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2n
(1.1) P (n)= · · · (1 − xiyj) dxdy. z }| { xZ, y∈[0,Z1]n 1≤iY6=j≤n
(His proof relied on an inclusion-exclusion formula, and interpretation of each summand as the value of a 2n-dimensional integral, with the integrand equal to the corresponding summand in the expansion of the integrand in STABLE MATCHINGS 3
(1.1).) And then the expected value of S(n), the total number of stable matchings, would then be determined from E[S(n)] = n!P (n). Following Don Knuth’s suggestion, in [13] we used the equation (1.1) to obtain an asymptotic formula
e−1n log n (1.2) P (n)=(1+ o(1)) , n! which implied that E[S(n)] ∼ e−1n log n. We also found the integral formu- las for Pk(n) (Pℓ(n) resp.) the probability that the generic matching M is stable and that the total man-rank R(M) (the total woman-rank Q(M) is ℓ resp.). These integral formulas implied that with high probability (w.h.p. from now) for each stable matching M the ranks R(M), Q(M) are be- tween (1 + o(1))n log n and (1 + o(1))n2/ log n. It followed, with some work, 2 that w.h.p. R(M1) ∼ n / log n, Q(M1) ∼ n log n and R(M2) ∼ n log n, 2 3 Q(M2) ∼ n / log n. In particular, w.h.p. R(Mj)Q(Mj) ∼ n , (j = 1, 2). In a joint paper with Knuth and Motwani [10] we used a novel extension of Wilson’s proposal algorithm to show that every woman w.h.p. has at least (1/2 − o(1)) log n stable husbands. Spurred by these results, in [14] we studied the likely behavior of the full random set {(R(M),Q(M))}, where M runs through all stable matchings for the random instance of {ρj,σj}j∈[n]. The key ingredient was the more general formula for Pk,ℓ(n), the probability that the generic matching M is stable and Q(M) = k, R(M) = ℓ. We also showed that, for a generic woman, the number of stable husbands is normal in the limit, with mean and variance asymptotic to log n. The key element of the proofs of the integral representations for these probabilities, which also imply the Knuth formula (1.1), was a refined, back- ground, probability space. Its sample point is a pair of two n × n matrices 2 X = {Xi,j}, Y = {Yi,j} with all 2n entries being independent, [0, 1]-uniform random variables. Reading each row of X and each column of Y in increas- ing order we recover the independent, uniform preferences of each of n men and of each of n women respectively. And, for instance, the integrand in (1.1) turns out equal to the probability that a generic matching M is stable, conditioned on the values xi = Xi,M(i), yj = YM −1(j),j Using the formula for Pk,ℓ(n), we proved a law of hyperbola: for every −3 −λ λ ∈ (0, 1/4), quite surely (q.s) maxM |n Q(M)R(M) − 1| ≤ n ; “quite surely” means with probability 1−O(n−K ), for every K, a notion introduced in Knuth, Motwani and Pittel [10]. Moreover, q.s. every point on the hyperbolic arc {(u, v) : uv = 1; u, v ∈ [n−λ,nλ]} is within distance n−(1/4−λ) from n−3/2(Q(M),R(M)) for some stable matching M. In particular, q.s. S(n) ≥ n1/2−o(1), a significant 4 BORIS PITTEL improvement of the logarithmic bound in [10], but still far below n log n, the asymptotic order of E[Sn]. Thus, for a large number of participants, a typical instance of the pref- erences {ρj,σj}j∈[n] has multiple stable matchings very nearly obeying the preservation law for the product of the total man-rank and the total woman- rank. In a way this law is not unlike thermodynamic laws in physics of gases. However those laws are usually of phenomenological nature, while the prod- uct law is a rigorous corollary of the local stability conditions for the random instance of the preferences {ρj,σj}j∈[n]. The hyperbola law implied that w.h.p. the minimum value of R(M)+ Q(M) (by definition attained at an egalitarian marriage M3) is asymptotic 3/2 1/2 to 2n , and the worst spouse rank in M3 is of order n log n, while the worst spouse rank in the extremal M1 and M2 is much larger, of order n/ log n. Recently Lennon and Pittel [11] extended the techniques in [13], [14] to show that E[S(n)2] ∼ (e−2 + 0.5e−3)(n log n)2. Combined with (1.2), this result implied that S(n) is of order n log n with probability 0.84, at least. Jointly with Shepp and Veklerov [15] we proved that, for a fixed k, the expected number of women with k stable husbands is asymptotic to (log n)k+1/ (k − 1)!. We hope the reader shares our view that the case of the uniform pref- erences turned out to be surprisingly amenable to the asymptotic analysis, and as such it can serve a benchmark for more general models that might be closer to “real-life” situations. In this paper we will consider a matching model with sets of men and women of different cardinalities n1 and n2, say n1 Theorem 1.1. (Ashlagi, Kanoria, Leshno, (AKL)) Let n1, n2 → ∞ and n2 − n1 > 0. For every ε> 0, w.h.p. (1) for every two stable matchings M and M ′ both R(M)/R(M ′) and Q(M)/Q(M ′) are 1+ O(ε), uniformly over M and M ′; (2) denoting s(n) = log n2 , n2−n1 2 n1 max Q(M) ≤ (1 + ε)n2s(n), min R(M) ≥ n . M M 1+(1+ ε) 2 s(n) n1 (3) the fraction of men and the fraction of women who have multiple stable partners are each no more than ε. The contrast with the case n1 = n2 = n is stark indeed. There w.h.p. a generic member has (1 + op(1)) log n stable partners (see [10], [14]), and the ratios R(M)/R(M′), Q(M)/Q(M′) reach the values asymptotic to n/(log n)2 and (log n)2/n, [14]. As stressed in [1], Theorem 1.1 implies that, as long as the focus is on the global parameters R(M) and Q(M) (“centralized markets”), the likely dependence on which side proposes al- most vanishes. In the outline, I learned of Theorem 1.1 first from Jennifer Chayes [2], and later, with more details, from Gil Kalai’s blog [7]. As a promising sign, the basic integral identities for the probabilities P (n) (Knuth [9]), Pk(n) and Pℓ(n) ([13], [14]) for the “n1 = n2 = n” have natural counterparts for the “unbalanced” probabilities P (n), Pk(n) and Pℓ(n), n := (n1,n2). Here P (n) is the probability that a generic injection M : [n1] → [n2] is stable; (2) Pk(n) (Pℓ(n) resp.) is the probability that a generic injection M : [n1] → [n2] is stable and Q(M) = k, (R(M) = ℓ resp.). All three formulas are implied by the integral formula for Pk,ℓ(n), the probability that M is stable and Q(M)= k, R(M)= ℓ. 6 BORIS PITTEL Lemma 1.2. 2n1 n2−n1 P (n)= · · · (1 − xiyj) x¯h dxdy, z }| { i6=j h xZ, y∈[0,1]Zn1 Y Y 2n1 k−n1 n2−n1 Pk(n)= · · · [ξ ] 1 − xi(1 − ξ + ξyj) x¯h dxdy, zZ }| Zn{ i6=j h x, y∈[0,1] 1 Y Y 2n1 ℓ−n1 n2−n1 Pℓ(n)= · · · [η ] 1 − yj(1 − η + ηxi) x¯h dxdy, zZ }| Zn{ i6=j h x, y∈[0,1] 1 Y Y 2n1 k−n1 ℓ−n1 n2−n1 Pk,ℓ(n)= · · · [ξ η ] (¯xiy¯j + xiy¯jξ +x ¯iyjη) x¯h dxdy; z }| { i6=j h xZ, y∈[0,1]Zn1 Y Y here i, j, h ∈ [n1] and x¯i = 1 − xi, y¯j = 1 − yj. n2−n1 Thus the condition n1 Using the formula for P (n), and the fact that E[S(n)] = n2 n ! P (n), we n1 1 will prove Theorem 1.3. If n2 >n1 →∞ then es(n)−1−s(n) n1 exp − es(n)−1 n E[S(n)] ∼ , s(n) := log 2 . (n2 − n1)s(n) n2 − n1 Consequently, if n2 ≫ n2 − n1 > 0, i.e. n2/n1 → 1 and s(n) →∞, then n E S(n)] ∼ e−1 1 , (n2 − n1) log n1 and if n2 →∞, then E[S(n)] → 1. Finally if lim n2 = c> 1 is finite, then n1 n1 λ(c) lim E S(n) = e−1 , λ(c)= c c−1. log λ(c) c−1 −1 Note. Recall that for n2 = n1 we had proved that E S(n) ∼ e n1 log n1. Thus increasing the cardinality of one of the sides just by 1 reduces the as- 2 ymptotic expected number of stable matchings by the factor of log n1, but the resulting number is a sizable e−1 n1 . log n1 STABLE MATCHINGS 7 We conjecture that for n2/n1 → 1, i.e. when E S(n) → ∞, the second order moment E S2(n) = O E2 S(n) , so that, with a positive limiting probability, S(n) = θ E S(n) , in a complete analogy with the case n = 1 n , see [11]. 2 On the other hand, once the difference n2 −n1 becomes comparable to the smaller cardinality, the limiting expected number is finite–still above 1 as it should be–implying that w.h.p. there are “just a few” stable matchings. Finally, if n2/n1 → ∞ then lim E S(n) = 1, implying that lim P(S(n) = 1) = 1. Our next two theorems establish sharp concentration of the likely ranges {Q(M)}M and {R(M)}M of husbands’ and wives’ ranks around certain deterministic functions of n, when M runs through the set of all stable matchings. Let a, b, c, d < 1/2, and s(n)−b, if s(n) →∞, (1.3) δ(n) := −a ( n1 , if s(n)= O(1), 2(1−b) exp −c(n2 − n1)s(n) , if s(n) →∞, P(n) := 1−2a exp −θ n1 , if s(n)= O(1). Theorem 1.4. For n2 >n1 and n1 sufficiently large, Q(M) P max − 1 ≥ δ(n) ≤ P(n). M n s(n) 2 Next, introduce ex − 1 − x f(x)= , x(ex − 1) and define δ(n) δ∗(n) := . s(n)f(s(n)) By (1.3), and s(n) ≥ n1 , n2 O s(n)−b , if s(n) →∞, δ∗(n)= −1−a ( O n2n1 , if s(n)= O(1), where a, b < 1/2. The case s (n) = O(1) forces us to impose the condition 3/2−d ∗ n2 ≤ n1 , d< 1/2. Under this condition, δ (n) tends to zero for s(n)= O(1) as well, if we choose a< 1/2 − d, which we do. 3/2−d Theorem 1.5. Suppose that n1 8 BORIS PITTEL Notes. These two theorems together can be viewed as a quantified ana- logue of the AKL theorem. They effectively show how the width of an interval enclosing the scaled concentration point determines the probabil- ity that the full range of the corresponding total rank is contained in this interval. They demonstrate that while the likely bounds for the range of Q(M) in the AKL theorem are rather sharp in the full range of n1, n2, those for R(M) are sharp only in the extreme cases, namely n2/n1 → 1 and n2/n1 →∞. 3/2−d That we had to impose the constraint n2 ≤ n1 came as a surprise. Most likely, it is an artifact of our method, and we have no reason to doubt that only the condition n2/n1 →∞ is needed for −2 1 max n1 R(M) − → 0, M 2 2 in probability. For n2 ≫ n1, for instance, with probability (n ) n2 2 n1 ∼ exp − 1 → 1, nn1 2n 2 2 the best marriage candidates for n1 men are all distinct. So w.h.p. in n1 steps of the men-to-women proposal algorithm the men will propose to, and will be accepted by their respective best choices. By Theorem 1.3, w.h.p. this stable matching M1, with Q(M1) = n1, is unique. As for R(M1), it equals the sum of n1 independent, [n1]–Uniforms Uj, whence in probability n1 1 −2 −2 1 n1 R(M1)= n1 Uj → x dx = 2 . 0 Xj=1 Z It is possible though that appearance of the growth bound for n2 in our argument signals an abrupt change in the likely structure of the already 3/2 unique stable matching, when n2 passes through the threshold n1 . Coin- cidentally, I learned from Yash Kanoria’s e-mail that they also might have tacitly assumed that n2 did not grow too fast with n1. Finally, we use the powerful result of Irving and Leather [8] on the lattice of stable matchings, in combination with an analogue of the formula for P (n) in Lemma 1.2, to prove Theorem 1.6. Let m(n) and w(n) stand for the fraction of men and for the fraction of women with more than one stable partner. If n2 − n1 ≥ 1/2 −γ n1 (log n1) , (γ < 1), then lim m(n) = lim w(n) = 0 in probability. With some effort, the logarithmic factor (not the power of n1 though) could be improved. Extension of our approach to the condition “n2−n1 ≥ 1” in the AKL theorem is rather problematic. STABLE MATCHINGS 9 2. Proof of Lemma 1.2 First of all, it suffices to consider the injection M such that M(i)= i for all i ∈ [n1]. Introduce the pair of two n1 ×n2 matrices X = {Xi,j}, Y = {Yi,j} with all 2n1n2 entries being independent, [0, 1]-uniform random variables. Reading the entries of each row of X and of each column of Y in increasing order, we generate the independent, uniform preferences of each of n1 men and each of n2 women respectively With probability 1, M is stable iff Xr,s > Xr,r, ∀ r ≤ n1,s>n1, (2.1) Xr,s > Xr,r or Yr,s >Yr,r, ∀ r, s ≤ n1, r 6= s. Call the corresponding events Br,s. Crucially, conditioned on the values xi = Xi,i, yj = Yj,j, i ≤ n1, j ≤ n1, the n1n2 − n1 events Br,s are independent, and so the conditional probability that M is stable equals n2−n1 (1 − xh) (1 − xiyj)= (1 − xiyj) x¯h . h≤Yn1 n1 Q(M)= n1 + {j ≤ n2 : Xi,j < Xi,i} , i=1 X n1 R(M)= n1 + {i ≤ n1 : Yi,j >Yj,j} . j=1 X Indeed, e.g. the number of women whom the man i likes as much as he does his wife i is 1 plus the number of women j such that Xi,j < Xi,i, whence the formula for Q(M). Of course, if M is stable, all those women j are among the first n1 women. Our task is to compute the probability of the event {M is stable}∩{Q(M)= k, R(M)= ℓ}. Let us determine Pk,ℓ(M|x, y), the conditional probability of this event given Xi,i = xi, Yj,j = yj, (1 ≤ i, j ≤ n1). Once it is done, the unconditional Pk,ℓ(n) is obtained via integrating 2n1 Pk,ℓ(M|x, y) over the cube [0, 1] . To this end, we resort to the generating functions and write k ℓ Q(M) R(M) Pk,ℓ(M|x, y) = [ξ η ]E 1{M is stable}ξ η |x, y . 10 BORIS PITTEL Notice at once that on the event {M is stable}, Q(M) nominally depen- dent on the whole x is actually a function of {xi}i≤n1 . To determine the underlying polynomial of ξ, η, it suffices to consider ξ, η ∈ [0, 1], in which case a probabilistic interpretation of this polynomial allows to speed up the otherwise clumsy derivation. Go through the unmatched pairs (i, j), i.e. j 6= i. Let j ≤ n1. Whenever Xi,j > Xi,i(= xi), mark (i, j) with probability ξ; whenever Yi,j > Yj,j(= yj), color (i, j) with probability η, independently of all the previous mark/ color operations. If both Xi,j > Xi,i and Yi,j >Yj,j we perform both mark and color operations on (i, j), independently of each other. On the event {M is stable} no such pair exists, of course. Then Q(M) R(M) n n E 1{M is stable}ξ η |x, y = ξ η P(B|x, y), where B is the event “M is stable, and all pairs (i, j) eligible for mark/color operation are marked/colored”. Now B = B B ; i,j r,s 1≤i6=\j≤n1 \ r≤\n1 (Xi,i < Xi,j,Yj,j ⊔ (Xi,i > Xi,j,Yj,j Conditioned on the event {Xi,i = xi}i≤n1 ∩ {Yj,j = yj}j≤n1 , the (n1n2 − n1) events Bi,j, Br,s are all independent, and P(Bi,j|x, y) = (1 − xi)(1 − yj)+ ξ(1 − xi)yj + ηxi(1 − yj) =x ¯iy¯j + ξx¯iyj + ηxiy¯j, P(Br,s|x, y) = 1 − xr =x ¯r. Collecting the pieces, and integrating over (x, y) ∈ [0, 1]2n1 , we obtain the desired formula for Pk,ℓ(n). 3. Proof of Theorem 1.3 To estimate sharply the 2n1-dimensional integral representing P (n) in Lemma 1.2, we will use the following facts collected and proved in [13]. Let X1,...,Xn be independent, [0, 1]-uniform random variables. Denote n n 2 j=1 Xj Sn = Xj, Tn = 2 . P Sn Xj=1 STABLE MATCHINGS 11 Also, let L1,...,Ln denote the lengths of the n consecutive subintervals of [0, 1] obtained by independently selecting n − 1 points, each uniformly 2 + distributed on [0, 1]; in particular, j Lj = 1. Define Tn = j Lj , Ln = max L . j j P P Lemma 3.1. Let fn(s), fn(s,t), gn(t) denote the density of Sn, (Sn, Tn) and Tn respectively. Then sn−1 (3.1) f (s)= P(L+ ≤ s−1); n (n − 1)! n in particular sn−1 (3.2) f (s) ≤ . n (n − 1)! Furthermore, sn−1 (3.3) f (s,t) ≤ g (t). n (n − 1)! n We will also need Lemma 3.2. (1) In probability, + Ln lim −1 = 1, lim n Tn = 2, n→∞ n log n n→∞ and (2) −1 P(nTn ≥ 3) = O(n ). The relation (3.1) can be found in Feller [3], Ch. 1, for instance, but the inequality (3.3) was new. Both of these relations were proved in [13] by using the fact that the joint density of L1,...,Ln−1 is (n − 1)! whenever the density is positive. As for Lemma 3.2, (1), its proof was based on a classic equidistribution of (L1,...,Ln) and {Wj/ k Wk : 1 ≤ j ≤ n}, where W are independent exponentials with parameter 1, see [13] for the j P references. This equidistribution delivers the part (2) as follows. Observe that E[W ] = 1, E[W 2] = 2. Choose a> 2 and b< 1 such that a/b2 < 3; for (ℓ) ℓ instance a =2+1/7 and b = 1 − 1/7. Then, denoting W = j Wj , (2) P W 3 (2) (1) P(nTn ≥ 3)= P ≥ ≤ P W ≥ an or W < bn (W(1))2 n! ≤ P W(2) ≥ an + P W (1) < bn . By Chebyshev’s inequality, each of these probabilities is of order O(n−1), and then so is P(nTn ≥ 3), which proves the part (2). (We note in passing that this probability is, in fact, much smaller, certainly below exp(−cn1/3).) 12 BORIS PITTEL 3.1. Upper bound for P (n). To bound P (n) from above, we evaluate, asymptotically, the 2n1-dimensional integral in Lemma 1.2, integrating first 2 over y, and second over x. Introduce s = i xi, t = i xi , and sj = x = s − x , t = x2. Let , denote the contribution to P (n) i6=j i j j i6=j i 1 2 P P coming from (x, y) with t ≥ 3/n , and with t ≤ 3/n respectively. Since P Ps2 1 R R s2 1 1 − α ≤ e−α, we have n1 1 ≤ · · · e−ysj dy e−(n2−n1)s dx 1 0 Z Zzt }| Z{ j Z ≥3/n Y s2 1 n1 1 − e−sj = · · · · e−(n2−n1)s dx. sj Zzt }| Z{ j ≥3/n Y s2 1 Now it is easy to check that ′ 1 − e−ξ (3.4) log ≥− min 1 , 1 ; ξ 2 ξ therefore 1 − e−sj 1 − e−s log ≤ n1 log + 2, ∀ s> 0. sj s Xj Applying Lemma 3.1, (3.3), we obtain then ∞ P Tn ≥ 3/n1 ≤ e2 1 s−1I(s) ds, (n − 1)! Z1 1 Z0 (3.5) I(s) := e−(n2−n1)s (1 − e−s)n1 . −1 By Lemma 3.2, (2), the front probability is O(n1 ), at most. In addition ∞ ∞ s−1I(s) ds ≤ e−(n2−n1)s (1 − e−s)n1−1 ds Z0 Z0 1 1 = zn2−n1−1(1 − z)n1−1 dz = (3.6) n2−2 0 (n2 − 1) Z n1−1 n 1 = 2 · . n2 n1 (n − n ) 2 1 n1 Therefore 1 1 (3.7) ≤ · . b n2 1 n1 n1! (n2 − n1) Z n1 (We use Fn ≤b Gn to indicate that Fn = O(Gn) when the expression for Gn is too bulky.) STABLE MATCHINGS 13 −2 −1 Turn to 2, i.e. the contribution to P (n) from x with ts < 3n . Using −α−α2/2 1 − α ≤ e R this time, we need to bound, sharply, 1 2 exp −ysj − y tj/2 dy. j Z0 Y Introduce a new variable z = ysj in the j-th factor of the product. Using sj ≤ s, tj ≤ t, where appropriate, and integrating by parts once, we have 1 y2t 1 sj t exp −ys − j dy ≤ exp −z − z2 j dz j 2 s 2s2 Z0 j Z0 1 s t ≤ exp −z − z2 j dz − (s − s )e−s−t/2 s 2s2 j j Z0 1 t s t = 1 − e−s−tj /2 − j z exp −z − z2 j dz − x e−s−t/2 s s2 2s2 j j Z0 −s−t/2 tj s 1 − e 2 t x ≤ 1 − s z exp −z − z2 j dz − j s 1 − e−s−t/2 2s2 es+t/2 − 1 j Z0 ! 1 − e−s−t/2 t x ≤ 1 − j F s, t − j s s2 s2 es+t/2 − 1 j 1 − e−s−t/2 t x ≤ exp − j F s, t − j , s s2 s2 es+t/2 − 1 j where 1 s (3.8) F (s, u) := z exp −z − z2 u dz; 1 − exp −s − s2 u 2 2 Z0 in particular, s (3.9) F (s, 0) = 1 − , F (s, u)= F (s, 0)(1 + O(u)), u ↓ 0, es − 1 uniformly for s> 0. Next, 1 − e−t/2 t/2 1 − e−s−t/2 = (1 − e−s) 1+ ≤ (1 − e−s) 1+ es − 1 es − 1 ! s2 t (3.10) ≤ (1 − e−s)exp , 2(es − 1) s2 so that 2 n s n t 1 − e−s−t/2 1 ≤ (1 − e−s)n1 exp 1 , 2(es − 1) s2 14 BORIS PITTEL with the last exponent bounded as n1 →∞, uniformly for all x in question, n1t i.e. meeting the constraint s2 ≤ 3. Also, as j xj = s, x2 P j′ ′ 1 − 2 n1 xj n1 j s sj = s 1 − = s s 1+ xj j j Q j s Y Y t Q 3 ≥ e−1 sn1 1 − ≥ e−1 sn1 1 − . s2 n 1 Collecting the bounds, and using j tj = (n1 − 1)t, we get 1 2 P y tj (3.11) exp −ysj − dy 0 2 Yj Z 1 − e−s n1 (n − 1)t s s2 n t . e exp − 1 F (s, 0) − + 1 . s s2 es+t/2 − 1 2(es − 1) s2 (We use Fn . Gn to mean that lim sup Fn/Gn ≤ 1.) And for the remaining factor h x¯h in the integrand for P (n) we have Q n2−n1 n2 − n1 2 x¯h ≤ exp −(n2 − n1) xh − xh 2 ! Yh Xh Xh (n − n )s2 t (3.12) = exp −(n − n )s − 2 1 . 2 1 2 s2 Now, s and t are the generic values of the random variables Sn1 = j Xj and 2 −2 2 j Xj respectively. By (3.3), the joint density of Sn1 and Tn1 = Sn1 j Xj − P sn1 1 2 is bounded above by times the density of Tn = L . So integrating P (n1−1)! 1 j j P the product of the bounds in (3.11) and (3.12) over x ∈ [0, 1]n1 , meeting the t P constraint s2 ≤ 3, we obtain n1 e I(s) ≤ E[Un1 (s)] ds; 2 (n1 − 1)! s Z Z0 2 (3.13) (n2 − n1)s Un1 (s) := 1 3 exp − n1Tn1 Tn1 ≤ 2n n1 1 s s2 −(n − 1)T F (s, 0) − + n T ; 1 n1 2 s 1 n1 exp s + s Tn1 /2 − 1 2(e − 1) ! recall that I(s) was defined in (3.5). The function I(s) attains its maximum at s(n) = log n2 . We antici- n2−n1 pate, but will have to prove, that the dominant contribution to the integral in (3.13) comes from (3.14) s ∈I(n) := (1 − δ(n))s(n), (1 + δ(n))s(n) , STABLE MATCHINGS 15 for some δ(n) → 0. To this end, we need to have a close look at E Un1 (s) . First, throwing out the negative summands from the exponent in the expression (3.13) for Un1 (s), we have s2 Un1 (s) ≤ 1 3 · sup exp s n1Tn1 Tn1 ≤ 2(e − 1) n1 s>0 3s2 ≤ sup exp < ∞. 2(es − 1) s>0 Consider s ∈I(n). For the first term in the exponent for Un1 (s), (n − n )s2 (n − n )s2(n) s2(n)(n − n ) 2 1 T = 2 1 n T + n T O δ(n) 2 1 2 n1 2n 1 n1 1 n1 n 1 1 2 (n2 − n1)s (n) = (n1Tn1 )+ o(1), 2n1 because 2 n2 s2(n)(n − n ) (n2 − n1) log 2 1 = n2−n1 = O(1) n1 n1 for n2 >n1 →∞ and n1Tn1 ≤ 3. Furthermore F (s, 0) = F (s(n), 0) + O δ(n)s(n)e−s(n)(1−δ(n)) = F (s(n), 0) + o(1). For T ≤ 3 , two remaining terms in the exponent for U (s) are bounded n1 n1 n1 for all s > 0 as well. So, using n1Tn1 → 2 in probability, by the bounded convergence theorem, we obtain: uniformly for s ∈I(n), (n − n )s(n)2 lim E U (s) = exp − lim 2 1 − 2 lim F (s(n), 0) n1 n 1 s2(n) − s(n) + lim , es(n) − 1 where n2 > n1 → ∞ in such a way that all three limits on the RHS exist. Notice that, since s(n) = log n2 , the limits are bounded by absolute n2−n1 constants whether lim sup s(n) is finite or infinite. Effectively this means −h(n) that E Un1 (s) ∼ e , uniformly for s ∈I(n), where, by (3.9), (n − n )s2(n) s(n) − s2(n) h(n) := 2 1 + 2F (s(n), 0) + n1 exp(s(n)) − 1 (n − n )s2(n) s(n)+ s2(n) (3.15) =2+ 2 1 − s(n) n1 e − 1 s(n) = 2 − . es(n) − 1 16 BORIS PITTEL provided that n2 >n1 →∞. Consequently I(s) e−h(n) E U (s) ds ∼ I(s) ds. (3.16) s n1 s(n) Z Z s∈I(n) s∈I(n) The next step is to evaluate, asymptotically, the integral in (3.16). Substituting z = e−s, we rewrite I(s) ds = K(z) dz, K(z) := zn2−n1−1(1 − z)n1 , s∈IZ(n) z∈[zZ1,z2] n − n 1±δ(n) z := 2 1 . 1,2 n 2 Now 1 (3.17) K(z) dz = , n2 (n2 − n1) n z∈Z[0,1] 1 and we need to bound the contributions of the two tail integrals, over [0, z1] and [z2, 1]. Consider first the case n2 − n1 ≪ n2, i.e. s(n) →∞. We have K(z) dz ≤ zn2−n1−1 dz Z Z (3.18) z∈[0,z1] z∈[0,z1] zn2−n1 n − n (1+δ(n))(n2 −n1) = 1 = 2 1 . n − n n 2 1 2 b eb a 1/m 1/e So, using (3.17) and a ≤ a , m ≤ e , we have z1 0 K(z) dz (3.19) 1 ≤ ε1(n) := exp −0.99δ(n)s(n)(n2 − n1) → 0, R 0 K(z) dz if δ(n)= s−Rb(n), b< 1; (δ(n) → 0 obviously). Next, since for such δ(n) n − n 1−δ(n) n (n − n ) n δ(n) n z = n 2 1 = 1 2 1 2 →∞, 1 2 1 n n n − n 2 2 2 1 we bound 1 ∞ 1 ∞ K(z) dz ≤ zn2−n1−1 e−n1z dz ≤ yn2−n1 e−y dy nn2−n1 Zz2 Zz2 1 Zn1z2 n2−n1 −n1z2 = O z2 e ; the last estimate follows from d log(yn2−n1 e−y) n − n max = −1+ 2 1 →−1. y≥n1z2 dy n1z2 STABLE MATCHINGS 17 It follows easily that 1 K(z) dz δ(n) z2 ≤ exp −0.99(n − n ) n2 1 2 1 n2−n1 (3.20) R0 K(z) dz δ(n)s(n) R = exp −0.99(n2 − n1)e =: ε2(n). By (3.19) and (3.20), if δ(n)s(n) →∞ then K(z) dz z∈ /[z1,z2] (3.21) 1 ≤ ε(n) := max{ε1(n), ε2(n)} = ε1(n) → 0. R 0 K(z) dz So, by (3.17),R for n2 ≫ n2 − n1 we have 1 (3.22) I(s) ds = K(z) dz ∼ K(z) dz = , (n − n ) n2 2 1 n1 s∈IZ(n) z∈[zZ1,z2] z∈Z[0,1] and the relative contribution of the tail s∈I / (n) is of order ε(n). Let us prove that, for an appropriate δ(n) → 0, (1) the equation (3.22) holds also when n2 − n1 = θ(n2) and (2) the relative weight of s∈I / (n) is at most some alternative ε(n) → 0. The integrand K(z) attains its maximum at z∗ = n2−n1−1 , and n2−1 (n − n − 1)n2−n1−1nn1 n −1 (3.23) K(z∗)= 2 1 1 = O n−1/2 2 . (n − 1)n2−1 1 n 2 1 ! Furthermore n − n 1±δ n − n − 1 z − z∗ = 2 1 − 2 1 1,2 n n − 1 2 2 −1 = ∓ θ(δn1/n2) 1+ O((δn1) + δn1/n2) ; the remainder term is o(1) if, in addition to δ(n) → 0, we impose the condition δ(n)n1 →∞. Simple calculus shows then that d log K(z) log K(z ) = log K(z∗) − θ(δ2n ), = ± θ(δn ). 1,2 1 dz 2 z=z1,2 Since log K(z) is concave, we have then log K(z) ≤ log K(z1)+ θ(δn2)(z − z1), z ≤ z1, log K(z) ≤ log K(z2) − θ(δn2)(z − z2), z ≥ z2. Therefore exp(−θ(δ2(n)n )) (3.24) K(z) dz ≤ K(z∗) 1 . θ(δ(n)n2) z∈ /[zZ1,z2] 18 BORIS PITTEL Using (3.23) and (3.24), we see that the ratio of the upper bound above to the integral in (3.17) is of order 2 exp −θ(δ (n)n1) (3.25) ε(n) := , 1/2 δ(n)n1 −a which tends to zero if, for instance, δ(n) = n1 , a < 1/2. So indeed the −a equation (3.22) holds for δ(n)= n1 , a< 1/2, and the relative contribution of the tail s∈I / (n) is at most this ε(n). Invoking (3.16), we see that if n2 > n1 → ∞, then for I(n) defined in (3.14) I(s) e−h(n) (3.26) E U (s) ds ∼ , n1 n2 s s(n)(n2 − n1) Z n1 s∈I(n) if, picking a< 1/2 and b< 1, we define s(n)−b, if s(n) →∞, (3.27) δ(n) := −a ( n1 , if s(n)= O(1). 1−e−s Finally, since E Un1 (s) = O(1) uniformly for s> 0, and s < 1, we get I(s) E U (s) ds ≤ zn2−n1−1(1 − z)n1−1 dz. s n1 b Z Z s/∈I(n) z∈ /[z1,z2] Like the integrals of K(z), (for ε(n) defined, correspondingly, for n2 ≫ n2 − n1 and n2 − n1 = θ(n2)), the RHS integral is of order 1 n /n (3.28) ε(n) zn2−n1−1(1 − z)n1−1 dz = ε(n) · 2 1 n2 0 (n2 − n1) Z n1 n n I(s) ≤ ε(n) 2 log 2 E U (s) ds. b n n − n s n1 1 2 1 Zs∈I(n) For n2 ≫ n2 − n1, i.e. s(n) → ∞, the outside factor is asymptotic to ε(n)s(n). So, by definition of ε(n) in (3.24), and δ(n) in (3.27), this factor is of order (3.29) s(n)exp −0.5s(n)1−b = exp −θ(s(n)1−b) . For n2 − n1 = θ(n2), by definition of ε(n) in (3.25), and δ(n) in (3.27), the factor is of order 1−2a (3.30) ε(n) = exp −θ(n1 ) . We conclude that if n2 >n1 →∞ then the bound (3.13) becomes e1−h(n) n −1 (3.31) . 2 , (n − 1)!(n − n )s(n) n Z2 1 2 1 1 STABLE MATCHINGS 19 where s(n) = log n2 , and h(n) is defined in (3.15). In particular n2−n1 es(n) − 1 − s(n) 1 − h(n)= − . es(n) − 1 Combining (3.31) and (3.7), and using s(n)= O(log n1), we obtain e1−h(n) n −1 (3.32) P (n)= + . 2 . (n − 1)!(n − n )s(n) n Z1 Z2 1 2 1 1 Moreover, the contribution to P (n) coming from s∈I / (n) and scaled by the RHS in (3.32) is of order given by (3.29) and (3.30) for n2 ≫ n2 − n1 and n2 6≫ n2 − n1, respectively. Note. Observe that for n /n →∞ we have s(n) ∼ n1 → 0, so h(n) → 1, 2 1 n2 and n −1 P (n) . 2 n ! , n 1 1 meaning that n E S(n) = 2 n ! · P (n) . 1. n 1 1 Since S(n) ≥ 1, we see that P S(n) = 1 → 1. 3.2. Lower bound for P (n). It remains to prove a matching lower bound for P (n). For ε> 0, let D = D(ε) be a set of x = (x1,...,xn1 ) ≥ 0 defined by the constraints n1 (3.33) s(n)(1 − δ(n)) ≤ s ≤ s(n)(1 + δ(n)), s := xj, Xj=1 −1 log n1 (3.34) s xj ≤ (1 + ε) , 1 ≤ j ≤ n1, n1 n1 2 −2 2 2 (3.35) (1 − ε) ≤ s t ≤ (1 + ε) , t := xj . n1 n1 Xj=1 Here δ(n) is defined in (3.27); so the constraint (3.33) can be stated as s ∈ I(n), see (3.14). As s(n) = O(log n1), the constraints (3.33), (3.34) imply that 2s(n) log n1 −1 2 (3.36) max xj ≤ (1 + ε) = O(σn1 ), σn1 := n1 log n1. j n1 n1 Since σn1 → 0, D is a subset of the cube [0, 1] for n1 large enough. Likewise the constraints (3.33) and (3.35) imply that −1 2 (3.37) t = O n1 log n1 . 20 BORIS PITTEL Clearly P (n) ≥ P (n, ε) where P (n, ε) is the contribution to the integral in the formula for P (n), (see Lemma 1.2), coming from D, i.e. n1 n1 1 n1 n2−n1 P (n, ε)= · · · (1 − xiyj) dyj x¯h dx. z }| { 0 Z x∈DZ jY=1 Z Yi6=j hY=1 Here, using (3.36), and then (3.33), (3.35), n1 2 n2−n1 xh 3 x¯h = exp −(n2 − n1) xh + 2 + O(xh) h=1 h Y X (n − n )t ≥ exp −(n − n )s + 2 1 (1 + O(σ )) 2 1 2 n1 2 (n2 − n1)s = exp −(n2 − n1)s + + O(ε) , n1 as the last fraction is uniformly bounded for s meeting (3.33). Likewise n 1 1+ O(σ ) (1 − x y ) ≥ exp −y s − y2t n1 i j j j j 2 Yi6=j Yi=1 n 1 t = exp −y s − y2 + O(σ2 ) , j j j 2 n1 Yi=1 where −1 sj := xi = s − xj = s 1 − O(n1 log n1) . i6=j X Since x x s = s exp log 1 − j = s exp − j + O(x2/s2) , j s s j we have −1 n1 −2 −1 n1 −1 (3.38) sj = e s exp O(ts ) = e s 1+ O(n1 ) . j Y Therefore, for each j, 1 1 2 2 Ij(x) := (1 − xiyj) dyj ≥ 1+ O(σn1 ) exp −ysj − y t/2 dy Z0 i6=j Z0 Y sj t ≥ 1+ O(σ2 ) s−1 exp −z − z2 dz n1 j 2s2 Z0 j! sj t = 1+ O(σ2 ) s−1 exp −z − z2 dz n1 j 2s2 Z0 s t ≥ 1+ O(σ2 ) s−1 exp −z − z2 dz − x e−s−t/2 1+ O(σ ) . n1 j 2s2 j n1 Z0 STABLE MATCHINGS 21 −2 −1 Here, as ts = O(n1 ), analogously to (3.10) we obtain t s2 1 − e−s−t/2 = (1 − e−s)exp + O(n−2) ; s2 2(es − 1) 1 also −s−t/2 xje xj xj −1 = ≤ = O(xj/s)= O(n log n1). 1 − e−s−t/2 es+t/2 − 1 es − 1 1 So it follows easily that t/s2 s x t s2 I (x) ≥ 1+ O(σ2 ) 1 − ze−z dz − j + . j n1 1 − e−s es − 1 s2 2(es − 1) Z0 Thus, using (3.38), −s n1 2 s 2 1 − e n1t/s −z s s n1t Ij(x) & e exp − −s ze dz − s + s 2 . s 1 − e 0 e − 1 2(e − 1) s Yj Z Recalling the constraint (3.35), we have: uniformly for x ∈ D, n1 n2−n1 1−H(s) (3.39) I(x) := x¯j Ij(x) & (1 + O(ε)) e I(s), jY=1 n − n 2 s s2 − s H(s) := 2 1 s2 − ze−zdz + n 1 − e−s es − 1 1 Z0 2 n2 − n1 2 s + s = s − 2+ s . n1 e − 1 And we already proved in the subsection 3.1 that, uniformly for s satisfying (3.33), H(s)= h(n)+ o(1), with h(n) given by (3.15). To lower-bound P (n, ε) we integrate the RHS of (3.39), with h(n) instead of H(s), over D. To do so, we switch to n1 new variables u, v1, . . . , vn1−1: n1 −1 u = xj, vj = xjs , 1 ≤ j ≤ n1 − 1. Xj=1 −1 n1 Define also vn1 = xn1 s . Clearly 0 ≤ vj ≤ 1 and j=1 vj = 1. The Jacobian of (x ,...,x ) with respect to (u, v , . . . , v ) is un1−1. The 1 n1 1 nP1−1 constraints (3.33)-(3.35) become (3.40) (1 − δ(n))s(n) ≤ u ≤ (1 + δ(n))s(n), n1 log n1 (3.41) vj ≤ (1 + ε) , (1 ≤ j ≤ n1); vj = 1, n1 Xj=1 n1 2 2 2 (3.42) (1 − ε) ≤ vj ≤ (1 + ε) . n1 n1 Xj=1 22 BORIS PITTEL Obviously, but crucially, none of these constraints involves both u and v. Therefore n −1 (1 + O(ε)) e1−h(n) 1 P (n, ε) ≥ u−1I(u) du · (n − 1)! dv , (n − 1)! 1 j 1 j=1 s∈IZ(n) v∈DZ Y where D denotes the set of all v = (v1, . . . , vn1 ) meeting the constraints (3.41) and (3.42). As we mentioned earlier, (n1 − 1)! is the joint density of the subintervals lengths L1,...,Ln1−1 in the random partition of the interval [0, 1] by n1 − 1 points chosen uniformly at random. Therefore (n1 − 1)! dv ZD + log n1 2 2 2 =P Ln1 ≤ (1 + ε) (1 − ε) ≤ Lj ≤ (1 + ε) , n1 n1 n1 ! \n Xj o which tends to 1, as n1 → ∞. Furthermore, it was proved in Section 3.1, (3.26), that 1 u−1I(u) du ∼ . n2 s(n)(n2 − n1) n s∈IZ(n) 1 Thus, for every ε> 0, es(n)−1−s(n) exp − n es( )−1 P (n) ≥ P (n, ε) ≥ (1 + O(ε)) , (n − 1)!( n − n ) n2 s(n) 1 2 1 n1 implying that es(n)−1−s(n) exp − n es( )−1 P (n) & . (n − 1)!( n − n ) n2 s(n) 1 2 1 n1 Combining this estimate with (3.32) we have es(n)−1−s(n) exp − n es( )−1 (3.43) P (n) ∼ . (n − 1)!( n − n ) n2 s(n) 1 2 1 n1 Since E[S(n)], the expected value of S(n), the number of stable matchings, is P (n) n2 n !, we proved Theorem 1.3: if n >n →∞ then n1 1 2 1