中文 The Algo Lab · A guided reading

Tusnády's Problem in the Plane

Color nn points red and blue so that every rectangle contains as nearly as possible the same number of each color. How well can this be done? For decades the lower bound stood at log⁡n\log n. In 2017 the upper bound came down to log⁡3/2n\log^{3/2} n, which left a gap of log⁡n\sqrt{\log n}. This guide starts from a coloring game and works, step by step, up to how that gap was closed.


Based on · Tight Bounds for Tusnády's Problem in the PlaneAuthor · Zhewei WeiManuscript · version r65arXiv · 2610.08130Lean · wzskytop/tusnady-lean
Result
Δ2(n)=Θ(log⁡3/2n)\Delta_2(n)=\Theta(\log^{3/2} n)
The lower bound rises from log⁡n\log n to log⁡3/2n\log^{3/2} n, matching the known upper bound
Worst case
Random points
For every A>0A>0, with probability at least 1−e−An1-e^{-An}, no coloring is good enough
Main tool of the proof
Local oscillation
Uses only maxima and minima of step functions, conditional averages and a few elementary inequalities
Contents
  1. IThe problem
    1. 1A coloring game
    2. 2From one dimension to two
    3. 3Notation and growth rates
  2. IIWhat was known, and why it stopped
    1. 4History of the bounds
    2. 5Where the upper bound comes from
    3. 6Lower bound and transference
    4. 7Other lower-bound tools
  3. IIIA different question
    1. 8One coloring at a time
    2. 9Guessing 3/2
    3. 10Digit by digit
  4. IVLocal oscillation
    1. 11Stages and cells
    2. 12Endpoint average and oscillation
    3. 13Average first, then compare
    4. 14Expectation: baseline and gain
    5. 15The effect of one digit
    6. 16All h transitions
    7. 17No crowding
    8. 18Proof of Theorem 1.1
  5. VLooking back
    1. 19Accounting for 3/2
    2. 20Why it works now
    3. 21Open problems
    4. 22Dependency map and notation
Introduction

This guide answers three questions

The main result of the paper takes one line: the worst-case combinatorial discrepancy of nn points in the plane with respect to axis-parallel rectangles is Θ(log⁡3/2n)\Theta(\log^{3/2} n). Three questions surround it, and the guide takes them in this order.

Why earlier methods fell short

The earlier lower-bound methods all stopped at log⁡n\log n. Part II explains, one by one, how they work and where their ceiling is.

Why it works now

The paper asks a different question. The points are placed at random. First fix one coloring and show that the probability that it is “good” is as small as e−cne^{-cn}; then rule out all 2n2^n colorings together. Part III explains this change of question.

What the new technique is

A quantity called “local oscillation”. On a good transition, refining horizontally and merging vertically gives a positive conditional expected gain. With the past fixed, changing one point’s next horizontal digit changes the new potential only a little. Part IV gives the full derivation.

Prerequisites

The guide assumes only second-year undergraduate mathematics: sums and inequalities, exponentials and logarithms, probability, expectation and independence. Tools such as conditional expectation and the Cauchy–Schwarz inequality are explained, with a proof, in a box labeled “Tool” where they first appear. Collapsible blocks labeled “Derivation” or “Proof” are complete proofs and are open by default. Blocks labeled “Optional” can be skipped without losing the main line. The line above each section title gives its level: Basics, Intermediate, or Core argument.

Overview: the proof in five sentences

§ 8Place nn points independently and uniformly at random in the unit square. Fix a coloring χ\chi, and let Fχ(x,y)F_\chi(x,y) be the signed count of the points in the anchored rectangle [0,x]×[0,y][0,x]\times[0,y]. If the probability that “FχF_\chi is small everywhere” is much smaller than 2−n2^{-n}, a union bound rules out all 2n2^n colorings at once.
§ 11–12Cut the square in base bb. At stage jj, the horizontal intervals have width b−jb^{-j} and the vertical blocks have height bj−hb^{j-h}. For each horizontal interval take the average aI(y)a_I(y) of the values at its two endpoints, measure its maximum minus its minimum on each block, and then average over all intervals and blocks. This gives ZjZ_j. It satisfies Zj≥0Z_j\ge0 and Zj≤2max⁡∣Fχ∣Z_j\le2\max|F_\chi|.
§ 13–15Refining by one step horizontally and merging by one step vertically is one transition; there are hh transitions in all. In each “comparison rectangle”, the sum of the oscillations after the refinement does not decrease on average, and it gains something extra: at least 14mR\frac14\sqrt{m_R}, where mRm_R is the number of points in the inner region of the comparison rectangle. On the other hand, changing the next digit of one point changes ZZ by at most 1M\frac1M, where MM is the number of comparison rectangles in each transition.
§ 16–17Split the total increase of ZZ into the “conditional gains” of the transitions and one “fluctuation term”. As long as the points are spread out, the conditional gain of a transition is at least a constant multiple of n/M\sqrt{n/M}, where nM\frac nM is the average number of points of a comparison rectangle. The points are spread out at all hh transitions with overwhelming probability, and this event does not depend on the coloring. The probability that the fluctuation term is very negative is controlled by the bounded-differences inequality; it is so small that it stays small after multiplication by 2n2^n.
§ 18Take the number of transitions hh of order log⁡n\log n, and nM\frac nM of order hh. Then, outside an exceptional event of probability at most e−Ane^{-An}, every coloring has max⁡∣Fχ∣>h64b3/2n/M\max|F_\chi|>\frac h{64b^{3/2}}\sqrt{n/M}, which is of order h3/2h^{3/2}, that is, of order log⁡3/2n\log^{3/2}n.

All of this notation is defined later. On a first reading the general idea is enough.

This guide is based on version r65 of the paper, provided by the author. Part IV follows the proof in Section 2 of the paper section by section: equations (1)–(18), Lemmas 2.1 and 2.3–2.6, Fact 2.2, Proposition 2.7, and Fact A.1 of the appendix all carry the same numbers as in version r65. The proof in the paper is compact; the guide fills in the steps it omits and adds examples and interactive figures. Section 20 gives the paper's four-step summary and matches it to the sections of the guide. The derivations, examples and interactive figures added by the guide are no substitute for formal verification, nor for independent review. For every statement the paper is authoritative. Material marked “Background” comes from the related literature and is not in the body of the paper.

Part I · Sections 1–3

The problem

First we make the problem itself clear: how the coloring game is played, why one dimension is easy, where the difficulty lies in two dimensions, and what notation such as “log⁡3/2n\log^{3/2} n” actually says.

§ 1 · BasicsA coloring game

There are nn points in the plane. Your task is to color each point red or blue. When you are done, an opponent may pick any rectangle with sides parallel to the coordinate axes and count how many more red points than blue points it contains, or how many fewer. The absolute value of this difference, the imbalance of the rectangle, is your loss.

You want the loss to be as small as possible, and the colors must be fixed before the opponent picks the rectangle. So a coloring is judged by how it does on the worst rectangle.

Interactive · 01Coloring playground

Click a point to flip its color. The box marks the worst rectangle for the current coloring. Try to bring the discrepancy down to the optimum by hand.

Trying a few point sets shows two things. First, when there are few points, the optimum is usually just 1 or 2. Second, a coloring chosen without much thought is often far from the optimum. The question of the whole paper is: when the number of points nn is large, how large can this optimum be in the worst case?

To make computations easier, from now on red is written +1+1 and blue is written −1-1. Then “the number of red points minus the number of blue points” in a rectangle is the sum of the colors of all points in it.

§ 2 · BasicsFrom one dimension to two

One dimension: alternating colors are enough

Start with the simple case. If all points lie on a line, a “rectangle” degenerates to an interval. Sort the points from left to right and color them red and blue alternately.

in this interval: 4 red, 3 blue, sum +1 filled = +1 (red) hollow = −1 (blue)
The points in an interval form a consecutive run in the sorted order. A consecutive run of alternating ±1\pm1 can only add up to −1-1, 00 or +1+1.
The answer in one dimensionWarm-up

Take any n≥1n\ge1 points on a line and color them alternately in sorted order. Then the sum of the colors in every interval has absolute value at most 11. So in one dimension the discrepancy is always 11, independently of nn.

Two dimensions: alternating along one coordinate is not enough

Points in the plane have two orders: one by xx-coordinate and one by yy-coordinate. If we alternate the colors by xx-coordinate only, every vertical strip is well balanced, but horizontal strips can be very bad. The playground above has a “Special point set” button. It puts the points in odd positions of the xx-order in the lower half and those in even positions in the upper half. If we now alternate by xx, all points in the lower half of the square are red.

Worse, a rectangle puts conditions on xx and on yy at the same time. The points that fall in a rectangle need not be consecutive in the xx-order, and they need not be consecutive in the yy-order either. The “consecutive run” argument from one dimension does not apply at all.

This is exactly what Tusnády asked: can one also achieve some constant independent of nn in two dimensions? In 1981 Beck answered this question negatively, and at the same time proved that the discrepancy is at most of order log⁡4n\log^4 n. Since then, the problem has been to determine its exact rate of growth.

“Anchored rectangles” are enough

First translate the point set into the first quadrant, so that all coordinates are positive. A rectangle A(x,y)=[0,x]×[0,y]A(x,y)=[0,x]\times[0,y], whose lower left corner is fixed at the origin, is called an anchored rectangle. It has only two parameters and is much easier to handle than a general rectangle. Moreover, looking only at anchored rectangles loses at most a factor of 4.

R minus A(x1, y2) minus A(x2, y1) add back A(x1, y1) x1 x2 y1 y2 0 outer box: A(x2, y2)
The lower left piece is subtracted twice, so it has to be added back once. This is the inclusion–exclusion principle.

As a formula: for a rectangle R=(x1,x2]×(y1,y2]R=(x_1,x_2]\times(y_1,y_2] and any coloring χ\chi,

χ(P∩R)=χ(P∩A(x2,y2))−χ(P∩A(x1,y2))−χ(P∩A(x2,y1))+χ(P∩A(x1,y1)).\begin{aligned}\chi(P\cap R)={}&\chi\bigl(P\cap A(x_2,y_2)\bigr)-\chi\bigl(P\cap A(x_1,y_2)\bigr)\\&-\chi\bigl(P\cap A(x_2,y_1)\bigr)+\chi\bigl(P\cap A(x_1,y_1)\bigr).\end{aligned}

Each of the four terms on the right has absolute value at most “the maximum imbalance over anchored rectangles”, so the imbalance of a general rectangle is at most 4 times that. Conversely, an anchored rectangle is itself a rectangle. Hence the discrepancies under the two definitions differ by a constant factor of at most 4, and for the rate of growth it is enough to look at anchored rectangles. The lower bound of the paper even holds directly for anchored rectangles.

§ 3 · BasicsNotation and growth rates

Three levels of min and max

Let PP be a finite set of points in the plane. A coloring is a function χ:P→{+1,−1}\chi:P\to\{+1,-1\}. For a set RR in the plane, write

χ(P∩R)=∑p∈P∩Rχ(p).\chi(P\cap R)=\sum_{p\in P\cap R}\chi(p).

The discrepancy of the point set PP, and the worst-case discrepancy of nn points, are defined as

disc⁡(P)=min⁡χ max⁡R ∣χ(P∩R)∣,Δ2(n)=max⁡∣P∣=ndisc⁡(P),\disc(P)=\min_{\chi}\ \max_{R}\ \bigl|\chi(P\cap R)\bigr|,\qquad \Delta_2(n)=\max_{|P|=n}\disc(P),

where RR ranges over all axis-parallel rectangles. The subscript 2 stands for the plane. The three levels can be read as a game with three moves:

maxThe opponent first chooses the positions of the nn points, to make things hard for you.
minAfter seeing the points, you choose a coloring χ\chi, so that even the worst rectangle is balanced.
maxAfter seeing the coloring, the opponent chooses a rectangle RR, the one with the largest imbalance.
Pitfall

Proving an upper bound and proving a lower bound are two entirely different tasks. This distinction will be used again and again.

Upper bound Δ2(n)≤K\Delta_2(n)\le K: for every nn-point set, we must find one coloring under which every rectangle has imbalance at most KK.

Lower bound Δ2(n)>K\Delta_2(n)> K: we must find one nn-point set for which every coloring leaves some rectangle with imbalance more than KK. There are 2n2^n colorings, and all of them have to be ruled out, without exception.

Asymptotic notation

We care about the rate of growth as n→∞n\to\infty, not about constant factors. The three symbols mean the following:

  • f(n)=O(g(n))f(n)=O(g(n)): there is a constant CC such that f(n)≤C g(n)f(n)\le C\,g(n) when nn is large enough. Read: “of order at most gg”.
  • f(n)=Ω(g(n))f(n)=\Omega(g(n)): there is a constant c>0c>0 such that f(n)≥c g(n)f(n)\ge c\,g(n) when nn is large enough. Read: “of order at least gg”.
  • f(n)=Θ(g(n))f(n)=\Theta(g(n)): both of the above hold, so the order is completely determined.

Also, log⁡3/2n\log^{3/2}n is shorthand for (log⁡n)3/2(\log n)^{3/2}. The base of the logarithm does not affect the order, because changing the base only changes a constant factor. Where specific numbers are needed, we say whether we use the base-2 logarithm log⁡2\log_2 or the natural logarithm ln⁡\ln.

Interactive · 02How far apart are log⁡n\log n and log⁡3/2n\log^{3/2}n?

Drag the slider to change the number of points nn. All constant factors are ignored here, and only the sizes of the functions themselves are compared.

Numerically, the two differ only by a factor of log⁡2n\sqrt{\log_2 n}: about 4.5 for a million points. Compared with the nlog⁡n\sqrt{n\log n} that a random coloring can guarantee, both are tiny. But the mathematical question is which of the two is the true rate of growth, and “roughly the same” is not an answer to it.

The result of the paperCorollary 1.2 of the paper; it follows from Theorem 1.1 and Nikolov's upper bound

There is a constant c>0c>0 such that Δ2(n)≥clog⁡3/2n\Delta_2(n)\ge c\log^{3/2}n for every n≥1n\ge1. Together with the known upper bound, Δ2(n)=Θ(log⁡3/2n)\Delta_2(n)=\Theta(\log^{3/2}n).

What the paper actually proves is a stronger statement: a random point set is almost always this hard to color. The precise statement is in Section 8.

Part II · Sections 4–7

What was known, and why it stopped

The upper bound came down step by step from log⁡4n\log^4 n to log⁡3/2n\log^{3/2}n, while the lower bound stayed at log⁡n\log n. This part goes through the methods on both sides. The main question is where each lower-bound tool stops, and why.

§ 4 · BasicsHistory of the bounds

This part is background material. The paper only summarizes this work, with one paragraph in the introduction and one in Section 3 of the paper. The derivations here are taken from the standard literature; a few are supplied by this guide, and those are marked where they appear.

The upper bound and the lower bound were pushed forward with two entirely different sets of tools. The figure below shows the known results in one plot; the vertical axis is the exponent of log⁡n\log n.

Interactive · 03Upper and lower bounds for Δ2(n)\Delta_2(n)

Hover over a marker (or focus it with the Tab key) to see the reference. The region between the two lines is the range that was still unknown at the time.

Table view (Table 1 of the paper)
BoundReferenceYearRemark
O(log⁡4n)O(\log^4 n)Beck1981
O(log⁡3.5+εn)O(\log^{3.5+\varepsilon} n)Beck1989every fixed ε>0\varepsilon>0
O(log⁡3n)O(\log^3 n)Bohus1990
O(log⁡2.5n)O(\log^{2.5} n)Srinivasan1997
O(log⁡2n)O(\log^2 n)Bansal and Garg2017constructive (gives an algorithm)
O(log⁡3/2n)O(\log^{3/2} n)Nikolov2017
Ω(log⁡n)\Omega(\log n)Schmidt1972via transference
Ω(log⁡n)\Omega(\log n)Matoušek and Nikolov2015factorization norms; Ω(log⁡d−1n)\Omega(\log^{d-1}n) in dimension dd
Ω(log⁡3/2n)\Omega(\log^{3/2} n)this paperattained by random point sets

Three things can be read off the figure.

  • The upper-bound line comes down one step at a time and reaches log⁡3/2n\log^{3/2}n in 2017.
  • The lower-bound line stays flat. Schmidt's 1972 theorem is about continuous discrepancy; it becomes a lower bound for the coloring problem only through the transference principle of Section 6. In 2015 a completely new method gave log⁡n\log n again.
  • This left a gap of log⁡n\sqrt{\log n}. It was not clear in advance which side was right: the paper notes that Bansal, in his talk at the 2022 International Congress of Mathematicians, conjectured that the lower bound log⁡n\log n is tight. The paper's result goes the other way: the upper bound log⁡3/2n\log^{3/2}n is tight. The 2026 survey of Bansal and Nikolov also discusses this remaining gap in the plane.

Both ends of the gap were plausible. The order log⁡n\log n is the correct answer to another classical problem (continuous discrepancy, see Section 6). The order log⁡3/2n\log^{3/2}n is what the best coloring method achieves. Whether the coloring methods could still be improved, or the lower-bound proofs were not strong enough, had not been settled.

§ 5 · IntermediateWhere the upper bound comes from

The paper proves the lower bound. But the ideas behind the upper bound contain a structure that returns in the lower-bound proof: split the problem into log⁡n\log n scales and pay a price at each scale. So it is worth a look first.

The simplest approach: random coloring

Each point gets its color from an independent coin flip. How far does this get? We need three tools from probability. Two of them, Markov's inequality and the union bound, will be used again later.

Tool · Markov's inequality

Let X≥0X\ge0 be a random variable and let a>0a>0. Then Pr⁡[X≥a]≤E[X]/a\Pr[X\ge a]\le \EE[X]/a.

The proof is one line: E[X]≥E[X⋅1{X≥a}]≥a⋅Pr⁡[X≥a]\EE[X]\ge \EE\bigl[X\cdot\one_{\{X\ge a\}}\bigr]\ge a\cdot\Pr[X\ge a]. In words: if a nonnegative quantity has a small mean, it is unlikely to be large.

Tool · Union bound

For any events E1,…,ENE_1,\dots,E_N, we have Pr⁡[E1∪⋯∪EN]≤∑iPr⁡[Ei]\Pr[E_1\cup\dots\cup E_N]\le\sum_i\Pr[E_i]. The probability that at least one bad event happens is at most the sum of the probabilities of the bad events. Proof: the indicator of the union is at most the sum of the indicators of the events; take expectations on both sides.

Tool · Tail bound for a sum of ±1\pm1 signs

Let S=ϵ1+⋯+ϵsS=\eps_1+\dots+\eps_s, where the ϵi\eps_i are independent and each takes the values ±1\pm1 with equal probability. Then for every a>0a>0, Pr⁡[ ∣S∣≥a ]≤2e−a2/(2s)\Pr[\,|S|\ge a\,]\le 2e^{-a^2/(2s)}.

ProofThe tail bound
  1. For every t>0t>0, independence gives E[etS]=∏iE[etϵi]=(cosh⁡t)s\EE[e^{tS}]=\prod_i\EE[e^{t\eps_i}]=(\cosh t)^s, where cosh⁡t=12(et+e−t)\cosh t=\tfrac12(e^t+e^{-t}).
  2. Compare the power series term by term: cosh⁡t=∑k≥0t2k(2k)!\cosh t=\sum_{k\ge0}\dfrac{t^{2k}}{(2k)!} and et2/2=∑k≥0t2k2k k!e^{t^2/2}=\sum_{k\ge0}\dfrac{t^{2k}}{2^k\,k!}. Since (2k)!=k!⋅(k+1)(k+2)⋯(2k)≥k!⋅2k(2k)!=k!\cdot(k+1)(k+2)\cdots(2k)\ge k!\cdot2^k, we get cosh⁡t≤et2/2\cosh t\le e^{t^2/2}.
  3. Apply Markov's inequality to the nonnegative random variable etSe^{tS}: Pr⁡[S≥a]=Pr⁡[etS≥eta]≤e−ta E[etS]≤est2/2−ta\Pr[S\ge a]=\Pr[e^{tS}\ge e^{ta}]\le e^{-ta}\,\EE[e^{tS}]\le e^{st^2/2-ta}.
  4. Take t=a/st=a/s; the exponent becomes −a2/(2s)-a^2/(2s). By symmetry, Pr⁡[S≤−a]\Pr[S\le -a] satisfies the same bound. Adding the two gives the claim.

Now fix an nn-point set and a rectangle RR. Suppose RR contains s≤ns\le n points. Under a random coloring, χ(P∩R)\chi(P\cap R) is exactly a sum of ss independent ±1\pm1 signs. With a=10 nln⁡na=\sqrt{10\,n\ln n},

Pr⁡[ ∣χ(P∩R)∣≥a ]≤2e−a2/(2n)=2n−5.\Pr\bigl[\,|\chi(P\cap R)|\ge a\,\bigr]\le 2e^{-a^2/(2n)}=2n^{-5}.

There are infinitely many rectangles, but they cut out only finitely many subsets of the points: a subset is determined by “which stretch of the xx-order” and “which stretch of the yy-order”, so there are at most (n(n+1)2)2≤n4\bigl(\tfrac{n(n+1)}2\bigr)^2\le n^4 of them. By the union bound, the probability that some rectangle exceeds the threshold is at most n4⋅2n−5=2/nn^4\cdot2n^{-5}=2/n, which is less than 1 for n≥3n\ge3. So some coloring keeps every rectangle below the threshold:

Δ2(n)≤10 nln⁡n(n≥3).\Delta_2(n)\le\sqrt{10\,n\ln n}\qquad(n\ge3).

This bound is very far from the truth, which is a power of log⁡n\log n. But the derivation shows a basic technique: proving existence by probability. Part III will use the same technique in the reverse direction.

Splitting a prefix into dyadic intervals

To reach a power of log⁡n\log n we have to use the structure of rectangles. Divide the xx-direction into m=2hm=2^h columns. An interval whose length is a power of 22 and whose position is aligned is called a dyadic interval: level 0 is all of [1,m][1,m], level 1 consists of the left and right halves, and so on down to level hh, the single columns.

Interactive · 04Dyadic decomposition of a prefix

Drag the slider to change the prefix [1,v][1,v]. The highlighted blocks form its decomposition; each level contributes at most one block.

Two facts will be used later:

  • Every column belongs to exactly h+1h+1 dyadic intervals, one per level.
  • Every prefix [1,v][1,v] is a union of at most h+1h+1 pairwise disjoint dyadic intervals, at most one per level. This is just the binary expansion of vv.

So an anchored rectangle (its width is a prefix [1,v][1,v], and its height runs up to some point) splits into at most h+1h+1 “dyadic strips”. If a coloring keeps the error inside every dyadic strip at most EE, then the error of an anchored rectangle is at most (h+1)E(h+1)E. Each strip on its own is a one-dimensional problem, which is easy. The difficulty is that one coloring has to serve all h+1h+1 levels at once.

Historically, most upper bounds followed this idea of working level by level. The early proofs used partial coloring: each round fixes the colors of only some of the points while controlling the error on a family of standard rectangles, and leaves the remaining points for the next round. Every round and every scale loses something, so the result is a high power of log⁡n\log n. Later improvements mainly reduced these losses.

The best upper bound known

In 2017 Nikolov proved Δ2(n)=O(log⁡3/2n)\Delta_2(n)=O(\log^{3/2}n). The proof relies on a deep theorem of Banaszczyk. The theorem itself is far beyond the second-year level, so we treat it as a black box and only look at how it combines with the dyadic decomposition.

OptionalFrom Banaszczyk's theorem to O(log⁡3/2n)O(\log^{3/2}n): a skeleton
Banaszczyk's theorem (prefix-sum version)Background · 2012

Let v1,…,vn∈Rdv_1,\dots,v_n\in\R^d be vectors of length at most 1, and let K⊂Rd\mathcal K\subset\R^d be a convex body symmetric about the origin such that a standard Gaussian random vector lies in K\mathcal K with probability at least 1−12n1-\frac1{2n}. Then there are signs ϵi∈{±1}\eps_i\in\{\pm1\} such that all prefix sums ∑i≤uϵivi\sum_{i\le u}\eps_iv_i (u=1,…,nu=1,\dots,n) lie in 5K5\mathcal K.

  1. Order the points by height as p1,…,pnp_1,\dots,p_n, and let rir_i be the rank of pip_i in the xx-direction. The signed count of an anchored rectangle is A(u,v)=∑i≤u, ri≤vϵiA(u,v)=\sum_{i\le u,\ r_i\le v}\eps_i.
  2. Take h=⌈log⁡2n⌉h=\lceil\log_2n\rceil and treat the ranks 1,…,2h1,\dots,2^h as columns. Give each point a vector viv_i whose coordinates are indexed by the dyadic intervals II: the coordinate is 1/h+11/\sqrt{h+1} if ri∈Ir_i\in I, and 0 otherwise. Each point lies in exactly h+1h+1 dyadic intervals, so ∥vi∥=1\norm{v_i}=1.
  3. For each vv, let bvb_v be the indicator vector of the dyadic decomposition of the prefix [1,v][1,v]; it has at most h+1h+1 ones. The decomposition is disjoint, so ⟨bv, vi⟩=1{ri≤v}/h+1\ip{b_v}{v_i}=\one_{\{r_i\le v\}}/\sqrt{h+1}.
  4. Take K={y: ∣⟨bv, y⟩∣≤t for v=1,…,n}\mathcal K=\{y:\ |\ip{b_v}{y}|\le t\ \text{for}\ v=1,\dots,n\}, a convex set symmetric about the origin (strictly speaking, it is bounded only after restricting to the subspace spanned by these bvb_v; this does not affect the argument). For a Gaussian vector gg, ⟨bv, g⟩\ip{b_v}{g} is normally distributed with variance at most h+1h+1, so Pr⁡[∣⟨bv, g⟩∣>t]≤2e−t2/(2(h+1))\Pr[|\ip{b_v}{g}|>t]\le2e^{-t^2/(2(h+1))}. A union bound over these nn values of vv shows that t=2(h+1)ln⁡(4n2)t=\sqrt{2(h+1)\ln(4n^2)} satisfies the hypothesis of the theorem.
  5. The signs given by the theorem satisfy ∣∑i≤uϵi⟨bv, vi⟩∣≤5t\bigl|\sum_{i\le u}\eps_i\ip{b_v}{v_i}\bigr|\le5t, that is, ∣A(u,v)∣≤5th+1=5(h+1)2ln⁡(4n2)=O(log⁡3/2n).|A(u,v)|\le5t\sqrt{h+1}=5(h+1)\sqrt{2\ln(4n^2)}=O(\log^{3/2}n).

The two factors have clear sources: h+1≈log⁡nh+1\approx\log n comes from the number of levels of the dyadic decomposition, and log⁡n\sqrt{\log n} comes from requiring nn constraints to hold simultaneously. The original paper treats general dimension and is written in the language of factorization norms; refer to it for the details.

The story of the upper bound stops here. It leaves an impression: there are log⁡n\log n levels, and each level costs an extra log⁡n\sqrt{\log n}. The paper proves that none of this cost can be saved.

§ 6 · IntermediateWhere the lower bound comes from: continuous discrepancy and transference

An older problem: how evenly are the points spread?

Forget colorings and ask only this: when nn points are placed in the unit square [0,1]2[0,1]^2, what does it mean for them to be evenly spread? If the points are evenly spread, a rectangle of area aa should contain about anan points. The continuous discrepancy of a point set PP is defined as the worst deviation

D(P)=sup⁡R ∣ ∣P∩R∣−n⋅area(R)∣,D(n)=min⁡∣P∣=nD(P),D(P)=\sup_{R}\ \Bigl|\,|P\cap R|-n\cdot\mathrm{area}(R)\Bigr|,\qquad D(n)=\min_{|P|=n}D(P),

where RR ranges over the axis-parallel rectangles in [0,1]2[0,1]^2. Note that here you place the points yourself, hence the min⁡\min.

Interactive · 05How evenly three point sets are spread

This computes the largest deviation over anchored rectangles (it differs from D(P)D(P) by a factor of at most 4). The shaded region is the anchored rectangle with the largest deviation.

The grid and the random points both have deviation of order n\sqrt n. The third point set is called a binary net; its deviation is only of order log⁡n\log n. We derive this below, because the derivation again has the structure “log⁡n\log n levels, each contributing a constant”.

Binary nets: error at most 1 per level

Let N=2sN=2^s. Write an integer i∈{0,…,N−1}i\in\{0,\dots,N-1\} with ss bits, then read these ss bits in reverse order as a binary fraction, denoted φ(i)\varphi(i). For example, for s=3s=3 and i=6=(110)2i=6=(110)_2 we get φ(6)=(0.011)2=3/8\varphi(6)=(0.011)_2=3/8. The point set is

P={ (i/N, φ(i)) : i=0,1,…,N−1 }.P=\bigl\{\,(i/N,\ \varphi(i))\ :\ i=0,1,\dots,N-1\,\bigr\}.
Net propertyBackground · Hammersley point set

Let p+q=sp+q=s. Every box of the form [a2p,a+12p)×[b2q,b+12q)\bigl[\frac a{2^p},\frac{a+1}{2^p}\bigr)\times\bigl[\frac b{2^q},\frac{b+1}{2^q}\bigr) (its area is exactly 1/N1/N) contains exactly one point of PP.

ProofThe net property, and D(P)≤4(log⁡2N+1)D(P)\le 4(\log_2N+1)
  1. Net property. The number i/Ni/N lies in the first interval exactly when the top pp bits of ii are the binary representation of aa. The number φ(i)\varphi(i) lies in the second interval exactly when the first qq fractional bits of φ(i)\varphi(i) are the binary representation of bb, that is, when the lowest qq bits of ii are determined. Since p+q=sp+q=s, all ss bits of ii are determined, so there is exactly one such ii.
  2. Splitting. Consider the anchored rectangle [0,X)×[0,Y)[0,X)\times[0,Y). By the binary expansion, [0,X)[0,X) splits into at most ss pairwise disjoint dyadic intervals (of distinct lengths 2−p2^{-p}, 1≤p≤s1\le p\le s) plus a remainder of length less than 1/N1/N. For X=1X=1 it is the single interval [0,1)[0,1).
  3. One dyadic strip. Let II be a dyadic interval of length 2−p2^{-p}. There are 2s−p2^{s-p} points with horizontal coordinate in II. By the net property (with q=s−pq=s-p), exactly one of them has its vertical coordinate in each [b2q,b+12q)\bigl[\frac b{2^q},\frac{b+1}{2^q}\bigr). So the number of points in I×[0,Y)I\times[0,Y) is between ⌊Y2q⌋\lfloor Y2^q\rfloor and ⌈Y2q⌉\lceil Y2^q\rceil, while the “number it should contain” is N⋅2−p⋅Y=Y2qN\cdot2^{-p}\cdot Y=Y2^q. The error is at most 1.
  4. Remainder. All horizontal coordinates are multiples of 1/N1/N, so an interval of length less than 1/N1/N contains at most one point, and the number it should contain is less than 1. The error is at most 1.
  5. Total. The deviation of an anchored rectangle is at most s+1=log⁡2N+1s+1=\log_2N+1. A general rectangle is a signed combination of four anchored rectangles, so D(P)≤4(log⁡2N+1)D(P)\le4(\log_2N+1).

Arbitrary point counts. For any n≥2n\ge2, take (i/n,φ(i))(i/n,\varphi(i)) for 0≤i<n0\le i<n, where φ\varphi reverses the binary digits of ii into a fraction (leading zero digits do not matter). An anchored rectangle selects a prefix of kk indices with ∣k−nX∣≤1|k-nX|\le1. Split this prefix into aligned blocks of power-of-two lengths. There are at most ⌊log⁡2n⌋+1\lfloor\log_2 n\rfloor+1 blocks; in each block, the reversed digits put one point in every equal dyadic vertical interval, so its counting error is at most 1. Adding these errors and ∣k−nX∣Y≤1|k-nX|Y\le1 gives O(log⁡n)O(\log n) for every nn; general rectangles cost at most a factor of four.

The other direction is a theorem that Schmidt proved in 1972: however the points are placed, D(n)≥clog⁡nD(n)\ge c\log n. We do not go into its proof here. Together, the two results determine continuous discrepancy completely:

D(n)=Θ(log⁡n).D(n)=\Theta(\log n).

The version with anchored rectangles only is sup⁡x,y∣ ∣P∩([0,x]×[0,y])∣−nxy ∣\sup_{x,y}\bigl|\,|P\cap([0,x]\times[0,y])|-nxy\,\bigr|; its minimum is also Θ(log⁡n)\Theta(\log n). Dividing it by nn gives what is usually called the star discrepancy, whose optimal order is (log⁡n)/n(\log n)/n.

Transference: good colorings produce evenly spread point sets

There is a bridge between continuous discrepancy and combinatorial discrepancy, called the transference principle. Its proof is elementary and rather neat: color repeatedly and keep only the red points.

Transference principle (simplified form)Background · simplified standard argument; constants from this guide

For all n≥2n\ge2, we have D(n)≤2 Δ2(2n2)+5D(n)\le2\,\Delta_2(2n^2)+5. In other words, if every point set can be colored in a well-balanced way, then there must be a very evenly spread point set.

P02k·n points P12k−1·n points P22k−2·n points Pkn points color, keep redcolor, keep red Each step: D(Pj+1) ≤ D(Pj) / 2 + (discrepancy of this step's coloring)
The old deviation is halved at each step; the new deviation is the discrepancy of that step's coloring.
ProofThe transference principle
  1. Halving. Let PP have NN points (NN even), and let χ\chi be a coloring with ∣χ(P∩R)∣≤f|\chi(P\cap R)|\le f for all rectangles. Let P+P^+ be the set of red points. For every rectangle RR, the number of red points is ∣P+∩R∣=12(∣P∩R∣+χ(P∩R))|P^+\cap R|=\frac12\bigl(|P\cap R|+\chi(P\cap R)\bigr), so ∣ ∣P+∩R∣−12∣P∩R∣ ∣≤f2.\Bigl|\,|P^+\cap R|-\tfrac12|P\cap R|\,\Bigr|\le\tfrac f2. Taking RR to be the whole square gives ∣∣P+∣−N2∣≤f2\bigl||P^+|-\frac N2\bigr|\le\frac f2.
  2. Fixing the number of points. The set P+P^+ may not have exactly N/2N/2 points, but it is off by at most f/2f/2. Delete or add that many points to get a set P′P' with exactly N/2N/2 points. Each point deleted or added changes the number of points in any rectangle by at most 1, so ∣∣P′∩R∣−12∣P∩R∣∣≤f\bigl||P'\cap R|-\frac12|P\cap R|\bigr|\le f.
  3. Recursion for continuous discrepancy. By the triangle inequality, ∣ ∣P′∩R∣−N2 area(R)∣≤∣ ∣P′∩R∣−12∣P∩R∣ ∣+12∣ ∣P∩R∣−N area(R)∣≤f+12D(P).\begin{aligned}\Bigl|\,|P'\cap R|-\tfrac N2\,\mathrm{area}(R)\Bigr|&\le\Bigl|\,|P'\cap R|-\tfrac12|P\cap R|\,\Bigr|+\tfrac12\Bigl|\,|P\cap R|-N\,\mathrm{area}(R)\Bigr|\\&\le f+\tfrac12D(P).\end{aligned} Taking the supremum over RR gives D(P′)≤12D(P)+fD(P')\le\frac12D(P)+f.
  4. Δ2\Delta_2 is nondecreasing in the number of points. Add one more point far away from a point set. Every original rectangle can be shrunk slightly to avoid the new point, so the discrepancy does not decrease.
  5. Iteration. Take k=⌈log⁡2n⌉k=\lceil\log_2n\rceil, start from a set P0P_0 of N0=2knN_0=2^kn points, and halve kk times; PjP_j has 2k−jn2^{k-j}n points. Since 2k<2n2^k<2n, every PjP_j has fewer than 2n22n^2 points, so at every step there is a coloring with discrepancy at most f=Δ2(2n2)f=\Delta_2(2n^2). Unrolling the recursion, D(Pk)≤D(P0)2k+f⋅(1+12+14+… )≤D(P0)2k+2 Δ2(2n2).D(P_k)\le\frac{D(P_0)}{2^k}+f\cdot\Bigl(1+\frac12+\frac14+\dots\Bigr)\le\frac{D(P_0)}{2^k}+2\,\Delta_2(2n^2).
  6. Starting point. Let P0P_0 be a ⌈N0⌉×⌈N0⌉\lceil\sqrt{N_0}\rceil\times\lceil\sqrt{N_0}\rceil grid with the surplus points removed. Counting grid points directly gives D(P0)≤5N0D(P_0)\le5\sqrt{N_0}. Hence D(P0)/2k≤5n/2k≤5D(P_0)/2^k\le5\sqrt{n/2^k}\le5, because 2k≥n2^k\ge n.
  7. Conclusion. The set PkP_k has exactly nn points, so D(n)≤D(Pk)≤2 Δ2(2n2)+5D(n)\le D(P_k)\le2\,\Delta_2(2n^2)+5.

Combining this with Schmidt's theorem D(n)≥clog⁡nD(n)\ge c\log n gives Δ2(2n2)≥12(clog⁡n−5)\Delta_2(2n^2)\ge\frac12(c\log n-5). Using monotonicity once more, we get Δ2(N)=Ω(log⁡N)\Delta_2(N)=\Omega(\log N) for all NN. This is where the classical lower bound comes from.

Ceiling

The logic of this route is “combinatorial discrepancy cannot be smaller than continuous discrepancy”. But continuous discrepancy is exactly Θ(log⁡n)\Theta(\log n), and the binary net already achieves it. So this route by itself cannot prove a lower bound larger than log⁡n\log n.

Transference goes in one direction only: good colorings produce evenly spread point sets, but the existence of evenly spread point sets does not guarantee good colorings. The paper's result shows that the two really are different: in the plane, combinatorial discrepancy is larger than continuous discrepancy by a factor of log⁡n\sqrt{\log n}.

§ 7 · IntermediateOther lower-bound tools, and where they stop

Besides transference, two other kinds of methods have given Ω(log⁡n)\Omega(\log n). Their ideas are similar: for every coloring, the same procedure produces evidence that “a bad rectangle exists”.

The orthogonal-function method

This method was introduced by Roth in 1954. Write the deviation as a function D(x,y)D(x,y) on the square, and find a test function FF such that the inner product ⟨D, F⟩=∬DF\ip{D}{F}=\iint DF is large while FF itself is not large. By the Cauchy–Schwarz inequality, the mean square of DD then cannot be small. The test function is assembled from Haar functions: each dyadic box carries a small wavelet with values ±1\pm1, and boxes of different shapes give mutually orthogonal functions.

OptionalRoth's theorem in full: D(N)≥1128log⁡2ND(N)\ge\frac1{128}\sqrt{\log_2N}

Let P⊂[0,1)2P\subset[0,1)^2 have NN points, and let D(x,y)=#(P∩[0,x)×[0,y))−NxyD(x,y)=\#\bigl(P\cap[0,x)\times[0,y)\bigr)-Nxy.

  1. Scale. Choose an integer nn with 2N≤2n<4N2N\le2^n<4N. For each r=(r1,r2)r=(r_1,r_2) with r1+r2=nr_1+r_2=n, cut the square into 2n2^n dyadic boxes of size 2−r1×2−r22^{-r_1}\times2^{-r_2}, each of area 2−n2^{-n}. There are n+1n+1 such rr.
  2. Haar functions. For an interval II, let hIh_I be +1+1 on the left half, −1-1 on the right half, and 0 outside the interval. For a box R=I×JR=I\times J, let hR(x,y)=hI(x)hJ(y)h_R(x,y)=h_I(x)h_J(y).
  3. Inner product on an empty box. Integrating directly, ∫Ix hI(x) dx=−∣I∣2/4\int_I x\,h_I(x)\,dx=-|I|^2/4, so ∬Nxy hR=N∣R∣2/16\iint Nxy\,h_R=N|R|^2/16. On the other hand, if RR contains no point of PP, then for each point pp the counting function 1{px<x}1{py<y}\one_{\{p_x<x\}}\one_{\{p_y<y\}} is constant on RR in at least one of the two variables, and hIh_I and hJh_J both have integral 0, so the counting part has inner product 0 with hRh_R. Hence an empty box satisfies ⟨D, hR⟩=−N∣R∣2/16\ip{D}{h_R}=-N|R|^2/16.
  4. Test function for one level. Let fr=−∑hRf_r=-\sum h_R, summed over all empty boxes of type rr. Since N≤2n−1N\le2^{n-1}, there are at least 2n−12^{n-1} empty boxes, so ⟨D, fr⟩≥2n−1⋅N 4−n16=N2−n32>1128,∥fr∥2≤2n⋅2−n=1.\ip{D}{f_r}\ge2^{n-1}\cdot\frac{N\,4^{-n}}{16}=\frac{N2^{-n}}{32}>\frac1{128},\qquad\norm{f_r}^2\le2^n\cdot2^{-n}=1.
  5. Orthogonality. If r≠r′r\ne r', we may assume r1<r1′r_1<r_1'. A box of type r′r' is narrower in the xx-direction: its xx-interval is either disjoint from II or contained in one half of II, and then hIh_I is constant on it, so the integral is 0. Hence ⟨fr, fr′⟩=0\ip{f_r}{f_{r'}}=0.
  6. Putting it together. Let F=∑rfrF=\sum_rf_r. Then ⟨D, F⟩>n+1128\ip{D}{F}>\frac{n+1}{128} and ∥F∥2=∑r∥fr∥2≤n+1\norm{F}^2=\sum_r\norm{f_r}^2\le n+1. By Cauchy–Schwarz, sup⁡∣D∣ ≥ ∥D∥2 ≥ ⟨D, F⟩∥F∥>n+1128≥log⁡2N128.\sup|D|\ \ge\ \norm{D}_2\ \ge\ \frac{\ip{D}{F}}{\norm{F}}>\frac{\sqrt{n+1}}{128}\ge\frac{\sqrt{\log_2N}}{128}.

Each level rr contributes a constant, and there are n+1≈log⁡Nn+1\approx\log N levels. In the mean-square sense these contributions combine as “the square root of the sum of squares”, which gives log⁡N\sqrt{\log N}. Schmidt's 1972 theorem raised this to log⁡N\log N. Later, Halász reproved this result within Roth's framework with a more delicate test function, which makes the contributions of the levels add up directly.

Applying the same idea to colorings, Wei and Yi proved that the combinatorial discrepancy of binary nets is Ω(log⁡n)\Omega(\log n). In proofs of this kind the gain accumulates scale by scale: there are log⁡n\log n levels, and each contributes a constant.

For the binary net of Section 6 this is already the limit of what can be proved, because that net really can be colored this well. The verification below is supplied by this guide and is not in the paper; it uses only the tools of Section 6.

DerivationThe binary net of Section 6 can be colored with discrepancy 4(log⁡2N+1)4(\log_2N+1)
  1. Coloring. The ii-th point (i/N,φ(i))(i/N,\varphi(i)) gets the color (−1)b(i)(-1)^{b(i)}, where b(i)b(i) is the number of ones in the binary expansion of ii.
  2. Colors in one dyadic strip. Let II be a dyadic interval of length 2−p2^{-p}, and let q=s−pq=s-p. The points with horizontal coordinate in II are i=a⋅2q+ji=a\cdot2^q+j, j=0,…,2q−1j=0,\dots,2^q-1. Sorting them by vertical coordinate is the same as sorting them by rr, the qq-bit reversal of jj. Reversal does not change the number of ones, so the point in position rr has color ±(−1)b(r)\pm(-1)^{b(r)}, with the same sign for the whole strip.
  3. Prefix sums are at most 1 in absolute value. The sequence (−1)b(r)(-1)^{b(r)}, r=0,1,2,…r=0,1,2,\dots, is +,−,−,+,−,+,+,−,…+,-,-,+,-,+,+,-,\dots. Since b(2r+1)=b(2r)+1b(2r+1)=b(2r)+1, its terms come in pairs, and each pair is (+,−)(+,-) or (−,+)(-,+). Every prefix sum is therefore −1-1, 00 or 11.
  4. Total. The points in the strip I×[0,Y)I\times[0,Y) form a prefix of this order, so their signed count has absolute value at most 1. As in Section 6, split an anchored rectangle into at most ss strips plus a remainder; its signed count then has absolute value at most s+1s+1. For a general rectangle, multiply by 4.

So as long as a proof is aimed at point sets of this kind, its conclusion cannot exceed log⁡n\log n. To get past this, a different kind of point set is needed.

The factorization norm γ2\gamma_2

The second kind of method comes from linear algebra. Record “which point lies in which rectangle” as a 0–1 matrix AA. Factor AA as a product of two matrices, A=BCA=BC, and define

γ2(A)=min⁡A=BC (length of the longest row of B)×(length of the longest column of C).\gamma_2(A)=\min_{A=BC}\ \bigl(\text{length of the longest row of}\ B\bigr)\times\bigl(\text{length of the longest column of}\ C\bigr).

Matoušek, Nikolov and Talwar proved that this quantity bounds the discrepancy from both sides (more precisely, the “hereditary discrepancy”: the worst discrepancy over all subsets of the point set; Tusnády's problem can be reduced to this quantity on a grid):

γ2(A)Clog⁡M≤herdisc⁡(A)≤Clog⁡M γ2(A).\frac{\gamma_2(A)}{C\log M}\le\operatorname{herdisc}(A)\le C\sqrt{\log M}\,\gamma_2(A).

Here MM is the number of rows and CC is a constant. The dyadic decomposition in Section 5 gives a factorization of the one-dimensional prefix matrix: the maximum row norm and column norm are each at most h+1\sqrt{h+1}, so their product is at most h+1h+1. For anchored boxes on a full equal-sided dd-dimensional product grid with nn points, γ2=Θd(log⁡dn)\gamma_2=\Theta_d(\log^d n). The lower bound below uses hereditary discrepancy to select a subset of that grid; it does not assert this value for every point set. For an arbitrary nn-point set, embedding coordinate ranks in a grid gives the needed upper bound on γ2\gamma_2. Thus, for fixed dd, the general inequalities give

Ω(log⁡d−1n) ≤ Δd(n) ≤ O(log⁡d+1/2n).\Omega(\log^{d-1}n)\ \le\ \Delta_d(n)\ \le\ O(\log^{d+1/2}n).
Ceiling

Each of the two inequalities loses a logarithmic factor, and it is known that neither loss can be improved for general matrices. On the planar product grid γ2≈log⁡2n\gamma_2\approx\log^2n, and dividing by log⁡n\log n on the lower-bound side gives exactly log⁡n\log n once again. The true value log⁡3/2n\log^{3/2}n lies strictly between the two bounds; this general-purpose ruler cannot measure it.

Summary: three methods, the same number

MethodLower bound obtainedWhy it stops there
Continuous discrepancy + transferenceΩ(log⁡n)\Omega(\log n)Continuous discrepancy itself is Θ(log⁡n)\Theta(\log n)
Orthogonal-function methodΩ(log⁡n)\Omega(\log n)The known arguments gain only a constant per level; the binary net of Section 6 itself can be colored with discrepancy O(log⁡n)O(\log n)
Factorization norm γ2\gamma_2Ω(log⁡d−1n)\Omega(\log^{d-1}n), which is log⁡n\log n in the planeThe general inequalities come with a logarithmic loss
The paper: random point sets, a probability estimate for each coloringΩ(log⁡3/2n)\Omega(\log^{3/2}n)Matches the upper bound

The specific arguments reviewed here have two features. First, they do not give the paper's uniform lower bound for random point sets: transference and factorization norms produce bad point sets among the subsets of a grid, while the combinatorial-discrepancy application of the orthogonal-function method presented above concerns binary nets. The method itself is not restricted to such point sets. Second, the arguments presented here that count their gain scale by scale gain a constant per level, for a total of log⁡n\log n over log⁡n\log n levels. The paper changes both: the points are random, and each scale gains an amount of order log⁡n\sqrt{\log n}. The skeleton of the proof is still a gain collected level by level, and in this it descends directly from the orthogonal-function method. What differs is how much each level gains, and how to make the bound hold for all 2n2^n colorings simultaneously.

Part III · Sections 8–10

A different question

Instead of constructing a bad point set, we place the points at random and then prove that any given coloring is extremely unlikely to be good. This part explains this change of viewpoint, what it demands of the probability estimates, and a small tool that is used from here on: revealing a random number one digit at a time.

§ 8 · BasicsRandom points, one coloring at a time

Section 3 stressed that a lower bound has to rule out all 2n2^n colorings. The classical arguments described above do not give the paper’s lower bound for random point sets, simultaneously for all colorings. The paper sets things up differently:

PointsNo construction. Place nn points P1,…,PnP_1,\dots,P_n independently and uniformly at random in the unit square [0,1]2[0,1]^2, and write Pi=(Ui,Vi)P_i=(U_i,V_i).
ColoringGive the ii-th point a color χi∈{+1,−1}\chi_i\in\{+1,-1\}. A coloring is a vector χ=(χ1,…,χn)\chi=(\chi_1,\dots,\chi_n), and there are 2n2^n of them. Colors are assigned by the index of the point, and they are fixed before the points are placed.
GoalFor each fixed χ\chi, prove that the probability of “this coloring is well balanced on every anchored rectangle” is extraordinarily small.

Write the signed count of the points in the anchored rectangle [0,x]×[0,y][0,x]\times[0,y] as a function of two variables:

Fχ(x,y)=∑i=1nχi 1{Ui≤x, Vi≤y}.F_\chi(x,y)=\sum_{i=1}^n\chi_i\,\one_{\{U_i\le x,\ V_i\le y\}}.

Here 1{⋯ }\one_{\{\cdots\}} is the indicator function: it equals 1 if the condition holds and 0 otherwise. We also write ∥Fχ∥∞=max⁡0≤x,y≤1∣Fχ(x,y)∣\norm{F_\chi}_\infty=\max_{0\le x,y\le1}\abs{F_\chi(x,y)}; this is the largest imbalance of this coloring over the anchored rectangles. The main theorem of the paper is the following statement.

Theorem 1.1 (Random points)Theorem 1.1 of the paper

For every A>0A>0, there is a constant cA>0c_A>0 such that the following holds for every integer n≥1n\ge1. If P1,…,PnP_1,\dots,P_n are independent uniform points in [0,1]2[0,1]^2, then

Pr⁡[ for every χ∈{±1}n, ∥Fχ∥∞≥cA(log⁡2n)3/2 ] ≥ 1−e−An.\Pr\Bigl[\ \text{for every}\ \chi\in\{\pm1\}^n,\ \norm{F_\chi}_\infty\ge c_A(\log_2n)^{3/2}\ \Bigr]\ \ge\ 1-e^{-An}.

The event in the brackets is a statement about the point set, not about any one coloring: however these points are colored, some anchored rectangle has imbalance at least cA(log⁡2n)3/2c_A(\log_2n)^{3/2}. So the coloring may well be chosen after seeing all the points. The coloring you choose is still one of the 2n2^n vectors, and the conclusion holds for it too.

Three things follow at once from this theorem.

  • Bad point sets exist. An event of positive probability is not empty, and random points are almost surely distinct (that is, distinct with probability 1). So there is at least one nn-point set for which every coloring leaves an anchored rectangle with imbalance at least cA(log⁡2n)3/2c_A(\log_2n)^{3/2}. Anchored rectangles are rectangles, so Δ2(n)≥clog⁡3/2n\Delta_2(n)\ge c\log^{3/2}n. Together with Nikolov's upper bound, Δ2(n)=Θ(log⁡3/2n)\Delta_2(n)=\Theta(\log^{3/2}n).
  • Random point sets are as bad as possible. No clever construction is needed: points placed at random attain the worst-case order with probability extremely close to 1.
  • AA can be arbitrarily large. Even a failure probability of e−100ne^{-100n} is possible; the constant cAc_A just becomes smaller. The paper does not optimize cAc_A. It is very small, so the bound is of interest only for large nn; the end of Section 18 gives the actual numbers.

The two steps of the proof

Write t=cA(log⁡2n)3/2t=c_A(\log_2n)^{3/2}. The proof has two steps, and the first one is the main body of the whole paper.

Fixed coloringFor each fixed χ\chi, prove that Pr⁡[∥Fχ∥∞≤t]≤e−(A+ln⁡2)n\Pr\bigl[\norm{F_\chi}_\infty\le t\bigr]\le e^{-(A+\ln2)n}.
Union bound“Some coloring χ\chi is good” is a union of 2n2^n events, so its probability is at most 2n⋅e−(A+ln⁡2)n=e−An2^n\cdot e^{-(A+\ln2)n}=e^{-An}.

The second step uses only the union bound of Section 5, and it needs no independence whatsoever among these 2n2^n events. But it makes a strong demand on the first step: for every coloring, the probability that it is “good” must be smaller than 2−n2^{-n}. If we could only prove 0.9n0.9^n, multiplying by 2n2^n would give 1.8n1.8^n, which says nothing. In other words, each additional point must, on average, more than halve the probability that the coloring is good.

The proof in Part IV is slightly more refined than these two steps. The event “the coloring is good” is split into two events. One depends only on the positions of the points; it is the same event for every coloring, so it has to be ruled out only once. Only the other one has to be estimated coloring by coloring and then multiplied by 2n2^n. But the demand is unchanged: for the part that is estimated coloring by coloring, the probability must be far below 2−n2^{-n}.

Random coloring of Section 5 (upper bound)Here (lower bound)
What is randomthe coloringthe positions of the points
What is fixedthe point set, and one rectangleone coloring
What the union bound runs overat most n4n^4 rectangles2n2^n colorings
How small each probability must ben−5n^{-5} is enoughmust be below 2−n2^{-n}
Conclusiona good coloring existswith very high probability, there is no good coloring

Once χ\chi is fixed, all the randomness is in the positions of the points: each point carries its preassigned color and lands, independently, at a uniform position in the square. Moreover, the horizontal coordinate UiU_i and the vertical coordinate ViV_i of the same point are independent. Section 10 uses this: it treats all vertical coordinates as known and lets only the horizontal coordinates be random.

§ 9 · IntermediateWhat to aim for: guessing the exponent 32\frac32

Before starting the proof, let us estimate how large tt can be. This section is a heuristic calculation. It corresponds to the first half of the paragraph “The Brownian sheet and Talagrand's proof” in Section 3 of the paper. It is not part of the proof, but it explains where the exponent 32\frac32 comes from.

Fix χ\chi and write S=∑iχiS=\sum_i\chi_i. Then Fχ(x,y)F_\chi(x,y) is a sum of nn independent terms, each of which contributes ±1\pm1 with probability xyxy and 0 otherwise. Its mean is S xyS\,xy, and its fluctuations around the mean are of order n\sqrt n. Subtract the mean and divide by n\sqrt n: the resulting process has covariance min⁡(x,x′)min⁡(y,y′)−xy x′y′\min(x,x')\min(y,y')-xy\,x'y'. Probability theory has a random surface that is very similar, the Brownian sheet, written W(x,y)W(x,y). It is the two-dimensional version of Brownian motion: W(x,y)W(x,y) is normally distributed with mean 0 and variance xyxy, its covariance is min⁡(x,x′)min⁡(y,y′)\min(x,x')\min(y,y'), and its increments over disjoint rectangles are independent. The extra term xy x′y′xy\,x'y' corresponds to pinning the sheet at the upper right corner, that is, to W(x,y)−xy W(1,1)W(x,y)-xy\,W(1,1). Below we borrow the Brownian sheet only to guess the scale; we do not distinguish the two processes, and we ignore the mean.

Small-ball estimateBackground · Bass 1988, Talagrand 1994

The probability that the Brownian sheet stays in [−ε,ε][-\varepsilon,\varepsilon] on the whole square satisfies

−log⁡Pr⁡[∥W∥∞≤ε] ≍ ε−2log⁡3(1/ε)(ε→0),-\log\Pr\bigl[\norm{W}_\infty\le\varepsilon\bigr]\ \asymp\ \varepsilon^{-2}\log^3(1/\varepsilon)\qquad(\varepsilon\to0),

where ≍\asymp means that the two sides agree up to constant factors. The upper bound on the left-hand side is due to Bass, and the matching lower bound is due to Talagrand. We will also use ≳\gtrsim and ≲\lesssim: “at least” and “at most” up to constant factors.

The one-dimensional analogue is easier to understand. The probability that Brownian motion B(s)B(s) stays in [−ε,ε][-\varepsilon,\varepsilon] throughout [0,1][0,1] is about e−c/ε2e^{-c/\varepsilon^2}. The reason is this. Cut time into pieces of length ε2\varepsilon^2. In each piece it gets beyond ±ε\pm\varepsilon with constant probability, and it has to stay inside for 1/ε21/\varepsilon^2 pieces in a row. The extra log⁡3(1/ε)\log^3(1/\varepsilon) in two dimensions has no such simple explanation; it is exactly the content of Talagrand's theorem.

Now substitute this into the demand of Section 8. The event “∥Fχ∥∞≤t\norm{F_\chi}_\infty\le t” corresponds to “∥W∥∞≤ε\norm{W}_\infty\le\varepsilon” with ε=t/n\varepsilon=t/\sqrt n. This suggests the guess

Pr⁡[∥Fχ∥∞≤t] ≈ exp⁡(−c nt2 log⁡3nt).\Pr\bigl[\norm{F_\chi}_\infty\le t\bigr]\ \approx\ \exp\Bigl(-c\,\frac{n}{t^2}\,\log^3\frac{\sqrt n}{t}\Bigr).

For this to be smaller than 2−n2^{-n}, the exponent must be at least of order nn:

nt2 log⁡3nt ≳ n⟺t ≲ log⁡3/2nt.\frac{n}{t^2}\,\log^3\frac{\sqrt n}{t}\ \gtrsim\ n\qquad\Longleftrightarrow\qquad t\ \lesssim\ \log^{3/2}\frac{\sqrt n}{t}.

When tt is only a power of log⁡n\log n, we have log⁡nt≈12log⁡n\log\frac{\sqrt n}t\approx\frac12\log n. So the threshold is exactly at t≍log⁡3/2nt\asymp\log^{3/2}n: for smaller tt the union bound suffices, and for larger ones it does not. The 32\frac32 is half of 3: the cube of the logarithm in the small-ball estimate turns into the power 32\frac32 when the square root is taken.

ProblemRandom processSmall-ball exponentResulting ttTrue answer
intervals on the lineBrownian motionε−2\varepsilon^{-2}a constant1 (Section 2)
rectangles in the planeBrownian sheetε−2log⁡3(1/ε)\varepsilon^{-2}\log^3(1/\varepsilon)log⁡3/2n\log^{3/2}nΘ(log⁡3/2n)\Theta(\log^{3/2}n) (the paper)

The first row is a sanity check: in one dimension the exponent has no logarithm, and solving for tt gives a constant. This agrees with Section 2: “color alternately, and the largest imbalance is always 1”.

This is only a guess

“Looks like a Brownian sheet” is a statement about a limit in distribution, which describes typical fluctuations. The probabilities to be estimated here are as small as e−ne^{-n}, and weak convergence by itself does not control exponentially small probabilities. As the paper puts it, the calculation predicts only the scale: FχF_\chi is not a Gaussian process, and a Gaussian limit cannot control probabilities that small. So Part IV has to give a proof directly for finitely many points.

Also, the analogy leaves out two things: the limit process is pinned at the upper right corner, and when the colors are unbalanced FχF_\chi has the mean S xyS\,xy; if every point is red, Fχ(1,1)=nF_\chi(1,1)=n, which is not of order n\sqrt n at all. They can be set aside when guessing the scale, but not in a proof.

The proof in Part IV does not use Gaussian distributions at all. But the relation between the parameters that it ends up with is exactly the one in the calculation above; Section 19 comes back to compare the two.

§ 10 · IntermediateRevealing digit by digit: a random number as a sequence of dice

The randomness in the proof is released a little at a time. First we look at how to take one random number apart. Take an integer b≥2b\ge2 as the base. Cut [0,1][0,1] into bb equal pieces; the index of the piece that contains UU is its first digit d1∈{1,…,b}d_1\in\{1,\dots,b\}. Then cut that piece into bb equal smaller pieces; the index of the one that contains UU is d2d_2. Continue in this way. This is the base-bb expansion of UU, except that the digits are counted from 1, so that they match “the rr-th child” later on.

01 1234 1234 1234 base b = 4: the first three digits of this point are 3, 2, 4
Each row takes the highlighted piece of the row above, magnifies it to full width, and cuts it into four equal pieces again.
Tool · The digits of a uniform random number

If UU is uniformly distributed on [0,1][0,1], then its digits d1,d2,…d_1,d_2,\dots are independent, and each of them is uniformly distributed on {1,…,b}\{1,\dots,b\}.

Proof: “the first jj digits are r1,…,rjr_1,\dots,r_j, in this order” is equivalent to “UU lies in one particular interval of length b−jb^{-j}”, which has probability b−j=1b⋅1b⋯1bb^{-j}=\frac1b\cdot\frac1b\cdots\frac1b. The joint probability is the product of the individual probabilities, and this is exactly the definition of being independent and uniform.

So a uniform random number can be viewed as a sequence of independent bb-sided dice. After the first jj dice have been rolled, we know only which interval of length b−jb^{-j} contains UU. The next die decides which child of this interval the number falls into, and it is independent of the earlier rolls.

Information and conditional expectation

The proof proceeds in stages, numbered from 0 to hh (here hh is the number of transitions; it is fixed in Section 11). Let Fj\mathcal F_j be the information at stage jj: the vertical coordinates V1,…,VnV_1,\dots,V_n of all nn points, together with the first jj digits of every horizontal coordinate UiU_i. So F0\mathcal F_0 contains only the vertical coordinates. Each further stage reveals one more digit of every point.

The points are independent, and UiU_i is independent of ViV_i. So, conditional on Fj\mathcal F_j, the next digits of the nn points are nn independent uniform bb-sided dice. This is all the randomness that is added between stage jj and stage j+1j+1.

Tool · Conditional expectation

E[X∣Fj]\EE[X\mid\mathcal F_j] means: treat the information as constant, and average only over the digits that have not been revealed yet. The result is a quantity determined by the information. We will use four of its properties.

Linearity. E[X+Y∣Fj]=E[X∣Fj]+E[Y∣Fj]\EE[X+Y\mid\mathcal F_j]=\EE[X\mid\mathcal F_j]+\EE[Y\mid\mathcal F_j]; no independence is needed.

Known quantities can be taken out. If YY is determined by Fj\mathcal F_j, then E[YX∣Fj]=Y⋅E[X∣Fj]\EE[YX\mid\mathcal F_j]=Y\cdot\EE[X\mid\mathcal F_j]. In the average, YY is a constant.

Tower property. Averaging first over the digits revealed later and then over those revealed earlier is the same as averaging over all of them at once: E[E[X∣Fj+1]∣Fj]=E[X∣Fj]\EE\bigl[\EE[X\mid\mathcal F_{j+1}]\bigm|\mathcal F_j\bigr]=\EE[X\mid\mathcal F_j], and in particular E[E[X∣Fj]]=E[X]\EE\bigl[\EE[X\mid\mathcal F_j]\bigr]=\EE[X].

Absolute value. ∣E[X∣Fj]∣≤E[ ∣X∣∣Fj]\bigl|\EE[X\mid\mathcal F_j]\bigr|\le\EE\bigl[\,|X|\bigm|\mathcal F_j\bigr]. The absolute value of an average is at most the average of the absolute values; this is the triangle inequality.

If there are only finitely many possible outcomes, a conditional expectation is just a weighted average, and all four properties can be checked directly. That is the situation here: each step involves only nn dice, with bnb^n outcomes in total, each of probability b−nb^{-n}. Only at one place, in Section 13, do we have to average over a continuous position; it is explained there.

Part IV · Sections 11–18

Local oscillation

This part is the proof itself, following version r65 of the paper. Its central object is a quantity ZjZ_j that measures local oscillation. The proof rests on three things. In one transition, ZZ increases on average by a definite amount (Lemmas 2.1, 2.3, 2.4 and Fact 2.2). When the points are spread out, this amount is large enough, and the points are almost always spread out (Lemma 2.5). The actual increase is unlikely to fall far below the average (Lemma 2.6). Proposition 2.7 combines these and takes a union bound over all colorings.

The route is as follows. We first cut the square into cells, stage by stage, and define ZjZ_j (Sections 11 and 12). Inside one rectangle we prove that the refinement does not decrease the expected oscillation and in fact adds an extra term (Sections 13 and 14), and that one digit has very little effect on ZZ (Section 15). Then we chain the hh transitions together (Section 16), show that all transitions are good with high probability when M≤nM\le n (Section 17), and finish by choosing the parameters (Section 18). The equation numbers (1)–(18), Lemmas 2.1 and 2.3–2.6, Fact 2.2, Proposition 2.7 and Fact A.1 of the appendix all agree with the paper. In a few places the order of presentation differs from the paper for the sake of the explanation; this is noted where it happens.

§ 11 · Basicsh+1h+1 stages, a family of rectangles of equal area

From here to Section 17 the coloring χ\chi is fixed, and we write FF for FχF_\chi. Almost surely, all points have distinct vertical coordinates, and no coordinate of a point has the form k/brk/b^r with integers kk and r≥0r\ge0. We work on this event only. All intervals below have endpoints of the form k/brk/b^r, so no point lies on a dividing line.

We use three parameters:

  • the base b≥3b\ge3, an integer;
  • the number of transitions h≥1h\ge1, an integer;
  • M=bh−1M=b^{h-1}.

Their values are chosen only in Section 18: bb is a large constant that depends only on AA, and hh is about log⁡n\log n divided by log⁡b\log b.

Stages. For j=0,1,…,hj=0,1,\dots,h, stage jj cuts the square as follows:

  • Horizontally, into bjb^j intervals II of length b−jb^{-j}. Two horizontal coordinates lie in the same interval exactly when their first jj digits agree.
  • Vertically, into bh−jb^{h-j} blocks BB of height bj−hb^{j-h}. Blocks are closed at the bottom and open at the top.

The rectangles I×BI\times B are the cells of stage jj. There are bj⋅bh−j=bh=bMb^j\cdot b^{h-j}=b^h=bM of them, each of area b−j⋅bj−h=b−hb^{-j}\cdot b^{j-h}=b^{-h}. Neither the number nor the area depends on jj; only the shape changes. Stage 0 consists of bhb^h thin horizontal strips, and stage hh of bhb^h thin vertical strips.

Interactive · 06Four stages of the same square

To keep the picture readable, we take b=4b=4 and h=3h=3 here. Drag the slider to change the stage jj: the horizontal cuts get finer and the vertical pieces get coarser, while the number and the area of the cells stay the same. The readout below shows the digits of the circled point that have been revealed so far.

There are h+1h+1 stages, j=0,1,…,hj=0,1,\dots,h. The passage from stage jj to stage j+1j+1 is called the transition j→j+1j\to j+1. Here j=0,…,h−1j=0,\dots,h-1, so there are hh transitions.

In one transition, two things happen at once:

  • Every interval II is cut into bb children C1,…,CbC_1,\dots,C_b, numbered from left to right. The next digit of a point decides which child it falls into.
  • Every bb adjacent old blocks B1,…,BbB_1,\dots,B_b (from bottom to top) merge into one new block JJ.
B1B2⋮⋮Bb C1C2⋯⋯Cb J II stage j: b old blocksstage j+1: b children merge verticallyrefine horizontally
One transition takes place inside a rectangle R=I×JR=I\times J (compare Figure 2 and the left panel of Figure 3 in the paper). The bb old cells I×BℓI\times B_\ell on the left and the bb new cells Ck×JC_k\times J on the right cover the same region.

Such an R=I×JR=I\times J is called a comparison rectangle: II is an interval of stage jj, and JJ is a block of stage j+1j+1. There are bj⋅bh−j−1=Mb^j\cdot b^{h-j-1}=M comparison rectangles, each of area 1M\frac1M. So

nM=average number of points of a comparison rectangle.\frac nM=\text{average number of points of a comparison rectangle}.

This ratio will come up again and again. Section 18 will show that it should be of order hh.

A family of rectangles of the same area and of different shapes is nothing new: Roth's method in Section 7 uses dyadic boxes of fixed area. What is new is that we will measure a different quantity on this family.

§ 12 · IntermediateEndpoint average and oscillation

Endpoint average

For a horizontal interval I=[s,t]I=[s,t], take the mean of the two values of FF at its endpoints:

aI(y)=F(s,y)+F(t,y)2.(2)a_I(y)=\frac{F(s,y)+F(t,y)}2.\tag{2}

The paper writes I−I^-, I+I^+ for the endpoints and a(I)a^{(I)} for this function, shortened to aa while II is fixed. Equation (1) is the definition of ZjZ_j below; the paper states it already in the introduction.

It is a function of yy, called the endpoint average of II. Let us see how much each point counts in it. Among the points whose vertical coordinate is at most yy, F(s,y)F(s,y) counts those to the left of II, each with its color, and F(t,y)F(t,y) counts these points and also those in II. So:

left end sright end tinterval I both ends count it: weight 1 only t counts it: weight ½ neither counts it: weight 0
The weight of a point in aIa_I depends only on whether the point lies to the left of II, in II, or to the right of II.
aI(y)=∑i=1nχi wI(Ui) 1{Vi≤y},wI(u)={1,u to the left of I,12,u in I,0,u to the right of I.a_I(y)=\sum_{i=1}^n\chi_i\,w_I(U_i)\,\one_{\{V_i\le y\}},\qquad w_I(u)=\begin{cases}1,&u\ \text{to the left of}\ I,\\[2pt]\tfrac12,&u\ \text{in}\ I,\\[2pt]0,&u\ \text{to the right of}\ I.\end{cases}

So aI(y)a_I(y) is a step function: each time yy moves up past a point, it jumps by χiwI(Ui)\chi_iw_I(U_i), that is, by ±1\pm1, by ±12\pm\frac12, or not at all. The 12\frac12 may look odd; Sections 13 and 14 will show that the whole proof turns on it. The factor wI(Ui)w_I(U_i) is called the weight of the point in II.

Example

Take b=4b=4 and h=1h=1. Consider the interval I=[14,12]I=[\frac14,\frac12] and three points: a red point to the left of II, at height 0.3; and, in II, a blue point at height 0.55 and a red point at height 0.8. Their weights are 11, 12\frac12, 12\frac12, in this order. Let yy move from the bottom to the top:

aI(y)={0,y<0.3,1,0.3≤y<0.55,1−12=12,0.55≤y<0.8,12+12=1,y≥0.8.a_I(y)=\begin{cases}0,&y<0.3,\\1,&0.3\le y<0.55,\\1-\frac12=\frac12,&0.55\le y<0.8,\\\frac12+\frac12=1,&y\ge0.8.\end{cases}

Below 0.3 there is no point. Passing the red point on the left adds 1; passing the blue point subtracts 12\frac12; passing the last red point adds 12\frac12.

Interactive · 07How the endpoint average aI(y)a_I(y) is counted

Take b=4b=4 and 12 points. The left panel overlays the two anchored rectangles [0,s]×[0,y][0,s]\times[0,y] and [0,t]×[0,y][0,t]\times[0,y]: the strip to the left of II is covered twice and the inside of II only once, which gives the weights 1 and 12\frac12. The right panel plots aIa_I as a function of the height, with the height axis aligned with the left panel. Drag the height yy and watch how far the right panel jumps each time the dashed line passes a point.

A few things are worth trying. Set the stage to 0. Then I=[0,1]I=[0,1], the rectangle of the left endpoint is empty, aI(y)=12F(1,y)a_I(y)=\frac12F(1,y), and every point has weight 12\frac12. Move the interval all the way to the right: almost every point has weight 1, and aIa_I is close to F(1,y)F(1,y) itself. Flip the color of a point in II: the part of aIa_I above this point shifts by 1. Flip a point to the left of II: it shifts by 2. Flip a point to the right: nothing changes.

Oscillation

The function aI(y)a_I(y) is a step function with finitely many jumps, so it has a maximum and a minimum on every block. For a function ff of the height and a vertical interval BB, define

osc⁡B f=max⁡Bf−min⁡Bf,mid⁡B f=max⁡Bf+min⁡Bf2,(3)\operatorname{osc}_B\,f=\max_Bf-\min_Bf,\qquad\operatorname{mid}_B\,f=\frac{\max_Bf+\min_Bf}2,\tag{3}

called the oscillation and the midpoint of ff on BB. The oscillation measures how wide the range of values of ff on BB is, and the midpoint measures where this range lies. The maximum and the minimum are mid⁡B f±12osc⁡B f\operatorname{mid}_B\,f\pm\frac12\operatorname{osc}_B\,f. Vertical intervals are closed at the bottom and open at the top.

Tool · Three properties of the oscillation

Shift invariance. Adding a constant cc on the whole block moves the maximum and the minimum together, so the oscillation does not change; the midpoint increases by cc.

Triangle inequality. osc⁡B(f+g)≤osc⁡B f+osc⁡B g\operatorname{osc}_B(f+g)\le\operatorname{osc}_B\,f+\operatorname{osc}_B\,g. Reason: max⁡(f+g)≤max⁡f+max⁡g\max(f+g)\le\max f+\max g and min⁡(f+g)≥min⁡f+min⁡g\min(f+g)\ge\min f+\min g; subtract the second from the first. Applied repeatedly, it extends to finite sums. Also, multiplying by a constant cc multiplies the oscillation by ∣c∣|c|: osc⁡B(cf)=∣c∣osc⁡B f\operatorname{osc}_B(cf)=|c|\operatorname{osc}_B\,f.

Reverse triangle inequality. ∣osc⁡B(f+g)−osc⁡B f∣≤osc⁡B g\bigl|\operatorname{osc}_B(f+g)-\operatorname{osc}_B\,f\bigr|\le\operatorname{osc}_B\,g. Reason: write ff as (f+g)+(−g)(f+g)+(-g); the triangle inequality and osc⁡B(−g)=osc⁡B g\operatorname{osc}_B(-g)=\operatorname{osc}_B\,g then give osc⁡B f≤osc⁡B(f+g)+osc⁡B g\operatorname{osc}_B\,f\le\operatorname{osc}_B(f+g)+\operatorname{osc}_B\,g. The other direction is the triangle inequality itself.

The first property is the reason for choosing the oscillation: when a point whose height is not in BB is moved, the function on BB only changes by an additive constant. The second property is used in Section 13, and the third in Section 15.

The potential ZjZ_j

Average the oscillations over all cells of stage jj:

Zj=1bM∑I×Bosc⁡B aI,(1)Z_j=\frac1{bM}\sum_{I\times B}\operatorname{osc}_B\,a_I,\tag{1}

where the sum runs over the bMbM cells I×BI\times B of stage jj. We call ZjZ_j the potential. In the example above, II is an interval of stage 1, the only block is all of [0,1)[0,1), and aIa_I takes the three values 00, 12\frac12, 11 on it, so the oscillation is 1−0=11-0=1.

Two basic properties of ZjZ_jEq. (9) of the paper and the paragraph after it
0≤Zj≤2∥F∥∞,(9)0\le Z_j\le2\norm F_\infty,\tag{9}

and ZjZ_j is determined by Fj\mathcal F_j.

In the paper, (9) appears only in Section 2.4; we use its number here ahead of time.

ProofThe two properties
  1. Lower bound. Every term is a maximum minus a minimum, so it cannot be negative.
  2. Upper bound. By (3), an oscillation is a difference of two values of aIa_I. By (2), each value of aIa_I is an average of two values of FF, so its absolute value is at most ∥F∥∞\norm F_\infty. So every oscillation is at most 2∥F∥∞2\norm F_\infty, and so is their average.
  3. Determined by Fj\mathcal F_j. The endpoints of the intervals of stage jj are integer multiples of b−jb^{-j}. The first jj digits of a point tell whether it lies to the left or to the right of such an endpoint. So every weight wI(Ui)w_I(U_i) is determined by Fj\mathcal F_j, and the vertical coordinates are known anyway.

Note that Z0Z_0 need not be 0: the blocks of stage 0 are very short, but they may still contain points. Later we only use Z0≥0Z_0\ge0.

The upper bound in (9) is the only link between ZZ and the discrepancy, but it is all we need:

∥Fχ∥∞ ≥ 12Zh.\norm{F_\chi}_\infty\ \ge\ \tfrac12Z_h.

So if ZhZ_h is large, then this coloring has an anchored rectangle with large imbalance. We start from Z0≥0Z_0\ge0 and take hh steps. The plan for what follows is to show that ZZ increases on average at every step, and that its actual value is unlikely to fall far below the average.

Interactive · 08ZjZ_j: the average oscillation over all cells

Again b=4b=4 and h=3h=3, now with 40 points. Every stage has bM=64bM=64 cells I×BI\times B. The left panel shades each cell: the deeper the color, the larger the oscillation of aIa_I on it. ZjZ_j is the average of these 64 oscillations. Click a cell, and the right panel plots aI(y)a_I(y) for its interval. The orange band is the selected block, and the thick horizontal line runs from the minimum to the maximum on this block; its length is the oscillation.

Move the stage from 0 to 3; three things can be seen. At stage 0 the blocks are very short, a block usually contains between zero and two or three points, and the oscillation is mostly 0, 12\frac12 or 1, so Z0Z_0 is small. For this point set, at later stages the cells become narrower and taller, every block is taller and contains more points, the colors get deeper overall, and ZjZ_j grows with them. But whatever happens, the bars never cross the dashed line; this is (9). Now switch to the coloring “Alternate in y order”: it keeps F(1,y)F(1,y) very small, and yet in this sample ZjZ_j still grows, because aIa_I on a narrow interval sees only part of the points, and there the alternating pattern is broken.

All of this describes one sample. In a single realization ZjZ_j can perfectly well decrease, and two points suffice: take b=3b=3 and h=1h=1, color the point (45,15)(\frac45,\frac15) red and the point (910,45)(\frac9{10},\frac45) blue, and the definitions give Z0=13Z_0=\frac13 and Z1=16Z_1=\frac16. What the proof shows later is that the conditional expectation increases; the deviation of the actual value from the conditional expectation is controlled separately.

Why the endpoint average, and why the oscillation

The endpoint average makes the refinement clean: cut II into bb children, let each point fall into one of them at random, and average the endpoint averages of the children; the expectation is exactly the old aIa_I (Eq. (7) in Section 14). Taking only the right endpoint does not have this property.

The oscillation is shift invariant: adding a constant on a whole block moves the maximum and the minimum together, and their difference does not change. If one point moves horizontally, then for each fixed interval I only the oscillation of the vertical block containing its height can change (Section 15). The maximum of ∣aI∣|a_I| would not achieve this.

§ 13 · Core argumentThe comparison in one rectangle, part 1: the deterministic part

Goal of these two sections

Fix a comparison rectangle R=I×JR=I\times J. Before the refinement, RR consists of the bb horizontal strips I×BℓI\times B_\ell; after it, of the bb vertical strips Ck×JC_k\times J. Remove the bottom and top horizontal strips of RR. What remains is called the inner region of RR, and we write mRm_R for the number of points in it:

Rin=I×(B2∪⋯∪Bb−1),mR=∣P∩Rin∣.R^{\mathrm{in}}=I\times(B_2\cup\dots\cup B_{b-1}),\qquad m_R=|P\cap R^{\mathrm{in}}|.

The inner region is not empty because b≥3b\ge3. These two sections prove Lemma 2.3: in expectation, the oscillations on the vertical strips add up to at least those on the horizontal strips plus an extra term,

E[ ∑k=1bosc⁡J aCk] ≥ ∑ℓ=1bosc⁡Bℓ aI + 14mR.\EE\Bigl[\,\sum_{k=1}^b\operatorname{osc}_J\,a_{C_k}\Bigr]\ \ge\ \sum_{\ell=1}^b\operatorname{osc}_{B_\ell}\,a_I\ +\ \frac14\sqrt{m_R}.

This section does the part that involves no probability and obtains (5) and (6). They hold for every outcome of the dice. The next section takes expectations.

To save subscripts, in these two sections we write aa for aIa_I and call it the old function, and we write aka_k for aCka_{C_k} and call these the child functions. The paper uses the same notation.

Step 1: an inequality for step functions

Forget the points and the dice for a moment, and consider a function ff on JJ with finitely many values. How is its oscillation on JJ related to its oscillations on the bb old blocks? The first thing that comes to mind is that JJ contains every old block, so osc⁡J f≥osc⁡Bℓ f\operatorname{osc}_J\,f\ge\operatorname{osc}_{B_\ell}\,f; adding these bb inequalities gives bosc⁡J f≥∑ℓosc⁡Bℓ fb\operatorname{osc}_J\,f\ge\sum_\ell\operatorname{osc}_{B_\ell}\,f. Lemma 2.1 says that there is in fact an extra term.

Lemma 2.1 (Vertical comparison)Lemma 2.1 of the paper

Let ff be a function on JJ with finitely many values. Then

b osc⁡J f ≥ ∑ℓ=1bosc⁡Bℓ f+2 ∣mid⁡Bbf−mid⁡B1f∣.(4)b\,\operatorname{osc}_J\,f\ \ge\ \sum_{\ell=1}^b\operatorname{osc}_{B_\ell}\,f+2\,\bigl|\operatorname{mid}_{B_b}f-\operatorname{mid}_{B_1}f\bigr|.\tag{4}

We call mid⁡Bbf−mid⁡B1f\operatorname{mid}_{B_b}f-\operatorname{mid}_{B_1}f the offset between the top block and the bottom block: it tells by how much the center of the range of values of ff on the top block differs from the center of its range of values on the bottom block.

ProofLemma 2.1
  1. The bottom and top blocks together. B1B_1 and BbB_b are both contained in JJ, and the maximum and the minimum of ff on a block BB are mid⁡B f±12osc⁡B f\operatorname{mid}_B\,f\pm\frac12\operatorname{osc}_B\,f. Subtract the minimum on the bottom block from the maximum on the top block, and then do the same with the two blocks exchanged: osc⁡J f ≥ max⁡Bbf−min⁡B1f=osc⁡B1f+osc⁡Bbf2+(mid⁡Bbf−mid⁡B1f),osc⁡J f ≥ max⁡B1f−min⁡Bbf=osc⁡B1f+osc⁡Bbf2−(mid⁡Bbf−mid⁡B1f).\begin{aligned}\operatorname{osc}_J\,f&\ \ge\ \max_{B_b}f-\min_{B_1}f=\frac{\operatorname{osc}_{B_1}f+\operatorname{osc}_{B_b}f}2+\bigl(\operatorname{mid}_{B_b}f-\operatorname{mid}_{B_1}f\bigr),\\[4pt]\operatorname{osc}_J\,f&\ \ge\ \max_{B_1}f-\min_{B_b}f=\frac{\operatorname{osc}_{B_1}f+\operatorname{osc}_{B_b}f}2-\bigl(\operatorname{mid}_{B_b}f-\operatorname{mid}_{B_1}f\bigr).\end{aligned}
  2. Take the larger one. The two right-hand sides differ only in the sign in front of the offset, so osc⁡J f ≥ osc⁡B1f+osc⁡Bbf2+∣mid⁡Bbf−mid⁡B1f∣.\operatorname{osc}_J\,f\ \ge\ \frac{\operatorname{osc}_{B_1}f+\operatorname{osc}_{B_b}f}2+\bigl|\operatorname{mid}_{B_b}f-\operatorname{mid}_{B_1}f\bigr|.
  3. The middle blocks. For each of the b−2b-2 middle blocks, use osc⁡J f≥osc⁡Bℓ f\operatorname{osc}_J\,f\ge\operatorname{osc}_{B_\ell}\,f. Add these b−2b-2 inequalities and twice the inequality of Step 2; the left-hand sides add up to bb times osc⁡J f\operatorname{osc}_J\,f.
0.5 1.25 oscJ f B1 B2 B3 B4 Sketch for b = 4. Horizontal: height, from bottom to top of J. Vertical: values of f Thick bars: range of f on B1 and on B4; dots: midpoints; offset = 1.25 − 0.5 = 0.75 oscillation on J: 2.5 ≥ max on B4 (2) − min on B1 (0)
The bottom and top blocks are shaded gray. In this example the oscillations on the four blocks are 1, 2, 1, 1.51,\ 2,\ 1,\ 1.5 and the offset is 0.750.75; the right-hand side of (4) is 5.5+2×0.75=75.5+2\times0.75=7, and the left-hand side is 4×2.5=104\times2.5=10.

The offset is the source of the gain that comes later. Add a constant to ff on the top block: this changes the offset, but none of the oscillations on the blocks. So among the terms of (4), only the oscillation on JJ, on the left-hand side, can register it.

Step 2: after the refinement, average the child functions

Now cut II into bb children C1,…,CbC_1,\dots,C_b. Each child has its own endpoint average ak=aCka_k=a_{C_k}. We do not study them one by one, but first average them:

aˉ(y)=1b∑k=1bak(y).\bar a(y)=\frac1b\sum_{k=1}^ba_k(y).

By the triangle inequality for the oscillation (Section 12), the oscillations of the bb functions add up to at least the oscillation of their sum, and their sum is b aˉb\,\bar a:

∑k=1bosc⁡J ak ≥ osc⁡J(∑k=1bak)=b osc⁡J aˉ.\sum_{k=1}^b\operatorname{osc}_J\,a_k\ \ge\ \operatorname{osc}_J\Bigl(\sum_{k=1}^ba_k\Bigr)=b\,\operatorname{osc}_J\,\bar a.

The right-hand side has exactly the form of the left-hand side of Lemma 2.1. Apply Lemma 2.1 to f=aˉf=\bar a:

Average first, then compareEq. (5) of the paper
∑k=1bosc⁡J ak ≥ ∑ℓ=1bosc⁡Bℓ aˉ+2 ∣mid⁡Bbaˉ−mid⁡B1aˉ∣.(5)\sum_{k=1}^b\operatorname{osc}_J\,a_k\ \ge\ \sum_{\ell=1}^b\operatorname{osc}_{B_\ell}\,\bar a+2\,\bigl|\operatorname{mid}_{B_b}\bar a-\operatorname{mid}_{B_1}\bar a\bigr|.\tag{5}

The left-hand side is the sum of the oscillations on the bb vertical strips after the refinement, which is exactly the quantity we want. The right-hand side involves only one function, aˉ\bar a: its oscillations on the bb old blocks, plus twice its offset between the top block and the bottom block. The details of the bb individual children have disappeared.

Up to this point no probability has been used. Inequality (5) holds no matter which children the points fall into.

Step 3: the weight of a point in aˉ\bar a

To compare aˉ\bar a with the old function aa, we first compute the weight of each point in aˉ\bar a. By (2), the function aˉ\bar a counts each point with the average of its weights in the bb children, whereas aa counts it with its weight in II, which we call its old weight. A point to the left of II has weight 1 in every aka_k, so the average is again 1; a point to the right of II has weight 0 in all of them. These two kinds of points count in aˉ\bar a exactly as they do in aa.

A point in II has old weight 12\frac12, and its new weight depends on the child it falls into. Suppose it falls into CrC_r. It lies to the left of the b−rb-r children on its right, and each of them gives it weight 1; its own child gives it weight 12\frac12; the children on its left give it weight 0. So its weight in aˉ\bar a is

(b−r)+12b=12+b+1−2r2b(r=1,…,b).\frac{(b-r)+\frac12}b=\frac12+\frac{b+1-2r}{2b}\qquad(r=1,\dots,b).

Here rr is the index of the child, that is, the outcome of the die.

For b=4b=4, put the weights that the children give to the point into a table, with one row for each child kk and one column for each outcome rr of the die. The average of each column is the weight of the point in aˉ\bar a:

r=1r=1r=2r=2r=3r=3r=4r=4
weight in a1a_112\frac12000
weight in a2a_2112\frac1200
weight in a3a_31112\frac120
weight in a4a_411112\frac12
weight in aˉ\bar a78\frac7858\frac5838\frac3818\frac18
deviation from 12\frac12+38+\frac38+18+\frac18−18-\frac18−38-\frac38
Interactive · 09The weight of a point in aˉ\bar a

Rows are the children kk, and columns are the outcomes rr of the die. First look at a single roll: the point falls into CrC_r, column rr of the table lists the weights that the bb children give it, and the average of this column is its weight in aˉ\bar a, written below the table. Then roll many times in a row and watch where the average of the weights goes.

The formula above splits the weight into two parts. The first part, 12\frac12, is the old weight. The second part is a deviation, which can be positive or negative. Multiply it by the color: for the ii-th point, lying in the child CrC_r, let

Xi=χi⋅b+1−2r2b,X_i=\chi_i\cdot\frac{b+1-2r}{2b},

and call XiX_i the jump of this point: it is the extra jump that aˉ\bar a makes, compared with aa, at the height of the point. So aˉ\bar a is aa plus the jumps of the points in II:

aˉ\bar a equals aa plus the jumpsEq. (6) of the paper
aˉ(y)=a(y)+∑i: Ui∈I, Vi≤yXi.(6)\bar a(y)=a(y)+\sum_{i:\ U_i\in I,\ V_i\le y}X_i.\tag{6}

The sum runs over the points in II of height at most yy. In words, aˉ\bar a follows the old function and makes an extra jump XiX_i at the height of each point in II. This is still an identity; no probability is involved.

Interactive · 10The average aˉ\bar a and inequality (5)

Take b=4b=4, draw one comparison rectangle RR, and consider only the points in RR. First select “aa”: the right panel shows the step function a(y)a(y), and the thick line next to each old block runs from the minimum to the maximum on this block, so its length is the oscillation on the block. Then select “aˉ\bar a”: the solid line is aˉ\bar a after the dice have been rolled, and the dashed line is the old function aa; on the thick lines of the bottom and top blocks, a dot marks the midpoint. The thick line below the plot runs from one midpoint to the other, and its length is the absolute value of the offset. Click C1,…,C4C_1,\dots,C_4 to see the function of each child and its oscillation on the whole of JJ.

Press “Roll again” a few times. Each time aˉ\bar a is different, and it moves to either side of the dashed line aa. But the chain of inequalities in the readout holds every time: the sum of the oscillations on the four vertical strips is at least 4osc⁡Jaˉ4\operatorname{osc}_J\bar a, which in turn is at least the right-hand side of (5).

Pitfall

The function aˉ(y)\bar a(y) is itself random: it depends on the dice. The next section shows that its expectation is a(y)a(y). But after one roll, the weight of a point may be 78\frac78, and it may be 18\frac18; for b=4b=4 no outcome gives exactly 12\frac12 (for odd bb, only the middle child gives 12\frac12).

The 12\frac12 cannot be replaced either. Suppose that we did not take the endpoint average and used only the value of FF at the right endpoint of the interval. Then a point would have weight 1 in its own child, and its weight in the average would become b−r+1b\frac{b-r+1}b. The mean of this over rr is b+12b\frac{b+1}{2b}, whereas the weight of the point in II would be 1, so the two sides do not match.

Another view: conditional expectation

Choose a horizontal coordinate xx uniformly at random in the interval II, independently of all the points. Then aI(y)a_I(y) is the conditional expectation of F(x,y)F(x,y) given Fj\mathcal F_j: a point in II and xx are both uniform in II, so each of them is to the left of the other with probability one half. Section 3 of the paper writes this as aI(y)=E[1∣I∣∫IF(x,y) dx∣Fj]a_I(y)=\EE\bigl[\frac1{|I|}\int_IF(x,y)\,dx\bigm|\mathcal F_j\bigr] and notes that it is the conditional version of the horizontal average in Talagrand's proof. In the same way, aˉ(y)\bar a(y) is the conditional expectation of the same quantity given Fj+1\mathcal F_{j+1}, with one more digit known. (The average here also runs over the exact positions of the points inside the interval, so it is no longer a weighted average over finitely many outcomes, but the four properties of Section 10 still hold.)

§ 14 · Core argumentThe comparison in one rectangle, part 2: expectation, baseline and gain

The previous section gave (5), which holds for every outcome of the dice:

∑k=1bosc⁡J ak ≥ ∑ℓ=1bosc⁡Bℓ aˉ+2 ∣mid⁡Bbaˉ−mid⁡B1aˉ∣.\sum_{k=1}^b\operatorname{osc}_J\,a_k\ \ge\ \sum_{\ell=1}^b\operatorname{osc}_{B_\ell}\,\bar a+2\,\bigl|\operatorname{mid}_{B_b}\bar a-\operatorname{mid}_{B_1}\bar a\bigr|.

This section takes the expectation of the right-hand side, in two parts. First: the expected oscillation of aˉ\bar a on each old block is at least the oscillation of aa; this is the baseline. Second: the expected absolute value of the offset is at least 18mR\frac18\sqrt{m_R}; multiplied by 2, this is the gain. Together they give Lemma 2.3.

What is random

First, what is fixed and what is random. All colors and all heights are fixed, and so is the position of every point relative to II (to the left of II, in II, or to the right of II). Each point in II falls into one of the bb children, uniformly at random and independently of the other points; that is, each of them rolls its own bb-sided die. This is the local experiment. In the local experiment the old function aa is fixed, and the child functions a1,…,aba_1,\dots,a_b are random. Every E\EE below is taken over these dice.

Nothing else needs to be specified: a point outside II lies on the same side of every child, so the child functions depend on the horizontal coordinates only through two things: the position of each point relative to II, and the child that each point in II falls into. Section 16 will show that, conditionally on Fj\mathcal F_j, this is exactly the experiment that takes place in every comparison rectangle during one transition.

Step 1: the jumps are symmetric, so E aˉ=a\EE\,\bar a=a

Consider the jump Xi=χi⋅b+1−2r2bX_i=\chi_i\cdot\frac{b+1-2r}{2b} of a point in II, where rr is uniform on 1,…,b1,\dots,b. As rr runs from 1 to bb, the number b+1−2rb+1-2r takes the values b−1, b−3, …, −(b−1)b-1,\ b-3,\ \dots,\ -(b-1), and this set is symmetric about 0. So, whatever the color is, XiX_i takes each value and its negative with the same probability: it is symmetric (it has the same distribution as −Xi-X_i), and in particular EXi=0\EE X_i=0. Different points use different dice, so the jumps are independent.

Interactive · 11The jump of one point: symmetric, with mean 0

The bars show the jump b+1−2r2b\frac{b+1-2r}{2b} of a red point (χi=+1\chi_i=+1) in each of the children. Mirror the children left to right, and the bars flip upside down. The readouts first confirm that the mean is 0, and then give three quantities that are used below: the second moment σ2\sigma^2, the largest absolute value of the jump, and the fourth moment. Change bb to see how they change.

By (6), aˉ(y)\bar a(y) equals a(y)a(y) plus a number of jumps, each with expectation 0. So

The expectation of the average is the old functionEq. (7) of the paper
E aˉ(y)=a(y)for every height y.(7)\EE\,\bar a(y)=a(y)\qquad\text{for every height }y.\tag{7}

Refine once and then average: in expectation, this gives back the old function. This is what Section 12 meant by saying that the endpoint average makes the refinement clean.

Step 2: the baseline

Tool · The expectation of a maximum is at least the maximum of the expectations

Let ϕ(y)\phi(y) be a random function (its value at each yy is a random variable), and let BB be a set. For every fixed y0y_0 in BB we always have max⁡y∈Bϕ(y)≥ϕ(y0)\max_{y\in B}\phi(y)\ge\phi(y_0). Taking expectations on both sides gives Emax⁡y∈Bϕ(y)≥E ϕ(y0)\EE\max_{y\in B}\phi(y)\ge\EE\,\phi(y_0). This holds for every y0y_0, so

Emax⁡y∈Bϕ(y) ≥ max⁡y0∈BE ϕ(y0).\EE\max_{y\in B}\phi(y)\ \ge\ \max_{y_0\in B}\EE\,\phi(y_0).

In the same way, Emin⁡y∈Bϕ(y)≤min⁡y0∈BE ϕ(y0)\EE\min_{y\in B}\phi(y)\le\min_{y_0\in B}\EE\,\phi(y_0).

Intuitively: looking at the dice first and then picking the best height is, on average, no worse than fixing a height in advance. Apply the tool to aˉ\bar a and each old block BℓB_\ell, and then use (7):

Eosc⁡Bℓaˉ=Emax⁡Bℓaˉ−Emin⁡Bℓaˉ ≥ max⁡Bℓa−min⁡Bℓa=osc⁡Bℓa.\EE\operatorname{osc}_{B_\ell}\bar a=\EE\max_{B_\ell}\bar a-\EE\min_{B_\ell}\bar a\ \ge\ \max_{B_\ell}a-\min_{B_\ell}a=\operatorname{osc}_{B_\ell}a.

The old oscillation is kept. Sum over ℓ=1,…,b\ell=1,\dots,b, and take expectations on both sides of (5):

The baseline, plus the expected offsetEq. (8) of the paper
E[ ∑k=1bosc⁡J ak] ≥ ∑ℓ=1bosc⁡Bℓ a+2 E ∣mid⁡Bbaˉ−mid⁡B1aˉ∣.(8)\EE\Bigl[\,\sum_{k=1}^b\operatorname{osc}_J\,a_k\Bigr]\ \ge\ \sum_{\ell=1}^b\operatorname{osc}_{B_\ell}\,a+2\,\EE\,\bigl|\operatorname{mid}_{B_b}\bar a-\operatorname{mid}_{B_1}\bar a\bigr|.\tag{8}

The first term on the right is the sum of the oscillations over the horizontal strips before the refinement; this step says that nothing is lost. The second term is the gain, and the next three steps bound it from below.

Step 3: separating the contribution of the points of the inner region

The points of the inner region Rin=I×(B2∪⋯∪Bb−1)R^{\mathrm{in}}=I\times(B_2\cup\dots\cup B_{b-1}) have a special property: they all lie above B1B_1 and below BbB_b. Let

D=∑i: Pi∈RinXiD=\sum_{i:\ P_i\in R^{\mathrm{in}}}X_i

be the sum of the jumps of these mRm_R points, and let gg be the function in (6) without these jumps:

g(y)=a(y)+∑i: Ui∈I, Pi∉Rin, Vi≤yXi.g(y)=a(y)+\sum_{i:\ U_i\in I,\ P_i\notin R^{\mathrm{in}},\ V_i\le y}X_i.

Then:

  • on B1B_1, none of the points of the inner region has been counted yet, so aˉ=g\bar a=g;
  • on BbB_b, all of them have been counted, so aˉ=g+D\bar a=g+D, which is gg raised by the constant DD on the whole block.
B1B2B3B4B5B6B7B8 top block: ā = g + D bottom block: ā = g inner region Rin B2 to B7. The jumps of its points add up to D Drawn for b = 8: 14 points in this R, 10 of them in the inner region, mR = 10
This corresponds to Figure 3 (left and middle) of the paper. The 10 points of the inner region determine DD. The 4 faint points in the two gray blocks at the bottom and the top enter only gg: their heights lie in B1B_1 or B8B_8, so their jumps affect only part of a block and cannot be pulled out as a constant.

Adding a constant DD on a whole block adds DD to both the maximum and the minimum, and therefore adds DD to the midpoint. So

The offset contains DDStep 4 of the proof of Lemma 2.3 in the paper
mid⁡Bbaˉ−mid⁡B1aˉ=θ+D,where  θ=mid⁡Bbg−mid⁡B1g.\operatorname{mid}_{B_b}\bar a-\operatorname{mid}_{B_1}\bar a=\theta+D,\qquad\text{where}\ \ \theta=\operatorname{mid}_{B_b}g-\operatorname{mid}_{B_1}g.

θ\theta is the offset of gg itself: how far apart the top block and the bottom block already are without the jumps of the points of the inner region.

Example

Take b=4b=4. To keep things simple, suppose there are only two points in all, both in RR: a red point in B2B_2 and a blue point in B3B_3, so both are points of the inner region. Before the refinement, aa rises from 0 to 12\frac12 at the red point and falls back to 0 at the blue point. The oscillations on the four old blocks are 0,12,12,00,\frac12,\frac12,0, and their sum is 1. Note that aa is identically 0 on both the bottom block and the top block: the two colors cancel, and there is no offset between the two blocks.

After the refinement, suppose the red point falls into CrC_r and the blue point into Cr′C_{r'}. There are no other points, so g=ag=a, θ=0\theta=0, and D=5−2r8−5−2r′8=r′−r4D=\frac{5-2r}8-\frac{5-2r'}8=\frac{r'-r}4. The average aˉ\bar a is 0 on B1B_1 and the constant DD on B4B_4, so the offset is DD. Among the sixteen equally likely outcomes:

∣D∣|D|014\frac1412\frac1234\frac34
number of outcomes4642

So E∣D∣=116(6⋅14+4⋅12+2⋅34)=516\EE|D|=\frac1{16}\bigl(6\cdot\frac14+4\cdot\frac12+2\cdot\frac34\bigr)=\frac5{16}. Before the refinement the top and bottom blocks were exactly level; after it, they remain level only one time in four. The second term on the right of (8) is 2⋅516=582\cdot\frac5{16}=\frac58; Lemma 2.3 guarantees 142≈0.35\frac14\sqrt2\approx0.35.

The offset is a fixed number θ\theta plus a random sum DD. For a particular outcome of the dice, DD may happen to cancel the offset θ\theta that is already there. But DD is a sum of independent symmetric jumps, and such a sum does not stay close to any one number, so on average it cannot cancel the offset. The next step turns this sentence into an inequality.

Step 4: a sum of symmetric random variables is not close to any fixed point

First compute two moments of a jump. Xi2X_i^2 does not depend on the color, and rr is uniform on 1,…,b1,\dots,b:

EXi2=1b∑r=1b(b+1−2r2b)2=b2−112b2=:σ2.\EE X_i^2=\frac1b\sum_{r=1}^b\Bigl(\frac{b+1-2r}{2b}\Bigr)^2=\frac{b^2-1}{12b^2}=:\sigma^2.

Also ∣Xi∣≤b−12b|X_i|\le\frac{b-1}{2b} (with equality for r=1r=1 or bb), so Xi4≤(b−12b)2Xi2X_i^4\le\bigl(\frac{b-1}{2b}\bigr)^2X_i^2, and hence

EXi4≤(b−12b)2σ2≤b2−14b2 σ2=3σ4.\EE X_i^4\le\Bigl(\frac{b-1}{2b}\Bigr)^2\sigma^2\le\frac{b^2-1}{4b^2}\,\sigma^2=3\sigma^4.
DerivationThe two moments
  1. Second moment. The number b+1−2rb+1-2r takes the values b−1, b−3, …, −(b−1)b-1,\ b-3,\ \dots,\ -(b-1), and the sum of their squares is b(b2−1)3\frac{b(b^2-1)}3 (for example, for b=4b=4: 9+1+1+9=20=4⋅1539+1+1+9=20=\frac{4\cdot15}3). So EXi2=1b⋅b(b2−1)3⋅4b2=b2−112b2\EE X_i^2=\frac1b\cdot\frac{b(b^2-1)}{3\cdot4b^2}=\frac{b^2-1}{12b^2}. The paper computes this differently: Xi2=(r−b+12)2/b2X_i^2=\bigl(r-\frac{b+1}2\bigr)^2/b^2, and the variance of rr is (b+1)(2b+1)6−(b+1)24=b2−112\frac{(b+1)(2b+1)}6-\frac{(b+1)^2}4=\frac{b^2-1}{12}.
  2. Fourth moment. The middle inequality is (b−1)2≤b2−1(b-1)^2\le b^2-1, that is, b≥1b\ge1. The final equality is b2−14b2=3σ2\frac{b^2-1}{4b^2}=3\sigma^2.

For large bb, σ2\sigma^2 is close to 112\frac1{12}, which is the variance of the uniform distribution on [−12,12][-\frac12,\frac12].

Tool · The Cauchy–Schwarz inequality (for expectations)

For any random variables X,YX,Y, we have E∣XY∣≤E[X2]⋅E[Y2]\EE|XY|\le\sqrt{\EE[X^2]\cdot\EE[Y^2]}.

Proof: for every s>0s>0, the inequality (s ∣X∣−∣Y∣/s)2≥0(\sqrt s\,|X|-|Y|/\sqrt s)^2\ge0 gives ∣XY∣≤12(sX2+Y2/s)|XY|\le\frac12\bigl(sX^2+Y^2/s\bigr). Take expectations, and then take s=E[Y2]/E[X2]s=\sqrt{\EE[Y^2]/\EE[X^2]}. If one of the second moments is 0, the claim is trivial.

Fact 2.2 (Sums of symmetric variables)Fact 2.2 of the paper; proved in Appendix A.1

Let X1,…,XmX_1,\dots,X_m be independent symmetric random variables. Suppose that EXi2=σ2\EE X_i^2=\sigma^2 and EXi4≤3σ4\EE X_i^4\le3\sigma^4 for every ii, where σ>0\sigma>0. Then, for every real θ\theta,

E ∣θ+X1+⋯+Xm∣ ≥ σm3.\EE\,\bigl|\theta+X_1+\dots+X_m\bigr|\ \ge\ \sigma\sqrt{\frac m3}.

For uniform ±1\pm1 signs this is Khintchine's inequality (with a weaker constant); the fourth-moment hypothesis holds for uniform signs, and we have just checked it for the jumps.

ProofFact 2.2

Write Y=X1+⋯+XmY=X_1+\dots+X_m. For m=0m=0 the right-hand side is 0 and the claim is trivial, so let m≥1m\ge1.

  1. The shift does not hurt. Every XiX_i is symmetric, and they are independent. So YY and −Y-Y have the same distribution, and E∣θ+Y∣=E∣θ−Y∣\EE|\theta+Y|=\EE|\theta-Y|. Averaging the two and using ∣θ+y∣+∣θ−y∣≥2∣y∣|\theta+y|+|\theta-y|\ge2|y| gives E∣θ+Y∣≥E∣Y∣\EE|\theta+Y|\ge\EE|Y|.
  2. Second moment. EY2=∑i,jE[XiXj]=∑iEXi2=mσ2\EE Y^2=\sum_{i,j}\EE[X_iX_j]=\sum_i\EE X_i^2=m\sigma^2, because E[XiXj]=EXi⋅EXj=0\EE[X_iX_j]=\EE X_i\cdot\EE X_j=0 for i≠ji\ne j.
  3. Fourth moment. Expand Y4Y^4. If some index appears an odd number of times in a term, then by independence and symmetry the term has expectation 0. Two kinds of terms survive: the terms Xi4X_i^4 with four equal indices, and the terms Xi2Xj2X_i^2X_j^2 (i<ji<j) with two pairs of equal indices, each of which arises (42)=6\binom42=6 times. So EY4=∑iEXi4+6∑i<jEXi2 EXj2≤3mσ4+3m(m−1)σ4=3m2σ4.\EE Y^4=\sum_i\EE X_i^4+6\sum_{i<j}\EE X_i^2\,\EE X_j^2\le3m\sigma^4+3m(m-1)\sigma^4=3m^2\sigma^4.
  4. Cauchy–Schwarz, twice. Split Y2Y^2 as ∣Y∣1/2⋅∣Y∣3/2|Y|^{1/2}\cdot|Y|^{3/2}, and then split ∣Y∣3|Y|^3 as ∣Y∣⋅Y2|Y|\cdot Y^2: EY2≤(E∣Y∣)1/2(E∣Y∣3)1/2,E∣Y∣3≤(EY2)1/2(EY4)1/2.\EE Y^2\le\bigl(\EE|Y|\bigr)^{1/2}\bigl(\EE|Y|^3\bigr)^{1/2},\qquad\EE|Y|^3\le\bigl(\EE Y^2\bigr)^{1/2}\bigl(\EE Y^4\bigr)^{1/2}. Square the first inequality and insert the second: (EY2)2≤E∣Y∣⋅(EY2)1/2(EY4)1/2(\EE Y^2)^2\le\EE|Y|\cdot(\EE Y^2)^{1/2}(\EE Y^4)^{1/2}, that is, E∣Y∣≥(EY2)3/2/(EY4)1/2\EE|Y|\ge(\EE Y^2)^{3/2}/(\EE Y^4)^{1/2}. At this point the paper applies Hölder's inequality once (with exponents 32\frac32 and 3); the result is the same.
  5. Substituting. E∣Y∣≥m3/2σ33 mσ2=σm3\EE|Y|\ge\dfrac{m^{3/2}\sigma^3}{\sqrt3\,m\sigma^2}=\sigma\sqrt{\dfrac m3}.
Interactive · 12Fact 2.2: the sum of the jumps is not close to any point

Take mm independent jumps, each uniform on the bb values b+1−2r2b\frac{b+1-2r}{2b} (r=1,…,br=1,\dots,b). The upper plot is the exact distribution of their sum DD. The red vertical line marks −θ-\theta, and E∣θ+D∣\EE|\theta+D| is the average distance from DD to this line. The lower plot shows this average distance as a function of θ\theta; the three horizontal lines are the three lower bounds that appear, one after the other, in the proof.

Drag the shift: the curve is lowest at θ=0\theta=0, which is Step 1 of the proof. The three horizontal lines are ordered from top to bottom, which is Steps 4 and 5. Move the number of terms from 1 to 12, and the three lines rise together at the rate m\sqrt m: the more terms there are, the more the sum spreads out, and the larger its average distance from any given point becomes. This is where the gain of order m\sqrt m from mm points of the inner region comes from.

Step 5: putting it together to get Lemma 2.3

Split the dice into two groups: the dice of the points of the inner region, and the dice of the other points in II (the points whose heights lie in B1B_1, in BbB_b, or outside JJ). First treat the second group as known, and average only over the first group. Then gg is a fixed function and θ\theta is a fixed number. And DD is a sum of mRm_R independent symmetric jumps, which are independent of the second group of dice.

Apply Fact 2.2 to θ+D\theta+D, with m=mRm=m_R. The conditional expectation of the absolute value of the offset is at least

σmR3=b2−16b mR ≥ 18mR.\sigma\sqrt{\frac{m_R}3}=\frac{\sqrt{b^2-1}}{6b}\,\sqrt{m_R}\ \ge\ \frac18\sqrt{m_R}.

The last inequality is 16(b2−1)≥9b216(b^2-1)\ge9b^2, which holds for b≥2b\ge2. This lower bound is the same for every θ\theta, so no outcome of the second group of dice can reduce it; after averaging over the second group as well (the tower property of Section 10), it still holds:

E ∣mid⁡Bbaˉ−mid⁡B1aˉ∣ ≥ 18mR.\EE\,\bigl|\operatorname{mid}_{B_b}\bar a-\operatorname{mid}_{B_1}\bar a\bigr|\ \ge\ \frac18\sqrt{m_R}.

Substituting into (8):

Lemma 2.3 (Local gain)Lemma 2.3 of the paper

In the local experiment,

E[ ∑k=1bosc⁡J ak] ≥ ∑ℓ=1bosc⁡Bℓ a + 14mR.\EE\Bigl[\,\sum_{k=1}^b\operatorname{osc}_J\,a_k\Bigr]\ \ge\ \sum_{\ell=1}^b\operatorname{osc}_{B_\ell}\,a\ +\ \frac14\sqrt{m_R}.

The left-hand side is the sum of the oscillations over the bb vertical strips of RR after the refinement, and the first term on the right is the sum of the oscillations over the bb horizontal strips before it. Cutting RR into vertical strips instead of horizontal ones increases the total oscillation in expectation, by at least 14mR\frac14\sqrt{m_R}. The paper calls this lemma the heart of the proof.

How large is this gain? A comparison rectangle contains nM\frac nM points on average, and a fraction 1−2b1-\frac2b of them lie in the inner region. So typically each refinement of each comparison rectangle increases the sum of the oscillations by an amount of order n/M\sqrt{n/M}. This is the price mentioned at the end of Section 5: one extra square root per level.

One more point will be used later: the number mRm_R, which sets the size of the gain, only counts points and does not look at their colors. The coloring changes θ\theta, and it changes the signs of the XiX_i; but each XiX_i is symmetric, so changing its sign does not change its distribution, and Fact 2.2 holds for every θ\theta.

Interactive · 13Lemma 2.3 in one comparison rectangle

Take b=8b=8, draw a single comparison rectangle RR, and consider only the points in RR. In the left picture, the horizontal bands are the 8 old blocks and the columns are the 8 children; the two gray bands are the bottom and top old blocks. Each press of “Roll again” lets every point fall into a random child again. The table compares, on each old block, the oscillation of aa with the oscillation of aˉ\bar a for this roll. The readouts give the two parts of the right-hand side of (5) and the new sum on its left-hand side, and then the averages over many rolls.

Roll a few times, and then press “Average over 20,000 rolls”. Three things should be visible. The long-run average of the sum of the oscillations of aˉ\bar a is at least the old sum; this is the baseline. The long-run average of twice the offset is clearly larger than 14mR\frac14\sqrt{m_R}, which is only a conservative lower bound. And the long-run average of the new sum is considerably larger than “baseline plus gain”: the triangle inequality for the oscillation and Lemma 2.1 both give something away. Increase the number of points, and the offset grows roughly like the square root of the number of points.

What one rectangle gives, and what is missing

What does Lemma 2.3 give when it is applied directly to the whole square? Take I=[0,1]I=[0,1] and J=[0,1)J=[0,1), so that RR is the unit square without its top edge. Every oscillation of a child function is a difference of two values of aka_k, and each of them is an average of two values of FF, so it is at most 2∥F∥∞2\norm F_\infty; hence the left-hand side in the lemma is at most 2b E∥F∥∞2b\,\EE\norm F_\infty. When the heights are fixed and the horizontal coordinates are independent and uniform, the first digits perform the local experiment, and the lemma gives

E ∥F∥∞ ≥ mR8b.\EE\,\norm F_\infty\ \ge\ \frac{\sqrt{m_R}}{8b}.

For typical heights, the inner region contains about (1−2b)n(1-\frac2b)n points, so this is of order n\sqrt n, far larger than the log⁡3/2n\log^{3/2}n that we want to prove.

Pitfall

This is not a discrepancy lower bound. The coloring above was fixed before the horizontal coordinates were sampled, and a coloring chosen after seeing the points achieves O(log⁡3/2n)O(\log^{3/2}n) (Nikolov). We need a bound for all 2n2^n colorings simultaneously, so each fixed coloring may fail only with probability well below 2−n2^{-n}. One comparison on one rectangle gives only an expectation, and that is far from this requirement.

The next four sections therefore use MM small rectangles in place of one large rectangle, and repeat the comparison at hh successively finer horizontal scales. Lemma 2.3 is designed for this: its output (a sum of oscillations over vertical strips) has the same form as its input (a sum of oscillations over horizontal strips), so the output of one transition can be used directly as the input of the next. Two things are then still missing:

Point countsThe gain depends on how many points each inner region receives. Can the points crowd together too much? Section 17, Lemma 2.5.
ExpectationLemma 2.3 holds only in expectation. Can the actual value be much smaller than the expectation? Sections 15 and 16, Lemma 2.6.

§ 15 · IntermediateThe effect of changing one digit

Lemma 2.3 is a statement about an average. To turn an average into “almost always”, we need to know how sensitive the oscillations after the refinement are to each single die. The answer is: hardly at all. This section contains no probability. It uses only two properties from Section 12: the shift invariance of the oscillation, and the reverse triangle inequality ∣osc⁡B(f+g)−osc⁡B f∣≤osc⁡B g\bigl|\operatorname{osc}_B(f+g)-\operatorname{osc}_B\,f\bigr|\le\operatorname{osc}_B\,g. In the paper this is Step 1 of the proof of Lemma 2.6.

The effect of one digitStep 1 of the proof of Lemma 2.6 in the paper

In the transition j→j+1j\to j+1, change the next digit of a single point PiP_i, that is, move it to another child of its old interval II, and leave all other points where they are. Then, among the bMbM cells of stage j+1j+1, the oscillation can change in only bb of them, and in each by at most 1. So

Zj+1 changes by at most bbM=1M.Z_{j+1}\ \text{changes by at most}\ \frac b{bM}=\frac1M.
ProofWhy only bb cells are affected
  1. Which functions change. Suppose that PiP_i moves from CrC_r to Cr′C_{r'}. Its weight changes only in the bb children of II: seen from any other interval, the point is still on the same side. Its weight in aka_k is 11, 12\frac12 or 00, and after the move it is again one of these three numbers. So ak(y) changes by ek 1{Vi≤y},∣ek∣≤1,a_k(y)\ \text{changes by}\ e_k\,\one_{\{V_i\le y\}},\qquad|e_k|\le1, where eke_k is χi\chi_i times the difference between the new weight and the old weight. This is a step function with a single jump, at height ViV_i.
  2. The height is not in the block. Consider a cell Ck×BC_k\times B of stage j+1j+1, where BB is a new block. If Vi∉BV_i\notin B, then BB lies either entirely below ViV_i or entirely above it, and the change displayed above is constant on BB. The oscillation is shift invariant, so osc⁡B ak\operatorname{osc}_B\,a_k does not change.
  3. The height is in the block. On BB the change takes only the two values 0 and eke_k, so its own oscillation is ∣ek∣≤1|e_k|\le1. By the reverse triangle inequality, osc⁡B ak\operatorname{osc}_B\,a_k changes by at most 1.
  4. In total. Exactly one new block contains ViV_i; call it JJ. The affected cells are the bb cells C1×J,…,Cb×JC_1\times J,\dots,C_b\times J, and together they form the comparison rectangle I×JI\times J. The potential Zj+1Z_{j+1} is the sum of the bMbM oscillations divided by bMbM, so it changes by at most bbM\frac b{bM}.

This shows why we measure oscillation. With the past fixed, changing one point’s next horizontal digit changes aka_k at every height above the point, so many blocks may be affected. But the oscillation changes in only one of these blocks; in the others the function is merely shifted by a constant. If we measured the maximum of ∣ak∣|a_k| instead, all of these blocks would have to be counted.

Interactive · 14Move one point: which cells change their oscillation

Take b=4b=4. The picture shows the 4 children of one interval and 4 new blocks. The table on the right lists the oscillation of each of these 16 cells. Click a point to select it, then move it to another child: the cells whose oscillation changes are marked.

However you move the point, the marked cells all lie in one row, namely the block that contains the point, and the absolute values of the changes sum to at most b=4b=4. We now have both facts about one refinement step:

AverageLemma 2.3: in every comparison rectangle, the sum of the oscillations increases on average by at least 14mR\frac14\sqrt{m_R}.
EffectChanging the next digit of one point changes the sum of the oscillations only in the comparison rectangle that contains the point, and there by at most bb; Zj+1Z_{j+1} changes by at most 1M\frac1M.

§ 16 · Core argumentAll hh transitions: the plan, conditional gain and fluctuations

The last three sections looked at one comparison rectangle and one refinement. We now return to Z0,Z1,…,ZhZ_0,Z_1,\dots,Z_h from Section 12 and put the hh transitions together. This section first lists the plan for the rest of the proof and then carries out two of its steps: Lemma 2.4 says how much each transition gains on average, and Lemma 2.6 says that the actual increment is unlikely to be far below this average.

Step 1: splitting the increment into “conditional gain” and “fluctuation”

The potential ZjZ_j is determined by Fj\mathcal F_j. So the actual increment in each transition can be written as two parts:

Zj+1−Zj=E[Zj+1−Zj∣Fj]⏟conditional gain: the average increment+(Zj+1−E[Zj+1∣Fj])⏟fluctuation: actual value minus average.Z_{j+1}-Z_j=\underbrace{\EE\bigl[Z_{j+1}-Z_j\bigm|\mathcal F_j\bigr]}_{\text{conditional gain: the average increment}}+\underbrace{\bigl(Z_{j+1}-\EE[Z_{j+1}\mid\mathcal F_j]\bigr)}_{\text{fluctuation: actual value minus average}}.

Summing over j=0,…,h−1j=0,\dots,h-1 gives the identity

Initial value, conditional gains and fluctuation termEq. (10) of the paper
Zh=Z0+∑j<hE[Zj+1−Zj∣Fj]+T,T=∑j<h(Zj+1−E[Zj+1∣Fj]).(10)Z_h=Z_0+\sum_{j<h}\EE\bigl[Z_{j+1}-Z_j\bigm|\mathcal F_j\bigr]+T,\qquad T=\sum_{j<h}\bigl(Z_{j+1}-\EE[Z_{j+1}\mid\mathcal F_j]\bigr).\tag{10}

We call E[Zj+1−Zj∣Fj]\EE[Z_{j+1}-Z_j\mid\mathcal F_j] the conditional gain of the transition j→j+1j\to j+1, and TT the fluctuation term. By (9), Z0≥0Z_0\ge0 and Zh≤2∥F∥∞Z_h\le2\norm F_\infty. So ∥F∥∞\norm F_\infty is large as soon as the sum of the last two terms on the right is large. The rest of the proof has three steps.

(a)Each conditional gain is at least a number δj\delta_j that depends only on the positions of the points, not on the coloring. Lemma 2.4, this section.
(b)When M≤nM\le n and bb is large, δj\delta_j is large for every jj, except with exponentially small probability. Lemma 2.5, Section 17.
(c)For a fixed coloring, the fluctuation term TT is unlikely to be very negative. Lemma 2.6, this section.

Proposition 2.7 (Section 18) puts the three steps together and takes a union bound over all colorings.

Step 2: the average gain of each transition

The transition j→j+1j\to j+1 has MM comparison rectangles, each of area 1M\frac1M. As in Section 13, the inner region of a comparison rectangle RR is RR without its bottom and top old cells, and mRm_R is the number of points in it.

Lemma 2.4 (Conditional gain)Lemma 2.4 of the paper

For every 0≤j<h0\le j<h, almost surely

E[ Zj+1−Zj∣Fj] ≥ δj:=14bM∑RmR,(11)\EE\bigl[\,Z_{j+1}-Z_j\bigm|\mathcal F_j\bigr]\ \ge\ \delta_j:=\frac1{4bM}\sum_R\sqrt{m_R},\tag{11}

where RR ranges over the MM comparison rectangles of the transition j→j+1j\to j+1.

ProofLemma 2.4
  1. Group by comparison rectangle. Every old cell is a horizontal strip of exactly one comparison rectangle, and every new cell is a vertical strip of exactly one: R=I×JR=I\times J contains the bb old cells I×BℓI\times B_\ell and the bb new cells Ck×JC_k\times J. So bM (Zj+1−Zj)=∑R(∑kosc⁡J aCk−∑ℓosc⁡Bℓ aI).bM\,(Z_{j+1}-Z_j)=\sum_R\Bigl(\sum_k\operatorname{osc}_J\,a_{C_k}-\sum_\ell\operatorname{osc}_{B_\ell}\,a_I\Bigr).
  2. Every comparison rectangle carries a local experiment. Given Fj\mathcal F_j: all heights are known; the position of every point relative to every old interval II is known; and the next digits of the points in II are independent uniform dice, which decide the child that each point falls into. This is exactly the local experiment of Section 14, and it is performed in every RR at once. Here aIa_I is the old function and aC1,…,aCba_{C_1},\dots,a_{C_b} are the child functions.
  3. Sum. Apply Lemma 2.3 to each RR: the conditional expectation of the quantity in parentheses is at least 14mR\frac14\sqrt{m_R}. Adding over all RR and dividing by bMbM gives (11).

The number δj\delta_j is not negative, so on average the potential does not decrease in any transition. How large is δj\delta_j? If every inner region held about nM\frac nM points, we would add MM terms n/M\sqrt{n/M} and divide by 4bM4bM, so δj\delta_j would be about 14bn/M\frac1{4b}\sqrt{n/M}. Over hh transitions this accumulates to the order of hn/Mh\sqrt{n/M}. But an “if” is not a guarantee; Section 17 deals with it.

The number δj\delta_j has one more feature: mRm_R counts points and ignores their colors. So δj\delta_j is the same number for all 2n2^n colorings.

Each term of the middle sum in (10) is at least δj≥0\delta_j\ge0. Each term of TT has mean 0 given Fj\mathcal F_j, and it can be positive or negative. To prove that ZhZ_h is large, only one thing can go wrong: TT is a very negative number and eats up the gain. We now show that this has extremely small probability.

Step 3: bounded differences

Tool · A bounded random variable with mean zero

Let c>0c>0, EY=0\mathbb E Y=0 and ∣Y∣≤c|Y|\le c. For every real tt, EetY≤cosh⁡(tc)≤et2c2/2\mathbb E e^{tY}\le\cosh(tc)\le e^{t^2c^2/2}. If c=0c=0, then Y=0Y=0 almost surely and the bound is immediate.

Proof: the function y↦etyy\mapsto e^{ty} is convex, so on the interval [−c,c][-c,c] it lies below the chord that joins its two endpoints:

etY≤c+Y2c etc+c−Y2c e−tc.e^{tY}\le\frac{c+Y}{2c}\,e^{tc}+\frac{c-Y}{2c}\,e^{-tc}.

Take expectations. Since E Y=0\EE\,Y=0, the right-hand side becomes 12(etc+e−tc)=cosh⁡(tc)\frac12(e^{tc}+e^{-tc})=\cosh(tc). The second inequality, cosh⁡x≤ex2/2\cosh x\le e^{x^2/2}, was proved in Section 5.

The same holds for conditional expectations: if the conditional expectation of YY given some information is 0, and ∣Y∣≤c|Y|\le c, then the conditional expectation of etYe^{tY} is at most et2c2/2e^{t^2c^2/2}. The proof is the same word for word, with every E\EE replaced by a conditional expectation.

Interactive · 15Chord above, curve below

The horizontal axis is the range [−c,c][-c,c] of YY. The curve is etye^{ty}, and the straight segment is the chord that joins its two endpoints. The circles show a distribution with mean 0; a larger circle means a larger probability. These points all lie on the curve. Their center of mass (the diamond) has horizontal coordinate 0, and its vertical coordinate is E etY\EE\,e^{tY}.

The circles all lie below the chord, so their center of mass also lies below the chord, and the height of the chord at 0 is exactly cosh⁡(tc)\cosh(tc). When the distribution takes only the two endpoint values, the center of mass lies exactly on the chord; this is the worst case. A little higher still is et2c2/2e^{t^2c^2/2}. If you make tctc negative, the picture is mirrored left to right and the conclusion is the same.

Fact A.1 (Bounded differences)Fact A.1 of the paper (Appendix A.2)

Let ξ1,…,ξn\xi_1,\dots,\xi_n be independent random variables, and let Γ\Gamma be a random element independent of the vector (ξ1,…,ξn)(\xi_1,\dots,\xi_n). Suppose φ\varphi is measurable, f=φ(Γ,ξ1,…,ξn)f=\varphi(\Gamma,\xi_1,\dots,\xi_n) is integrable, and c>0c>0. For each fixed value of Γ\Gamma, changing one coordinate ξi\xi_i changes φ\varphi by at most cc. Then, for every real tt, almost surely

E[exp⁡(t (f−E[f∣Γ]))∣Γ] ≤ exp⁡(n t2c22).\EE\Bigl[\exp\bigl(t\,(f-\EE[f\mid\Gamma])\bigr)\Bigm|\Gamma\Bigr]\ \le\ \exp\Bigl(\frac{n\,t^2c^2}2\Bigr).
ProofFact A.1

Since Γ\Gamma is independent of the ξi\xi_i, conditioning on Γ\Gamma amounts to fixing the first argument of φ\varphi at a value γ\gamma. So it suffices to prove, for each fixed γ\gamma, the unconditional bound Eexp⁡(t(f−Ef))≤exp⁡(nt2c22)\EE\exp\bigl(t(f-\EE f)\bigr)\le\exp\bigl(\frac{nt^2c^2}2\bigr), where f=φ(γ,ξ1,…,ξn)f=\varphi(\gamma,\xi_1,\dots,\xi_n). From now on, γ\gamma is fixed.

  1. Reveal one at a time. Let fi=E[f∣ξ1,…,ξi]f_i=\EE[f\mid\xi_1,\dots,\xi_i], that is, the best guess for ff once the first ii variables are known; in particular f0=Eff_0=\EE f and fn=ff_n=f. Put Yi=fi−fi−1Y_i=f_i-f_{i-1}. Then f−Ef=∑i=1nYif-\EE f=\sum_{i=1}^nY_i.
  2. Each step has mean 0. By the tower property, E[fi∣ξ1,…,ξi−1]=fi−1\EE[f_i\mid\xi_1,\dots,\xi_{i-1}]=f_{i-1}, so E[Yi∣ξ1,…,ξi−1]=0\EE[Y_i\mid\xi_1,\dots,\xi_{i-1}]=0.
  3. Each step is bounded. Since the variables are independent, fif_i is computed as follows: fix the first ii variables at their revealed values, and average over the later variables. Regard this as a function of the ii-th variable. When the ii-th variable takes another value, every term in the average changes by at most cc, so the average also changes by at most cc. And fi−1f_{i-1} is the average of this function over the ii-th variable. A function whose values all lie within a range of width at most cc is never more than cc away from its own average. So ∣Yi∣≤c|Y_i|\le c.
  4. Peel off the steps, starting from the last. The differences Y1,…,Yn−1Y_1,\dots,Y_{n-1} are determined by ξ1,…,ξn−1\xi_1,\dots,\xi_{n-1}, so they can be factored out; to YnY_n we apply the conditional version of the tool above: E et∑i≤nYi=E[et∑i<nYi⋅E[etYn∣ξ1,…,ξn−1]]≤et2c2/2⋅E et∑i<nYi.\begin{aligned}\EE\,e^{t\sum_{i\le n}Y_i}&=\EE\Bigl[e^{t\sum_{i<n}Y_i}\cdot\EE\bigl[e^{tY_n}\bigm|\xi_1,\dots,\xi_{n-1}\bigr]\Bigr]\\[4pt]&\le e^{t^2c^2/2}\cdot\EE\,e^{t\sum_{i<n}Y_i}.\end{aligned} Repeating this nn times gives exp⁡(nt2c22)\exp\bigl(\frac{nt^2c^2}2\bigr).

This is a moment-generating-function form of the bounded-differences inequality (McDiarmid), and its proof is the martingale argument of Azuma. The standard version has a better constant, which we do not need here. A sequence of quantities like Y1,Y2,…Y_1,Y_2,\dots, each with mean 0 given everything revealed before it, is called a sequence of martingale differences.

Interactive · 16Revealing one at a time: the best guess moves by at most cc per step

A concrete example: roll 10 dice with 8 sides each, and let ff be the number of values that never appear. Changing any one die changes ff by at most 1, so c=1c=1. The polyline is fif_i, the best guess for ff once the first ii dice are known: every time a die is revealed, the guess is updated. The light vertical bar is the range fi−1±cf_{i-1}\pm c in which the next step must land.

In this example there is an explicit formula for fif_i. If the first ii dice have shown ss different values, then each of the remaining 8−s8-s values fails to appear among the last 10−i10-i dice with probability (78)10−i\bigl(\frac78\bigr)^{10-i}, so fi=(8−s)(78)10−if_i=(8-s)\bigl(\frac78\bigr)^{10-i}.

The picture matches the proof in two places. Each step can be positive or negative: a new value makes the guess jump down, a repeated value moves it up a little, and the average of the two, weighted by their probabilities, is 0. This is Step 2. (The first die is an exception: it always shows a new value, and this step is exactly 0.) Each step lands inside the light vertical bar. This is Step 3. Run 30 more rounds: the final values are scattered in a modest range on both sides of Ef\EE f.

Step 4: the fluctuation term is unlikely to be very negative

Lemma 2.6 (Fluctuations)Lemma 2.6 of the paper

Fix a coloring, and let TT be the fluctuation term of (10). Then, for every λ>0\lambda>0,

Pr⁡[ T≤−λ ] ≤ exp⁡(−λ2M22hn).(13)\Pr[\,T\le-\lambda\,]\ \le\ \exp\Bigl(-\frac{\lambda^2M^2}{2hn}\Bigr).\tag{13}
ProofLemma 2.6

Write Tj=Zj+1−E[Zj+1∣Fj]T_j=Z_{j+1}-\EE[Z_{j+1}\mid\mathcal F_j] for the fluctuation in the transition j→j+1j\to j+1, so that T=T0+⋯+Th−1T=T_0+\dots+T_{h-1}.

  1. One digit. Changing the next digit of one point changes Zj+1Z_{j+1} by at most 1M\frac1M. This is Section 15.
  2. One transition. The potential Zj+1Z_{j+1} is a function of the nn next digits, and it also depends on the information in Fj\mathcal F_j (the heights and the first jj digits of all points). These nn digits are independent of each other and of Fj\mathcal F_j. Apply Fact A.1 with Γ\Gamma the information in Fj\mathcal F_j, with ξ1,…,ξn\xi_1,\dots,\xi_n the next digits, with c=1Mc=\frac1M, and with −t-t in place of tt. For every t>0t>0, E[e−tTj∣Fj] ≤ exp⁡(n t22M2).\EE\bigl[e^{-tT_j}\bigm|\mathcal F_j\bigr]\ \le\ \exp\Bigl(\frac{n\,t^2}{2M^2}\Bigr).
  3. Multiplying over the hh transitions. Given Fh−1\mathcal F_{h-1}, the terms T0,…,Th−2T_0,\dots,T_{h-2} are already determined, so they can be factored out: E e−tT=E[e−t(T0+⋯+Th−2)⋅E[e−tTh−1∣Fh−1]]≤exp⁡(n t22M2)⋅E e−t(T0+⋯+Th−2).\EE\,e^{-tT}=\EE\Bigl[e^{-t(T_0+\dots+T_{h-2})}\cdot\EE\bigl[e^{-tT_{h-1}}\bigm|\mathcal F_{h-1}\bigr]\Bigr]\le\exp\Bigl(\frac{n\,t^2}{2M^2}\Bigr)\cdot\EE\,e^{-t(T_0+\dots+T_{h-2})}. Doing the same with Fh−2\mathcal F_{h-2}, then Fh−3\mathcal F_{h-3}, and so on down to F0\mathcal F_0, we get E e−tT≤exp⁡(hn t22M2)\EE\,e^{-tT}\le\exp\bigl(\frac{hn\,t^2}{2M^2}\bigr).
  4. Markov's inequality, then the choice of tt. As in Section 5, the event “T≤−λT\le-\lambda” is the same as “e−tT≥etλe^{-tT}\ge e^{t\lambda}”, so Pr⁡[T≤−λ]≤e−tλ⋅E e−tT≤exp⁡(−tλ+hn t22M2).\Pr[T\le-\lambda]\le e^{-t\lambda}\cdot\EE\,e^{-tT}\le\exp\Bigl(-t\lambda+\frac{hn\,t^2}{2M^2}\Bigr). The exponent is a quadratic function of tt. It is smallest at t=λM2hnt=\frac{\lambda M^2}{hn}, where its value is −λ2M22hn-\frac{\lambda^2M^2}{2hn}.

This step does not need the transitions to be independent of each other. Conditional on the information available at each transition, the next digits are independent dice, and changing one of them changes Zj+1Z_{j+1} by at most 1M\frac1M. We apply the conditional exponential-moment bound to this transition and then iterate conditional expectations; each of the hh transitions contributes a factor exp⁡(n t22M2)\exp\bigl(\frac{n\,t^2}{2M^2}\bigr), and this is how the hnhn and the M2M^2 in the exponent of (13) accumulate.

Pitfall

The argument must not be shortened to “TT is a function of hnhn digits, each with an effect of at most 1M\frac1M”. Changing an early digit also changes ZZ and the conditional expectations at all later transitions, and its effect on TT can exceed 1M\frac1M. A small example: b=3b=3, h=2h=2, n=3n=3, so M=3M=3; colors (+1,−1,+1)(+1,-1,+1), heights (110,34,1920)(\frac1{10},\frac34,\frac{19}{20}), horizontal coordinates (1118,118,12)(\frac{11}{18},\frac1{18},\frac12). Change the horizontal coordinate of the second point to 1318\frac{13}{18}, that is, change its first digit from 1 to 3 and nothing else. Computing directly from the definitions, TT changes from 1481\frac{14}{81} to −2281-\frac{22}{81}, a change of 49>13\frac49>\frac13.

So the bound is used one transition at a time: within a transition only the current digits vary, and all earlier digits count as known.

Inequality (13) is a statement about one fixed coloring: ZjZ_j depends on the coloring, and for another coloring TT is a different random variable. To handle all 2n2^n colorings, the right-hand side has to be multiplied by 2n2^n, so λ\lambda must be chosen so that the exponent λ2M22hn\frac{\lambda^2M^2}{2hn} is larger than nln⁡2n\ln2. Section 18 does this.

Zh − Z0 + Sum of the conditional gains gain of j→j+1 is ≥ δj ≥ 0, by (11) δj depends on the points, not on the coloring § 17: if all transitions are good, sum ≥ hδ∗ Fluctuation term T n next digits; each changes Zj+1 by ≤ 1/M (13): T ≤ −hδ∗/4 is extremely unlikely applied to each coloring separately, then × 2n Both hold: Zh > hδ∗ − hδ∗/4, so max|F| ≥ Zh/2 > hδ∗/8
Where the next two sections are going. The number δ∗\delta_* is defined in Section 17 and is of order n/M\sqrt{n/M}. The good event used to lower-bound the conditional gains depends only on the point positions and is handled once for all colorings; the conditional gains themselves may still depend on the coloring. The fluctuation term on the right is handled one coloring at a time, followed by a union bound.
Interactive · 17Oscillation accumulates from transition to transition

Take b=8b=8 and h=3h=3, so M=64M=64. Place nn points at random, choose a coloring, and compute Z0,…,Z3Z_0,\dots,Z_3. The polyline starts at Z0Z_0 and adds the numbers δj\delta_j one transition at a time; the rise of each segment is the lower bound for the conditional gain of that transition. The last two columns of the table belong to Section 17: the fraction of the points that lie in inner regions that are not heavy in this transition (at least one half means a good transition), and the lower bound δ∗\delta_* that a good transition guarantees. The button “Repeat a few dozen times” repeats the experiment and shows how small ZhZ_h can get.

Three things are worth noticing in the picture; all of them are statements about the sample on the screen. First, ZjZ_j rises in every transition, and each increment is far above δj\delta_j; the table lets you compare them directly. Keep in mind that δj\delta_j is a lower bound for a conditional expectation: the increment of a single realization has no such guarantee and can even be negative. Second, if you switch to the coloring that alternates along a Z-shaped curve, max⁡∣F∣\max|F| becomes much smaller and ZhZ_h becomes smaller with it, but in this sample every transition still gains. Third, over a few dozen repetitions the minimum and the mean of ZhZ_h in these samples are of the same order, and no run drops close to 0. This is an observation from finitely many experiments and says nothing about tail probabilities; for a probability as small as e−cne^{-cn} we need (13).

§ 17 · IntermediateNo crowding: heavy regions and good transitions

In (11), the number δj=14bM∑RmR\delta_j=\frac1{4bM}\sum_R\sqrt{m_R} is about 14bn/M\frac1{4b}\sqrt{n/M} when every inner region holds about nM\frac nM points. But this is not guaranteed. If the points crowd into a few inner regions, or if many of them fall into the bottom and top old cells of the comparison rectangles, the sum is small; in the extreme case no point lies in an inner region, and δj=0\delta_j=0. This section shows that when M≤nM\le n, except with exponentially small probability, a fraction of this number that depends only on bb is retained at every transition. This is step (b) of the plan in Section 16.

Heavy regions and good transitions

A comparison rectangle holds nM\frac nM points on average. Fix the transition j→j+1j\to j+1. For its MM comparison rectangles we define:

HeavyAn inner region is heavy if the number mRm_R of points in it is more than bnM\dfrac{bn}M, that is, if it holds more than bb times the average number of points of a comparison rectangle.
GoodThe transition is good if at least n2\dfrac n2 points lie in inner regions that are not heavy.

A good transition is one where at least half of the points are spread out well enough. Let GjG_j be the event that the transition j→j+1j\to j+1 is good, and let G=G0∩⋯∩Gh−1G=G_0\cap\dots\cap G_{h-1} be the event that all hh transitions are good. These events depend only on the positions of the points, not on the coloring. Put

The lower bound that a good transition guaranteesEq. (12) of the paper
δ∗=18 b3/2nM.(12)\delta_*=\frac1{8\,b^{3/2}}\sqrt{\frac nM}.\tag{12}

It is 12b\frac1{2\sqrt b} times the “ideal value” 14bn/M\frac1{4b}\sqrt{n/M}.

Lemma 2.5 (Good transitions)Lemma 2.5 of the paper

Let 0≤j<h0\le j<h.

(i) On GjG_j, we have δj≥δ∗\delta_j\ge\delta_*.

(ii) If M≤nM\le n, then Pr⁡[ Gj fails ]≤(48b)n/2\Pr[\,G_j\ \text{fails}\,]\le\bigl(\frac{48}b\bigr)^{n/2}, and hence Pr⁡[ G fails ]≤h(48b)n/2\Pr[\,G\ \text{fails}\,]\le h\bigl(\frac{48}b\bigr)^{n/2}.

Proof(i): on a good transition, δj≥δ∗\delta_j\ge\delta_*
  1. In a region that is not heavy, the square root is not too small. For 0<mR≤bn/M0<m_R\le bn/M, we have mR=mR/mR≥mR/bn/M\sqrt{m_R}=m_R/\sqrt{m_R}\ge m_R/\sqrt{bn/M}. If mR=0m_R=0, the final inequality holds directly, with both sides zero.
  2. Sum. Keep only the regions that are not heavy. On a good transition they hold at least n2\frac n2 points in total: ∑RmR ≥ 1bn/M∑R not heavymR ≥ n2Mbn.\sum_R\sqrt{m_R}\ \ge\ \frac1{\sqrt{bn/M}}\sum_{R\ \text{not heavy}}m_R\ \ge\ \frac n2\sqrt{\frac M{bn}}.
  3. Divide by 4bM4bM. δj≥14bM⋅n2Mbn=18 b3/2nM=δ∗\delta_j\ge\dfrac1{4bM}\cdot\dfrac n2\sqrt{\dfrac M{bn}}=\dfrac1{8\,b^{3/2}}\sqrt{\dfrac nM}=\delta_*.

Why discard the heavy regions? The square root is concave: for the same number of points, the sum of the square roots is large when the points are spread over many regions, and small when they crowd into one region. Once a region holds more than bb times the average number of points, the additional points contribute almost nothing to ∑mR\sum\sqrt{m_R}, so we simply do not count them.

The probability that a transition is not good

A boundary strip is the bottom or the top old cell of a comparison rectangle. Every point lies either in an inner region or in a boundary strip.

Proof(ii): if M≤nM\le n, then Pr⁡[ Gj fails ]≤(48b)n/2\Pr[\,G_j\ \text{fails}\,]\le\bigl(\frac{48}b\bigr)^{n/2}
  1. What “not good” means. If the transition is not good, fewer than n2\frac n2 points lie in inner regions that are not heavy. Every other point lies in a heavy inner region or in a boundary strip. So more than n2\frac n2 points lie in the set WW, the union of the boundary strips and all the heavy regions.
  2. There are few heavy regions. No point lies in two inner regions, each heavy region contains more than bnM\frac{bn}M points, and there are only nn points in all. So there are fewer than n/bnM=Mbn\big/\frac{bn}M=\frac Mb heavy regions.
  3. WW is not a fixed set. Which regions are heavy depends on where the points fall. So we cannot directly compute “the probability that a point falls into WW”. Instead, we list all the possibilities: consider every collection S\mathcal S of fewer than Mb\frac Mb inner regions, whether or not its regions are heavy. Let WSW_{\mathcal S} be the union of the boundary strips and of the regions in S\mathcal S, and let ESE_{\mathcal S} be the event that at least n2\frac n2 points lie in WSW_{\mathcal S}. Steps 1 and 2 say: if the transition j→j+1j\to j+1 is not good, then ESE_{\mathcal S} occurs for the collection S\mathcal S of all heavy regions. So the event “not good” is contained in the union of the events ESE_{\mathcal S}.
  4. WSW_{\mathcal S} is small. Fix S\mathcal S. The boundary strips are two of the bb old cells of every comparison rectangle, so they cover an area of 2b\frac2b. There are fewer than Mb\frac Mb regions in S\mathcal S, each of area less than 1M\frac1M, so they cover an area of less than 1b\frac1b. Hence WSW_{\mathcal S} is a fixed set of area at most 3b\frac3b.
  5. A given set of points all falls into it. If ESE_{\mathcal S} occurs, then there is a set of ⌈n2⌉\lceil\frac n2\rceil indices whose points all lie in WSW_{\mathcal S}. The nn points are independent and uniform, so the points of a given set all lie in the fixed set WSW_{\mathcal S} with probability at most (3b)⌈n/2⌉≤(3b)n/2\bigl(\frac3b\bigr)^{\lceil n/2\rceil}\le\bigl(\frac3b\bigr)^{n/2} (since 3b≤1\frac3b\le1). There are at most 2n2^n sets of indices, so by the union bound Pr⁡[ES]≤2n(3b)n/2\Pr[E_{\mathcal S}]\le2^n\bigl(\frac3b\bigr)^{n/2}.
  6. A union bound over S\mathcal S. There are MM inner regions in all, so there are at most 2M2^M choices of S\mathcal S: Pr⁡[ Gj fails ] ≤ 2M+n(3b)n/2 ≤ 4n(3b)n/2=(48b)n/2.\Pr[\,G_j\ \text{fails}\,]\ \le\ 2^{M+n}\Bigl(\frac3b\Bigr)^{n/2}\ \le\ 4^n\Bigl(\frac3b\Bigr)^{n/2}=\Bigl(\frac{48}b\Bigr)^{n/2}. The middle step uses M≤nM\le n. One more union bound, over the hh transitions, gives the bound on Pr⁡[ G fails ]\Pr[\,G\ \text{fails}\,].
Boundary strips bottom and top old cells total area 2/b Heavy inner regions fewer than M/b; total area under 1/b Inner regions that are not heavy good: at least half of the points here All comparison rectangles of one transition (schematic)
Steps 1 to 4 of the proof. The gray and the red parts together have area at most 3b\frac3b; if the transition is not good, more than half of the points must lie in these two parts. Which regions are red is not known in advance, so Step 6 takes a union bound over all possible choices.
Interactive · 18Heavy regions and good transitions

Take b=64b=64; one transition then has M=4096M=4096 comparison rectangles. Each small square in the left panel stands for one inner region: the darker the color, the more points, and red means heavy. The bar on the right splits the nn points into three parts: those in inner regions that are not heavy, those in heavy inner regions, and those in boundary strips. The transition is good once the teal segment passes one half. With uniform random points, the default sample is a good transition; in general, Lemma 2.5 guarantees a good transition only with very high probability. Use the sliders to force a share of the points into 16 regions, or into the boundary strips, and see how far you have to go before the transition is no longer good.

Try the three presets. In the sample of uniform random points there are no heavy regions, and about 97%97\% of the points lie in inner regions that are not heavy. Force 40% of the points into 16 regions: these 16 regions all turn red, but the remaining points are still more than half, so the transition is still good, and δj\delta_j is still at least δ∗\delta_*. Once the forced share passes about one half, the transition is no longer good; the third preset uses 60%. For random points to end up like this by themselves, the probability is at most the last readout, which is about 2−8502^{-850} for b=64b=64 and n=Mn=M.

Three points are worth pausing over. First, what is random here is the positions of the points, and whether a transition is good depends only on the positions. So GG is the same event for all 2n2^n colorings, and it has to be ruled out only once. Second, the condition M≤nM\le n is used in Step 6: there are 2M2^M choices of S\mathcal S, and for (3b)n/2\bigl(\frac3b\bigr)^{n/2} to outweigh them, MM must not be larger than nn. Third, the inner regions have different shapes at different transitions, and the events that the individual transitions are good are not independent; the proof only takes a union bound over the hh transitions and does not need independence.

§ 18 · Core argumentFinishing the proof: Theorem 1.1

Theorem 1.1 is stated in Section 8.

Putting the three steps together: Proposition 2.7

Steps (a), (b) and (c) of the plan in Section 16 are now all in place. For a coloring χ\chi, consider two events:

Event 1GG fails: some transition is not good. This depends only on the positions of the points, not on the coloring. When M≤nM\le n, its probability is at most h(48b)n/2h\bigl(\frac{48}b\bigr)^{n/2} (Lemma 2.5).
Event 2The fluctuation term of the coloring χ\chi satisfies T≤−λT\le-\lambda, where λ=14hδ∗\lambda=\frac14h\delta_*. This depends on the coloring. Its probability is bounded by Lemma 2.6.
Proposition 2.7 (Simultaneous probability bound)Proposition 2.7 of the paper

If M≤nM\le n, then

Pr⁡[ there is χ with ∥Fχ∥∞≤h64 b3/2nM ] ≤ h(48b)n/2+2nexp⁡(−hM2048 b3).(14)\Pr\Bigl[\,\text{there is}\ \chi\ \text{with}\ \norm{F_\chi}_\infty\le\frac h{64\,b^{3/2}}\sqrt{\frac nM}\,\Bigr]\ \le\ h\Bigl(\frac{48}b\Bigr)^{n/2}+2^n\exp\Bigl(-\frac{hM}{2048\,b^3}\Bigr).\tag{14}
ProofProposition 2.7

The threshold on the left is exactly 18hδ∗\frac18h\delta_*. Fix a coloring, and suppose that GG holds and ∥F∥∞≤18hδ∗\norm F_\infty\le\frac18h\delta_*.

  1. The sum of the conditional gains. On GG, the conditional gain of every transition is at least δj\delta_j (Lemma 2.4), and δj≥δ∗\delta_j\ge\delta_* (Lemma 2.5 (i)). So (10) and Z0≥0Z_0\ge0 give Zh ≥ h δ∗+T.Z_h\ \ge\ h\,\delta_*+T.
  2. A small FF forces Event 2. By (9), Zh≤2∥F∥∞≤14hδ∗Z_h\le2\norm F_\infty\le\frac14h\delta_*. Together with Step 1 this gives T≤−34hδ∗T\le-\frac34h\delta_*, and in particular T≤−λT\le-\lambda for λ=14hδ∗\lambda=\frac14h\delta_*. The paper uses only the latter; the constants are not optimized.
  3. The probability of Event 2. By (12), δ∗2=n64 b3M\delta_*^2=\frac n{64\,b^3M}. With this λ\lambda, the exponent in (13) is λ2M22hn=h δ∗2M232 n=hM2048 b3.\frac{\lambda^2M^2}{2hn}=\frac{h\,\delta_*^2M^2}{32\,n}=\frac{hM}{2048\,b^3}. Therefore Pr⁡[ G holds and ∥F∥∞≤18hδ∗ ]≤exp⁡(−hM2048b3)\Pr\bigl[\,G\ \text{holds and}\ \norm F_\infty\le\frac18h\delta_*\,\bigr]\le\exp\bigl(-\frac{hM}{2048b^3}\bigr).
  4. Union bound. If there is a coloring with ∥Fχ∥∞≤18hδ∗\norm{F_\chi}_\infty\le\frac18h\delta_*, then either GG fails, or GG holds and FχF_\chi is small for this coloring. There is only one event of the first kind. There is one event of the second kind for each coloring, 2n2^n in all: Pr⁡[∃χ: ∥Fχ∥∞≤18hδ∗]≤Pr⁡[ G fails ]+∑χPr⁡[ G holds and ∥Fχ∥∞≤18hδ∗].\Pr\bigl[\exists\chi:\ \norm{F_\chi}_\infty\le\tfrac18h\delta_*\bigr]\le\Pr[\,G\ \text{fails}\,]+\sum_\chi\Pr\bigl[\,G\ \text{holds and}\ \norm{F_\chi}_\infty\le\tfrac18h\delta_*\bigr]. Now insert Lemma 2.5 (ii) and Step 3.

Of the two terms on the right, only the second is multiplied by 2n2^n. Event 1 is shared by all colorings, so it is enough to rule it out once.

Choice of parameters

It remains to choose bb and hh. The goal is to make the right-hand side of (14) at most e−Ane^{-An}, while keeping the threshold on the left at least cA(log⁡2n)3/2c_A(\log_2n)^{3/2}. Given A>0A>0, choose an integer bb so large that the following two conditions hold (ln⁡\ln is the natural logarithm; the paper writes log⁡\log):

12ln⁡b48 ≥ A+2,b4096 ≥ A+2+ln⁡2.(15)\frac12\ln\frac b{48}\ \ge\ A+2,\qquad\frac b{4096}\ \ge\ A+2+\ln2.\tag{15}

Such a bb depends only on AA, and b>48b>48, so that 64≤b464\le b^4. Next set

cA=b−8(1+log⁡2b)3/2.c_A=\frac{b^{-8}}{(1+\log_2b)^{3/2}}.

For every n≥1n\ge1, let hh be the largest positive integer with b−5h bh−1≤nb^{-5}h\,b^{h-1}\le n, and set M=bh−1M=b^{h-1}. For h=1h=1 the left-hand side is b−5≤1b^{-5}\le1, and it tends to infinity with hh, so such an hh exists.

Relations between the parametersEqs. (16)–(18) of the paper
b−5hM ≤ n < 2 b−4hM,(16)b^{-5}hM\ \le\ n\ <\ 2\,b^{-4}hM,\tag{16} log⁡2n < (1+log⁡2b) h,(17)\log_2n\ <\ (1+\log_2b)\,h,\tag{17} cA(log⁡2n)3/2 < b−8h3/2.(18)c_A(\log_2n)^{3/2}\ <\ b^{-8}h^{3/2}.\tag{18}
Proof(16), (17) and (18)

The left inequality in (16) is the definition of hh. Since hh is the largest such integer, h+1h+1 does not satisfy the condition: n<b−5(h+1)bhn<b^{-5}(h+1)b^h. With h+1≤2hh+1\le2h and bh=bMb^h=bM this gives n<2h b−4Mn<2h\,b^{-4}M, which is the right inequality in (16). With h+1≤2hh+1\le2^h and b−5≤1b^{-5}\le1 the same inequality gives n<(2b)hn<(2b)^h, and taking logarithms to base 2 gives (17). Raising both sides of (17) to the power 32\frac32 and multiplying by cAc_A gives (18).

Inequality (16) says that the average number nM\frac nM of points of a comparison rectangle lies between b−5hb^{-5}h and 2b−4h2b^{-4}h, so it is of order hh. Inequality (17) says that h>log⁡2n1+log⁡2bh>\frac{\log_2n}{1+\log_2b}, so hh is at least of order log⁡n\log n. Conversely, hh cannot be larger than that, because its definition requires b−5h bh−1≤nb^{-5}h\,b^{h-1}\le n.

Why b−5b^{-5}? The lower bound in (16) makes the threshold in (14) at least h3/264b4\frac{h^{3/2}}{64b^4}. The upper bound makes the last exponent in (14) more than bn4096\frac{bn}{4096}, which outweighs 2n2^n when bb is large enough. With b−4b^{-4} instead, this exponent would only be guaranteed to be more than n4096\frac n{4096}, which is not enough against the 2n2^n colorings.

Why is the density nM\frac nM taken to be of order hh? With a larger density, every δj\delta_j would be larger. But when λ\lambda is of the order of the total gain, the exponent in (13) is of order hMhM (for fixed bb), whatever the density is, and it must exceed nln⁡2n\ln2. So nn is at most of order hMhM, and the density is at most of order hh.

Proof of Theorem 1.1

ProofTwo cases
  1. Case 1: M>nM>n. Proposition 2.7 needs M≤nM\le n, so this case has to be treated separately. By (16), b−5hM≤n<Mb^{-5}hM\le n<M, so h<b5h<b^5; by (18), cA(log⁡2n)3/2<b−8⋅b15/2<1c_A(\log_2n)^{3/2}<b^{-8}\cdot b^{15/2}<1. So it suffices to find an anchored rectangle that has imbalance 1 under every coloring. Almost surely all heights are distinct, so the lowest point is unique. The anchored rectangle [0,1]×[0,min⁡iVi][0,1]\times[0,\min_iV_i] contains just this point, and its signed count is ±1\pm1. In this case the claim of the theorem holds with probability 1.
  2. Case 2: M≤nM\le n. The first term on the right-hand side of (14). Now h≤2h−1≤M≤nh\le2^{h-1}\le M\le n. By the first condition in (15), (48b)n/2=exp⁡(−n2ln⁡b48)≤e−(A+2)n\bigl(\frac{48}b\bigr)^{n/2}=\exp\bigl(-\frac n2\ln\frac b{48}\bigr)\le e^{-(A+2)n}, so the first term is at most n e−(A+2)nn\,e^{-(A+2)n}.
  3. The second term. By (16), hM>12nb4hM>\frac12nb^4, so hM2048 b3>bn4096≥(A+2+ln⁡2) n\frac{hM}{2048\,b^3}>\frac{bn}{4096}\ge(A+2+\ln2)\,n, where the last step is the second condition in (15). Hence 2nexp⁡(−hM2048b3)≤enln⁡2⋅e−(A+2+ln⁡2)n=e−(A+2)n2^n\exp\bigl(-\frac{hM}{2048b^3}\bigr)\le e^{n\ln2}\cdot e^{-(A+2+\ln2)n}=e^{-(A+2)n}.
  4. Adding the two terms. The right-hand side of (14) is at most (n+1) e−(A+2)n=(n+1)e−2n⋅e−An≤e−An(n+1)\,e^{-(A+2)n}=(n+1)e^{-2n}\cdot e^{-An}\le e^{-An}, since n+1≤e2nn+1\le e^{2n}.
  5. Converting to log⁡n\log n. Outside this exceptional event, every coloring satisfies ∥Fχ∥∞>h64 b3/2nM ≥ h64 b3/2hb5=h3/264 b4 ≥ b−8h3/2 > cA(log⁡2n)3/2.\norm{F_\chi}_\infty>\frac h{64\,b^{3/2}}\sqrt{\frac nM}\ \ge\ \frac h{64\,b^{3/2}}\sqrt{\frac h{b^5}}=\frac{h^{3/2}}{64\,b^4}\ \ge\ b^{-8}h^{3/2}\ >\ c_A(\log_2n)^{3/2}. The steps use, in this order, nM≥hb5\frac nM\ge\frac h{b^5} from (16), then 64≤b464\le b^4, and finally (18).

Step 5 is where the exponent 32\frac32 finally appears: the threshold is h⋅n/Mh\cdot\sqrt{n/M}, and nM\frac nM is at least a constant multiple of hh, so the threshold is of order h3/2h^{3/2}. Step 4 explains why (15) has A+2A+2 and not AA: the extra e−2ne^{-2n} absorbs the factor n+1n+1, which comes from the factor h≤nh\le n in front of the first term and from the second term.

Interactive · 19Ledger of exponents: the two terms of (14)

Write every factor on the right-hand side of (14) in the form e( ⋅ )ne^{(\,\cdot\,)n} and look only at the number in the parentheses. Each of the two events has its own ledger. The two cost lines of Event 1 come from the proof of Lemma 2.5: the 2M≤2n2^M\le2^n choices of S\mathcal S, and the 2n2^n choices of the set of indices. Event 2 needs a union bound over the 2n2^n colorings, hence a line ln⁡2\ln2. When both subtotals are at most −(A+2)-(A+2), Steps 2 to 4 of the proof go through. The factor hh in front of the first term is not exponential and is not entered in the ledger. To make the slider convenient, we take b=2Lb=2^L here; the paper only requires bb to be an integer.

Each ledger has costs and payoffs. The payoff of Event 1 is 12ln⁡b3\frac12\ln\frac b3, which grows only logarithmically with bb; the payoff of Event 2 is b4096\frac b{4096}, which grows linearly with bb but starts late. For small AA, Event 2 is the binding one: for A=0.5A=0.5 it requires b≥13080b\ge13080, whereas Event 1 only requires b≥7124b\ge7124. For large AA it is the other way round and Event 1 is the binding one, because the logarithm grows slowly. Both subtotals become arbitrarily negative as bb grows. This is why AA can be arbitrarily large in the theorem: the smaller the failure probability we want, the larger we take the base bb.

Interactive · 20Choice of parameters: hh, MM and the two cases

The horizontal axis is the number of points, with log⁡2n\log_2n on a logarithmic scale. The vertical axis is the average number nM\frac nM of points of a comparison rectangle. The band is the range b−5h≤nM<2b−4hb^{-5}h\le\frac nM<2b^{-4}h given by (16), and the dot is the current nn. A dot below the horizontal line nM=1\frac nM=1 is in the case M>nM>n; a dot above it is in the case M≤nM\le n. To make the picture fit, we take b=2Lb=2^L here, with LL only from 4 to 8.

Drag the number of points to see that hh is about log⁡2nlog⁡2b\frac{\log_2n}{\log_2b} and grows very slowly with nn. The ratio nM\frac nM itself is a sawtooth: it rises with nn, and each time hh increases by 1 it drops to 1b\frac1b of its value. But it always stays inside the band, and the band moves up slowly with hh. For the band to cross 1, hh has to reach the order of 12b4\frac12b^4 to b5b^5. The last readout shows the expression b−8h3/2b^{-8}h^{3/2}; it exceeds 1 even later. The displayed bases b = 16,…,256 do not satisfy (15), so this is a scale illustration, not a probability guarantee. The theorem requires bb above ten thousand. The picture then has the same shape as here, only with a much longer horizontal axis; the note “On the constants” below gives the actual numbers.

This completes the proof of Theorem 1.1. The random point set satisfies the conclusion with positive probability, and its points are almost surely distinct, so there is an nn-point set for which every coloring leaves an anchored rectangle with imbalance at least cA(log⁡2n)3/2c_A(\log_2n)^{3/2}. Together with Nikolov's upper bound:

Δ2(n)=Θ(log⁡3/2n).\Delta_2(n)=\Theta(\log^{3/2}n).
On the constants

The constant that the proof gives is very small. Take the failure probability 2−n/22^{-n/2} as an example, that is, A=12ln⁡2A=\frac12\ln2: the smallest integer that satisfies (15) is b=12451b=12451, and then cA≈2−114.6c_A\approx2^{-114.6}. For the lower bound cA(log⁡2n)3/2c_A(\log_2n)^{3/2} to exceed 1, log⁡2n\log_2n must be larger than cA−2/3≈276.4c_A^{-2/3}\approx2^{76.4}. Before that, the bound of the theorem is below 1, which is weaker than the trivial fact that the imbalance is at least 1.

This is common for asymptotic results: the theorem determines the order of growth, not specific values. The paper says so right after the theorem: it does not optimize cAc_A, which is very small, so the bound is of interest only for large nn.

Part V · Sections 19–22

Looking back

The proof is complete. This part first goes through the accounting for the exponent 32\frac32 once more, then answers the three questions from the beginning, and then looks at what is still open. At the end come the dependency map, the table of notation and the references.

§ 19 · IntermediateThe accounting for 32\frac32

Three numbers are at work in the proof:

hhThe number of transitions, that is, of passages from one stage to the next. By (17), it is of order log⁡n\log n.
δ∗≍n/M\delta_*\asymp\sqrt{n/M}At every good transition, the conditional gain of ZZ is at least δ∗=18b3/2n/M\delta_*=\frac1{8b^{3/2}}\sqrt{n/M}. Here nM\frac nM is the average number of points of a comparison rectangle.
nM≍h\frac nM\asymp hThe choice of parameters, (16). So every good transition gains an amount of order h\sqrt h, and all hh transitions are good, for a total of h⋅h=h3/2h\cdot\sqrt h=h^{3/2}.
∥Fχ∥∞ > h δ∗8=h64 b3/2nM ≍ h3/2 ≍ (log⁡n)3/2.\norm{F_\chi}_\infty\ >\ \frac{h\,\delta_*}8=\frac h{64\,b^{3/2}}\sqrt{\frac nM}\ \asymp\ h^{3/2}\ \asymp\ (\log n)^{3/2}.

The 8 in hδ∗8\frac{h\delta_*}8 arises as follows. If ∥Fχ∥∞\norm{F_\chi}_\infty is at most this number, then Zh≤2∥Fχ∥∞≤hδ∗4Z_h\le2\norm{F_\chi}_\infty\le\frac{h\delta_*}4, which falls short of the sum hδ∗h\delta_* of the conditional gains by 34hδ∗\frac34h\delta_*, and only the fluctuation term can make up this difference. The paper uses only 14hδ∗\frac14h\delta_* of it; the constants are not optimized.

Why nM\frac nM cannot be larger

The gain per transition is n/M\sqrt{n/M}, so it seems that the larger nM\frac nM, the better. The restriction comes from the union bound. With λ=hδ∗4\lambda=\frac{h\delta_*}4 in (13), the exponent is hM2048b3\frac{hM}{2048b^3}; to beat the 2n2^n colorings, it must exceed nln⁡2n\ln2. So hMhM must be at least a constant multiple of b3b^3 times nn, that is,

nM ≲ hb3.\frac nM\ \lesssim\ \frac h{b^3}.

The choice nM<2hb4\frac nM<\frac{2h}{b^4} of Section 18 lies in this range, with a factor bb to spare, which is used to push the failure probability down to e−Ane^{-An}. The introduction of the paper puts it this way: a denser choice would increase the gain of each transition; but for a deviation of the order of the total gain, the fluctuation bound has an exponent of order hMhM, whatever the density is, and this exponent must exceed nln⁡2n\ln2. So a density nM\frac nM of order hh is already the largest that the argument allows.

The intuition in one sentence

Each transition has MM comparison rectangles, so the hh transitions have hMhM in total. For a fixed coloring, ZhZ_h can be abnormally small only if the random sums in most comparison rectangles happen to cancel. If these hMhM rectangles are treated as independent, each with a constant probability of such a cancellation, the probability is about e−c hMe^{-c\,hM} altogether. There are 2n2^n colorings to choose from, and the union bound needs 2n⋅e−c hM2^n\cdot e^{-c\,hM} to be small. So we need hM≳nhM\gtrsim n, that is, nM≲h\frac nM\lesssim h.

This is only a heuristic for the scale: the comparison rectangles and the transitions are not independent. The proof uses the conditional exponential-moment bound of Section 16, iterated over the transitions, that is, inequality (13): when λ\lambda is of the order of the total gain, the exponent on its right-hand side is exactly a constant multiple of hMhM.

Compare this with continuous discrepancy. For the binary net of Section 6, every dyadic strip has error at most 1, and the log⁡n\log n levels add up to log⁡n\log n. Here the gain of each transition is of order log⁡n\sqrt{\log n}, and the total is log⁡3/2n\log^{3/2}n. The factor log⁡n\sqrt{\log n} between the two problems is this extra square root at each level.

Comparing with the guess of Section 9

Section 9 guessed the scale from the small-ball estimate for the Brownian sheet. Now we translate the parameters of the proof into that language. The scale of the discrepancy is t≍hn/Mt\asymp h\sqrt{n/M}, and the corresponding small-ball radius is ε=t/n≍h/M\varepsilon=t/\sqrt n\asymp h/\sqrt M.

Small-ball estimateThe proof here
radius ε\varepsilonh/Mh/\sqrt M
log⁡(1/ε)\log(1/\varepsilon)12log⁡M−log⁡h\frac12\log M-\log h, which is of order hh (bb is a constant)
exponent ε−2log⁡3(1/ε)\varepsilon^{-2}\log^3(1/\varepsilon)Mh2⋅h3=hM≍n\frac M{h^2}\cdot h^3=hM\asymp n

The last row says that, with these parameters, the exponent of the small-ball probability is exactly of order nn, which is just enough to pay for the union bound over the 2n2^n colorings. Both sides use the same “cube”: n≍ε−2h3n\asymp\varepsilon^{-2}h^3. The proof does not use the Brownian sheet, but it lands on the scale that the Brownian sheet predicts. Section 3 of the paper carries out the calculation of Section 9; substituting the parameters of the proof back into it, as done here, is an addition of this guide.

§ 20 · BasicsWhy earlier methods fell short, and why it works now

Why earlier methods fell short

  • Borrowing from continuous discrepancy. Transference can only carry over the lower bound for continuous discrepancy, and continuous discrepancy is exactly Θ(log⁡n)\Theta(\log n). By itself this road ends at log⁡n\log n.
  • The orthogonal-function method. In the classical argument presented in Section 7, the gain of the test function accumulates scale by scale: there are log⁡n\log n levels, and each contributes a constant.
  • Factorization norms. The two general inequalities between γ2\gamma_2 and discrepancy each lose a logarithmic factor, and in the plane the lower-bound side lands exactly on log⁡n\log n.

These specific arguments do not give the paper's uniform lower bound for random point sets. The combinatorial-discrepancy application of the orthogonal-function method presented here concerns binary nets; the other two routes produce bad point sets among the subsets of a grid. A binary net itself can be colored with discrepancy O(log⁡n)O(\log n) (see Section 7), so nothing more can be proved on it.

Why it works now

New pointsThe points are placed at random. A point set such as a binary net can keep the errors at all scales small simultaneously. For random points, every digit is a freshly rolled die, and every scale brings new fluctuations.
New questionFix one coloring at a time, estimate the probability that it is “good”, and then take a union bound over the 2n2^n colorings. This needs a probability as small as e−cne^{-cn}, with cc large enough.
New quantityInstead of looking at the maximum of FF directly, use the local oscillation potential ZjZ_j. On a good transition, its conditional expected gain is at least δ∗=(8b3/2)−1n/M\delta_*=(8b^{3/2})^{-1}\sqrt{n/M}. With the revealed information fixed, changing one point’s next horizontal digit changes Zj+1Z_{j+1} by at most 1/M1/M.
Elementary probabilityCauchy–Schwarz (the paper uses Hölder), the bounded-differences inequality, Markov's inequality and the union bound. Throughout, only maxima and minima of step functions and conditional averages are used. The abstract of the paper calls the proof “surprisingly simple and elementary”.
Earlier methodsThe paper
Point seta binary net, or a subset of some gridrandom points
How all 2n2^n colorings are handleda certificate for each coloring (test function, factorization norm)for each coloring, estimate the probability that it is “good”; then take a union bound
Key estimate neededinner products with the test function, the factorization norm of a matrixthe average gain of the potential, and the effect of a single point
Contribution of each scalea constant, log⁡n\log n in totallog⁡n\sqrt{\log n}, log⁡3/2n\log^{3/2}n in total

The connections with the earlier methods are also worth mentioning. The family of rectangles that become “narrower horizontally and taller vertically, with the same area” is exactly the family used in the orthogonal-function method of Roth and Halász. In its discussion of related work, the paper also points out a connection with Talagrand's proof of the small-ball estimate for the Brownian sheet. Talagrand's proof contains a deterministic recursion that averages in one coordinate and selects representative points in the other, and the local comparison of the paper uses the same pair of opposing scales. Averaging the child functions preserves the old function in expectation, and the independent symmetric jumps that come from the points of the inner region supply the gain. The endpoint average aIa_I, in turn, is the conditional-expectation version of Talagrand's horizontal average (end of Section 13).

The paper's four steps and this guide

The introduction of the paper summarizes the proof in four steps. Part IV presents exactly these four steps, in a slightly different order: here “the effect of one digit” is moved forward to Section 15, and the good transitions come after the fluctuations.

Step in the paperContentIn the paperThis guide
(1) Potentialrevealing the horizontal coordinates digit by digit; endpoint average, oscillation, ZjZ_j; Zj≤2∥F∥∞Z_j\le2\norm F_\inftyEqs. (1)–(3), (9)§ 10–§ 12
(2) Local gainin one comparison rectangle, the oscillations on the vertical strips add up, on average, to at least 14mR\frac14\sqrt{m_R} more than those on the horizontal strips; sum over all comparison rectanglesLemma 2.1, Fact 2.2, Lemma 2.3, Lemma 2.4§ 13, § 14, § 16
(3) Good transitionsheavy inner regions, good transitions; when M≤nM\le n, every transition is good, except with exponentially small probability, and this does not depend on the coloringLemma 2.5§ 17
(4) All coloringsone digit changes Zj+1Z_{j+1} by at most 1M\frac1M; bounded differences control the fluctuation term; union bound over the 2n2^n colorings; choice of parametersLemma 2.6, Fact A.1, Proposition 2.7, Section 2.5 (Parameters)§ 15, § 16, § 18

List of techniques

TechniqueWhat it doesWhere
Random points, union bound over the coloringsreduces “every coloring is bad” to a probability estimate for one fixed coloring§ 8
Revealing the horizontal coordinates digit by digiteach transition releases only nn independent dice§ 10
Endpoint average aIa_I (Eq. (2))after refinement, the average of the child functions returns to the old function in expectation§ 12, § 14
Potential ZjZ_j, the local oscillation (Eq. (1))shift invariant: for each affected horizontal interval, only the block containing the point’s height can change oscillation§ 12, § 15
Vertical comparison (Lemma 2.1, Eq. (4))the oscillation on JJ sees the offset between the bottom and the top block; the oscillation on a single block does not§ 13
Average first, then compare (Eqs. (5), (6))merges the bb child functions into one average aˉ\bar a, which equals the old function plus the jumps of the points§ 13
A sum of symmetric jumps is not close to any fixed point (Fact 2.2)the sum DD of the jumps of the points of the inner region, plus any fixed offset, has expected absolute value at least 18mR\frac18\sqrt{m_R}§ 14
Conditional gain plus fluctuation term (Eq. (10), Lemma 2.4)writes ZhZ_h as its initial value, the sum of the conditional gains, and a fluctuation term with mean 0; the conditional gains have a common lower bound that does not depend on the coloring§ 16
Bounded differences (Fact A.1, Lemma 2.6)the fluctuation term is unlikely to be very negative; no independence between the transitions is needed§ 15, § 16
Heavy inner regions and good transitions (Lemma 2.5)with high probability, all transitions are good when M ≤ n; this event is common to all colorings§ 17

§ 21 · BasicsConstants, formalization and open problems

Explicit bad point sets

The proof is probabilistic: it shows that almost all random point sets are bad, but it cannot point to a specific one. Is there an explicit family of point sets with discrepancy Ω(log⁡3/2n)\Omega(\log^{3/2}n)? The paper names the main issue: how to retain the oscillation gained across many scales when the independent random digits are replaced by a deterministic choice.

Higher dimensions

For boxes in dimension d≥3d\ge3, it is known that Ωd(log⁡d−1n)≤Δd(n)≤Od(log⁡d−1/2n)\Omega_d(\log^{d-1}n)\le\Delta_d(n)\le O_d(\log^{d-1/2}n); the gap is again log⁡n\sqrt{\log n}. (The log⁡d+1/2n\log^{d+1/2}n of Section 7 is a weaker upper bound given by the factorization-norm method; Nikolov later improved it to log⁡d−1/2n\log^{d-1/2}n.) Bansal conjectured that the answer in dd dimensions is O(log⁡d−1n)O(\log^{d-1}n); the theorem of the paper shows that this fails for d=2d=2.

Which side is right in higher dimensions? Carry the calculation of Section 9 over to dimension dd: the Brownian-sheet small-ball conjecture predicts the exponent ε−2log⁡2d−1(1/ε)\varepsilon^{-2}\log^{2d-1}(1/\varepsilon), and balancing it against nln⁡2n\ln2 gives log⁡d−1/2n\log^{d-1/2}n, which matches the known upper bound. The paper also stresses that this heuristic calculation does not transfer the conclusion to finite point sets. As for the proof, the argument of the paper uses two opposing resolutions, horizontal and vertical: when one coordinate is refined, the influence of a point is confined to a single vertical block (Section 15). An extension to higher dimensions needs an analogous local comparison when several coordinates are refined or coarsened at once.

Constants

As computed at the end of Section 18, the constant cAc_A given by the proof is extremely small: for A=12ln⁡2A=\frac12\ln2 we get b=12451b=12451 and cA≈2−114.6c_A\approx2^{-114.6}, so the statement has real content only for astronomically large nn. The paper says explicitly that it does not optimize cAc_A.

Formalization and AI

The paper ends with an “AI methodology statement”. In brief: the author has been thinking about this problem since 2013; from July 2026 on, the author worked on it interactively with GPT and Claude, which first led to a proof based on a “killed suffix walk” and then to its simplification, the local-oscillation proof in Section 2 and the appendix of the paper; the same tools, together with Xean, were used to check the proof and to prepare the manuscript; there is a Lean formalization of the main lower-bound theorem, produced with GPT according to the paper; and the author verified the correctness and originality of all content. The code of the formalization is at github.com/wzskytop/tusnady-lean; for the tools used and the record of checks, the current description in that repository is authoritative. The paper is at arXiv:2610.08130.

The scope of the formalization should be kept clear. It covers the new lower bound of the paper: Theorem 1.1 for random points, and the deterministic lower bound that follows from it. The cited upper bound, the resulting statement Θ(log⁡3/2n)\Theta(\log^{3/2}n), the historical account, and the explanations and interactive figures added by this guide are outside its scope.

The repository's paper-to-code correspondence table maps the theorems and lemmas to their Lean declarations.

This guide adds derivations, examples and interactive figures. They are no substitute for formal verification, nor for independent review.

Other directions

In its discussion of related work, the paper mentions two directions. The first is online discrepancy: for points that arrive at random, earlier work studied online algorithms for intervals, stripes and Tusnády's problem. For uniform random arrivals in [0,1]d[0,1]^d, it is known that every online algorithm incurs discrepancy Ωd(log⁡d/2T)\Omega_d(\log^{d/2}T) within the first TT arrivals, with constant probability (Bansal, Jiang, Singla and Sinha). Theorem 1.1 holds for every coloring, online or offline, so in the plane it raises this bound from log⁡T\log T to log⁡3/2T\log^{3/2}T. The second is data structures: discrepancy is related to lower bounds for range searching and approximate range counting, and the hard instances of the paper are random, so they may be useful for average-case lower bounds.

§ 22 · AppendixDependency map, notation and references

Dependencies in the proof

Interactive · 21What uses what

Each arrow points from a result to a result that uses it. Click any box to jump to the corresponding section.

Notation

SymbolMeaningFirst appears
P, nP,\ nthe point set and the number of points§ 1
χ\chia coloring, with values ±1\pm1; χ(P∩R)\chi(P\cap R) is the sum of the colors in RR§ 3
disc⁡(P), Δ2(n)\disc(P),\ \Delta_2(n)the discrepancy of a point set; the worst-case discrepancy of nn points§ 3
D(P), D(n)D(P),\ D(n)continuous discrepancy§ 6
Pi=(Ui,Vi)P_i=(U_i,V_i)the horizontal and the vertical coordinate of the ii-th random point§ 8
Fχ(x,y), ∥Fχ∥∞F_\chi(x,y),\ \norm{F_\chi}_\inftythe signed count of the points in the anchored rectangle [0,x]×[0,y][0,x]\times[0,y]; its maximum absolute value. Written FF from Section 11 on§ 8
A, cAA,\ c_Athe exponent in the failure probability e−Ane^{-An}; the constant in Theorem 1.1§ 8
W, εW,\ \varepsilonthe Brownian sheet; the radius of the small ball§ 9
b, Lb,\ Lthe base, an integer, b≥3b\ge3; it is chosen very large in the proof of the theorem (see (15)). In the interactive figure of Section 18 it is a power of 2, b=2Lb=2^L§ 10, § 18
Fj\mathcal F_jthe information at stage jj: all vertical coordinates and the first jj digits of every horizontal coordinate§ 10
h, Mh,\ Mthe number of transitions: the stages are numbered j=0,…,hj=0,\dots,h, so there are hh transitions, and the passage from stage jj to stage j+1j+1 is the transition j→j+1j\to j+1; M=bh−1M=b^{h-1} is the number of comparison rectangles in each transition§ 11
I, BI,\ Ba horizontal interval (of width b−jb^{-j}) and a vertical block (of height bj−hb^{j-h}) of stage jj; I×BI\times B is a cell§ 11
Ck, J, RC_k,\ J,\ Rthe kk-th child of II; a new block, the union of bb old blocks B1,…,BbB_1,\dots,B_b; the comparison rectangle I×JI\times J§ 11
aI(y), wI(u)a_I(y),\ w_I(u)the endpoint average, the mean of the two values of FF at the endpoints of I=[s,t]I=[s,t], Eq. (2); the paper writes a(I)a^{(I)}. A point with horizontal coordinate uu enters it with the weight wI(u)w_I(u), which is one of 1,12,01,\frac12,0§ 12
osc⁡B f, mid⁡B f\operatorname{osc}_B\,f,\ \operatorname{mid}_B\,foscillation: the maximum of ff on BB minus its minimum; midpoint: the average of the maximum and the minimum. Eq. (3)§ 12
ZjZ_jthe potential (the local oscillation): the average of the oscillations of aIa_I over the cells of stage jj, Eq. (1)§ 12
Rin, mRR^{\mathrm{in}},\ m_Rthe inner region I×(B2∪⋯∪Bb−1)I\times(B_2\cup\dots\cup B_{b-1}) of RR; the number of points in it§ 13
a, ak, aˉa,\ a_k,\ \bar ashorthand while II is fixed: the old function a=aIa=a_I; the child functions ak=aCka_k=a_{C_k}; their average aˉ=1b∑kak\bar a=\frac1b\sum_ka_k§ 13
offsetmid⁡Bbf−mid⁡B1f\operatorname{mid}_{B_b}f-\operatorname{mid}_{B_1}f: the top block against the bottom block§ 13
r, Xir,\ X_ithe outcome of the die (the point falls into CrC_r); the jump χib+1−2r2b\chi_i\frac{b+1-2r}{2b} of this point§ 13
D, g, θD,\ g,\ \thetathe sum of the jumps of the points of the inner region; the function aˉ\bar a without these jumps; the offset of gg itself§ 14
σ2\sigma^2the second moment b2−112b2\frac{b^2-1}{12b^2} of one jump§ 14
conditional gainE[Zj+1−Zj∣Fj]\EE[Z_{j+1}-Z_j\mid\mathcal F_j]: the average increment in the transition j→j+1j\to j+1§ 16
T, TjT,\ T_jthe fluctuation term ∑j(Zj+1−E[Zj+1∣Fj])\sum_j\bigl(Z_{j+1}-\EE[Z_{j+1}\mid\mathcal F_j]\bigr), Eq. (10); its term for the transition j→j+1j\to j+1§ 16
δj\delta_jthe lower bound 14bM∑RmR\frac1{4bM}\sum_R\sqrt{m_R} for the conditional gain of the transition j→j+1j\to j+1, Eq. (11)§ 16
Γ, ξi, φ, c, t\Gamma,\ \xi_i,\ \varphi,\ c,\ tin Fact A.1: the given information, the independent variables, the function, the bound on the effect of a single variable, and the parameter in the exponent§ 16
λ\lambdathe size of the deviation in Lemma 2.6; Proposition 2.7 takes 14hδ∗\frac14h\delta_*§ 16, § 18
heavy, good transitionan inner region is heavy if mR>bnMm_R>\frac{bn}M; a transition is good if at least n2\frac n2 points lie in inner regions that are not heavy§ 17
Gj, GG_j,\ Gthe transition j→j+1j\to j+1 is good; all hh transitions are good§ 17
δ∗\delta_*the lower bound 18b3/2n/M\frac1{8b^{3/2}}\sqrt{n/M} that a good transition guarantees, Eq. (12)§ 17
boundary strips, S, WS, ES\mathcal S,\ W_{\mathcal S},\ E_{\mathcal S}the bottom and the top old cell of every comparison rectangle; a collection of fewer than Mb\frac Mb inner regions; the union of this collection and the boundary strips; the event “at least half of the points lie in WSW_{\mathcal S}”. In Section 17, WW without a subscript is the union of the boundary strips and all heavy regions; it has nothing to do with the Brownian sheet of Section 9§ 17

References

The bibliographic details below are taken from the reference list of version r65 of the paper. The two entries marked “Background” were added by this guide.

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  • Background: the account of binary nets, the transference principle and the γ2\gamma_2 norm in Sections 6 and 7 follows Matoušek's monograph above and the papers of Matoušek, Nikolov and Talwar and of Nikolov.