Exercises
ex-fsp-ch03-01
EasyA two-stage amplifier has a first stage with reliability and a second stage with . Both stages must work for the amplifier to function (series system). (a) Compute the system reliability. (b) By how much does improve if the second stage is upgraded to ?
For a series system: .
Compute the difference after the upgrade.
Part (a): system reliability
Part (b): improvement with upgrade
After upgrade: Improvement: , a relative increase of . The upgrade to the weaker stage has a large effect because the second stage is the bottleneck.
ex-fsp-ch03-02
EasyA satellite link has three independent redundant transponders, each with reliability . The link works if at least one transponder works. (a) Compute the system reliability. (b) How many transponders are needed to achieve ?
Parallel system: .
For part (b), solve .
Part (a): three parallel transponders
Part (b): number needed for four-nines
Solve : . Since and ... check: , , , . So transponders yield
ex-fsp-ch03-03
EasyIn a birthday experiment with equally likely birthdays (a small social group), compute the exact probability that among randomly chosen people, at least two share a birthday.
Compute .
.
No-collision probability
0.98 \times 0.96 \times 0.94 \times 0.92 \times 0.90 \times 0.88 \approx 0.605.$
Collision probability
Even with only 7 people and 50 possible birthdays (), a collision is almost 40% likely.
ex-fsp-ch03-04
EasyUse the probabilistic method to prove the following: in any tournament on players (every pair plays, one wins), there exist at least one player who beats at least others.
Let be the number of wins for player . What is for a random tournament where each match is a fair coin flip?
Use the probabilistic method: the player with maximum wins must be at least as good as average.
Average number of wins
Each player plays matches. In a uniformly random tournament (each match decided by a fair coin), for every player (each match is a 50-50 coin flip for ).
Probabilistic argument
The total wins sum to (one per match), so the average wins per player is . Some player must have wins (the ceiling of the average). This player is the answer.
ex-fsp-ch03-05
EasyCompute for the coupon collector with (like rolling a fair die and waiting to see all six faces). How many rolls are needed on average?
.
Harmonic number $H_6$
Expected rolls
rolls on average. Intuitively, the first new face comes on the first roll, the last new face takes rolls on average β the last few faces are hard to get.
ex-fsp-ch03-06
MediumConsider the -out-of- system: the system works if and only if at least of components work. Each component has reliability and components are independent. (a) Write a formula for using the binomial distribution. (b) For , , compute for . (c) Show that the series () and parallel () formulas are special cases.
.
For part (c), gives just the term; is .
General formula
Let be the number of working components.
Numerical values for $n=5$, $p=0.9$
(at least 1 works): . (majority): . (all work): .
Special cases
: β series formula. : β parallel formula.
ex-fsp-ch03-07
MediumApply inclusion-exclusion to compute the probability that the system (two parallel pairs in series) works, given independent components with reliabilities . Simplify to a polynomial in and evaluate at .
Write using independence of the two pairs.
Each parallel pair has reliability .
Independence of pairs
The events and are independent because the four components are independent. Therefore
Parallel pair reliability
(same for pair 2).
System reliability
At :
ex-fsp-ch03-08
MediumProve the following second moment bound for the birthday problem: the expected number of collisions among draws from is . Use this to give an upper bound on via Markov's inequality.
Define indicator if draws and coincide. Compute .
The number of collisions is ; use linearity.
Markov: ... wait, we want a lower bound on .
Indicator and expectation
For each pair with , let where is the -th draw. Since draws are i.i.d.\ uniform over : .
Expected collisions
For , :
Bounding $P( ext{collision})$
By the first Bonferroni inequality, (using with the second moment method). The simpler first-moment bound: is not directly Markov, but the exact result shows the Poisson approximation: .
ex-fsp-ch03-09
MediumCoupon collector tail bound. Show that for any , using the union bound over the events that each coupon has not been collected by time .
The probability that coupon has NOT been collected after draws is .
Apply the union bound: .
Substitute and simplify.
Single coupon miss probability
The probability that a specific coupon is missed in draws (each i.i.d.\ uniform over types):
Union bound over all coupons
Substitute $t = n\ln n + cn$
ex-fsp-ch03-10
MediumWireless application. A base station needs to schedule users in a frame with slots. Each slot is assigned to a user chosen uniformly at random (with replacement). Using the coupon collector result: (a) How many frames are expected before every user has been scheduled at least once? (b) What is the probability that user 7 has not been scheduled after 50 frames?
Each frame is one 'draw from users' β but here we have slots per frame, each assigning one user. Clarify the model: treat each slot as one coupon draw.
For part (b), use the single-coupon miss probability from Exercise 3.9.
Part (a): frames to schedule all users
Each slot is a draw of one user uniformly from 20. We need all 20 users to appear at least once. Treating each slot as one draw (there are slots per frame, i.e., draws per frame): total slot draws. With 20 slots per frame, this is frames expected.
Part (b): probability user 7 missed in 50 frames
50 frames 20 slots = 1000 total slot draws. Probability user 7 is never chosen: After 50 frames, it is virtually certain every user has been scheduled.
ex-fsp-ch03-11
MediumThe 2-out-of-3 majority vote is a special case of -out-of-. Three independent decision units each return a binary decision correctly with probability . The majority vote is correct if at least 2 units agree on the right answer. (a) Show . (b) For which values of does the majority vote outperform a single unit (i.e., )? (c) At , compare majority-vote to single-unit and to 3-of-3 (series).
Use .
Solve : factor to find the range.
Part (a): reliability formula
Part (b): when does majority beat single unit?
Factoring . So the inequality is , i.e., for , which holds when , i.e., . Majority vote beats a single unit whenever .
Part (c): numerical comparison at $p = 0.7$
Single unit: . Majority (): . Series (): . Majority provides a substantial improvement over a single unit when components are better than chance.
ex-fsp-ch03-12
MediumOccupancy and empty bins. Throw balls into bins uniformly at random. Show that the expected number of empty bins is . For , evaluate this numerically.
Define and compute .
By linearity, .
Indicator for empty bin
since each of the balls independently avoids bin with probability .
Linearity of expectation
By symmetry and linearity:
Evaluation at $m = n$
for large . So when the number of balls equals the number of bins, about 37% of bins are empty on average. Equivalently, 63% of bins are occupied β far from full coverage.
ex-fsp-ch03-13
HardBridge network exact reliability. Derive the exact reliability for the bridge network with equal component reliabilities . Verify: (a) , , (b) at where and .
The four minimal path sets are . Each is the event all components in path work.
Apply inclusion-exclusion to .
You derived the formula in Example 3.1.2: .
Formula from Example 3.1.2
From the worked example, .
Boundary verification
(all terms vanish). .
Comparison at $p = 0.9$
. . . Here . The bridge network is intermediate: the cross-link adds robustness over a pure series chain but is less redundant than a full parallel system.
ex-fsp-ch03-14
HardProbabilistic method β Ramsey bound. For a tournament on vertices where each directed edge is assigned independently with probability in each direction, show that the probability a specific set of vertices forms a directed clique (every pair has the same winner) is . Use this to prove (Ramsey lower bound via probabilistic method), where is the smallest such that every 2-coloring of contains a monochromatic .
A 'directed clique' of vertices means all edges point the same way... Rethink: in a graph coloring, a monochromatic is vertices with all edges the same color.
In a random 2-coloring of the complete graph , each of the edges in a fixed -set is independently red or blue with equal probability. What is the probability of monochromatic?
Apply the union bound over all subsets of size .
Probability of monochromatic $k$-clique for a fixed set
Fix a set of vertices. There are edges among them. and , so
Union bound over all $k$-sets
Condition for existence of a good coloring
If , the union bound gives , so there exists a coloring with NO monochromatic . This means . Using and : For large , follows (since for , and more careful analysis gives the bound).
ex-fsp-ch03-15
HardInclusion-exclusion for -out-of- systems. Using the inclusion-exclusion principle, derive the formula for the probability that exactly out of events occur, in terms of the elementary symmetric sums .
The probability that exactly events occur is the coefficient of in a certain generating polynomial. Alternatively, use the Waring formula.
For independent events with the same probability : . For general dependent events, express via
The exact formula is .
Indicator polynomial
Let count the number of events that occur. We want . The key identity is:
Expectation
Taking expectations: where .
Verification for $k=0$
β this is the inclusion-exclusion formula for .
ex-fsp-ch03-16
HardCoupon collector concentration. Using Markov's inequality on and the variance bound , apply Chebyshev's inequality to bound for arbitrary . Evaluate at for .
Chebyshev: .
Use .
For : ... this is not useful! What does that tell you about Chebyshev's tightness here?
Apply Chebyshev
By Chebyshev's inequality with :
Evaluate at $t = n$, $n = 100$
This bound exceeds 1 β it is vacuous! Chebyshev's inequality provides no information in this case.
Interpretation
The Chebyshev bound is only useful when (e.g., ). For tight concentration, one needs the sharper tail bound from Exercise 3.9 (union bound gives ), which shows is concentrated within of its mean with high probability.
ex-fsp-ch03-17
ChallengeRandom coding achieves capacity β detailed calculation. Consider a binary erasure channel (BEC) with erasure probability : the output is the input with probability or erased with probability . The capacity is . (a) Define a random code of rate with codewords of length , each bit i.i.d.\ Bernoulli(1/2). Show that the expected number of codewords (other than the true one) consistent with any given erasure pattern is . (b) Use the probabilistic method to argue that for any there exists a code with whenever . (c) Why does this imply capacity-achieving codes exist for the BEC?
An erasure pattern reveals bits (approximately). The number of codewords consistent with the unerased positions is 2^{\text{(# erased positions)}} = 2^{n\epsilon} among a codebook of size .
The expected number of confusable codewords is .
For , this expectation decays exponentially β use Markov's inequality to convert to a statement about .
Confusable codewords
Given codeword and erasure pattern (with unerased positions), a wrong codeword is confusable if it agrees with on all unerased positions. The probability (over random codebook) that a fixed wrong codeword is confusable is . With wrong codewords:
Markov's inequality on error probability
Let = number of confusable wrong codewords. An error occurs iff . By Markov: . For , , so exponentially in .
Existence and capacity
Since for large enough , there exists a codebook with . As and are arbitrary, codes of every rate below capacity achieve arbitrarily small error probability β establishing that is the capacity.
ex-fsp-ch03-18
ChallengeWireless network reliability with random topology. Consider a wireless network with nodes placed uniformly in a unit square. Two nodes are connected if their Euclidean distance is at most . Each connection independently fails with probability . (a) Write an expression for the expected number of isolated nodes (nodes with all connections failed) as a function of , , and . (b) Use the probabilistic method to argue that for the network to be connected with high probability, must scale at least as . (c) How does this differ from the (no failures) case?
The expected number of nodes in a disk of radius centered at a node is (for ).
Node is isolated if all its neighbors fail. The number of neighbors is . But since the failures are independent, compute the expectation directly.
Compare with the connectivity threshold for the random geometric graph with .
Expected neighbors and isolation probability
Node has expected neighbors in a disk. Each connection fails with probability .
Expected isolated nodes
By linearity, .
Connectivity threshold
For connectivity, we need , i.e., , i.e., . Thus . With : (standard connectivity threshold for random geometric graphs). With , the required radius is scaled up by β link failures require denser deployment to maintain connectivity.