Home exam in Randomized algorithms

The exam onsists of ve problems, ea h being worth four points, so that the total
number of points is 20. 10 points are required to pass the exam.
Deadline, for returning the solutions, is Thursday, May 30. It an be
handed in to Lotta Fernstrom (room 1403 at Matematiskt Centrum, her oÆ e hours on
May 30 are 9.00-12.30 and 13.00-15.00), or you an send it to me dire tly at address
Olle Haggstrom, Institut Mittag-Leer, Auravagen 17, 182 60 Djursholm (poststampel
avgor!). For other rules on erning this exam, see
http://www.math. halmers.se/~olleh/randomiserade algoritmer.html

1. This problem is about understanding and applying the denition of a Markov

hain. Let : : : ; X 1 ; X0 ; X1 ; X2 ; : : : be an i.i.d. sequen e of random variables taking
values 0 or 1 with probability 21 ea h.
(a) Is (X0 ; X1 ; : : :) a Markov hain?
(b) For ea h i, let Y = X 1 + X . Is (Y0 ; Y1 ; : : :) a Markov hain?
i i i

( ) For ea h i, let Z = (X 1 + X ) mod 2. (In other words, Z = 0 if X

i i i i i 1 =X,
i

and Z = 1 otherwise.) Is (Z0 ; Z1 ; : : :) a Markov hain?

i

2. Ehrenfest's urn model. Fix an integer k, and imagine two urns, ea h ontaining
a number of balls, in su h a way that the total number of balls in the two urns
is k. At ea h integer time, we pi k one ball at random (ea h with probability 1 ) k

and move it to the other urn1. If X denotes the number of balls in the rst urn,
n

then (X0 ; X1 ; : : :) forms a Markov hain with state spa e f0; : : : ; kg.
(a) Write down the transition matrix of this Markov hain.
(b) Show that the Markov hain is reversible with stationary distribution  =
(0 ; : : : ;  ) given by
k

k!
 = 2 k
for i = 0; : : : ; k :
i
i!(k i)!
( ) Show that the same distribution (known as the binomial distribution) also
arises as the distribution of a binomial (k; 21 ) random variable, as dened in
Example 1.3 of \Finite Markov hains and algorithmi appli ations".
(d) Can you give an intuitive explanation for why Ehrenfests's urn model and
Example 1.3 give rise to the same distribution?

1
There are various interpretations of this model. Ehrenfest's original intention was to model diusion
of mole ules between the two halves of a gas ontainer.

1
3. Suppose that we have a nite set S with n elements (n large), and an integer-
valued fun tion f : S ! N whose minimum we want to nd.

(a) Find a temperature T > 0 small enough so that for all T < T , the Boltzmann

distribution  is guaranteed to pla e probability at least 0:99 (say) on the

f;T

set of f -minimizers in S . (The answer depends on n.)

(b) Dis uss whether the answer to (a) should have any parti ular onsequen es
for the hoi e of ooling s hedule when we use simulated annealing to nd
the minimum of f .
4. Many tasks in omputer s ien e take the shape of a question that just requires a
simple YES/NO answer. Suppose that we have su h a task (whose answer depends
on some input), and a randomized algorithm A with the properties that (i) the
running time grows at most polynomially in the size of the input, and (ii) for any
input, the probability of produ ing the orre t answer is at least 0.501.
(a) Show how to, given the algorithm A, onstru t another algorithm A whi h
also runs in polynomial time, and whi h produ es a orre t answer with
probability at least 0.999.
(b) Can a similar result be obtained if the probability in (ii) is 0.5 rather than
0.501?
5. Consider the Gibbs sampler for the hard- ore model, as des ribed in Example 7.2
of \Finite Markov hains and algorithmi appli ations". A ouple of years ago, it
was proved that if we restri t to graphs of degree at most 4 (i.e., every vertex has
at most 4 neighbors), then the time taken for the distribution ( ) at time n to
n

ome within total variation distan e " from the target distribution  , is at most
G

Ck3 log(" 1 ). Here k is the number of verti es in the graph, and C is a onstant
(not depending on k or on ").
Use this result to show that there exists a randomized polynomial time approx-
imation s heme for ounting the number of feasible hard- ore ongurations of
su h graphs.