Occupancy Problems m balls being randomly assigned to one of n bins. (Independently and uniformly) The questions: - what is the maximum number of balls.

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Presentation transcript:

Occupancy Problems m balls being randomly assigned to one of n bins. (Independently and uniformly) The questions: - what is the maximum number of balls in any bin? -what is the expected number of bins with k balls?

For arbitrary events:, not necessarily independent: the probability of the union of events is no more than the sum of their probabilities. Let m=n : For let, where j is the number of balls in the th bin. Then we get: for all i.

Now: we concentrate on analyzing the 1 st bin, so: Let denote the event that bin has or more balls in it. So: From upper bound for binomial coefficients

Now, let Then: with probability at least, no bin has more than balls in it!

The Birthday Problem The Birthday Problem Now n=365, How large must m be before two people in the group are likely to share their birthday? For, let denote the event that the th ball lands in a bin not containing any of the first balls. But:

So: Now we can see that for the probability that all m balls land in distinct bins is at most.

Markov Inequality Let Y be a random variable assuming only non-negative values. Than for all : Or: Proof: define Than: Now, else,,

If X is a random variable with expectation, The variance is defined: The standard deviation of X is

Chebyshev’s Inequality Let X be a random variable with expectation, and standard deviation. Then for any : Proof: First: for we get. applying the markov inequality to Y bounds this probability.