Alphabeta Math
PropositionStatement: AI-generatedProof: AI-generated
How statement and proof provenance work

The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.

  • Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
  • AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
  • AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.

These labels describe origin, not correctness: citations and verification chips remain separate evidence.

Indicator expectations and exceptional-vertex probabilities

Statement

Let n∈N with n≥1, and let D1,…,Dn be integer-valued random variables on a common finite probability space with identical distributions: P(Dv=j)=P(D1=j) for every v and integer j. No independence is assumed. For an integer k, define Xk=∑v=1n1{Dv=k}, X≤k=∑v=1n1{Dv≤k}, and X≥k=∑v=1n1{Dv≥k}. Then EXk=nP(D1=k), and P(min⁡vDv≤k)≤EX≤k and P(max⁡vDv≥k)≤EX≥k. These identities and bounds do not by themselves approximate the law of Xk.

Facts & Assumptions

Given: The positive integer n, finite probability space, variables D1,…,Dn, and integer k in the statement.

Goal: Establish the expectation identity and both exceptional-count bounds.

[F1]

A finite probability space has finitely many outcomes with nonnegative weights summing to one; events are subsets, and their probabilities are sums of their weights (Finite probability spaces, outcome weights, events, and event probabilities). A real random variable is a function on the outcomes, and its distribution records the probabilities of its values (Real random variables on finite probability spaces and their finite distributions).

[F2]

Expectation is the finite weighted sum of the values of a random variable (Expectation of a real random variable on a finite probability space). The indicator of an event is one on that event and zero elsewhere (The indicator random variable of an event).

[F3]

The expectation of an event indicator equals the probability of that event; a finite sum of indicators counts the events occurring at an outcome (Indicators turn event probabilities, intersections, and finite counts into expectations and products).

[F4]

Expectation is linear for finite families of random variables, without an independence assumption (Expectation is linear for every finite family of random variables, without any independence hypothesis).

[F5]

If Y is nonnegative and a>0 on a finite probability space, then P(Y≥a)≤EY/a (Markov's inequality on a finite probability space).

Proof

technique · direct
1.1givenF1F2F3F4

Each event {Dv=k} is a subset of the finite outcome space, and its indicator is a real random variable. By finite linearity and the indicator expectation identity, EXk=∑v=1nP(Dv=k)=nP(D1=k), where the last equality uses identical distributions.

1.2givenF2F3

At each outcome, X≤k counts the indices with Dv≤k, while X≥k counts those with Dv≥k. Thus both counts are nonnegative, and, since n≥1, the events {min⁡vDv≤k} and {X≤k≥1} coincide, as do {max⁡vDv≥k} and {X≥k≥1}.

2.1step 1.1step 1.2F5∎

Applying the nonnegative Markov bound with a=1 to each count and using the event identities in step 1.2 gives both claimed inequalities. Together with step 1.1 this proves the result; no independence was used.

Depends on

Used by · 5

Dependency tree · 2 levels

Each result is drawn at its shortest distance from this item. Arrows run from prerequisites to the items that use them; this item has a heavier outline. External source nodes link directly to the cited text. The view shows up to two dependency steps; open a prerequisite to continue.