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What is With High Probability on Probabilistic Algorithms?
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Problem
I watched lecture from MIT about Skip List. Overall, I understand the material, but one thing. What is "with-high-probability"? I really don't get it at all. I've seen the lecture notes but still didn't get it.
They just said, "Event $E$ occurs with high probability (w.h.p.) if, for any $\alpha\geq1$, there is an appropriate choice of constants for which $E$ occurs with probability at least $1 − O(1/n^\alpha)$".
Something from algorithmist.com didn't help, either.
What is $\alpha$ and what is $1 − O(1/n^\alpha)$? Not understanding this thing make me confused of the analysis of why "With high probability, every search in an $n$-element skip list costs $O(\lg n)$".
They just said, "Event $E$ occurs with high probability (w.h.p.) if, for any $\alpha\geq1$, there is an appropriate choice of constants for which $E$ occurs with probability at least $1 − O(1/n^\alpha)$".
Something from algorithmist.com didn't help, either.
What is $\alpha$ and what is $1 − O(1/n^\alpha)$? Not understanding this thing make me confused of the analysis of why "With high probability, every search in an $n$-element skip list costs $O(\lg n)$".
Solution
An event happens with high probability with respect to a parameter $n$ if it happens with probability $p_n$ and $\lim_{n\to\infty} p_n = 1$. Usually the parameter $n$ is clear from the context. In this case, for example, it is probably the number of elements in the list.
The definition of "with high probability" in the lecture notes is even more specific, specifying how fast $p_n$ should converge to $1$: an event happens with high probability if it happens with probability $p_n \geq C/n^\alpha$ for some $C,\alpha>0$. For example, if you choose a random number from $\{0,\ldots,n\}$ then it is non-zero with high probability since the probability that it is non-zero is $1-1/(n+1) \geq 1-1/n$ (so in this case $C=\alpha=1$).
The definition of "with high probability" in the lecture notes is even more specific, specifying how fast $p_n$ should converge to $1$: an event happens with high probability if it happens with probability $p_n \geq C/n^\alpha$ for some $C,\alpha>0$. For example, if you choose a random number from $\{0,\ldots,n\}$ then it is non-zero with high probability since the probability that it is non-zero is $1-1/(n+1) \geq 1-1/n$ (so in this case $C=\alpha=1$).
Context
StackExchange Computer Science Q#34048, answer score: 5
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