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?

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

§3 Direct Existence Proofs

In its simplest form, we can use expected value to show existence as follows: suppose
we know that the average score of the USAMO 2014 was 12.51. Then there exists a
contestant who got at least 13 points, and a contestant who got at most 12 points. This
is similar in spirit to the pigeonhole principle, but the probabilistic phrasing is far more
robust.

§3.1 A First Example

Let’s look at a very simple example, taken from the midterm of a class at the San Jose
State University.2

Example 3.1 (SJSU M179 Midterm)

Prove that any subgraph of Kn,n with at least n2 n+1 edges has a perfect matching.

We illustrate the case n = 4 in the figure.

Figure 1: The case n = 4. There are n2 n + 1 = 13 edges, and the matching is

highlighted in green.

This problem doesn’t “feel” like it should be very hard. After all, there’s only a total
of n2 possible edges, so having n2 n + 1 edges means we have practically all edges
present.3
So let’s be really careless and just randomly pair off one set of points with the other,
regardless of whether there is actually an edge present. We call the score of such a pairing
the number of pairs which are actually connected by an edge. We wish to show that
some pairing has score n, as this will be the desired perfect matching.
So what’s the expected value of a random pairing? Let v1 , . . . , vn be the n vertices on
the left. For each i, let4 ,
(
def 1 if the pair with vi has an edge
Xi =
0 otherwise.
deg vi
Then the score of the configuration is X = X1 +X2 +· · ·+Xn . Now we have E[Xi ] = n ,
so
E[X] = E[X1 ] + · · · + E[Xn ]
2
For a phrasing of the problem without graph theory: given n red points and n blue points, suppose we
connect at least n2 n + 1 pairs of opposite colors. Prove that we can select n segments, no two of
which share an endpoint.
3
On the other hand, n2 n + 1 is actually the best bound possible. Can you construct a counterexample
with n2 n?
4
Thanks to D. Grozev for a correction here

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

Neighbors

v ...

Figure 3: Ignoring things.

Suppose we’re selecting an independent set, and we’re done selecting everything aside
from v and its neighbors. We’ll prove that regardless of how the stuff outside is chosen,
E[Xv ] 0.08 log still holds. Assume that, not including v, there are m other vertices in
the neighborhood which we can still pick (i.e. they are not adjacent to anything outside
that has been selected).
There are a few ways we can pick the remaining set:

• We can pick v, but then we can no longer pick any of its neighbors.

• We can pick any nonempty subset of the m remaining vertices, but then we can no
longer pick v.

• We can pick no vertices.

There are a total of 1 + (2m 1) + 1 possibilities. In the first scenario, the Xv = + . In

the second and third scenario, Xv = E[# neighbors chosen] = 12 m. So,
⇢
1· + 2m · 12 m 1 m 1
E[Xv ] = = m + · > max ,m .
2m + 1 2 +1 1+2 m 2 4 2m

It remains to prove this is at least 0.08 log . You can check this, because if m 1
log2 ,
p 2
then 14 m is enough; otherwise, 2m which is certainly sufficient.

§3.4 Practice Problems

The first two problems are from [2]; the last one is from [4].
Problem 3.5. Show that one can construct a (round-robin) tournament with more than
1000 people such that in any set of 1000 people, some contestant beats all of them.
Problem 3.6 (BAMO 2004). Consider n real numbers, not all zero, with sum zero.
Prove that one can label the numbers as a1 , a2 , . . . , an such that

a1 a2 + a2 a3 + · · · + an a1 < 0.

Problem 3.7 (Russia 1996). In the Duma there are 1600 delegates, who have formed
16000 committees of 80 people each. Prove that one can find two committees having no
fewer than four common members.

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

§4 Heavy Machinery
Here are some really nice ideas used in modern theory. Unfortunately I couldn’t find
many olympiad problems that used them. If you know of any, please let me know!

§4.1 Alteration
In previous arguments we often proved a result by showing E[bad] < 1. A second method
is to select some things, find the expected value of the number of “bad” situations, and
subtract that off. An example will make this clear.

Example 4.1 (Weak Turán)

A graph G has n vertices and average degree d. Prove that it is possible to select an
independent set of size at least 2d
n
.

Proof. Rather than selecting 2d n

vertices randomly and hoping the number of edges is 1,
we’ll instead select each vertex with probability p. (We will pick a good choice of p later.)
That means the expected number of vertices we will take is np. Now there are 12 nd
edges, so the expected number of “bad” situations (i.e. an edge in which both vertices
are taken) is 12 nd · p2 .
Now we can just get rid of all the bad situations. For each bad edge, delete one of its
endpoints arbitrarily (possibly with overlap). This costs us at most 12 nd · p2 vertices, so
the expected value of the number of vertices left is

1 2 1
np ndp = np 1 dp .
2 2
It seems like a good choice of p is d,
1
which now gives us an expected value of 2d ,
n
as
desired.
A stronger result is Problem 6.5.

§4.2 Union Bounds and Markov’s Inequality

A second way to establish existence is to establish a nonzero probability. One way to do
this is using a union bound.

Proposition 4.2 (Union Bound)

Consider several events A1 , A2 , . . . , Ak . If

P(A1 ) + P(A2 ) + · · · + P(Ak ) < 1

then there is a nonzero probability that none of the events occur.

The following assertion is sometimes useful for this purpose.

Theorem 4.3 (Markov’s Inequality)

Let X be a random variable taking only nonnegative values. Suppose E[X] = c.
Then
1
P(X rc)  .
r

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

Figure 4: Here ` is the eyelid of v.

region, and take the next counterclockwise vertex; this is the intersection of two blue
lines v. We’ll say ` is the eyelid of v.
You can prove without too much difficulty that every intersection of two blue lines has
at most two eyelids. Since there are n2 such intersections, we see that
✓ ◆
k
n k2 = k2 k
2

so n  k 2 , as required.

p
Figure 5: The greedy algorithm cannot do better than n.

It’s interesting to note that the greedy algorithm cannot be extended to achieve a
p
result better than n. To show this, note that if n = m2 , we can consider m arbitrary
blue lines in general position, and then add 2 m 2 lines, two on either side of a given
intersection point. (Po-Shen Loh called these “tubes” in his talk.) Thus each of the new
lines is the edge of a triangle with two blue sides, and so the greedy algorithm must stop
here.

§5.4 Overkill Solution

This
p solution is due to Po-Shen Loh [3]. We are now going to establish the bound
cn log n. The heart is the following theorem.

Theorem 5.2 (Duke-Lefmann-Rödl)

Given a hypergraph G with N vertices and with edges all of size 3, suppose that for
any two vertices at most one p 3-edge joins them. Then we can find an independent
set with size at least c · pNd log d.

Here a hypegraph is a graph in which an “edge” is any subset of vertices, as opposed to

just two vertices. In the above theorem, all edges have three endpoints, and we require
that any two vertices are joined by at most one edge.
In the context of the IMO problem, suppose we consider each of the n lines as a vertex
and each finite region as a hyper-edge. Like in the previous solution, we treat pentagons,
hexagons, . . .as just quadrilaterals; hence we can assume all edges have size either 3 or 4.
6
Say, use V E + F = 2 on the graph whose vertices are the n
2
intersection points and whose edges are
the n(n 2) line segments.

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

Once again we use a coin flip weighted with probability p to pick whether a vertex is
chosen. Define the following random variables:

• Let W be the number of vertices remaining. Then E[W ] = pn.

• Let Y be the number of 4-edges. There are at most n2 such edges, so E[Y ]  p4 n2 .

• Let Z be the number of pairs (u, v) with two 3-edges containing both (in the context
of geometry, there are at most two such edges). Then E[Z]  n2 p4 < p4 n2 .

If we eliminate the situations in Y and Z then we reach a situation in which the theorem
can be applied.
Finally, let X be the number of edges altogether remaining. Since each edge has 3
vertices and there are  n2 edges, E[X]  n2 p3 .
Using Markov’s Inequality,
1
P(Y > 4p4 n2 ) < .
4
Similarly,
1 1
P(Z > 4p4 n2 ) < and P(X > 4n2 p3 ) < .
4 4
Meanwhile, W is a binomial distribution, so one can actually show that,

P(W < 0.99pn) ! 0 as n ! 1.

Consequently, the union bound implies there is a nonzero chance that all these inequalities
fail, meaning Y  4p4 n2 , Z  4p4 n2 , and X  4n2 p3 , and W 0.99pn.
Now using alteration again, we delete the “bad” situations in Y and Z. Then the
number of vertices, N , is at least

N W Y Z 0.99pn 8p4 n2 ⇠ pn(1 8p3 n)

Let’s pick p = 0.01n 1/3 . Now N ⇠ pn.

The average degree is at most

3X ⇠ n 2 p3
d=  ⇠ np2 .
N ⇠ np
The theorem then gives us a bound of
q p p
N pn
p log d ⇠ p log pn2 ⇠ n log n
d p n

as desired.

§6 Practice Problems
These problems are mostly taken from [2, 4].
Problem 6.1 (IMC 2002). An olympiad has six problems and 200 contestants. The
contestants are very skilled, so each problem is solved by at least 120 of the contestants.
Prove that there exist two contestants such that each problem is solved by at least one
of them.

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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

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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 .

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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 .

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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