The Multinomial Theorem

Theorem 14

(x1 + x2 + · · · + xt )n
 n!
= xn1 1 xn2 2 · · · xnt t .
0≤n1 ,n2 ,...,nt ≤n
n1 ! n2 ! · · · nt !
n1 +n2 +···+nt =n

• Expand (x1 + x2 + · · · + xt )n .
• Each term in the expansion must have the form

(coefficient) × xn1 1 xn2 2 · · · xnt t ,

where 0 ≤ n1 , n2 , . . . , nt ≤ n and n1 + n2 + · · · + nt = n.

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 The Proof (concluded)
• The coefficient of

xn1 1 xn2 2 · · · xnt t

equals the number of ways to pick n1 x1 ’s, n2 x2 ’s, and

so on.
• By formula (2) on p. 16, there are
 
n Δ n!
=
n 1 , n 2 , . . . , nt n1 ! n2 ! · · · nt !
ways.

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 Coefficient of a2 b3 c2 d5 in (a + 2b − 3c + 2d + 5)16
• Make x1 = a, x2 = 2b, x3 = −3c, x4 = 2d, and x5 = 5
symbolically.
• The coefficient of a2 (2b)3 (−3c)2 (2d)5 54 is
 
16 16!
= = 302, 702, 400
2, 3, 2, 5, 4 2! 3! 2! 5! 4!
by the multinomial theorem with n = 16.
• The desired coefficient is then

302, 702, 400 × 23 × (−3)2 × 25 × 54

= 435, 891, 456, 000, 000.

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 Distinct Objects into Identical Containers
(rn)!
Corollary 15 There are (r!) n n! ways to distribute rn

distinct objects into n identical containers so that each

container contains exactly r objects.
• Consider (x1 + x2 + · · · + xn )rn .
– Let xi denote the containers (distinct, for now).
– Each object is associated with one x1 + x2 + · · · + xn .
– It means an object can be assigned to one of the n
containers.
• What does the coefficient of

xr1 xr2 · · · xrn

mean?

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 Distinct Objects into Identical Containers (continued)
• It is the number of ways rn distinct objects can be
distributed into n distinct containers, each of which
contains r objects.
• By Theorem 14 (p. 72), it is
 
rn Δ (rn)!
= .
r, r, . . . , r r! r! · · · r!

• Finally, divide the above count by n! to remove the

identities of the containers.

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 Distinct Objects into Identical Containers (concluded)
(rn)!
Corollary 16 (r!)n n! is an integer.
• Immediate from Corollary 15 (p. 75).

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 An Alternative Proof of Corollary 16 (p. 77)a
(rn)!
(r!)n n!
1 (rn)! [ r(n − 1) ]! [ r(1) ]!
= ···
n! [ r(n − 1) ]! r! [ r(n − 2) ]! r! [ r(n − n) ]! r!
n−1 r(n−k)
k=0 r
=
n!
r(n−k)

n−1 
n−1
[ r(n − k) ]!
r
= =
n−k (n − k)r![ r(n − k − 1) ]!
k=0 k=0
 

n−1
r(n − k)[ r(n − k) − 1 ]!  r(n − k) − 1
n−1
= = .
k=0
(n − k)r[ r − 1 ]![ r(n − k − 1) ]! k=0
r − 1

a Contributed by Mr. Ansel Lin (B93902003) on September 20, 2004.

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 Distinct Objects into Identical Containers (continued)
• Take n = 3 and r = 2.
• So we have

(x1 + x2 + x3 )6 = (x61 + · · · + x63 )

 5 5

+6 x1 x2 + · · · + x2 x3
 4 2 2 4

+15 x1 x2 + · · · + x2 x3
 3 3 3 3

+20 x1 x2 + · · · + x2 x3
 4 4

+30 x1 x2 x3 + · · · + x1 x2 x3
 3 2 2 3

+60 x1 x2 x3 + · · · + x1 x2 x3
+90x21 x22 x23 .

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 An Example (concluded)
• Indeed, the coefficients are
             
6 6 6 6 6 6 6
, , , , , , ,
6 5, 1 4, 2 3, 3 4, 1, 1 3, 2, 1 2, 2, 2
consistent with the multinomial theorem (p. 72).
• The coefficient of x21 x22 x33 is 90.
• Thus the desired count is
90
= 15.
3!

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 Combinations (Selections) with Repetition
Theorem 17 Suppose there are n distinct objects and r ≥ 0
is an integer. The number of selections of r of these objects,
with repetition, is
 
n+r−1
C(n + r − 1, r) = .
r
• Note that the order of selection is not important.
• Imagine there are n distinct types of objects.

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 The Proof (continued)
• Permute
r n−1
 
 

xx · · · x | | · · · | .

• Think of the ith interval as containing the ith type of

objects.
• So
xx | xxx | x | | | |
means, out of 7 distinct objects, we pick 2 type-1
objects, 3 type-2 objects, and 1 type-3 object.

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 The Proof (concluded)
• Our goal equals the number of permutations of
r n−1
 
 

xx · · · x | | · · · | .

• By formula (2) on p. 16, it is

 
(r + n − 1)! n+r−1
= = C(n + r − 1, r).
r! (n − 1)! r

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 Combinatorial Proof of the Hockeystick Identity (P. 39)a
m n+k n+m+1
Corollary 18 For m, n ≥ 0, k=0 k = m .
• The number of ways to select m objects out of n + 2
n+m+1
types is m by Theorem 17 (p. 81).
• Alternatively, let us focus on how the objects of the first
n + 1 types are chosen.
n+m
• There are m ways to select m objects out of the first
n + 1 types.
n+m−1
• There are m−1 ways to select m − 1 objects out of
the first n + 1 types and 1 object out of the last type.
a Contributed by Mr. Jerry Lin (B01902113) on March 13, 2014.

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 The Proof (concluded)
n+m−2
• There are m−2 ways to select m − 2 objects out of
the first n + 1 types and 2 objects of the last type.
• . . ..
• So,
       
n+m n+m−1 n+m−2 n+0
+ + + ··· +
m m−1 m−2 0
 
n+m+1
= .
m

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 Integer Solutions of a Linear Equation
The following three problems are equivalent:
1. The number of nonnegative integer solutions of

x1 + x2 + · · · + xn = r.

2. The number of selections, with repetition, of size r from

a collection of n distinct objects (Theorem 17 on p. 81).
3. The number of ways r identical objects can be
distributed among n distinct containers.a
n+r−1 b
They all equal r .
a Thecase of distinct objects and identical containers will be covered
on p. 277 (see p. 75 for a special case).
b See p. 504 and p. 509 for alternative proofs.

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 Application: The Multinomial Theorem (P. 72)
• The theorem is about the coefficient of xn1 1 xn2 2 · · · xnt t in
the expansion of

(x1 + x2 + · · · + xt )r .

• But how many distinct termsa are there?

• Each term has the form xn1 1 xn2 2 · · · xnt t such that
– n1 + n2 + · · · + nt = r, and
– 0 ≤ n1 , n2 , . . . , nt .
• For example, consider

r = 2.
a That is, summands.

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 Application: The Multinomial Theorem (continued)
• Now,

(x1 + x2 + x3 )2 = x21 + x22 + x23 + 2x1 x2 + 2x1 x3 + 2x2 x3 .

– E.g., the solution “n1 = 1, n2 = 1, n3 = 0” to

n1 + n2 + n3 = 2 contributes to the term

x11 x12 x03 = x1 x2 .

– So there are 6 nonnegative integer solutions to

n1 + n2 + n3 = 2 because there are 6 terms.

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 Application: The Multinomial Theorem (concluded)
• The desired number of terms is therefore
 
r+t−1
.
r
from the equivalencies on p. 86.
2+3−1
• Indeed, 2 = 6.

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 Positive Integer Solutions of a Linear Equation
• Consider
x1 + x2 + · · · + xn = r,
where xi > 0 for 1 ≤ i ≤ n.
Δ
• Define xi = xi − 1.
• The original problem becomes

x1 + x2 + · · · + xn = r − n,

where xi ≥ 0 for 1 ≤ i ≤ n

• The number of solutions is therefore (p. 86)
     
n + (r − n) − 1 r−1 r−1
= = . (14)
r−n r−n n−1

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 Application: Subsets with Restrictions
How many n-element subsets of { 1, 2, . . . , r } contain no
consecutive integers?
• Say r = 4 and n = 2.
• Then the valid 2-element subsets of { 1, 2, 3, 4 } are

{ 1, 3 }, { 1, 4 }, { 2, 4 }.

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 The Proof (continued)
• For each valid subset { i1 , i2 , . . . , in }, where
1 ≤ i1 < i2 < · · · < in ≤ r, define

dk = ik+1 − ik .

• As “placeholders,” introduce

i0 = 1,
in+1 = r.

• Then, by telescoping,

d0 + d1 + · · · + dn = in+1 − i0 = r − 1.

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 The Proof (continued)
• Observe that

0 ≤ d0 , dn
2 ≤ d1 , d2 , . . . , dn−1 .

• Define

Δ
d0 = d0 ,
Δ
dk = dk − 2, k = 1, 2, . . . , n − 1,
Δ
dn = dn .

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 The Proof (concluded)
• So equivalently,

d0 + d1 + · · · + dn = r − 1 − 2(n − 1)

with 0 ≤ d0 , d1 , . . . , dn .

• The answer to the desired number is (p. 86)
 
(n + 1) + (r − 1 − 2(n − 1)) − 1
r − 1 − 2(n − 1)
 
r−n+1
=
r − 2n + 1
 
r−n+1
= . (15)
n

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 Application: Political Majoritya
In how many ways can 2n + 1 seats in a parliament be
divided among 3 parties so that the coalition of any 2
parties form a majority?
• If n = 2, there are 5 seats.
• Clearly, no party should have 3 or more seats.
• The only valid distribution of the 5 seats to 3 parties is:
2, 2, 1.
• The number of ways is therefore 3.
a Recall p. 68.

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 The Proof (continued)
• This is a problem of distributing identical objects (the
seats) among distinct containers (the parties) (p. 86).
• So without the majority condition, the number is
   
3 + (2n + 1) − 1 2n + 3
= .
2n + 1 2

• Observe that the majority condition is violated if and

only if a party gets n + 1 or more seats (why?).

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 The Proof (concluded)
• If a given party gets n + 1 or more seats, the number of
ways of distributing the seats is
   
3+n−1 n+2
= .
n 2
– Allocate n + 1 seats to that party before allocating
the remaining n seats to the 3 parties.
– Then refer to p. 86 for the formula.
• The desired number of no dominating party is
     
2n + 3 n+2 n n+1
−3 = (n + 1) = . (16)
2 2 2 2

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 Political Majority: An Alternative Proofa
• Recall that the majority condition holds if and only if no
party gets n + 1 or more seats.
• So each party can hold up to n seats.
• Give each party n slots to hold real seats.
• As there are 2n + 1 seats, there will be

3n − (2n + 1) = n − 1

empty slots in the end.

a Contributed by Mr. Weicheng Lee (B01902065) on March 14, 2013.

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 Political Majority: An Alternative Proof (concluded)
• So the answer to the desired number is the number of
ways to distribute the n − 1 empty slots to 3 parties.
• The count is (p. 86)
     
3 + (n − 1) − 1 n+1 n+1
= = .
n−1 n−1 2

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 Integer Solutions of a Linear Inequality
• Consider
x1 + x2 + · · · + xn ≤ r,
where xi ≥ 0 for 1 ≤ i ≤ n.
• It is equivalent to

x1 + x2 + · · · + xn + xn+1 = r,

where xi ≥ 0 for 1 ≤ i ≤ n + 1.
• The number of integer solutions of the original
inequality is therefore (p. 86)
   
(n + 1) + r − 1 n+r
= . (17)
r r

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 The Hockeystick Identity (P. 39) Reproved
n+1+m
• By Eq. (17) on p. 100, there are m nonnegative
integer solutions to

x1 + x2 + · · · + xn+1 ≤ m, m ≥ 0.
n+k
• By p. 86, there are k nonnegative integer solutions
to
x1 + x2 + · · · + xn+1 = k.

• Any solution to x1 + x2 + · · · + xn+1 ≤ m is a solution to

x1 + x2 + · · · + xn+1 = k for some 0 ≤ k ≤ m.

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 The Proof (concluded)
• The opposite is also true.
• It is also clear the correspondence is one-to-one.
• So
m 
   
n+k n+m+1
= .
k m
k=0

• This is exactly the hockeystick identity.

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 Compositions of Positive Integers
• Let m be a positive integer.
• A composition for m is a sum of positive integers
whose order is relevant and which sum to m.
• For m = 3, the number of compositions is 4:

3, 2 + 1, 1 + 2, 1 + 1 + 1.

• For m = 4, the number of compositions is 8:

4, 3+1, 2+2, 1+3, 1+1+2, 1+2+1, 2+1+1, 1+1+1+1.

• Is the number of compositions for general m equal to

2m−1 ?

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 The Number of Compositions
Theorem 19 The number of compositions for m > 0 is
2m−1 .
• Every composition with i summands corresponds to a
positive integer solution to

x1 + x2 + · · · + xi = m.
m−1
• So the number of solutions is m−i by Eq. (14) on p. 90.
• The total number of compositions is therefore
m  
m−1
= 2m−1
i=1
m−i

by Eq. (8) on p. 57.

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 An Alternative Proof for Theorem 19 (p. 104)a
• Let f (m) denote the number of compositions for m > 0.
• A composition for m is either (1) m or (2) i plus a
composition for m − i (“i + · · · ”) for i = 1, 2, . . . , m − 1.
• Then
m−1
 m−1

f (m) = 1 + f (m − i) = 1 + f (i).
i=1 i=1

• The above implies that f (m + 1) − f (m) = f (m) so

f (m + 1) = 2f (m).
a Contributed by Mr. Chih-Ning Chou (B01902046) on March 7, 2013.

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 The Proof (concluded)
• As a result,
f (m) = 2m−1 f (1).

• Finally, as f (1) = 1 = 20 ,

f (m) = 2m−1 .

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 A Third Proof for Theorem 19 (p. 104)a
• Start with m x’s and m − 1 |’s.
• Consider this arrangement:
2m−1
 

x|x|x| ··· |x.

• Think of the |’s as dividers.

• Now remove some of the |’s.
a Contributed by Mr. Jerry Lin (B01902113) on March 6, 2014.

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 The Proof (concluded)
• For example,
xx | xxx | x | x
means the composition

2+3+1+1

for 7.
• Each removal of some |’s leads to a unique composition.
• As there are
2m−1
ways to remove the |’s, this is the number of
compositions for m.

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 Palindromes of Positive Integers
• Let m be a positive integer.
• A palindrome for m is a composition for m that reads
the same left to right as right to left.
– For m = 4, the number of palindromes is 4:

4 , 1 + 2 + 1, 2 + 2, 1 + 1 + 1 + 1.

– For m = 5, the number of palindromes is 4:

5 , 1 + 3 + 1, 2 + 1 + 2, 1 + 1 + 1 + 1 + 1.

– The center elements are boxed above.

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 Palindromes of Positive Integers (concluded)
• The numbers to the left of the center element mirror
those to the right, and with the same sum.
• Palindrome is possibly the hardest form of wordplay.a
• For example,b
A man, a plan, a canal, Panama!
a Bryson (2001, p. 228).
b Ignore the spaces and punctuation marks.

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 The Number of Palindromes
Theorem 20 The number of palindromes for m > 0 is
2m/2 .
• Assume m is even first.
• The central element of a composition of m can be
m, m − 2, . . . , 2 or “+” (think of it as a 0).a
• When the central element is m, the number of
palindromes is clearly 1.
• Suppose the central element is some other even number
0 ≤ i < m.
a The central element must be even (why?)!

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 The Proof (concluded)
• Then the numbers to its left sum to (m − i)/2.a
• They form a composition (p. 103).
• Hence the number of palindromes is 2(m−i)/2−1 by
Theorem 19 (p. 104).
• The total number of palindromes for m is thus

2 (m−2)/2−1 m/2−1
1 + 1+2 + 2 + ···+ 2 +2 = 2m/2 .

• Follow the same argument when m is odd to obtain a

count of 2(m−1)/2 .
a By symmetry, the numbers to its right automatically sum to (m −
i)/2.

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 Runs
• Consider a permutation of 10 Os and 5 Es:

O O E O O O O E E E O O O E O.

• It has 7 runs:

O O


 E O O
O O E E E O

 O O


 E

O .
run run run run run run run

• In general, a run is a maximal consecutive list of

identical objects.

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 The Number of Runs
Theorem 21 There are
     
m−1 n−1 n−1 m−1
+
m − r/2 n − r/2 n − r/2 m − r/2
ways that m identical objects of type 1 and n identical
objects of type 2 can give rise to r runs.
• Suppose the run starts with a type-1 object.
• Let xi denote the number of type-1 objects in run
i = 1, 3, . . . , 2r/2 − 1.

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 The Proof (continued)
• The number of runs with the said counts x1 , x3 , . . .
equals the number of positive-integer solutions to

x1 + x3 + · · · + x2r/2−1 = m.

– There are r/2 terms.

• There are
   
m−1 m−1
=
r/2 − 1 m − r/2
solutions by Eq. (14) on p. 90.

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 The Proof (continued)
• Now let xi denote the number of type-2 objects in run
i = 2, 4, . . . , 2r/2.
• The number of runs with the said counts x2 , x4 , . . .
equals that of positive-integer solutions to

x2 + x4 + · · · + x2r/2 = n.

– There are r/2 terms.

• Similarly, the number of solutions equals
   
n−1 n−1
= .
r/2 − 1 n − r/2

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 The Proof (concluded)
• Therefore the number of runs that start with a type-1
object equals
  
m−1 n−1
.
m − r/2 n − r/2

• Repeat the argument for the case where the 1st run
starts with a type-2 object.
• The count is
  
n−1 m−1
n − r/2 m − r/2
(by swapping m and n).

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 The Catalana Numbers (1838)
• A binomial random walk starts at the origin (p. 43).
• What is the number of ways it can end at the origin in
2n steps without being in the negative territory?
• A left move lowers the position, whereas a right move
increases the position.
• So it is equivalent to the number of ways
n n
 
 

RR · · · R LL · · · L

can be permuted so that no prefix has more Ls than Rs.

a Eugène
Charles Catalan (1814–1894). It was known to Euler (1707–
1783) and, even earlier, Mongolian mathematician Minggatu (1730).

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 The Catalan Numbers (concluded)
• For example,
0
 

1
 

2
 

1
 

0
 

1
 

0
 

1


R LRLRRLL.

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 Formula for the Catalan Numbera
The number isb
     
2n 2n 1 2n
bn = − = , n ≥ 1. (18)
n n−1 n+1 n
with b0 = 1.
n n
 
 
2n
• RR · · · R LL · · · L can be permuted in n ways by
formula (2) on p. 16.c
• Some of the permutations are illegal, such as

RLLLRR.
a Attributed to Jacques Touchard (1885–1968).
b The subscript in b is n not 2n!
n
c Alternatively, recall formula (4) on p. 44.

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 The Proof (continued)
 
2n
• We now prove that n−1 of the permutations are illegal.
• For every illegal permutation, we consider the first L
move that makes the particle land at −1.
– Such as RL L LRR.
• Swap L and R for this offending L and all earlier moves.
– Such as L R R LRR.
• The result is a permutation of
n+1 n−1
 
 

RR · · · R LL · · · L .

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 The Proof (concluded)
 2n

• There are n−1 ways to permute
n+1 n−1
 
 

RR · · · R LL · · · L

by Eq. (2) on 16.

• But the correspondence is one-to-one between the
permutations of
n+1 n−1
 
 

RR · · · R LL · · · L

and illegal permutations (see next page).

 2n 
• So there are n−1 illegal walks.

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 The Reflection Principlea

a André (1887).

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 A Simple Corollary
Corollary 22 For n ≥ 1,
n n2
i=0 i
bn = .
n+1
• See Eq. (13) on p. 62.

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 Application: No Return to Origin until End
What is the number of ways a binomial random walk that is
never in the negative territory and returns to the origin the
first time after 2n steps?
• Let n ≥ 1.
• The answer is bn−1 .

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 Application: No Return to Origin until End
(concluded)
What is the number of ways a binomial random walk returns
to the origin the first time after 2n steps?
• Let n ≥ 1.
• The answer is
 
1 2n
2bn−1 = . (19)
2n − 1 n
– It may return to the origin by way of the negative
territory.
– It may return to the origin by way of the positive
territory.

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 Application: Nonnegative Partial Sums
What is the number of ways we can arrange n “+1” and n
“−1” such that all 2n partial sums are nonnegative?
• For example, the six partial sums of (1, 1, −1, 1, −1, −1)
are (1, 2, 1, 2, 1, 0).
• Let n ≥ 1.
• The answer is bn by definition (p. 118).
• The number remains bn if we have only n − 1 “−1”.
– In the original problem, the last number must be −1.
– So it is “redundant.”

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 Application: Nonpositive Partial Sums
What is the number of ways we can arrange n “+1” and n
“−1” such that all 2n partial sums are nonpositive?
• For example, the six partial sums of (−1, −1, 1, −1, 1, 1)
are (−1, −2, −1, −2, −1, 0).
• Let n ≥ 1.
• The answer is bn .
• The number remains bn if we have only n − 1 “+1”.
– In the original problem, the last number must be 1.
– So it is “redundant.”

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 Combinatorics and “Higher” Mathematics

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 For relaxation,
General Bradley did algebra problems,
and he worked at integral calculus
when he was flying an airplane
— or flying in his airplane.
He said it relaxed him, made him think.
— Chet Hansen, Major,
aide to 5-star General Omar Bradley (1893–1981)

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 Growth of Factorials
n n! n n!
0 1 8 40320
1 1 9 362880
2 2 10 3628800
3 6 11 39916800
4 24 12 479001600
5 120 13 6227020800
6 720 14 87178291200
7 5040 15 1307674368000

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 A Logplot (Base Two)
Logplot of n!
1200
1000
800
600
400
200

50 100 150 200

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 A Useful Lower Bound for n!
Lemma 23 n! > (n/e)n .
Proof:
ln(n!) = ln 1 + ln 2 + ln 3 + · · · + ln n
n
= ln k
k=1
n  k
> ln x dx as ln x is increasing
k=1 k−1
 n
= ln x dx
0
n
= [ x ln x − x ]x=0
= n ln n − n.

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 ln x

k-1 k

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 How Good Is the Bound?
n! over lower bound

100

80

60

40

20

250 500 750 1000125015001750

Good, but probably not of the same order as n!.

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 A Marginally Better Lower Bound
Lemma 24 n! > e(n/e)n .
Proof:
ln(n!) = ln 1 + ln 2 + ln 3 + · · · + ln n
n
= ln k
k=2
n  k
> ln x dx
k=2 k−1
 n
≥ ln x dx
1
n
= [ x ln x − x ]x=1
= n ln n − n + 1.

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 A Useful Upper Bound for C(n, m)
Lemma 25 C(n, m) < (ne/m)m for any 0 < m ≤ n.a
Proof:
n!
C(n, m) =
(n − m)! m!
n(n − 1) · · · (n − m + 1)
=
m!
nm
≤
m!
nm
< by Lemma 23 (p. 133)
(m/e)m
= (ne/m)m .

a The tighter bound (ne/m)m /e follows Lemma 24 (p. 136).

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 Stirling’s Formulaa (1730)
• The notation f (x) ∼ g(x) means

lim f (x)/g(x) = 1,
x→∞

i.e.,
f (x) = g(x) + o(g(x))
as x → ∞.b
• Stirling’s formula says:
√
Theorem 26 n! ∼ 2πn (n/e)n .
Corollary 27 e = limn→∞ n/(n!)1/n .
a James Stirling (1692–1770); but due to Abraham DeMoivre (1667–
1754)!
b It does not imply f (x) − g(x) → 0.

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 Goodness of Approximation to n!
n! over approximation

1.0008

1.0006

1.0004

1.0002

200 400 600 800

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 Approximation of C(n, m)
• Stirling’s formula can be used to approximate C(n, m)
better than Lemma 25 (p. 137) under some conditions.
• For that purpose, a more refined Stirling’s formula is
stated below without proof:a
√  n n 1 √  n n 1
2πn e 12n+1 < n! < 2πn e 12n . (20)
e e
a Robbins (1955).

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 The Proof (concluded)
• Now from bounds (20) on p. 140,

C(n, m)
n!
=
(n − m)! m!
√  n 1
2πn n
e e 12n
<   n−m
n−m
1 √  m 1
2π(n − m) e 12(n−m)+1 2πm m
e e e 12m+1

 m  n−m
1 n n n
= √
2π m n−m m(n − m)
1−12n−144(m−n)2 −144mn
×e (··· )(··· )(··· )
 m  n−m
1 n n n
< √ . (21)
2π m n−m m(n − m)

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 Approximation of C(n, m), 1 ≤ m ≤ n/2
C(n, m)
 m  n−m
1 n n n 1
12n+1
− 1
12(n−m)
− 1
12m
> √ e
2π m n−m m(n − m)
 m  n−m −12m−1
1 n n n − 1
= √ e 12(n−m)(12n+1) 12m
2π m n−m m(n − m)
 m  n−m −12m−1
1 n n n 12m(24m+1)
− 1
12m
≥ √ e
2π m n−m m(n − m)
 m  n−m
1 n n n − 1 + 1
= √ e 6m (24m+1)
2π m n−m m(n − m)
 m  n−m
1 n n n − 1
> √ e 6m . (22)
2π m n−m m(n − m)

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 The Proof (continued)
• Combine inequalities (21) on p. 141 and (22) on p. 142
under 1 ≤ m ≤ n/2 to obtain
  n−m 
1 n m n n 1
√ e− 6m
2π m n−m m(n − m)
< C(n, m)
  n−m 
1 n m n n
< √ .
2π m n−m m(n − m)

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 The Proof (concluded)
• So
 n−m 
1  n m n n
C(n, m) ∼ √ (23)
2π m n−m m(n − m)

as m → ∞ and n − m → ∞.
• An alternative formulation is
1
C(n, m) ∼ √ (pp q q )−n ,
2πpqn
Δ Δ
where p = m/n and q = 1 − p.

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 Application: Probability of Return to Origin
• Suppose the binomial random walk has a probability of
2−1 = 0.5 of going in either direction (p. 47).
– This is called a symmetric random walk.
• The number of ways it is at the origin after 2n steps is
2n a
n by formula (4) on p. 44.

• The probability for this to happen is


2n √ 1 n n 2   
2π
2 2 n 1 1
n
≈ ≈ =O √ (24)
22n 22n πn n
by Eq. (23) on p. 144.
 
a Wehave seen 2nn
many times before (e.g., p. 58, p. 62, p. 120, and
p. 124). We will continue to encounter it.

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 Application: Probability of Return to Origin
(concluded)
• Suppose 100 U.S. Senators vote on a bill randomly.a
• What is the probability of a tie?b
• By Eq. (24) on p. 145, it equals
100
50 1
= 0.0795892 ≈ .
2100 12
• The probability is surprisingly high.
• It rises to 0.176197 with 20 Senators in late 18th century.
a Dixit& Nalebuff (1993).
b Which is broken by the Vice President.

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 Application: Deviation
• Consider the symmetric random walk again.
• Its average position at the end is 0.
• Assume n is even.
• Given c > 0, after n steps what is the probability for the
√
walk to end at a position ≥ c n for n sufficiently large?

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 Application: Deviation (continued)
• The probability that the walk ends at position k after n
steps is  
n −n
n+k 2
2
by formula (4) on p. 44, where k is even.
√
• The probability that the position is at least c n is
√
n
    c n  
n 1 n
n+k 2−n ≈ − n+k 2−n
√ 2 2 2
k=c n k=2

by Eq. (9) on p. 59.

– The integer k must be even.

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 Application: Deviation (concluded)
• But
√
c n   √  
1  n 1 c n n −n
− n+k 2−n ≥ − n 2
2 2 2 2 2
k=2

according to the unimodal property (p. 28).a

– That k is even accounts for the 2 in the denominator.
• Finally, the desired probability is
√   
1 −n c n n 1 1
−2 n ≥ −c
2 2 2 2 2π
by Eq. (24) on p. 145 for n sufficiently large.
a Corrected
by Mr. Gong-Ching Lin (B00703082) on March 8, 2012
and Mr. Rajon Geng (B03902010) on March 5, 2016.

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 An Upper Bound for C(2n, n)
2n √
Lemma 28 n < 4n / nπ .
Proof: From inequality (21) on p. 141,
 
2n
n
 n  2n−n 
1 2n 2n 2n
< √
2π n 2n − n n(2n − n)
1
= √ 4n .
nπ
Note that Lemma 25 (p. 137) gives a much looser upper
bound of (2e)n ∼ 5.43656n .

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 A Tight Bound for C(2n, n)
2n √
Lemma 29 n ∼ 4 / nπ .a
n

• From inequality (22) on p. 142,

 
2n
n
 n  2n−n 
1 2n 2n 2n 1
− 6n
> √ e
2π n 2n − n n(2n − n)
1 1
= √ 4n e− 6n .
nπ

• Finally, recall Lemma 28 (p. 150).

a In √ 2n
fact, e−1/(8n) < nπ n
/4n < 1 (Hipp & Mattner, 2008).

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 A Tight Bound for C(2n, n) (concluded)

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 First Return to Origina
What is the probability a symmetric binomial random walk
returns to the origin the first time at step 2n?
• Formula (19) on p. 126 says the probability is
 
1 2n −2n
2 .
2n − 1 n

• The above probability is asymptotically

1
∼ √
2 n3 π
by Lemma 29 (p. 151).
a Recall p. 125.

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