A Fourier-Theoretic Perspective on the Condorcet Paradox and Arrow's
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View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by Elsevier - Publisher Connector Advances in Applied Mathematics 29 (2002) 412–426 www.academicpress.com A Fourier-theoretic perspective on the Condorcet paradox and Arrow’s theorem Gil Kalai Institute of Mathematics, Hebrew University, Jerusalem, Israel Received 20 June 2001; accepted 15 December 2001 Abstract We describe a Fourier-theoretic formula for the probability of rational outcomes for a social choice function on three alternatives. Several applications are given. 2002 Elsevier Science (USA). All rights reserved. 1. Introduction The Condorcet “paradox” demonstrates that the majority rule can lead to a situation in which the society prefers A on B, B on C, and C on A. Arrow’s Impossibility Theorem (1951) [1] asserts that under certain conditions if there are at least three alternatives, then every non-dictatorial social choice gives rise to a non-rational choice function, namely there exists a profile such that the social choice is not rational. A profile is a finite list of linear orders on a finite set of alternatives. (We will consider the case of three alternatives.) We consider social choice functions which, given a profile of n order relations Ri on a set X of m alternatives, yield an asymmetric relation R on the alternatives for the society. Thus, R = F(R1,R2,...,Rn) where F is the social choice function. If aRib we say that the ith individual prefers alternative a over alternative b.IfaRb we say that the society prefers alternative a over alternative b. The social choice is rational if R is an order relation on the alternatives. A principal condition for social choice functions: “Independence of irrelevant alternatives” asserts that for every two alternatives a and b the society’s choice 0196-8858/02/$ – see front matter 2002 Elsevier Science (USA). All rights reserved. PII:S0196-8858(02)00023-4 G. Kalai / Advances in Applied Mathematics 29 (2002) 412–426 413 between a and b depends only on the individual preferences between these two alternatives. In other words, the set {i: aRib} determines whether aRb. There is an extensive literature on the probability of non-rational outcomes in voting schemes when individual preferences are uniform and independent (see Gehrlein [10]). We will consider this probability for general social choice functions on three alternatives. Our main result is a Fourier-theoretic formula for the probability of non- rational outcomes for an arbitrary social choice function on three alternatives. Several applications are given two of which we will mention here. A social choice function is neutral if it is invariant under permutations of the alternatives. We call a neutral social choice function symmetric if the choice is invariant under some transitive group of permutations on {1, 2,...,n}. (Note: the social choice need not be invariant under all permutations of the individuals.) For example, an electoral voting system (such as that in the United States of America) in which all states have the same number of voters and electors is symmetric. Theorem 1.1. The probability of a rational outcome for a symmetric social choice on three alternatives is less than 0.9192. The second application demonstrates that if the outcomes of a neutral social choice function for random profiles are rational with high probability then the social choice is approximately a dictatorship. Theorem 1.2. There exists an absolute constant K such that the following assertion holds: For every >0 and for every neutral social choice function if the probability that the social choice is non-rational is smaller than , then there exists a dictator such that for every pair of alternatives the probability that the social choice differs from the dictator’s choice is smaller than K · . This theorem relies on a result which is proved in Friedgut et al. [7] concerning Boolean functions whose spectrum is concentrated on the first two “levels.” For general references on social choice theory see Fishburn [6], Sen [17], and Peleg [15]. 2. Fourier expansion on the discrete cube n Consider the discrete cube Ωn ={0, 1} endowed with the uniform probability measure P. We will identify elements in Ωn with subsets S of [n]={1, 2,...,n}. For two real functions f and g defined on Ωn their inner product is − f,g= 2 nf(S)g(S). 414 G. Kalai / Advances in Applied Mathematics 29 (2002) 412–426 The 2-norm of f is thus equal to: 1/2 −n 2 f 2 = f,f = 2 f (S) . The Cauchy–Schwarz inequality asserts that f,g f 2 g 2. For a real function defined on {0, 1}n consider the Fourier–Walsh expansion of f , ˆ f = f(S)uS, S⊂[n] |S∩T | n where, uS(T ) = (−1) . Since the 2 functions uS form an orthogonal basis ˆ for the space of real functions on Ωn, f(S)=f,uS. 2 = ˆ 2 The Parseval formula asserts that f 2 f (S), and more generally, f,g= f(S)ˆ g(S).ˆ Let f be a Boolean function defined on Ωn, namely f : Ωn →{0, 1}.In this case f is simply a characteristic function of a subset A of Ωn. Denote by P(A) =|A|/2n and note that in this case the Parseval formula asserts that: 2 = = ˆ2 f 2 P(A) f (S). ˆ Note that f(∅) =f,u∅=P(A) since u∅(S) = 1foreveryS. We will write ui for u{i}. 3. The probability of irrational social choice for three alternatives Consider a social choice function which, given a profile of n order relations Ri , i = 1, 2,...,n on three alternatives, yields an asymmetric relation R for the society. Thus R = F(R1,R2,...,Rn) where F is the social choice function. aRib indicates that the ith individual prefers alternative a over alternative b. aRb indicates that the society prefers alternative a over alternative b. The social preference relations are not assumed to be rational ( = order relations). Let a, b,andc be the alternatives. The social preference between a and b depends only on the individual preferences between a and b and therefore can be described by a Boolean function f of n variables x1,x2,...,xn as follows: Set xi = 1ifaRib and xi = 0 otherwise. In addition, let aRb if and only if f(x1,...,xn) = 1. Similarly, let g = g(y1,y2,...,yn) and h = h(z1,z2,...,zn) be the Boolean functions which describe the society’s preferences between b and c and between c and a, respectively. G. Kalai / Advances in Applied Mathematics 29 (2002) 412–426 415 Let p = P x: f(x)= 1 = f(ˆ ∅) ,p= P x: g(x) = 1 =ˆg(∅) , 1 2 ˆ and p3 = P x: h(x) = 1 = h(∅) . We will call the social choice function balanced if p1 = p2 = p3 = 1/2. We will now consider a Boolean function on 3n variables x1,...,xn, y1,...,yn, z1,...,zn. (Write x = (x1,x2,...,xn), y = (y1,y2,...,yn),andz = (z1,z2,...,zn).) Let Ψ(= Ψ3(n)) be the subset of the 3n-dimensional discrete cube corre- sponding to these variables which arise from a rational profile namely where each of the triples (xi,yi,zi ) is not equal to (0, 0, 0) or (1, 1, 1) for i = 1, 2,...,n. Note that P(Ψ ) = (6/8)n. We will introduce the following notation: For real functions f , g on Ωn let | |− f,g = f(S)ˆ g(S)(ˆ −1/3) S 1. (3.1) ∅=S⊂[n] Let W = W(f,g,h) be the probability of obtaining a non-rational outcome from profiles of the n individuals when the individual preferences are uniform on the six orderings of the alternatives and independent. First, note that − − W(f,g,h) = P{Ψ } 1 · 2 3n f(x)g(y)h(z) ∈ (x,y,z) Ψ + 1 − f(x) 1 − g(y) 1 − h(z) . (3.2) Indeed, the outcome of the social choice function which is described by f(x), g(y) and h(z) is rational if and only if the vector (f (x), g(y), h(z)) is not equal to (1, 1, 1) and not to (0, 0, 0). Therefore, if the social choice function yields an order relation for the society, then f(x)g(y)h(z)+ 1 − f(x) 1 − g(y) 1 − h(z) = 0 and if it yields a non-rational outcome, then f(x)g(y)h(z)+ 1 − f(x) 1 − g(y) 1 − h(z) = 1. Theorem 3.1. W(f,g,h) = (1 − p )(1 − p )(1 − p ) + p p p 1 2 3 1 2 3 − f,g + g,h + h, f 3. (3.3) Proof. Let A = An = χΨ and B = f(x)g(y)h(z). We need to compute the inner product of A and B and we will carry out this computation using the Fourier transform. − 2 3nf(x)g(y)h(z) =A,B= A(u) B(u). (3.4) (x,y,z)∈Ψ 416 G. Kalai / Advances in Applied Mathematics 29 (2002) 412–426 It is left to determine the Fourier coefficients of A and B. In our case the Fourier coefficients are indexed by 0–1 vectors of length 3n or equivalently by subsets of the variables. In our case, we have 3n variables: x1,...,xn, y1,...,yn, and z1,...,zn. We represent subsets of these 3n variables by a triple (S1,S2,S3) of subsets of [n]. S1 will correspond to a subset of the n variables xi , i = 1,...,n and similarly S2 and S3 will correspond to the yi ’s and zi ’s, respectively.