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Randomized Algorithms
CS648

Lecture 13
Expected duration of a randomized experiment
Part I
1
COUPON COLLECTOR PROBLEM

2
Coupon Collector Problem

3
Example
1 4 5
3 2

3

1

3

3

1

2

2

1

5

1

3

5

5

5

1

2

1

2

5

4

4

1

2

3

3

2

2

3

3

3

1

1

5

1

3

5

3

4

Done in 14 samplings

Done in 12 samplings

3

2

2

5

4
Coupon Collector Problem

?

No easy way !!
5
Coupon Collector Problem
no
coupon
seen

all
coupons
seen

This transition is not sudden. In fact it is a gradual
transition through various discrete stages. Can you
see these discrete stages ?

6
Coupon Collector Problem
no
coupon
seen

1

2

3

4

all
coupons
seen

This transition is not sudden. In fact it is a gradual
transition through various discrete stages. Can you
see these discrete stages ?

7
Reviewing Example
1 4 5
3 2
0

5

3

1

3

3

1

2

2

1

5

1

3

5

3

4

8
Reviewing Example
Each instance of coupon
collector problem has to
pass through these
stages. Does it give you
some inspiration to
calculate E[X] ?

1 4 5
3 2
1

0

3

2

1

3

3

2

1

0

5
0

5
1

3

3

1

1

2

4

2

3

2

5

3

3

5

1

2

5

4

3

3

1

3

4

3

2

5

4

3

2

1

4

2

2

1

5

1

2

3

1

3

5

4

1

5

2

5
9
Coupon Collector Problem

10
Reviewing Example
1 4 5
3 2

0

1

3

2

1

3

3

3

1

2

5

4

2

1

5

1

3

5

3

4

11
Coupon Collector Problem

12
13
14
Coupon Collector Problem

15
DISCRETE RANDOM WALK ON A LINE

16
Discrete Random Walk

0

1

2

3

4

5

6

7

8

…

n

n+1

• Particle starts from origin
• In each second, particle moves 1 unit to the left or to the right with equal
probability.
• While at origin, the particle moves to 1 always.
Question: What is the expected number of steps of the random walk to reach
milestone n ?

17
An example
0

1

2

3

4

5

6

7

8

…
I, and perhaps
you too,
could not notice
the walk. So let
us trace the walk
slowly.

18
Formalism

19
Careful look at the example
0

1

2

3

4

5

6

7

8

…
Can you break the
walk 08 into
stages ? Think
carefully …

20
Careful look at the example
0

1

2

3

4

5

6

7

8

…

Walk starting from 0 and terminating at 5

21
Careful look at the example
0

1

2

3

4

5

6

7

8

…

Walk starting from 0 and terminating at 5

Walk starting from 5 and terminating at 8
22
23
0

1

2

3

4

5

6

7

8

…
1
1
3
1
5
1
5
11

28
24
25
Conditional Expectation

Ω

A useful tool to calculate expected
value of a random variable
26
0

1

…

?
27
0

1

…

28
0

1

…

3

29
30
0

1

2

3

4

5

6

7

…

31
32
Expected duration of a random experiment
Let X denote the random variable for the duration of a randomized
experiment.
To calculate E[X], the following approach is sometimes useful:
• Partition the experiment into stages carefully.
• Calculate expected duration of each stage.
• Using linearity of expectation, calculate E[X].
In the next class, we shall discuss more non-trivial randomized algorithms
which are analyzed using this method.
33

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Lecture 13-cs648