For the Watts-Strogatz model, choose vertices on a ring, an even initial vertex degree , and a rewiring probability . Connect each vertex to its nearest neighbours on each side. Consider each original clockwise edge once: with probability , retain its starting endpoint and replace its other endpoint uniformly, excluding self-loops and duplicate edges. The edge count remains , although individual vertex degrees change.
Increasing at fixed lengthens unrewired-ring graph distances. Increasing adds edges and shortens distances. Increasing introduces shortcuts, sharply reducing average shortest path length at first, then progressively reducing the clustering coefficient by destroying local triangles.
The small-world network regime occurs at intermediate with sufficient shortcuts, substantial clustering, and . At distances are long; near the clustering advantage disappears. The degree distribution remains concentrated around , so this is not a scale-free network.[ref]
For the Erdős-Rényi model , choose the number of vertices and an edge probability . Visit every unordered pair of distinct vertices once and include its edge independently with probability . This construction gives a simple graph with expected edge count and mean vertex degree .
Increasing at fixed makes the graph denser, increases typical vertex degree and local clustering coefficient, and tends to shorten graph distances and improve connectivity. Increasing at fixed also increases the mean vertex degree; to retain a sparse comparison one instead decreases approximately as .
Its degree distribution is binomial distribution, approximately Poisson distribution in the sparse large- regime, so it is not a scale-free network. Connected realizations can have short average shortest path length, but their clustering coefficients are not elevated above the random baseline they themselves define. Thus they are not small-world networks under the high-clustering convention, although “small world” is sometimes used more loosely to mean only short distances.
Put . Since the observations are independent random variables, their joint probability density function is a product. Therefore the likelihood function and log-likelihood are
These expressions assume positive observed values, as occurs with probability one under this continuous Erlang distribution.
This is the Nicholson-Bailey model for a host-parasitoid interaction with discrete generations. The factor is the host multiplication factor in the absence of parasitism; measures effective attack or searching intensity per parasitoid; and is the number of next-generation parasitoids produced per attacked host, with any survival or unit conversion absorbed into it.
If the number of attacks on a host has a Poisson distribution with expected value , then the probability of no attack is . Consequently is the surviving, unparasitized host fraction, and is the attacked fraction. The two update equations count host descendants from surviving hosts and parasitoid descendants from attacked hosts, respectively.
The two colonies with no observed cheaters are right-censored after seven days. Each contributes , not the probability of an event on day seven or eight. The four observed first events contribute four factors of and failures. Including the two censored exposures gives
The beta distribution prior therefore yields
Its probability density function is proportional to for : it vanishes at both endpoints, is unimodal, and has its mode at . The right panel of the sketch in question 5(b) shows this moderately right-skewed density. The calculation assumes daily observations detect the first event and that stopping the experiment after seven days is independent censoring.
For a uniform random point in a disk, the event occupies a disk of area when . Thus
The radial probability density function is on . Integrating gives
Choose the polar angle . The Cartesian density is in the disk, and the polar coordinates Jacobian determinant is . Hence
The product support and product density prove that and are independent, with uniform angle.
Reflection symmetry gives and , so . They are nevertheless not independent. The events and each have positive probability, but their intersection is empty inside the disk, because it would require . Independence would give a positive product probability for that intersection.
Except at the probability-zero center, and . Therefore
An arbitrary definition at the center does not change these expected values. This example distinguishes uncorrelated Cartesian coordinates from independent polar coordinates.
A loaded gun remains loaded after its visit with probability . An unloaded gun is loaded and then not fired with probability . The visited gun's new loaded probability is therefore
Preservation requires , giving
This is product stationarity under single-coordinate Markov updates: the visited coordinate has the same Bernoulli distribution afterward, and its independent local random decisions do not affect the other coordinates. Thus the originally independent indicator random variables remain jointly independent after each scheduled visit, not merely equal in their marginal probabilities.
Let be the indicator random variable that gun is loaded. Then has binomial distribution with parameters . By linearity of expectation and independence of the indicator random variables,
Fix any starting village and let be the pickup distance, the subsequent passenger distance. From each vertex, the four possible pickup distances are , each with probability . From each pickup village, the three other possible destinations have distances , each with probability .
Sharing the pickup village does not by itself give independence. Here it does hold because the conditional distribution of is the same for every pickup village: for all allowed ,
Thus has the taxi distance convolution on a rectangular road cycle. Counting the twelve equally likely pairs gives
No other distances are possible. The probability distribution is the same for every starting village, so no assumption about the previous customer's destination is needed.
The separate moments are , , and . Independence therefore gives
As a check from the displayed probability mass function, and subtracting gives the same variance.
The side of the inscribed equilateral triangle has length . If is the distance of a chord midpoint from the center, a right triangle gives chord length . Thus a chord is sufficiently long exactly when .
(a) Uniform midpoint area puts the midpoint in the radius- disk with probability
(b) Fix the first endpoint by rotational symmetry. Independence and uniformity make the angle of the second endpoint uniform on . Its chord length is , so the required event is . Hence
(c) If the midpoint distance itself has uniform distribution on , the event has probability
These are three different probability measures on chords. Their different answers are Bertrand's paradox: specifying what is uniform is indispensable. Uniform area, uniform endpoints and uniform radial distance are not interchangeable sampling rules. Equality at the length threshold has probability zero in all three models.
Use the equally likely release prior, and write for the probability that the guard names B when A is released. If B is released the guard cannot name B; if C is released the guard must name B. The law of total probability therefore gives
A remains jailed and B is named precisely when C is released. Its probability is , so the conditional probability is
In (a) unbiased naming has , giving : the guard's claim is false and A's chances have not improved. In (b) preferentially naming B has , giving : that naming rule makes the claim correct. In (c) preferentially naming C has , giving : naming B then reveals that C is the released person, so A certainly remains.
This is the three prisoners problem. The observed name includes information about how the guard selects a name; it is not merely the event that B remains. With general release priors , the same calculation gives , making explicit where the equal-prior convention enters.
Let the win probabilities in games 1,2,3 be . Independence makes a prescribed result pattern the product of its three win/loss probabilities. Taking a complement for event (a), inclusion-exclusion for overlapping pairs in (b) and (c), and disjoint exact-two patterns in (d) and (e), gives
For (b), a three-win outcome is counted three times in the pair sum and must be counted once, so subtract twice its probability. For (c), only the overlapping pairs 12 and 23 are allowed, so subtract the three-win intersection once. For (d), the two allowed exact patterns are 110 and 011. For (e), add 101 as well.
Substituting and gives the complete comparison:
For (a) and (b), the differences are respectively and . For (c) and (d), the differences are and . For (e), by the additional hypothesis. Thus all maximizing orders follow with strict inequalities.
For finite sets , the inclusion-exclusion principle states
To prove it, count the contribution of an element lying in exactly of the sets. Its total coefficient is
by the binomial theorem. An element in none contributes zero. Summing these elementwise counts proves the formula. Applying the same argument to indicator functions and taking expectations proves the corresponding probability formula.
Factor . An integer is coprime to this product precisely when none of its three prime factors divides it. Inclusion-exclusion applied to the multiples of those prime numbers among gives Euler's totient function
For the survey, let be the three detestation events and use proportions as probabilities. The union is the reported total union with the only- group removed, so . The two-set inclusion-exclusion principle gives . Removing the all-three group leaves
The required proportion is 4%. The separately reported total proportion is consistent with, but unnecessary for, this calculation.
Put and . For , the expected number of independent -sets is
Taking logarithms gives for all sufficiently large : the two quadratic-order terms cancel to within , leaving the negative term . By the first moment method, with probability tending to one . Hence
For the upper bound, an explicit greedy exposure rule suffices; the sharper factor two is not needed here. Set
While at least vertices remain, construct a colour class by choosing a candidate, retaining its non-neighbours as candidates, and repeating for choices. Expose only edges incident to chosen vertices. They will all be removed with this colour class. By deferred edge exposure in greedy independent-set colouring, the remaining internal edges are still independent Bernoulli edges conditional on the history. This assertion depends on this particular rule; it is not true for an arbitrary adaptively selected remainder.
If candidates remain after choices, then conditionally
The Chernoff bound gives, for ,
On the event that these lower bounds hold, a class started from has
Indeed , while is bounded below by a positive constant depending on . Thus each conditional failure probability is at most . A union bound over at most candidate steps shows that all these classes can be formed with probability tending to one. Colour the final fewer than vertices individually. The number of colours is at most
Together this proves
The failure estimates are summable in . Thus they give both the usual asymptotically-almost-sure assertion and, on any common probability space carrying the sequence, eventual almost-sure validity by the first Borel-Cantelli lemma.
Use the random alteration method. Take arbitrarily large divisible by , and sample a binomial random graph with edge probability . Let count cycles of lengths . For each length , its expected count is at most , so
The sum is empty if . By the Markov inequality, with probability tending to one.
Set . The expected number of independent -vertex sets is
because the negative exponent has order , dominating the term of order . Thus with probability tending to one there is no independent set of size .
Choose a realization having both properties. Delete one vertex from each of its short cycles, using at most deletions. The induced remaining graph has at least vertices and girth at least . Deletion cannot create a new independent set, so . Every colour class is independent, giving
In particular a graph of the required girth and chromatic number exists. This proves graphs of arbitrarily high girth and chromatic number rather than invoking that existence theorem.
On an independent Bernoulli product measure, the Harris-Kleitman inequality states that increasing events obey
The same holds for two decreasing events; an increasing and a decreasing event have the reversed inequality.
Prove the stronger function version by induction on the number of coordinates. For increasing bounded functions , condition on the last coordinate , with . The law of total covariance gives
The first term is nonnegative by induction, and the other factors are nonnegative by monotonicity. The one-coordinate case is the same formula without the first term. Event indicators prove the assertion. Two decreasing functions follow by replacing both by their negatives; replacing only one gives negative correlation of increasing and decreasing events.
Here is a precise Janson inequality and its lower-tail concentration form. Let indicate containment of a specified set of independent Bernoulli coordinates, set , , and let
This Janson dependency sum is ordered and excludes the diagonal. Then
A zero denominator means the trivial case almost surely.
To prove the avoidance bound, expose the avoidance events in order. For a fixed , separate earlier indices into those whose supports are disjoint from and those overlapping it. Write for avoidance of the first group and for avoidance of the second. The event is independent of , while is decreasing and is increasing. The correlation inequality therefore gives
The first inequality divides a nonnegative numerator by ; the second uses a union bound and negative correlation with . Conditioning events of zero probability already make full avoidance impossible. Multiply the resulting conditional avoidance bounds to obtain the Janson sequential product lemma. Taking logarithms and using gives , since each unordered dependency pair is counted once in the sequential sum.
For the Janson lower-tail bound by independent thinning, attach independent selectors of probability to the events. Their total expectation and dependency sum are , so avoidance of the selected events gives
Set and apply the exponential Markov bound to . Using yields
Choosing proves the concentration assertion. For avoidance alone, optimizing also gives when , and the original bound gives when .
To outline the sharp chromatic application, view an independent set of as a clique of its complement, whose edge probability is . Fix , let and . For a particular -vertex set, let count independent -sets. Then , and the overlap calculation gives
Overlap of only one vertex shares no edge, hence is independent. For completeness, the summand is at most . Since eventually, large overlaps are bounded by ; finitely many smaller overlaps are dominated by . Also , so the diagonal contribution is negligible. The concentration bound consequently gives
A union bound over at most vertex sets still tends to zero. Thus independent sets in every large subset of a dense random graph are available uniformly, including adaptively obtained remainders. Repeatedly remove an independent -set and give it a new colour, then colour the fewer than leftover vertices individually. This uses at most colours. Combining with the first-moment lower bound and letting fixed be arbitrarily small gives the accurate leading asymptotic
The uniform subset estimate, rather than merely the existence of one large independent set, is what makes the sharp upper bound possible.
The parameter relations give and
For each fixed integer , take an -vertex set and let count triangles meeting . The event that every vertex of is counted by is exactly .
The number of such triangles is
Thus their total expected count is .
Distinct triangles have dependent containment events only when they share an edge. If that common edge meets , there are choices for it and choices for the two other vertices. If the common edge avoids , both other vertices must lie in , giving only pairs. Each pair needs five edges. Consequently its ordered Janson dependency sum is
Janson inequality gives the upper bound . For the lower bound, the avoidance of each triangle is a decreasing event. Repeated application of Harris' inequality gives
The error also tends to zero. The bounds match multiplicatively:
Summing over ordered distinct vertices yields the factorial moments
Here is an explicit justification that these moments determine the limit. For every integer , the finite alternating sums
are upper bounds for when is even and lower bounds when is odd. This follows by applying the Bonferroni inequalities to ; the full sum is precisely the indicator of . First let for a fixed truncation and use the factorial-moment limits. Then let the even and odd truncations grow. Both bounds tend to
Hence every point probability has the Poisson distribution limit, proving the Poisson threshold for vertices lying in no triangle:
This is also the factorial-moment criterion for Poisson convergence, here justified rather than left as an unproved implication.
Use the independent product measure on the finite coordinate spaces. For , let be the convex hull of its mismatch vectors , . The distance in the question equals
To verify this, let be the nearest point. Any unit vector satisfies . Conversely the projection property gives equality for when . If , nonnegative weights give supremum zero. Linear functionals have the same minimum on the hull as on its original vectors, so this is exactly the quantified definition of the Talagrand convex distance.
We prove the stronger section induction for the Talagrand exponential moment,
Zero-probability atoms may be discarded, replacing by its supported part: this preserves its probability and can only increase its distance. Thus assume all coordinate atoms have positive mass. The induction starts with zero coordinates, when a positive-probability event is the singleton space and its distance is zero.
Split the last coordinate into values , with probabilities , and write for the corresponding section in the first coordinates. Put , choose a largest section of probability , and set . For a point , mix nearest mismatch vectors from and with weights . Their final coordinates are zero and, if , one. Convexity of the squared norm gives
For an empty , use directly. If , the final-coordinate term is an unnecessary nonnegative allowance, so the bound still holds.
Exponentiate, integrate in , and use Hölder's inequality and the induction hypothesis. For this gives
We supply the scalar estimate for Talagrand product induction used in the last step. Set . For , choose , making the expression . The function
has and
Thus . For , choose , giving ; the already proved boundary case and monotonicity of give the same bound. For , the direct empty-section bound is .
Now average over . With , the exponential integral is at most . Since , this is at most , closing the induction.
Finally apply the Markov inequality to the nonnegative exponential. For the distance-tail event ,
This proves Talagrand's convex distance inequality for the finite product. If , the required probability-product inequality is immediate, including the empty-event case with distance defined as infinity; no finite exponential-moment assertion is needed there.
Replace by if necessary; this only weakens the hypothesis. We prove the result for finite graphs using a random proper partial graph coloring, then a deterministic completion. All constants below may depend on this fixed positive .
First record the extension of a partial colouring by neighbour-colour savings. If a partial colouring uses colours from a palette of size , let be the number of coloured neighbours of , their number of distinct colours, and the neighbour-colour saving. There are available colours and uncoloured neighbours. Thus
at every vertex suffices for greedy completion: each subsequently coloured neighbour removes at most one available colour while reducing the uncoloured-neighbour count by one.
Call high-degree if . Its graph neighbourhood has at least
nonadjacent pairs for all sufficiently large . Assign independently to every vertex one of tentative colours. Erase the colour of every vertex having a neighbour with the same tentative colour. The remaining colouring is proper; erasure is based on the original assignments and is not an iterative cascade.
For each , define as the number of tentative colours assigned to at least one nonadjacent pair in its graph neighbourhood. Let count those same colours for which at least one neighbour of loses its colour. Then counts repeated colours with no erased occurrence among the neighbours, so .
For a particular nonadjacent pair , consider the event that both receive one colour and no vertex of receives that colour. This guarantees that its exactly two occurrences in both survive. Its probability is at least
Here , , and for . Different pairs cannot be counted by the same colour in this event, since each event specifies exactly two occurrences in the graph neighbourhood. Therefore
for every high-degree vertex. This is the expected colour savings from sparse neighbourhoods.
We need simultaneous concentration, not just a positive expectation. A single tentative-colour change can affect or only in the old and new colour categories, so each function changes by at most two. A witness for fixes two vertices for each of colours. A witness for fixes such a nonadjacent pair and an erased neighbour together with a same-coloured adjacent vertex, at most four vertices per colour. Thus both are certifiable functions with Lipschitz constant and certificate parameter at most . Both are bounded by .
To see exactly what concentration follows, let an integer-valued change by at most per coordinate and have certificates of size at most . For an input with , fix such a certificate . If has , form a hybrid agreeing with that input on and with outside . The hybrid has value at least , so at least certificate positions differ from . Equal weights on show that its Talagrand convex distance from is at least . Talagrand's convex distance inequality therefore gives the two-threshold concentration for certifiable functions,
At an integer median , each median-side probability is at least . Taking thresholds or and using gives
for . Summing these tails gives . For sufficiently large , depending on , it follows that
Apply this to and . Except with probability at most , .
A bad event at depends only on tentative colours at distance at most two. It is independent of the entire collection of bad events at distance greater than four. Its dependency graph of events consequently has maximum degree at most for large . The Lovász local lemma now makes all high-degree vertices good simultaneously: exponential decay beats this polynomial dependency bound.
The needed local-lemma step can be checked directly. If every bad-event probability is at most , induction on conditioning sets gives : split those events into non-neighbours of , independent of it, and at most neighbours, whose avoidance probability is at least by the induction. Multiplying the resulting conditional avoidance probabilities makes total avoidance positive. Taking works whenever , since . Our bound satisfies this criterion once .
Choose a successful partial colouring and set . This contains the original palette. High-degree vertices satisfy
Low-degree vertices have after increasing if necessary. Greedy completion therefore gives . Finally, for ,
The constants are deliberately conservative; existence of a fixed positive improvement is the point. The same proof uses an external maximum degree bound, so if infinite locally finite graphs are allowed, every finite subgraph has this uniform colouring bound and compactness extends the colouring to the whole graph.
For the stronger triangle-free result, the appropriate brief route is semi-random palette refinement for triangle-free colouring. Start with colours and repeatedly make small tentative random assignments, retain conflict-free choices, and update the uncoloured vertices' available lists. Triangle-freeness makes each graph neighbourhood independent. Track list size and average residual neighbour congestion per colour, prune unusually congested colours, and use concentration inequalities and the Lovász local lemma to preserve these invariants through the rounds. The ratio of residual congestion to list size decreases until a final completion using the Lovász local lemma or greedy coloring succeeds. Average control and pruning are important: four-cycles are allowed, so assuming tight uniform concentration for every individual colour load would be unjustified. With a sufficiently large absolute , this programme gives . The one-round fixed-fraction saving proved above alone does not establish that logarithmic improvement.
To show the order is best possible, let through integers and sample with . A Chernoff bound and union bound give maximum degree at most with probability tending to one. The expected triangle count is at most , so fewer than vertices need be deleted to remove all triangles with high probability. For , the expected number of independent -sets is at most
its logarithm is at most , which tends to minus infinity. The altered triangle-free graph thus has at least vertices and independence number below , giving for an absolute positive . Append a disjoint star graph whose centre has vertex degree if needed to make its maximum degree exactly . This proves the triangle-free chromatic lower bound at bounded maximum degree, , so the preceding order cannot be improved in general.
For a submartingale and , let count the completed upcrossings of by time . The Doob upcrossing inequality gives
For a martingale , a useful sharper form is
Here and . To see the martingale form, use a bounded predictable process that holds one unit after an observation at or below and releases it on the next observation at or above . Its gain is at least : completed trades earn at least , and any unfinished trade loses at most . Since , the bound follows. For the submartingale version, apply the same strategy to , itself a submartingale. Each purchase occurs at value zero, so its gain is at least . The complementary predictable strategy has nonnegative expected gain, bounding this strategy's expected gain by , and in particular by the stated right side.
The almost-sure martingale convergence theorem says that if , then converges almost surely to a finite, integrable random variable , with . Indeed, the Doob upcrossing inequality bounds the expected total number of upcrossings of every rational interval by . By monotone convergence, each such total count is finite almost surely; intersect these probability-one events over all rational . If the lower and upper limits of a sample path differed, some rational interval strictly between them would be crossed infinitely often. Thus each remaining path has a limit in the extended real line. The Fatou lemma gives
so the limit is finite almost surely and integrable. Almost-sure convergence by itself neither preserves expectations nor supplies this uniform first-moment bound.
For the loss of expectation, let be independent variables with the fair Bernoulli distribution and set
Conditional on the past, survival doubles the value with probability and otherwise sets it to zero, so this is a nonnegative martingale. An infinite string of successes has probability zero. The process therefore eventually vanishes almost surely, giving yes: and almost surely are possible. Its expectations remain one at every finite time; the process is not uniformly integrable.
A nonintegrable limit is also possible for a signed martingale. Take independent with
and let , . Every increment has mean zero and a finite absolute expectation, so each is integrable and is a martingale. Since , the Borel-Cantelli lemma makes only finitely many increments nonzero almost surely; hence the finite limit exists almost surely. To compute its absolute expectation, let be the event that only the th increment is nonzero. Independence gives
The infinite product is positive because its tail logarithms are bounded in absolute value by a constant times the summable series . The events are disjoint, and on , . Therefore
Thus yes: a finite almost-sure martingale limit can have infinite absolute expectation, even with deterministic . This is almost-sure martingale convergence to a nonintegrable limit; the missing hypothesis is the uniform first-moment bound. For a nonnegative martingale, in contrast, the Fatou lemma would force the limit to be integrable.
Write and for . For the parity correction , the conditional expectations of the increments of are
The holding move contributes zero. Thus the period-two martingale corrector for a birth-death chain exists precisely when
This is the condition that be a harmonic function for a Markov chain. The process has integrable values from a fixed initial state because ; the Markov property therefore turns the zero conditional increments into the required martingale property. Conversely, both parities are reached with positive probability because all right and left probabilities are positive, so the two conditional equations are necessary. Expanding their numerator also gives the equivalent balance condition . Positivity makes .
Put , . The exit time is almost surely finite. Indeed, set and . From any interior point, consecutive right steps reach in at most moves, with probability at least . The Markov property gives . This is the finite-interval exit times have geometric tails argument. The walk cannot skip a boundary because its jumps have size at most one.
Under the balance condition, the stopped martingale is bounded, because the stopped position stays in . Apply the optional stopping theorem at , then dominated convergence as . Starting from zero gives
With and ,
The bounded parity corrections disappear after division by ; the holding probability of a Markov chain may be positive or zero and may differ between parities.
For failure of balance, use scale increments for a birth-death chain rather than the nonexistent bounded correction. Let be the upper exit probability from for boundaries . The Markov property yields
where depend only on parity. Choose positive numbers with . Then satisfies these equations and boundary values. Stopping this bounded harmonic function proves that it is the exit probability. In particular,
If , the positive-index sum stays bounded as , while the negative-index contribution diverges geometrically, so . If , the negative-index sum stays bounded while the positive-index sum diverges, so . Therefore the complete classification is
Thus a fixed nonzero imbalance drives the macroscopic exit to the corresponding side, for every positive .