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Random Discrete Structures

Basic Information

Lectures: Wednesday 10:00-12:00, room 024 (ground floor of the MPI-INF building E1.4)
Lecturers: Kunal Dutta and Arijit Ghosh
Tutorials: Friday 10:00-12:00. , E1 5, room 630 (sixth floor of the MPI-SWS building)
Exam dates: TBD

Description

We shall study applications of randomness in computer science and combinatorics.

Prerequisites: An undergraduate course in Algorithms. Mathematical maturity.

Syllabus

Tools:

Linearity of expectation, moments and derivatives
Tail inequalities, martingales, concentration of measure
Random walks
Markov chains
Probabilistic Methods.

Applications:

Metric embeddings and dimension reduction.
Lovasz Local Lemma and its algorithmic results.
Computational Geometry: Randomized incremental constructions, Backward analysis.
Discrepancy
Random graphs and Percolation.
Dependent Random Choice.

References

Main:

[MU05] M. Mitzenmacher and E. Upfal, Probability and Computing, Cambridge Univ. Press, 2005.
[AS08] N. Alon and J. Spencer, The Probabilistic Method, 2nd ed. Wiley, 2008.

Additional:

[MR95] R. Motwani and P. Raghavan, Randomized Algorithms, Cambridge University Press, 1995.
[B00] B. Bollobas, Random Graphs, 2nd ed. Academic Press, 2000.
[JLR00] S. Janson, T. Luczak and A. Rucinski, Random Graphs, Wiley, 2000.

Note that [MU05], [AS08], [MR95], [B00] and [JLR00] have been reserved in the Library for this course.

Online courses, lecture notes, and papers:

[BTI04] A. Blum, Tail inequalities, CMU, 2004.
[BPI04] A. Blum, Probabilistic inequalities, CMU, 2004.
[H-P14] S. Har-Peled, Randomized Algorithms, UIUC, 2014.
[CL13] L. C. Lau, Randomness and Computation, CUHK, 2013.
[WTG10] W. T. Gowers, Two Cultures of Mathematics.
[RRC14] R. Rubinfeld, Randomness and Computations, MIT, 2014.
[SMC09] A. Sinclair, Markov Chain Monte Carlo: Foundations and Applications, UC Berkeley, 2009.
[SRC11] A. Sinclair, Randomness and Computation, UC Berkeley, 2011.

Lectures

Date Topics Lecture notes
Apr 15, 22
Apr 25
Apr 30 Probabilistic Inequalities I: Markov's, Chebyshev's inequalities
May 7 Probabilistic Inequalities II: Chernoff Bounds
May 21 Applications of Chernoff Bounds; Azuma's inequality.
May 23 Martingales and Azuma's inequality I.
May 28 Local Lemma: Statements, Proof and Applications
May 30 Local Lemma: Applications, and Moser-Tardos Algorithm Proof
June 4 Local Lemma: Moser-Tardos: contd., Karthik's variant
June 6 Martingales and Azuma's inequality: II

Exercises

Date Sheet Topics
Apr 25 Tutorial 1 Basics of Probability; Expectation; Alterations
May 27 Tutorial 2 Markov's Inequality, Chebyshev's Inequality, Chernoff Bounds
June 6 Tutorial 2: Correction Markov's Inequality, Chebyshev's Inequality, Chernoff Bounds
June 17 Tutorial 3 Lovasz Local Lemma, Martingales, Azuma's inequality

Final Exam

here

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