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probabilistic method (Topic)

The probabilistic method was pioneered by Erdos Pál (known to Westerners as Paul Erdos) and initially used for solving problems in graph theory, but has acquired ever wider applications. Broadly, the probabilistic method is somewhat the opposite of extremal graph theory. Instead of considering how a graph can behave in the most extreme case, we consider how a collection of graphs behave ``on average'', whereby we can formulate a probability space. The fruits reaped by this method are often raw existence theorems, usually deduced from the fact that the nonexistence of whatever sort of graph would mean a zero probability. For instance, by means of the probabilistic method, Erdos proved the existence of a graph of arbitrarily high girth and chromatic number, a very counterintuitive result. Graphs tend to get enormous as the chromatic number and girth increase, thereby severely hindering necessary computations to explicitly construct them, so an existence theorem is most welcome.

In all honesty, probabilistic proofs are nothing more than counting proofs in disguise, since determining the probabilities of interest will invariably involve detailed counting arguments. In fact, we could remove from any probabilistic proof any mention of a probability space, although the result may be significanltly less transparent. Also, the advantage of using probability is that we can employ all the machinery of probability theory. Markov chains, martingales, expectations, probabilistic inequalities, and many other results, all become the tools of the trade in dealing with seemingly static objects of combinatorics and number theory.

References

1
Noga Alon and Joel H. Spencer.
The probabilistic method.
John Wiley & Sons, Inc., second edition, 2000.
Zbl 0996.05001.
2
Paul Erdos and Joel Spencer.
Probabilistic methods in combinatorics.
Academic Press, 1973.
Zbl 0308.05001.




"probabilistic method" is owned by bbukh. [ full author list (2) | owner history (1) ]
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See Also: graph theory, proof of crossing lemma, Ramsey's theorem


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example of a probabilistic proof (Example) by bbukh
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Cross-references: number theory, objects, inequalities, martingales, Markov chains, theory, arguments, proofs, probabilistic proofs, necessary, chromatic number and girth, chromatic number, girth, existence theorems, probability space, collection, graph, opposite, applications, graph theory
There are 6 references to this entry.

This is version 12 of probabilistic method, born on 2002-10-14, modified 2004-01-25.
Object id is 3519, canonical name is ProbabilisticMethod.
Accessed 5923 times total.

Classification:
AMS MSC05C80 (Combinatorics :: Graph theory :: Random graphs)
 11K99 (Number theory :: Probabilistic theory: distribution modulo $1$; metric theory of algorithms :: Miscellaneous)

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October Ponder This by PARASHAR on 2008-10-02 22:24:31
Consider a frog starting from 0 and jumping from integer to integer. With probability p he makes a jump of +1, with probability (1-p) a jump of -1. Assume .5 < p < 1. Assume each jump is independent. Let B(n,k) denote the binomial coefficient n choose k.

a. How fast will the frog move towards +infinity?
b. How many times on average will the frog visit each non-negative integer?
What is the probability the frog will be at 0 after 2*n jumps?
Combine 1b and 2 to find the sum from 0 to infinity of (x**n)*B(2*n,n). (0 < x < .25).
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