Evan Chen《陳誼廷》 — 11 August 2014 Expected Uses of Probability

This result might seem surprising, as one might intuitively expect E[S] to depend on
the choice of n.
For simplicity, let us call a person a fixed point if they receive their own name tag.1
Thus S is just the number of fixed points, and we wish to show that E[S] = 1. If we’re
interested in the expected value, then according to our definition we should go through
all n! permutations, count up the total number of fixed points, and then divide by n! to
get the average. Since we want E[S] = 1, we expect to see a total of n! fixed points.
Let us begin by illustrating the case n = 4 first, calling the people W , X, Y , Z.
W X Y Z ⌃
1 W X Y Z 4
2 W X Z Y 2
3 W Y X Z 2
4 W Y Z X 1
5 W Z X Y 1
6 W Z Y X 2
7 X W Y Z 2
8 X W Z Y 0
9 X Y W Z 1
10 X Y Z W 0
11 X Z W Y 0
12 X Z Y W 1
13 Y W X Z 1
14 Y W Z X 0
15 Y X W Z 2
16 Y X Z W 1
17 Y Z W X 0
18 Y Z X W 0
19 Z W X Y 0
20 Z W Y X 1
21 Z X W Y 1
22 Z X Y W 2
23 Z Y W X 0
24 Z Y X W 0
⌃ 6 6 6 6 24
We’ve listed all 4! = 24 permutations, and indeed we see that there are a total of 24
fixed points, which I’ve bolded in red. Unfortunately, if we look at the rightmost column,
there doesn’t seem to be a pattern, and it seems hard to prove that this holds for larger
n.
However, suppose that rather than trying to add by rows, we add by columns. There’s
a very clear pattern if we try to add by the columns: we see a total of 6 fixed points in
each column. Indeed, the six fixed W points correspond to the 3! = 6 permutations of
the remaining letters X, Y , Z. Similarly, the six fixed X points correspond to the 3! = 6
permutations of the remaining letters W , Y , Z.
This generalizes very nicely: if we have n letters, then each letter appears as a fixed
point (n 1)! times.

1
This is actually a term used to describe points which are unchanged by a permutation. So the usual
phrasing of this question is “what is the expected number of fixed points of a random permutation?”

2
Evan Chen《陳誼廷》 — 11 August 2014 Expected Uses of Probability

Thus the expected value is

0 1
1 @ 1
E[S] = (n 1)! + (n 1)! + · · · + (n 1)!A = · n · (n 1)! = 1.
n! | {z } n!
n times

Cute, right? Now let’s bring out the artillery.

§2.2 Linearity of Expectation

The crux result of this section is the following theorem.

Theorem 2.2 (Linearity of Expectation)

Given any random variables X1 , X2 , . . . , Xn , we always have

E[X1 + X2 + · · · + Xn ] = E[X1 ] + E[X2 ] + · · · + E[Xn ].

This theorem is obvious if the X1 , X2 , . . . , Xn are independent of each other – if I roll

100 dice, I expect an average of 350. Duh. The wonderful thing is that this holds even if
the variables are not independent. And the basic idea is just the double-counting we did
in the earlier example: even if the variables depend on each other, if you look only at the
expected value, you can still add just by columns. The proof of the theorem is just a
bunch of sigma signs which say exactly the same thing, so I won’t bother including it.
Anyways, that means we can now nuke our original problem. The trick is to define
indicator variables as follows: for each i = 1, 2, . . . , n let
(
def 1 if person i gets his own name tag
Si =
0 otherwise.

Obviously,
S = S 1 + S 2 + · · · + Sn .
Moreover, it is easy to see that E[Si ] = P(Si = 1) = n1 for each i: if we look at any
particular person, the probability they get their own name tag is simply n1 . Therefore,

1 1 1
E[S] = E[S1 ] + E[S2 ] + · · · + E[Sn ] = + + · · · + = 1.
n
| n {z n
}
n times

Now that was a lot easier! By working in the context of expected value, we get a
framework where the “double-counting” idea is basically automatic. In other words,
linearity of expectation lets us only focus on small, local components when computing an
expected value, without having to think about why it works.

§2.3 More Examples

Example 2.3 (HMMT 2006)

At a nursery, 2006 babies sit in a circle. Suddenly, each baby randomly pokes either
the baby to its left or to its right. What is the expected value of the number of
unpoked babies?

3
Evan Chen《陳誼廷》 — 11 August 2014 Expected Uses of Probability

Solution. Number the babies 1, 2, . . . , 2006. Define

(
def 1 if baby i is unpoked
Xi =
0 otherwise.

We seek E[X1 + X2 + · · · + X2006 ]. Note that any particular baby has probability 1 2
2 = 1
4
of being unpoked (if both its neighbors miss). Hence E[Xi ] = 14 for each i, and

1 1003
E[X1 + X2 + · · · + X2006 ] = E[X1 ] + E[X2 ] + · · · + E[X2006 ] = 2006 · = .
4 2
Seriously, this should feel like cheating.

§2.4 Practice Problems

The first two problems are somewhat straightforward applications of the methods de-
scribed above.
Problem 2.4 (AHSME 1989). Suppose that 7 boys and 13 girls line up in a row. Let
S be the number of places in the row where a boy and a girl are standing next to each
other. For example, for the row GBBGGGBGBGGGBGBGGBGG we have S = 12.
Find the expected value of S.
Problem 2.5 (AIME 2006 #6). Let S be the set of real numbers that can be represented
as repeating decimals of the form 0.abc where a, b, c are distinct digits. Find the sum of
the elements of S.
The next three problems are harder; in these problems linearity of expectation is not
the main idea of the solution. All problems below were written by Lewis Chen.
Problem 2.6 (NIMO 4.3). One day, a bishop and a knight were on squares in the same
row of an infinite chessboard, when a huge meteor storm occurred, placing a meteor in
each square on the chessboard independently and randomly with probability p. Neither
the bishop nor the knight were hit, but their movement may have been obstructed by
the meteors. For what value of p is the expected number of valid squares that the bishop
can move to (in one move) equal to the expected number of squares that the knight can
move to (in one move)?
Problem 2.7 (NIMO 7.3). Richard has a four infinitely large piles of coins: a pile of
pennies, a pile of nickels, a pile of dimes, and a pile of quarters. He chooses one pile at
random and takes one coin from that pile. Richard then repeats this process until the
sum of the values of the coins he has taken is an integer number of dollars. What is the
expected value of this final sum of money, in cents?
Problem 2.8 (NIMO 5.6). Tom has a scientific calculator. Unfortunately, all keys
are broken except for one row: 1, 2, 3, + and -. Tom presses a sequence of 5 random
keystrokes; at each stroke, each key is equally likely to be pressed. The calculator then
evaluates the entire expression, yielding a result of E. Find the expected value of E.
(Note: Negative numbers are permitted, so 13-22 gives E = 9. Any excess operators
are parsed as signs, so -2-+3 gives E = 5 and -+-31 gives E = 31. Trailing operators
are discarded, so 2++-+ gives E = 2. A string consisting only of operators, such as -++-+,
gives E = 0.)

4
Evan Chen《陳誼廷》 — 11 August 2014 Expected Uses of Probability

this is at most
✓ ◆19 ✓ ◆k ✓ ◆k 19 ✓ ◆31
1 eC 19 18 19 18 19
· =e · e .
e 19 C C C

Thus, we can put p = e18 19 31

C . Thus the Lemma implies we are done as long as
✓ ◆31
19 19
e · 1002  1.
C

It turns out that C = 48 is the best possible outcome here. Needless to say, establishing
the equality when C = 1331 is trivial.

§5 Grand Finalé – IMO 2014, Problem 6

This article was motivated by the following problem, given at the 55th International
Mathematical Olympiad, and the talk by Po-Shen Loh [3] given on it.

Example 5.1 (IMO 2014/6)

A set of lines in the plane is in general position if no two are parallel and no three
pass through the same point. A set of lines in general position cuts the plane into
regions, some of which have finite area; we call these its finite regions. Prove that for
all sufficiently large n, in any set of n lines in general position it is possible to colour
p
at least n lines blue in such a way that none of its finite regions has a completely
blue boundary.
p p
Note: Results with n replaced by c n will be awarded points depending on the
value of the constant c.

We’ll present two partial solutions (c < 1), one using Local Lovász, and one using
alteration. For completeness we also present the official solution obtaining
p c = 1, even
though it is not probabilistic. Then, we will establish the bound O( n log n) using some
modern tools (this was [3]).

§5.1 Partial Solution Using LLL

p
We’ll show the bound c n where c = (6e)p 2 .
1

p
Split the n lines into c n groups of size cn each, arbitrarily. We are going to select one
line from each of the groups at random to be blue. Let the regions be R1 , R2 , . . . , Rm .
For each region Rk we consider an event Ak meaning “the three chosen lines bounding
Rk are blue”; We will show there is a nonzero probability that no events occur.
3
The probability of Ak is at most cn 1/2 . (It is equal to this if the three of the
chosen lines are from different groups, and is zero if any two are in the same
p
group.)
For each Rk , we have three groups to consider. Each group consists of c lines. Each
n
p
line is part of at most 2n 2 regions. Hence Ak depends on at most 3 · c
n
· (2n 2)
events.
Thus,
✓ ◆ ✓ p ◆
c 3 n
e p 3· · (2n 2) < 6ec2 = 1
n c
and we are done by LLL.

11
Evan Chen《陳誼廷》 — 11 August 2014 Expected Uses of Probability

§5.2 Partial Solution Using Alteration

p
We’ll show the bound c n for any c < 23 .
First, we need to bound the number of triangles.

Claim — There are at most 13 n2 triangles.

Proof. Consider each of the n2 intersection of two lines. One can check it is the vertex
of at most two triangles. Since each triangle has three vertices, this implies there are at
most 23 n2 < 13 n2 triangles.

It is also not hard to show there are at most 12 n2 finite regions6 .

Now color each line blue with probability p. The expected value of the number of lines
chosen is
E[lines] = np.
The expected number of completely blue triangles is less than
1
E[bad triangles] < n2 · p3 .
3
For the other finite regions, of which there are at most 12 n2 , the probability they are
completely blue is at most p4 . So the expected number of completely blue regions here is
at most
1
E[bad polygons with 4+ sides] < n2 · p4 .
2
Note that the expected number of quadrilaterals (and higher) is really small compared
to any of the preceding quantities; we didn’t even bother subtracting off the triangles
that we already counted earlier. It’s just here for completeness, but we expect that it’s
going to die out pretty soon.
Now we do our alteration – for each bad, completely blue region, we un-blue one line.
Hence the expected number of lines which are blue afterwards is
✓ 2 ◆ ✓ 2 ◆ ✓ ◆
n 3 n 4 np2 np3
np ·p · p = np 1 .
3 2 3 2
p
Ignore the rightmost np2 for now, since it’s really small. We want p = k/ n for some k;
3

the value is roughly k · (1 k 2 /3) at this point, so an optimal value of p is p = n 1/2

(that is, k = 1); this gives
✓ ◆
p 2 27 1 2p 81
n· p = n .
3 16 n 3 32
p
For n sufficiently large, this exceeds c n, as desired.

§5.3 Interlude – Sketch of Official Solution Obtaining c = 1

This is not probabilistic, but we include it for completeness anyways. It is in fact just a
greedy algorithm.
Suppose we have colored k of the lines blue, and that it is not possible to color any
additional lines. That means any of the n k non-blue lines is the side of some finite
region with an otherwise entirely blue perimeter. For each such line `, select one such

12
Evan Chen《陳誼廷》 — 11 August 2014 Expected Uses of Probability

Problem 6.2 (Romania 2004). Prove that for any complex numbers z1 , z2 , . . . , zn ,
satisfying |z1 |2 + |z2 |2 + · · · + |zn |2 = 1, one can select "1 , "2 , . . . , "n 2 { 1, 1} such that
n
X
"k zk  1.
k=1

Problem 6.3 (Shortlist 1999 C4). Let A be a set of N residues (mod N 2 ). Prove that
there exists a set B of of N residues (mod N 2 ) such that A + B = {a + b|a 2 A, b 2 B}
contains at least half of all the residues (mod N 2 ).
Problem 6.4 (Iran TST 2008/6). Suppose 799 teams participate in a round-robin
tournament. Prove that one can find two disjoint groups A and B of seven teams each
such that all teams in A defeated all teams in B.
Problem 6.5 (Caro-Wei Theorem). Consider a graph G with vertex set V . Prove that
one can find an independent set with size at least
X 1
.
deg v + 1
v2V

Remark. Note that, by applying Jensen’s inequality, our independent set has size at least
d+1 , where d is the average degree. This result is called Turán’s Theorem (or the
n

complement thereof).

Problem 6.6 (USAMO 2012/6). For integer n 2, let x1 , x2 , . . . , xn be real numbers

satisfying x1 +x2 +. . .+xn = 0 and x21 +x22 +. . .+x2n = 1. For each subset A ✓ {1, 2, . . . , n},
define X
SA = xi .
i2A

(If A is the empty set, then SA = 0.) Prove that for any positive number , the number
of sets A satisfying SA is at most 2n 3 / 2 . For which choices of x1 , x2 , . . . , xn ,
does equality hold?
Problem 6.7 (Online Math Open, Ray Li). Kevin has 2n 1 cookies, each labeled with
a unique nonempty subset of {1, 2, . . . , n}. Each day, he chooses one cookie uniformly at
random out of the cookies not yet eaten. Then, he eats that cookie, and all remaining
cookies that are labeled with a subset of that cookie. Compute the expected value of the
number of days that Kevin eats a cookie before all cookies are gone.
Problem 6.8. Let n be a positive integer. Let ak denote the number of permutations of
n elements with k fixed points. Compute

a1 + 4a2 + 9a3 + · · · + n2 an .

Problem 6.9 (Russia 1999). In a certain school, every boy likes at least one girl. Prove
that we can find a set S of at least half the students in the school such that each boy in
S likes an odd number of girls in S.
Problem 6.10 (Sperner). Consider N distinct subsets S1 , S2 , . . . , SN of {1, 2, . . . , n}
such that no Si is a subset of any Sj . Prove that
✓ ◆
n
N  ⌅1 ⇧ .
2n

15
Evan Chen《陳誼廷》 — 11 August 2014 Expected Uses of Probability

Problem 6.11. Let n be a positive integer. Suppose 11n points are arranged in a circle,
colored with one of n colors, so that each color appears exactly 11 times. Prove that one
can select a point of every color such that no two are adjacent.
Problem 6.12 (Sweden 2010, adapted). In a town with n people, any two people either
know each other,por they both know someone in common. Prove that one can find a
group of at most n log n + 1 people, such that anyone else knows at least one person in
the group.

Remark. In graph theoretic language

p – given a graph with diameter 2, prove that a
dominating set of size at most n log n + 1 exists.

Problem 6.13 (Erdös). Prove that in any set S of n distinct positive integers we can
always find a subset T with 13 n or more elements with the property that a + b 6= c for
any a, b, c 2 T (not necessarily distinct).

Remark. Such sets are called sum-free.

Problem 6.14 (Korea 2016). Let U be a set of m triangles. Prove that there exists a
subset W ✓ U with at least 0.45m0.8 triangles, with the following property: there are no
points A, B, C, D, E, F for which ABC, BCD, CDE, DEF , EF A, F AB are all in W .

§7 Solution Sketches
2.4 Answer: 9.1. Make an indicator variable for each adjacent pair.

2.5 Answer: 360. Pick a, b, c randomly and compute E[0.abc]. Then multiply by |S|.

2.6 8(1 p) = 4 · (1 p) + (1 p)2 + (1 p)3 + . . . .

2.7 Let xn be the EV at a state with n (mod 100). Then x0 = 0 and

1
xn = ((xn+1 + 1) + (xn+5 + 5) + (xn+10 + 10) + (xn+25 + 25)) .
4
Do algebra.

2.8 Answer: 1866. Show that one can replace + or - buttons with STOP. Show that one
can replace 1 and 3 buttons with 2. Let p = 35 . Compute 2(p + 10p2 + · · · + 104 p5 ).

3.5 Suppose there are n people, and decide each edge with a coin flip. Compute the
expected number of 1000-subsets for which there is no one better than all. Check that
this is less than 1 for very large n.

3.6 Show that a random permutations has expected value at most 0. Why are the
inequalities strict?

3.7 Let ni be the number of committees which the ith delegate is in. Pick two committees
randomly and find the expected value
P ofnithe number of common members. Use Jensen’s
inequality to get a lower bound on 2 .

16
Evan Chen《陳誼廷》 — 11 August 2014 Expected Uses of Probability

6.1 Pick the contestants randomly. Find the expected number of problems both miss.

6.2 Select each of the "i randomly with a coin flip. Square the left-hand side and use
the fact that |z|2 = zz for any z.

6.3 Randomly selecting B works; you can even permit repeated elements in B. You may
need the inequality 1 n1  1e .
n

6.4 Let dk be the number of teams which defeat the kth team (here 1  k  799). Select
A randomly and compute the expected number of teams dominated by everyone in A.
You need Jensen on the function x7 .

6.5 Use the following greedy algorithm – pick a random vertex, then delete it and all its
neighbors. Repeat until everything is gone.

6.6 Compute E[SA

2 ] for a random choice of A. Markov Inequality.

6.7 The number of days equals the number of times a cookie is chosen. Compute the
probability any particular cookie is chosen; i.e. the expected value of the number of times
the cookie is chosen. Sum up.

6.8 For a random permutation let X be the number of fixed points. We already know
E[X] = 1. Compute E[ X2 ]. Use this to obtain E[X 2 ].

6.9 Use a coin flip to decide whether to select each girl, then take as many boys as
possible. Show that any person, girl or boy, has exactly a 50% chance of being chosen.

6.10 First prove that

N
X 1
n  1.
k=1 |Sk |

To do this, consider a random maximal chain of subsets

; = T0 ⇢ T1 ⇢ T2 ⇢ · · · ⇢ Tn = {1, 2, . . . , n}.

Compute the expected number of intersections of this chain with {S1 , S2 , . . . , SN }.

6.11 LLL. Here p = 11 2 and d = 42.

6.12 If any vertex has small degree, p then its neighbors are already the desired set. So
assume all degrees are greater than n log n. Pick each person with probability p for
some well-chosen p; then we expect to pick np people. Show that the probability someone
fails is less than n1 and use a union bound. The inequality 1 p  e p is helpful.

6.13 Work modulo a huge prime p = 3k + 2. Find a nice sum-free (mod p) set U of size
k + 1 first, and then consider Un = {nx | x 2 U } for a random choice of n. Compute
E[|S \ Un |].

6.14 Fix U and use alteration. Add a triangle to W with probability p, then for every
bad 6-tuple contained in W , delete one of the triangles from W .

17
Evan Chen《陳誼廷》 — 11 August 2014 Expected Uses of Probability

References
[1] pythag011 at http://www.aops.com/Forum/viewtopic.php?f=133&t=481300

[2] Ravi B’s collection of problems, available at:

http://www.aops.com/Forum/viewtopic.php?p=1943887#p1943887.

[3] Problem 6 talk (c > 1) by Po-Shen Loh, USA leader, at the IMO 2014.

[4] Also MOP lecture notes: http://math.cmu.edu/~ploh/olympiad.shtml.

[5] Lecture notes by Holden Lee from an MIT course:

http://web.mit.edu/~holden1/www/coursework/math/18997/notes.pdf

Thanks to all the sources above. Other nice reads that I went through while preparing
this, but eventually did not use:

1. Alon and Spencer’s The Probabilistic Method. The first four chapters are here:
http://cs.nyu.edu/cs/faculty/spencer/nogabook/.
2. A MathCamp lecture that gets the girth-chromatic number result:
http://math.ucsb.edu/~padraic/mathcamp_2010/class_graph_theory_probabilistic/
lecture2_girth_chromatic.pdf

18