Probabilistic method

The probabilistic method is a nonconstructive method, primarily used in combinatorics and pioneered by Paul Erdős, for proving the existence of a prescribed kind of mathematical object. It works by showing that if one randomly chooses objects from a specified class, the probability that the result is of the prescribed kind is more than zero. Although the proof uses probability, the final conclusion is determined for certain, without any possible error.

This method has now been applied to other areas of mathematics such as number theory, linear algebra, and real analysis, as well as in computer science (e.g. randomized rounding), and information theory.

If every object in a collection of objects fails to have a certain property, then the probability that a random object chosen from the collection has that property is zero.

Similarly, showing that the probability is (strictly) less than 1 can be used to prove the existence of an object that does not satisfy the prescribed properties.

Another way to use the probabilistic method is by calculating the expected value of some random variable. If it can be shown that the random variable can take on a value less than the expected value, this proves that the random variable can also take on some value greater than the expected value.

Common tools used in the probabilistic method include Markov's inequality, the Chernoff bound, and the Lovász local lemma.

Although others before him proved theorems via the probabilistic method (for example, Szele's 1943 result that there exist tournaments containing a large number of Hamiltonian cycles), many of the most well known proofs using this method are due to Erdős. Indeed, the Alon-Spencer textbook on the subject has his picture on the cover to highlight the method's association with Erdős. The first example below describes one such result from 1947 that gives a proof of a lower bound for the Ramsey number R(r, r).

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