right answer with high probability but not with The rst example below describes one such result from
certainty, nor about Monte Carlo methods, which are 1947 that gives a proof of a lower bound for the Ramsey
algorithms involving repeated random sampling. number R(r, r).

The probabilistic method is a nonconstructive method, 2.1 First example

primarily used in combinatorics and pioneered by Paul
Erds, for proving the existence of a prescribed kind Suppose we have a complete graph on n vertices. We wish
of mathematical object. It works by showing that if to show (for small enough values of n) that it is possible
one randomly chooses objects from a specied class, the to color the edges of the graph in two colors (say red and
probability that the result is of the prescribed kind is more blue) so that there is no complete subgraph on r vertices
than zero. Although the proof uses probability, the nal which is monochromatic (every edge colored the same
conclusion is determined for certain, without any possible color).
error.
To do so, we color the graph randomly. Color each edge
This method has now been applied to other areas of independently with probability 1/2 of being red and 1/2
mathematics such as number theory, linear algebra, of being blue. We calculate the expected number of
and real analysis, as well as in computer science (e.g. monochromatic subgraphs on r vertices as follows:
randomized rounding), and information theory.
For any set S of r vertices from our graph, dene the vari-
able X(S) to be 1 if every edge amongst the r vertices is
the same color, and 0 otherwise. Note that the number
1 Introduction of monochromatic r-subgraphs is the sum of X(S) over all
possible subsets. For any S, the expected value of X(S) is
If every object in a collection of objects fails to have a simply the probability that all of the
certain property, then the probability that a random object
chosen from the collection has that property is zero. ( )
r
Similarly, showing that the probability is (strictly) less
than 1 can be used to prove the existence of an object 2
that does not satisfy the prescribed properties. edges in S are the same color,
Another way to use the probabilistic method is by calcu-
lating the expected value of some random variable. If it
r
can be shown that the random variable can take on a value 2 2(2)
less than the expected value, this proves that the random
variable can also take on some value greater than the ex- (the factor of 2 comes because there are two possible col-
pected value. ors).
Common tools used in the probabilistic method include This holds true for any of the C(n, r) possible subsets we
Markovs inequality, the Cherno bound, and the Lovsz could have chosen, so we have that the sum of E[X(S)]
local lemma. over all S is

( )
n 1(r2)
2 Two examples due to Erds 2 .
r

Although others before him proved theorems via the The sum of an expectation is the expectation of the sum
probabilistic method (for example, Szeles 1943 result (regardless of whether the variables are independent),
that there exist tournaments containing a large number of so the expectation of the sum (the expected number of
Hamiltonian cycles), many of the most well known proofs monochromatic r-subgraphs) is

1
2 4 REFERENCES

Property 2. G contains no independent set of

( ) size 2k
n
.
n 1(r2)
2 .
r
Proof. Let Y be the size of the largest independent set in
Consider what happens if this value is less than 1. The
G. Clearly, we have
number of monochromatic r-subgraphs in our random
coloring will always be an integer, so at least one color-
ing must have less than the expected value. But the only ( )
n y(y1) py(y1) y
integer that satises this criterion is 0. Thus if Pr(Y y) (1p) 2 ny e 2 = e 2 (py2 ln np) = o(
y
( ) when
n r
< 2(2)1 ,
r n
y = 2k . Thus, for suciently large n, prop-
(which holds, for example, for n=5 and r=4) then some erty 2 holds with a probability of more than
coloring ts our desired criterion.[1] 1/2.
By denition of the Ramsey number, this implies that R(r,
r) must be bigger than n. In particular, R(r, r) must grow For suciently large n, the probability that a graph from
at least exponentially with r. the distribution has both properties is positive, as the
A peculiarity of this argument is that it is entirely events for these properties cannot be disjoint (if they
nonconstructive. Even though it proves (for example) that were, their probabilities would sum up to more than 1).
almost every coloring of the complete graph on (1.1)r ver- Here comes the trick: since G has these two properties,
tices contains no monochromatic r-subgraph, it gives no we can remove at most n/2 vertices from G to obtain a new
explicit example of such a coloring. The problem of nd- graph G on n n/2 vertices that contains only cycles
ing such a coloring has been open for more than 50 years. of length at least g. We can see that this new graph has no

independent set of size nk . G can only be partitioned
into at least k independent sets, and, hence, has chromatic
2.2 Second example number at least k.
A 1959 paper of Erds (see reference cited below) ad- This result gives a hint as to why the computation of the
dressed the following problem in graph theory: given pos- chromatic number of a graph is so dicult: even when
itive integers g and k, does there exist a graph G contain- there are no local reasons (such as small cycles) for a
ing only cycles of length at least g, such that the chromatic graph to require many colors the chromatic number can
number of G is at least k? still be arbitrarily large.
It can be shown that such a graph exists for any g and
k, and the proof is reasonably simple. Let n be very large
and consider a random graph G on n vertices, where every 3 See also
edge in G exists with probability p = n1/g1 . We show that
with positive probability, a graph satises the following Interactive proof system
two properties:
Method of conditional probabilities
Property 1. G contains at most n/2 cycles of Probabilistic proofs of non-probabilistic theorems
length less than g.
Random graph
Proof. Let X be the number cycles of length less than g.
Number of cycles of length i in the complete graph on n
vertices is 4 References

n! ni Alon, Noga; Spencer, Joel H. (2000). The

probabilistic method (2ed). New York: Wiley-
2 i (n i)! 2
Interscience. ISBN 0-471-37046-0.
and each of them is present in G with probability pi .
Hence by Markovs inequality we have Erds, P. (1959). Graph theory and probabil-
ity (PDF). Canad. J. Math. 11 (0): 3438.
( ) g1
Pr X > n2 n2 E[X] n1 i=3 pi ni = doi:10.4153/CJM-1959-003-9. MR 0102081.
g1 i g g1
= gn g = o(1).
1

i=3 n n n
1
Erds, P. (1961). Graph theory and probability,
g g
n
Thus for suciently large n, property 1 holds II (PDF). Canad. J. Math. 13 (0): 346352.
with a probability of more than 1/2. doi:10.4153/CJM-1961-029-9. MR 0120168.
 3

J. Matouek, J. Vondrak. The Probabilistic Method.

Lecture notes.
Alon, N and Krivelevich, M (2006). Extremal and
Probabilistic Combinatorics

5 Footnotes
[1] The same fact can be proved without probability, using a
simple counting argument:
( )
The total number of r-subgraphs is nr .
(r)
Each r-subgraphs has 2 edges and thus can be col-
r
ored in 2(2) dierent ways.
Of these colorings, only 2 colorings are 'bad' for that
subgraph (the colorings in which all vertices are red
or all vertices are blue).
Hence, the total number of colorings
( ) that are bad
for all subgraphs is at most 2 nr .
r ( )
Hence, if 2(2) > 2 nr , there must be at least one
coloring which is not 'bad' for any subgraph.
4 6 TEXT AND IMAGE SOURCES, CONTRIBUTORS, AND LICENSES

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