BMO2 2018

The second round of the British Mathematical Olympiad was taken yesterday by the 100 or so top scoring eligible participants from the first round, as well as some open entries. Qualifying for BMO2 is worth celebrating in its own right. The goal of the setters is to find the sweet spot of difficult but stimulating for the eligible participants, which ultimately means it’s likely to be the most challenging exam many of the candidates sit while in high school, at least in mathematics.

I know that lots of students view BMO2 as something actively worth preparing for. As with everything, this is a good attitude in moderation. Part of the goal in writing about the questions at such length (and in particular not just presenting direct solutions) is because I think at this level it’s particularly easy to devote more time than needed to preparation, and use it poorly.

All these questions could be solved by able children. In fact, each could be solved by able children in less than an hour. You definitely count as an able child if you qualified or if your teacher allowed you to make an open entry! Others count too naturally. But most candidates won’t in fact solve all the questions, and many won’t solve any. And I think candidates often come up with the wrong reasons why they didn’t solve problems. “I didn’t know the right theorems” is very very rarely the reason. Olympiad problems have standard themes and recurring tropes, but the task is not to look at the problem and decide that it is an example of Olympiad technique #371. The task is actually to have as many ideas as possible, and eliminate the ones that don’t work as quickly as possible.

The best way to realise that an idea works is to solve the problem immediately after having the idea. For the majority of occasions when we’re not lucky enough for that to happen, the second-best way to realise that an idea works is to see that it makes the problem look a bit more like something familiar. Conversely, the best way to realise that an idea doesn’t work is to observe that if it worked it would solve a stronger but false problem too. (Eg Fermat’s Last Theorem *does* have solutions over the reals…) The second-best way to realise that an idea doesn’t work is to have the confidence that you’ve tried it enough and you’ve only made the problem harder, or less familiar.

Both of these second-best ideas do require a bit of experience, but I will try to explain why none of the ideas I needed for various solutions this year required any knowledge beyond the school syllabus, some similarities to recent BMOs, and a small bit of creativity.

As usual, the caveat that these are not really solutions, and certainly not official solutions, but they are close enough to spoil the problems for anyone who hasn’t tried them by themselves already. Of course, the copyright for the problems is held by BMOS, and reproduced here with permission.

Question One

I wrote this question. Perhaps as a focal point of the renaissance of my interest in geometry, or at least my interest in teaching geometry, I have quite a lot to say about the problem, its solutions, its origin story, the use of directed angles, the non-use of coordinate methods and so on. In an ideal world I would write a book about this sort of thing, and perhaps at some point I will.

Question Two

I also wrote this problem, though I feel it’s only fair to show the version I submitted to the BMO committee. All the credit for the magical statement that appears above lies with them. There is a less magical origin story as well, but hopefully with some interesting combinatorial probability, which is postponed until the end of this post.One quick observation is that in my version Joe / Hatter gets to keep going forever. As we shall see, all the business happens in the first N steps, but a priori one doesn’t know that, and in my version it forces you to strategise slightly differently for Neel / Alice. In the competition version, we know Alice is done as soon as she visits a place for a second time, but not in the original. So in the original we only have to consider ‘avoid one place’ rather than the multiple possibilities now of ‘avoid one place’ or ‘visit a place again’.

But I think the best idea is to get Alice to avoid one particular place c\not\equiv 0 whenever possible. At all times she has two possible options for where to go next, lets say b_k+a_k, b_k-a_k in the language of the original statement. We lose nothing by assuming -N/2 < a_k\le N/2, and certainly it would be ridiculous for Joe / Hatter ever to choose a_k=0. The only time Alice’s strategy doesn’t work is when both of these are congruent to c, which implies N\,|\, 2a_k, and thus we must have N= 2a_k. In other words, Alice’s strategy will always work if N is odd.

I think it’s really worth noticing that the previous argument is weak. We certainly did not show that N must be odd for Alice to win. We showed that Alice can avoid a congruence class modulo an odd integer. We didn’t really need that odd integer to be N for this to work. In particular, if N has an odd factor p (say a prime), then the same argument works to show that we can avoid visiting any site with label congruent to 1 modulo p.

It’s actually very slightly more complicated. In the original argument, we didn’t need to use any property of b_k. But obviously here, if b_k\equiv 1 modulo p and p\,|\,a_k, then certainly b_{k+1}\equiv 1 modulo p. So we have to prove instead that Alice can ensure she never ‘visits 1 modulo p for the first time’. Which is fine, by the same argument.

So, we’ve shown that Neel / Alice wins if N is odd, or has an odd factor. The only values that remain are powers of 2. I should confess that I was genuinely a little surprised that Joe / Hatter wins in the power of 2 case. You can find a construction fairly easily for N=2 and N=4, but I suspected that might be a facet of small numbers. Why? Because it still felt we could avoid a particular site. In order for Alice’s strategy to fail, we have to end up exactly opposite the particular site at exactly the time when the next a_k=N/2, and so maybe we could try to avoid that second site as well, and so on backwards?

But that turned out to be a good example of something that got very complicated quite quickly with little insight. And, as discussed at the beginning, that’s often a sign in a competition problem that your idea isn’t so good. (Obviously, when composing a problem, that’s no guarantee at all. Sometimes things are true but no good ideas work.) So we want other ideas. Note that for N=4, the sequence (2,1,2) works for Joe / Hatter, because that forces Alice / Neel to visit either (0,2,1,3) or (0,2,3,1). In particular, this strategy gave Alice no control on the first step nor the last step, and the consequence is that we force her to visit the evens first, then transfer to an odd, and then force her to visit the other odd.

We might play around with N=8, or we might proceed directly to a general extension. If we have a Joe / Hatter strategy for N, then by doubling all the a_ks, we have a strategy for 2N which visits all the even sites in the first N steps. But then we can move to an odd site eg by taking a_N=1. Just as in the N=4 case, it doesn’t matter which odd site we start from, since if we again double all the a_ks, we will visit all the other odd sites. This gives us an inductive construction of a strategy for powers of two. To check it’s understood, the sequence for N=8 is (4,2,4,1,4,2,4).

Although we don’t use it, note that this strategy takes Alice on a tour of sites described by decreasing order of largest power of two dividing the label of the site.

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Increments of Random Partitions

The following is problem 2.1.4. from Combinatorial Stochastic Processes:

Let X_i be the indicator of the event that i the least element of some block of an exchangeable random partition \Pi_n of [n]. Show that the joint law of the (X_i,1\leq i\leq n) determines the law of \Pi_n.

As Pitman says, this is a result by Serban Nacu, the paper for which can be found here. In this post I’m going to explain what an exchangeable random partition is, how to prove the result, and a couple of consequences.

The starting point is the question ‘what is an exchangeable random partition?’ The most confusing aspect is that there are multiple definitions depending on whether the blocks of the partition are sets or just integers corresponding to a size. Eg, {1,2,4} u {3} is a partition of [4], corresponding to the partition 3+1 of 4. Obviously one induces the other, and in an exchangeable setting the laws of one may determine the laws of the other.

In the second case, we assume 3+1 is the same partition as 1+3. If order does matter then we call it a composition instead. This gets a bit annoying for set partitions, as we don’t want these to be ordered either. But if we want actually to talk about the sets in question we have to give them labels, which becomes an ordering, so we need some canonical way to assign these labels. Typically we will say \Pi_n=\{A_1,\ldots,A_k\}, where the curly brackets indicate that we don’t care about order, and we choose the labels by order of appearance, so by increasing order of least elements.

We say that a random partition \Pi_n of [n] is exchangeable if its distribution is invariant the action on partitions induced by the symmetric group. That is, relabelling doesn’t change probabilities. We can express this functionally by saying

\mathbb{P}(\Pi_n=\{A_1,\ldots,A_k\})=p(|A_1|,\ldots,|A_k|),

for p a symmetric function. This function is then called the exchangeable partition probability function (EPPF) by Pitman.

Consider a partition of 4 into sets of sizes 3 and 1. There is a danger that this definition looks like it might be saying that the probability that A_1 is the set of size 3 is the same as the probability that A_1 is the set of size 1. This would be a problem because we expect to see some size-biasing to the labelling. Larger sets are more likely to contain small elements, merely because they contain more elements. Fortunately the definition is not broken after all. The statement above makes no reference to the probabilities of seeing various sizes for A_1 etc. For that, we would have to sum over all partitions with that property. It merely says that the partitions:

\{1,2,3\}\cup\{4\},\quad \{1,2,4\}\cup\{3\},\quad\{1,3,4\}\cup\{2\},\quad \{2,3,4\}\cup\{1\}

have respective probabilities:

p(3,1),\quad p(3,1),\quad p(3,1),\quad p(1,3),

and furthermore these are equal.

Anyway, now let’s turn to the problem. The key idea is that we want to be looking at strings of 0s and 1s that can only arise in one way. For example, the string 10…01 can only arise corresponding to the partitions {1,2,…,n-1} u {n} and {1,2,…,n-2,n} u {n-1}. So now we know p(n-1,1) and so also p(1,n-1). Furthermore, note that 10…0 and 11…1 give the probabilities of 1 block of size n and n blocks of size 1 respectively at once.

So then the string 10…010 can only arise from partitions {1,2,…,n-2,n} u {n-1} or {1,2,…,n-2} u {n-1,n}. We can calculate the probability that it came from the former using the previously found value of p(n-1,1) and a combinatorial weighting, so the remaining probability is given by p(2,n-2). Keep going. It is clear what ‘keep going’ means in the case of p(a,b) but for partitions with more than two blocks it seems a bit more complicated.

Let’s fix k the number of blocks in partitions under consideration, and start talking about compositions, that is a_1+\ldots+a_k=n. The problem we might face in trying to generalise the previous argument is that potentially lots of compositions might generate the same sequence of 0s and 1s, so the ‘first time’ we consider a composition might be the same for more than one composition. Trying it out in the case k=3 makes it clear that this is not going to happen, but we need some partial ordering structure to explain why this is the case.

Recall that a composition with k blocks is a sequence a=(a_1,\ldots,a_k) which sums to n. Let’s say a majorizes b if all its partial sums are at least as large. That is a_1+\ldots+a_l\geq b_1+\ldots+b_l for all 1\leq l \leq k. We say this is strict if at least one of the inequalities is strict. It is not hard to see that if a majorizes b then this is strict unless a = b.

Since we don’t care about ordering, we assume for now that all compositions are arranged in non-increasing order. So we find a partition corresponding to some such composition a_1,\ldots,a_k. The partition is:

\{1,\ldots,a_1\}\cup\{a_1+1,\ldots,a_1+a_2\}\cup\{a_1+a_2+1,\ldots,a_1+a_2+a_3\}\cup\ldots\cup\{n-a_k,\ldots,n\}.

This generates a sequence of 0s and 1s as describe above, with a_i-1 0s between the i’th 1 and the (i+1)th 1. The claim is that given some composition which admits a partition with this same corresponding sequence, that composition must majorize a. Proof by induction on l. So in fact we can prove Nacu’s result inductively down the partial ordering described. We know the probability of the sequence of 0s and 1s corresponding to the partition of [n] described by assumption. We know the probability of any partition corresponding to a composition which majorizes a by induction, and we know how many partitions with this sequence each such composition generates. Combining all of this, we can find the probability corresponding to a.

Actually I’m not going to say much about consequences of this except to paraphrase very briefly what Nacu says in the paper. One of the neat consequences of this result is that it allows us to prove in a fairly straightforward way that the only infinite family of exchangeable random partitions with independent increments is the so-called Chinese Restaurant process.

Instead of attempting to prove this, I will explain what all the bits mean. First, the Chinese Restaurant process is the main topic of the next chapter of the book, so I won’t say any more about it right now, except that its definition is almost exact what is required to make this particular result true.

We can’t extend the definition of exchangeable to infinite partitions immediately, because considering invariance under the symmetric group on the integers is not very nice, in particular because there’s a danger all the probabilities will end up being zero. Instead, we consider restrictions of the partition to [n]\subset\mathbb{N}, and demand that these nest appropriately, and are exchangeable.

Independent increments is a meaningful thing to consider since one way to construct a partition, infinite or otherwise, is to consider elements one at a time in the standard ordering, either adding the new element to an already present block, or starting block. Since 0 or 1 in the increment sequence corresponds precisely to these events, it is meaningful to talk about independent increments.