For many applications, a randomized algorithm is either the simplest or the fastest algorithm available, and sometimes both. This book introduces the basic concepts in the design and analysis of randomized algorithms. The first part of the text presents basic tools such as probability theory and probabilistic analysis that are frequently used in algorithmic applications. Algorithmic examples are also given to illustrate the use of each tool in a concrete setting. In the second part of the book, each chapter focuses on an important area to which randomized algorithms can be applied, providing a comprehensive and representative selection of the algorithms that might be used in each of these areas. Although written primarily as a text for advanced undergraduates and graduate students, this book should also prove invaluable as a reference for professionals and researchers.
Randomization and probabilistic techniques play an important role in modern computer science, with applications ranging from combinatorial optimization and machine learning to communication networks and secure protocols. This 2005 textbook is designed to accompany a one- or two-semester course for advanced undergraduates or beginning graduate students in computer science and applied mathematics. It gives an excellent introduction to the probabilistic techniques and paradigms used in the development of probabilistic algorithms and analyses. It assumes only an elementary background in discrete mathematics and gives a rigorous yet accessible treatment of the material, with numerous examples and applications. The first half of the book covers core material, including random sampling, expectations, Markov's inequality, Chevyshev's inequality, Chernoff bounds, the probabilistic method and Markov chains. The second half covers more advanced topics such as continuous probability, applications of limited independence, entropy, Markov chain Monte Carlo methods and balanced allocations. With its comprehensive selection of topics, along with many examples and exercises, this book is an indispensable teaching tool.
Moving on from earlier stochastic and robust control paradigms, this book introduces the fundamentals of probabilistic methods in the analysis and design of uncertain systems. The use of randomized algorithms, guarantees a reduction in the computational complexity of classical robust control algorithms and in the conservativeness of methods like H-infinity control. Features: • self-contained treatment explaining randomized algorithms from their genesis in the principles of probability theory to their use for robust analysis and controller synthesis; • comprehensive treatment of sample generation, including consideration of the difficulties involved in obtaining independent and identically distributed samples; • applications in congestion control of high-speed communications networks and the stability of quantized sampled-data systems. This monograph will be of interest to theorists concerned with robust and optimal control techniques and to all control engineers dealing with system uncertainties.
Randomized algorithms have become a central part of the algorithms curriculum, based on their increasingly widespread use in modern applications. This book presents a coherent and unified treatment of probabilistic techniques for obtaining high probability estimates on the performance of randomized algorithms. It covers the basic toolkit from the Chernoff–Hoeffding bounds to more sophisticated techniques like martingales and isoperimetric inequalities, as well as some recent developments like Talagrand's inequality, transportation cost inequalities and log-Sobolev inequalities. Along the way, variations on the basic theme are examined, such as Chernoff–Hoeffding bounds in dependent settings. The authors emphasise comparative study of the different methods, highlighting respective strengths and weaknesses in concrete example applications. The exposition is tailored to discrete settings sufficient for the analysis of algorithms, avoiding unnecessary measure-theoretic details, thus making the book accessible to computer scientists as well as probabilists and discrete mathematicians.
For beginning graduate-level courses in computational geometry. This up-to-date and concise introduction to computational geometry with emphasis on simple randomized methods is designed for quick, easy access to beginners.
In the fields of data mining and control, the huge amount of unstructured data and the presence of uncertainty in system descriptions have always been critical issues. The book Randomized Algorithms in Automatic Control and Data Mining introduces the readers to the fundamentals of randomized algorithm applications in data mining (especially clustering) and in automatic control synthesis. The methods proposed in this book guarantee that the computational complexity of classical algorithms and the conservativeness of standard robust control techniques will be reduced. It is shown that when a problem requires "brute force" in selecting among options, algorithms based on random selection of alternatives offer good results with certain probability for a restricted time and significantly reduce the volume of operations.
A self-contained treatment of theoretically and practically important efficient algorithms for the primality problem. The text covers the randomized algorithms by Solovay-Strassen and Miller-Rabin from the late 1970s as well as the recent deterministic algorithm of Agrawal, Kayal and Saxena. The volume is written for students of computer science, in particular those with a special interest in cryptology, and students of mathematics, and it may be used as a supplement for courses or for self-study.
This fourth entry in the highly acclaimed Math Girls series focuses on the mathematics of computer science and analysis of algorithms. Aimed at anyone interested in mathematics and computer science, from advanced high school students to college students and educators.