Rachunek Prawdopodobieństwa 2
Zestaw zadań nr 8
Termin realizacji: 16 I 2008
1. Show that the Markov chain used for the MCMC simulation of the hard-core model (Example 1) is
• irreducible
• aperiodic.
2. Show that the Gibbs sampler for random q-colorings (Example 2)
• has ρ
G,qas a stationary distribution,
• is aperiodic, and,
• for q ≥ ∆(G) + 2, it is irreducible.
3. Let G = (V, E) be a connected graph and let a function X be chosen uniformly at random from [q]
V. Show that the probability that X is a q-coloring is at most
µ q − 1 q
¶
k−1.
4. Udowodnić, że jeśli 0 ≤ ² ≤ 1, a
1, . . . , a
k, b
1, . . . , b
k> 0 i, dla wszystkich j = 1, . . . , k
1 − ² 2k ≤ a
jb
j≤ 1 + ² 2k , to
1 − ² ≤ Q
kj=1
a
jQ
kj=1
b
j≤ 1 + ².
5. (Generalized hard-core model) Given a graph and a parameter λ > 0, define for each configu- ration ξ ∈ {0, 1}
Va probability measure
µ
G,λ(ξ) = λ
n(ξ)Z
G,λif ξ is feasible and 0 otherwise, where n(ξ) is the number of 1’s in ξ and
Z
G,λ= X
(ξ