Randomized Algorithms (Spring 2010)/Balls and bins

Probability Basics

The union bound

We are familiar with the principle of inclusion-exclusion for finite sets.

Principle of Inclusion-Exclusion: Let [math]\displaystyle{ S_1, S_2, \ldots, S_n }[/math] be [math]\displaystyle{ n }[/math] finite sets. Then [math]\displaystyle{ \begin{align} \left|\bigcup_{1\le i\le n}S_i\right| &= \sum_{i=1}^n|S_i| -\sum_{i\lt j}|S_i\cap S_j| +\sum_{i\lt j\lt k}|S_i\cap S_j\cap S_k|\\ & \quad -\cdots +(-1)^{\ell-1}\sum_{i_1\lt i_2\lt \cdots\lt i_\ell}\left|\bigcap_{r=1}^\ell S_{i_r}\right| +\cdots +(-1)^{n-1} \left|\bigcap_{i=1}^n S_i\right|. \end{align} }[/math]

The principle can be generalized to probability events.

Principle of Inclusion-Exclusion: Let [math]\displaystyle{ \mathcal{E}_1, \mathcal{E}_2, \ldots, \mathcal{E}_n }[/math] be [math]\displaystyle{ n }[/math] events. Then [math]\displaystyle{ \begin{align} \Pr\left[\bigvee_{1\le i\le n}\mathcal{E}_i\right] &= \sum_{i=1}^n\Pr[\mathcal{E}_i] -\sum_{i\lt j}\Pr[\mathcal{E}_i\wedge \mathcal{E}_j] +\sum_{i\lt j\lt k}\Pr[\mathcal{E}_i\wedge \mathcal{E}_j\wedge \mathcal{E}_k]\\ & \quad -\cdots +(-1)^{\ell-1}\sum_{i_1\lt i_2\lt \cdots\lt i_\ell}\Pr\left[\bigwedge_{r=1}^\ell \mathcal{E}_{i_r}\right] +\cdots +(-1)^{n-1}\Pr\left[\bigwedge_{i=1}^n \mathcal{E}_{i}\right]. \end{align} }[/math]

The proof of the principle is due to measure theory, and is omitted here. The following inequality is implied (nontrivially) by the principle of inclusion-exclusion:

Theorem (the union bound): Let [math]\displaystyle{ \mathcal{E}_1, \mathcal{E}_2, \ldots, \mathcal{E}_n }[/math] be [math]\displaystyle{ n }[/math] events. Then [math]\displaystyle{ \begin{align} \Pr\left[\bigvee_{1\le i\le n}\mathcal{E}_i\right] &\le \sum_{i=1}^n\Pr[\mathcal{E}_i]. \end{align} }[/math]

The name of this inequality is Boole's inequality. It is usually referred by its nickname "the union bound". It is one of the most useful probability inequalities for randomized algorithm analysis.

Linearity of expectation

Let [math]\displaystyle{ X }[/math] be a discrete random variable. The expectation of [math]\displaystyle{ X }[/math] is defined as follows.

Definition (Expectation): The expectation of a discrete random variable [math]\displaystyle{ X }[/math], denoted by [math]\displaystyle{ \mathbb{E}[X] }[/math], is given by [math]\displaystyle{ \begin{align} \mathbb{E}[X] &= \sum_{x}x\Pr[X=x], \end{align} }[/math] where the summation is over all values [math]\displaystyle{ x }[/math] in the range of [math]\displaystyle{ X }[/math].

Balls-into-bins model

Imagine that [math]\displaystyle{ m }[/math] balls are thrown into [math]\displaystyle{ n }[/math] bins, in such a way that each ball is thrown into a bin which is uniformly and independently chosen from all [math]\displaystyle{ n }[/math] bins. We may ask several questions regarding the distribution of balls in the bins, including:

• the probability that there is no bin with more than one balls (the birthday problem)
• the expected number of balls in each bin (occupancy problem)
• the maximum load of all bins with high probability (occupancy problem)
• the probability that there is no empty bin (coupon collector problem)