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Randomness (and Pseudorandomness) Avi Wigderson IAS, Princeton

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1 Randomness (and Pseudorandomness) Avi Wigderson IAS, Princeton

2 Plan of the talk Randomness Prob[T]=Prob[H]=½
HHTHTTTHHHTHTTHTTTHHHHTHTTTTTHHTHH HHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHH The amazing utility of randomness - lots of examples. Are they real? Pseudorandomness Deterministic structures which share some properties of random ones Lots of examples & applications Surviving weak or no randomness

3 The remarkable utility of randomness
Where are the random bits from?

4 Fast Information Acquisition
Population: 280 million, voting blue or red Random Sample: 2,000 Theorem: With probability > % in sample = % in population  2% independent of population size Deterministically, need to ask the whole population! Where are the random bits from?

5 Efficient (!!) Probabilistic Algorithms
Where are the random bits from? Efficient (!!) Probabilistic Algorithms Given a region in space, how many domino tilings does it have? Monomer-Dimer problem. Captures thermodynamic properties of matter (free energy, phase transitions,…) Theorem [Luby-Randall-Sinclair]: Efficient probabilistic approximate counting algorithm (“Monte-Carlo” method [von Neumann-Ulam]) Best deterministic algorithm known requires exponential time! One of numerous examples

6 Distributed computation
Where are the random bits from? Distributed computation The dining philosophers problem Captures resource allocation and sharing in asynchronous systems - Each needs to eat sometime - Each needs 2 forks to eat All have identical programs Theorem [Dijkstra]: No deterministic solution Theorem [Lehman-Rabin]: A probabilistic program works (symmetry breaking)

7 Game Theory – Rational behavior
Chicken game [Aumann] 1 1 0 2 C A: Aggressive C: Cautious A 2 0 -3-3 C A Nash Equilibrium: No player has an incentive to change its strategy given the opponent’s strategy. Theorem [Nash]: Every game has an equilibrium in mixed (random) strategies (Pr[C] =¾, Pr[A]= ¼) False for pure (deterministic) strategies Where are the random bits from?

8 Cryptography & E-commerce
Secrets Theorem [Shannon] A secret is as good as the entropy in it. (if you pick a 9 digit password randomly, my chances of guessing it is 1/109 ) Public-key encryption (on-line shopping) Digital signature (identification) Zero-Knowledge Proofs (enforcing correctness) ……… All require randomness Where are the random bits from?

9 Gambling Where are the random bits from?

10 Where are the random bits from?
Radiactive decay Atmospheric noise Photons measurement

11 Defining randomness

12 What is random? I toss the coin, you guess how it will land
Me I toss the coin, you guess how it will land Probability of guessing correctly? 1/2 1 Randomness is in the eye of the beholder xxx computational power Operative, subjective definition!

13 Pseudorandomness The study of deterministic structures (numbers, graphs, sequences, tables, walks) with some “random-like” properties (properties which most objects have) Different properties/tests  Different motivations & applications Mathematics: Study of random-like properties in natural structures Computer Science: Efficient construction of structures with random-like properties Match made in heaven: Generalization & unification of problems, techniques & results

14 Normal Numbers Every digit (e.g. 7) occurs 1/10 th of the time,
Every pair (e.g. 54) occurs 1/100 th of the time, Every triple (eg 666) occurs 1/1000 th of the time,… in every base! Theorem[Borel]: A random real number is normal Open: Is π normal? Are √2, e normal? Fact: Not every number is normal? ……… Pseudorandom property

15 Major problems of Math & CS are about Pseudorandomness
Clay Millennium Problems - $1M each Birch and Swinnerton-Dyer Conjecture Hodge Conjecture Navier-Stokes Equations P vs. NP Poincaré Conjecture Riemann Hypothesis Yang-Mills Theory Random functions are hard to compute. Prove the same for the TSP (Traveling Salesman Problem)! P vs NP – A mathematical problem! In what sense is it different than the others? Random walks stay close to the origin. Prove the same for the Möbius walk!

16 Riemann Hypothesis & the drunkard’s walk
position Start: 0 Each step - Up: +1 Down: -1 Randomly. Almost surely, after N steps distance from 0 is ~√N time

17 { Möbius’ walk μ(x) = 1 p(x) is even
x integer, p(x) number of distinct prime divisors 0 if x has a square divisor μ(x) = p(x) is even -1 p(x) is odd x = μ(x)= 1 −1 −1 0 −1 1 − −1 0 − Theorem [Mertens 1897]: These are equivalent: - For all N |Σx<N μ(x)| ~ √N - The Riemann Hypothesis {

18 Coping in a world without perfect randomness

19 Possible worlds Perfect randomness Weak random sources
- Few independent ones - One weak source - No randomness F E Which applications survive?

20 Weak random sources and randomness purification
Applications: Analyzed on perfect randomness Statistics, Cryptography, Algorithms, Game theory, Gambling,…… Unbiased, independent Extractor Theory biased, dependent Reality: Sources of imperfect randomness Stock market fluctuations Sun spots Radioactive decay Extractors are designed to purify the weak (biased, correlated) randomness appearant in physical phenomena, and convert them efficiently to the uniform distribution, needed for many applications. As it turns out, they are useful in other contexts, like error correcting codes, data structures, network design and algorithms.

21 Pseudorandom Tables Random table
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 21 32 111 74 16 66 198 101 43 91 94 25 97 208 148 62 132 185 27 37 127 115 193 137 128 45 209 179 204 124 202 89 212 39 75 26 214 143 129 134 156 224 162 130 96 35 219 125 113 53 69 81 41 109 68 51 140 73 180 87 182 216 142 22 195 206 23 175 88 95 173 33 120 30 221 207 188 36 31 67 163 28 112 79 210 24 197 138 116 171 90 161 222 170 58 55 61 220 117 119 133 64 19 155 186 99 118 151 217 152 108 191 160 215 187 34 184 57 18 82 189 192 177 178 86 203 Random table Random table Theorem: In a random matrix, every window is “rich”: have many different entries. rich: k×k windows to have k1.1 distinct entries Can we construct such matrices deterministically?

22 1983 Erdos-Szemeredi, 2004 Bourgain-Katz-Tao:
+ 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 X 33 36 39 42 45 32 40 44 48 52 56 60 35 50 55 65 70 75 54 66 72 78 84 90 49 63 77 91 98 105 64 80 88 96 104 112 120 81 99 108 117 126 135 100 110 130 140 150 121 132 143 154 165 144 156 168 180 169 182 195 196 210 225 Addition table Multiplication table 1983 Erdos-Szemeredi, 2004 Bourgain-Katz-Tao: Every window will be rich in one of these tables! von Neumann”Any one who considers arithmetical methods of producing random digits is, of course, in a state of sin.”

23 Independent-source extractors
Unbiased, independent Applications: Analyzed on perfect randomness Statistics, Cryptography, Algorithms, Game theory, Gambling,…… Extractor biased, dependent Reality: Independent weak sources of randomness Stock market fluctuations Sun spots Radioactive decay + Extractors are designed to purify the weak (biased, correlated) randomness appearant in physical phenomena, and convert them efficiently to the uniform distribution, needed for many applications. As it turns out, they are useful in other contexts, like error correcting codes, data structures, network design and algorithms. X Theorem [Barak-Impagliazzo-W ’05]: Extractor for independent sources

24 Single-source extractors
algorithm A input output correct with high probability n unbiased, independent n biased, dependent algorithm A input output correct with high probability?? Randomness in the eye of the beholder Pragmatic definition Outputs equal up to 1% (doesn’t matter as we had correctness 99%) Coarsening of L1 metric – efficient tests Naïve implementation fails! Reality: one weak random source

25 Single-source extractors
Probabilistic algorithms with 1 weak random source Many other applications: - Hardness of approx - Derandomization, - Data structures Error correction algorithm A input output correct with high probability n unbiased, independent Algorithm A’ input output correct whp!! Run A on each, and take a majority vote B, SV, AKS CW, IZ, NZ, Ta, Tr, ISW, …………. LRVW, GUV Dv, DW,… n3 biased, dependent entropy n2 A perfect sample Extractor

26 Deterministic de-randomization
Hardness vs. Randomness Efficient algorithm A input output correct with high probability n unbiased, independent All efficient probabilistic algorithms have efficient deterministic counterparts Efficient Algorithm A’ input output correct always! Run A on each, and take a majority vote BM, Y, … …………. NW, IW,… ………… IKW, KI,... “P ≠ NP” TSP is hard A perfect sample

27 Summary Randomness is in the eye of the beholder:
A pragmatic, subjective definition Pseudorandomness “tests”  “applications” Capture many basic problems and areas in Math & CS Applications of randomness survive in a world without perfect (or any) randomness Pseudorandom objects often find uses beyond their intended application (expanders, extractors,…)

28 Thank you! The best throw of a die is to throw the die away


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