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Mar 27, 2023 at 8:55 comment added dohmatob Ah, of course. Thanks again.
Mar 27, 2023 at 0:38 answer added kodlu timeline score: 0
Mar 26, 2023 at 15:14 comment added Jason Gaitonde It's actually a bit easier. If $N=2^{nc}$ and $X=\sum_{1\leq i \neq j\leq N} A_{i,j}$ as in my comment below, then $\mathbb{E}[X] = 2^{2cn+H(\gamma)n-1+o(1)}$ while $\text{Var}(X)=\sum_{i\neq j} \text{Var}(A_{i,j})\leq \mathbb{E}[X]$. When $c>(1-H(\gamma))/2$, the mean is exponentially large and its square exponentially dominates the variance, so Chebyshev's inequality implies $X$ is 0 with exponentially small probability for any such $c$.
Mar 24, 2023 at 19:51 comment added dohmatob Thanks again. If by "second moment argument", you mean exponentiating, using independence, and then using Paley–Zygmund inequality, then I kinda see how to get there :). If not, please go ahead and post your thoughts in answer.
Mar 24, 2023 at 18:13 comment added Jason Gaitonde Are you satisfied with Will's answer below now? I can elaborate on why the value he derives is tight for $\alpha=1$ using the second moment argument if needed, just didn't have space below.
Mar 23, 2023 at 19:29 history edited dohmatob CC BY-SA 4.0
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Mar 23, 2023 at 17:50 answer added Will Sawin timeline score: 2
Mar 23, 2023 at 17:26 history asked dohmatob CC BY-SA 4.0