Concept

Concentration of measure

The tendency of a function of many independent inputs, each of small influence, to stay close to its average. The deviation probability falls exponentially in the square of the distance, which is why large random systems behave almost deterministically.

Named by 3 essays across one field — each of them below, with the objects they name alongside it.

How much of a sphere lies near its equator. Curves of the share of the sphere within ε of the equator against ε, for spheres in 3, 10, 100, 1000 dimensions: a straight line in three dimensions, a near step in a thousand.

A sphere that is nearly all equator

On an ordinary globe, the band within a tenth of the radius of the equator holds a tenth of the surface. On a sphere in a thousand dimensions the same band holds 99.85% of it, and the band of a fifth holds all but about two parts in ten billion. Almost every point of a high-dimensional sphere is near every equator at once — and so any function that cannot change quickly is, over almost all of the sphere, almost constant.

probability · Concentration
Two edges of a small graph, and whether one makes the other less likely. tree: 8 total, 5 with e, 5 with f, 3 with both, ratio 0.9600; forest: 24 total, 10 with e, 10 with f, 4 with both, ratio 0.9600; connected: 14 total, 10 with e, 10 with f, 7 with both, ratio 0.9800.

Edges that crowd each other out

Pick a spanning tree of a graph uniformly at random, and the presence of one edge makes every other edge less likely — a theorem of Kirchhoff's electricity. Pick a forest instead, or a connected subgraph, and the same is believed and unproved. Checking every pair of edges in every labelled graph up to six vertices, 871,926 pairs for forests alone, finds no exception, and comes as close as 0.9994 to one.

probability · Concentration
Two random strings of bits and the longest thread between them. Two random binary strings of length 36; longest common subsequence 27.

The longest thread between two random strings

Write down two random strings of a thousand bits each and find the longest sequence that can be read in both, skipping freely. It is about 81% of each, and the exact share — the Chvátal–Sankoff constant — has resisted computation for fifty years. Its fluctuations are a smaller mystery with a sharper edge: the variance is known to be at most n/2, and over every length that can be computed it grows like n to the power 0.7, with nobody able to say what it does after that.

probability · Concentration

Named alongside it

The objects these essays reach for when they reach for this one.

Exhaustive searchVarianceConvergence rateCorrelationCurse of dimensionalityDimensionExpectationIsoperimetric inequalityLipschitz functionNegative correlationNormal distributionOpen problem

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