6 Analysis on the p-biased cube

Let p∈[0,1]. We define a measure μp on {−1,1}n by picking each xi independently to be 1 with probability q and −1 with probability p where q=1−p. This convention looks counterintuitive at first (placing p for the probability of the smaller value), but recall that under the correspondence {−1,1}n↔{0,1}n, we have 1↔0 and −1↔1. So this convention means that we “take the identity most of the time, and take the non-identity with probability p”.

Consider the random variable xi (where x∼μp). Then

μ=𝔼xi=q−p=2q−1=1−2p

and

σ2=𝔼(xi−μ)2=q(1−μ)2+p(−1−μ)2=q(2p)2+p(2q)2=4pq,

so σ=2pq.

Let ϕi=xi−μσ. We write ϕ(t) for t−μσ, so ϕi=ϕ(xi).

Let ϕA=∏⁡i∈Aϕi. The ϕA will play the role of the xA in the unbiased case.

Fix p. Then given f,g:{−1,1}n→ℝ, we define

⟨f,g⟩=𝔼x∼μpf(x)g(x)

and

∥f∥r=(𝔼x∼μp|f(x)|r)1r.

Lemma 6.1. ⟨ϕA,ϕB⟩=δAB for every A,B⊂[n].

Proof.

⟨ϕA,ϕB⟩=𝔼x∼μp∏i∈Aϕi(x)∏i∈Bϕi(x)=𝔼x∼μp∏i∈A△Bϕi(x)∏i∈A∩Bϕi(x)2=δAB.□

Definition 6.2 (p-biased Fourier coefficient). Let f:{−1,1}n→ℝ. The p-biased Fourier coefficient f^(A) is defined by f^(A)=⟨f,ϕA⟩=𝔼x∼μpf(x)ϕA(x).

Because the ϕA form an orthonormal basis, it follows that

⟨f,g⟩=∑Af^(A)g^(A)(Plancherel)f=∑Af^(A)ϕA(inversion formula)

Definition 6.3. Let f:{−1,1}n→ℝ. Then define Dif by

Dif(x)=σ2(f(xi→1)−f(xi→−1)).

Then define Inf⁡if to be 𝔼x∼μpDif(x)2=∥Dif∥22.

Now,

DiϕA(x)=σ2(ϕA(xi→1)−ϕA(xi→−1)).

If i∉A then this is 0. Otherwise, it is

σ2ϕA∖{1}(x)(ϕ(1)−ϕ(−1))=σ2ϕA∖{1}(1−μσ−−1−μσ)=ϕA∖{1}(x).

It follows that

Dif=Di(∑Af^(A)ϕA)=∑A∋if^(A)ϕA∖{1},

and therefore that

∥Dif∥22=∑A∋if^(A)2,

and therefore that

I(f)=∑iInf⁡if=∑A|A|f^(A)2.
Noise and stability

Fix p, so that we don’t have to write subscripts everywhere.

Let x∈{−1,1} and let ρ∈[0,1]. We say that y∼Nρ(x) if with probability ρ yi=xi and with probability 1−ρ yi is μp-random, and all yis independent.

If x∼μp, then

ℙ[yi=1]=pq+(1−p)q=q.

So y∼μp. Then we say that x and y are ρ-correlated, and write x∼ρy.

Note: ∼ρ depends on p, but we don’t write ∑⁡ρ,p (i.e. we omit the p for convenience).

Definition 6.4. The p-biased noise operator Tρ is given by the formula

Tρf(x)=𝔼y∼Nρ(x)f(y).

Lemma 6.5. For every A⊂[n], TρϕA=ρ|A|ϕA.

Reminders:

ϕ(t)=t−μσμ=q−p=2q−1=1−2pσ=2pqϕ(1)=pqϕ(−1)=−qpϕA(x)=∏i∈Aϕ(xi)

Proof.

TρϕA(x)=𝔼y∼Tρ(x)∏i∈Aϕ(yi)=∏i∈A𝔼y∼Tρ(x)ϕ(yi)=∏i∈A(ρϕ(xi)+(1−ρ)𝔼ϕ)=ρ|A|ϕA(x)□

Corollary 6.6. Tρf^(A)=ρ|A|f^(A).

Proof. Tρf=∑⁡Af^(A)TρϕA=∑Aρ|A|f^(A)ϕA. □

Definition 6.7. Let ρ∈[0,1], f:{−1,1}n→ℝ. Then

Stab⁡ρf=⟨f,Tρf⟩=𝔼x∼ρyf(x)f(y).

Remark. By Corollary 6.6, Stab⁡ρf=∑⁡Aρ|A|f^(A)2, as in unbiased case.

The Margulis–Russo formula

We shall be considering more than one value of p.

Convention: Let f:{−1,1}n→ℝ. If we write f(p), then all definitions should be understood to be p-biased.

Lemma 6.8. Let f:ℝn→ℝ be a multilinear function, and write f also for its restriction to {−1,1}n. Then 𝔼x∼μpf(p)(x)=f(μ¯,μ,…,μ).

Note: whenever we write f(p), it is implicit that we are restricting to {−1,1}n, since μp is only defined there.

We will give 3 proofs!

Proof 1. Write f=∑⁡A𝜃AxA. Then 𝔼x∼μpxA=∏⁡i∈A𝔼x∼μpxi=∏i∈A(q−p)=μ|A|=xA(μ,μ,…,μ). Then by linearity, we’re done. □

You might think the above proof is a bit odd, since it uses the xA even though we’re in the p-biased case. I would agree with you!

Proof 2. Write f(p)=∑⁡Af^(A)ϕA. Then

𝔼x∼μpϕA=∏i∈A𝔼x∼μpϕi={0A≠∅1A=∅=ϕA(μ,μ,…,μ)□

Proof 3. Induction on n.

𝔼f(p)(x)=𝔼(qf(p)(xn→1)+pf(p)(xn→−1))=𝔼f(p)(xn→μ)=f(p)(μ,…,μ).

Where the second equality used linearity in the last coordinate, and the last equality is by induction hypothesis. □

Theorem 6.9 (The Margulis–Russo formula). Let f be as above. Then

ddμ𝔼f(p)=1σ∑i=1nf(p)^(i).

Remark. Later we will care instead about ddp. But for now it is easier to work with ddμ.

Proof. By Lemma 6.8,

ddμ𝔼f(p)=ddμf(μ,μ,…,μ)=∑i=1n∂∂xif(μ,μ,…,μ)=∑i=1n12(f(μi→1)−f(μi→−1))(by multilinearity)=1σ∑i=1nDif(μ)=1σ∑i=1n𝔼x∼μpDif(p)(x)

But Dif=∑⁡A∋if^(A)ϕA∖{i}, so 𝔼Dif=f^(i). The result follows. □

Corollary 6.10. Let f:{−1,1}n→{−1,1} be a monotone Boolean function. Then

ddpℙ[f(p)(x)=−1]=1σ2I(f(p)).

Proof. 𝔼f(p)=1−2ℙ[f(p)(x)=−1], so

ℙ[f(p)(x)=−1]=1−𝔼f(p)2.

Therefore,

ddpℙ[f(p)(x)=−1]=−12ddμ𝔼f(p)dμdp=1σ∑i=1nf(p)^(i)(by Theorem 6.9)

From the proof of Theorem 6.9, this is 1σ∑⁡i=1n𝔼Dif(p). Since f is monotone, Dif(p)(x)∈{0,σ}, so this equals

1σ2∑i=1n𝔼(Dif(p))2=1σ2∑i∥Dif(p)∥22=I(f(p)).□

Remark. Suppose that p1<p2 are such that ℙ[f(p1)(x)=−1]=𝜀, ℙ[f(p2)=−1]=1−𝜀. Then by MVT there exists p∈(p1,p2) such that

ddpℙ[f(p)(x)=−1]=1−2𝜀p2−p1.

So by The Margulis–Russo formula, there exists p∈(p1,p2) such that I(f(p))=σ2(1−2𝜀p2−p1).

So if p2−p1 isn’t small, then there exists p such that 𝜀≤ℙ[f(p)=−1]≤1−𝜀 and I(f(p)) isn’t too large.

Let f(p):{−1,1}→ℝ. Then for each i∈[n], Eif is defined by

Eif(x)=qf(xi→1)+pf(xi→−1).

Lemma 6.11. For every f:{−1,1}n→ℝ and every i∈[n], f=Eif+ϕiDif, and Eif and ϕiDif are orthogonal.

Proof. Reminders:

μ=q−p=2q−1=1−2pσ=2pq

So

f(x)−Eif(x)={p(f(xi→1)−f(xi→−1))xi=1−q(f(xi→1)−f(xi→−1))xi=−1

Also,

ϕi(x)={2pσxi=1−2qσxi=−1

Therefore,

f(x)−Eif(x)=σ2ϕi(x)(f(xi→1)−f(xi→−1))=ϕiDif(x).

Orthogonality is easy (Eif and Dif don’t depend on xi, and then use the fact that ϕi has average 0). □

Lemma 6.12 (p-biased Bonami Lemma). Let f(p):{−1,1}n→ℝ have degree at most k. Then ∥f∥4≤Ck∕2∥f∥2, where C=4σ2.

Proof. Induction on n. Let g=Enf, h=Dnf. By orthogonality,

∥f∥22=∥g∥22+∥ϕnh∥22=∥g∥22+∥h∥22.

Note also that Dnf has degree at most k−1.

So

∥f∥44=𝔼x(g(x)4+4ϕn(x)g(x)3h(x)+6ϕn(x)2g(x)2h(x)2+4ϕn(x)2g(x)h(x)3+ϕn(x)4h(x)4)≤∥g∥44+6∥g∥42∥h∥42+4|𝔼ϕ3|∥g∥4∥h∥43+𝔼ϕ4∥h∥44

Using that ϕ(1)=pq, ϕ(−1)=−qp, we get

𝔼ϕ3=q(pq)3∕2−p(qp)3∕2=p2−q2pq=2(p−q)2pq,

so |𝔼ϕ3|≤2σ. Also,

𝔼ϕ4=qp2q2+pq2p2=p3+q3pq≤4σ2.

So

∥f∥44≤C2k(∥g∥24+6C−1∥g∥24∥h∥22+8σC−3∕2∥g∥2∥h∥23+4σ2C−2∥h∥24).

Apply ab≤a2+b22 with a=2∥g∥2∥h∥2C−12, b=4σC−1∥h∥22. Then

∥f∥44≤C2k(∥g∥24+8C−1∥g∥22∥h∥22+12σ2C−2∥h∥24).

Choose C such that 8C−1≤2 and 12σ2C−2≤1. C=4σ2 will do.

So ∥f∥44≤C2k(∥g∥22+∥h∥22)2=C2k∥f∥24. □

Remark. This proof does not recover the p=12 case that we saw before (Bonami’s Lemma): in Lemma 4.1 we proved Lemma 6.12 for p=12 but with C=3, whereas in the above proof we only get C=4 in the case p=12.

Corollary 6.13. Let ρ=σ2. Then for every f:{−1,1}n→ℝ we have ∥Tρf∥4≤∥f∥2.

Proof.

∥Tρf∥4≤∑k=0n∥Tρf(=k)∥4≤∑k=nρk∥f(=k)∥4≤∑k=0nρkCk∕2∥f(=k)∥2=∑k=0n∥f(=k)∥2≤n∥f∥2

By the tensor power trick, the result follows. □

Corollary 6.14. For every f:{−1,1}n→ℝ with ρ=σ2, we also have ∥Tρf∥2≤∥f∥4∕3.

Proof. Identical to uniform case, but with a different ρ. □

Remark. As before, this gives us that Stab⁡ρ2f≤∥f∥4∕32, i.e. Stab⁡σ24≤∥f∥4∕32.

Theorem 6.15 (p-biased Friedgut junta theorem). Let f(p):{−1,1}n→{−1,1} be a Boolean function and suppose that ∥f(≤k)∥22≥1−𝜀. Then there exists an m-junta g:{−1,1}n→ℝ with ∥g−f∥22≤2𝜀 and m≤ρ−2kI(f)3𝜀2σ2.

Proof. Let τ>0 (to be chosen later) and let

J={i:Inf⁡if≥τ}.

Let ρ=σ24. Then

∑i∉JStab⁡ρ(Dif)≤∑i∉J∥Dif∥4∕32=∑i∉J∥Dif∥22σ−2∕3=∑i∉J(Inf⁡if)3∕2σ−1≤σ−1τ1∕2I(f)

Let g=∑⁡A⊂J|A|≤kf^(A)ϕ(A). Then

∥f−g∥22≤∑B⁄⊂J|B|≤kf^(B)2+∑|B|>kf^(B)2.

By hypothesis, the second term is at most 𝜀. But

∑i∉JStab⁡ρ(Dif)=ρ−1∑B|B∖J|ρ|B|f^(B)2≥ρ−1∑B⁄⊂J|B|≤kρkf(B)2.

Therefore,

∑B⁄⊂J|B|≤kf(B)2≤ρ−(k−1)σ−1τ12I(f).

Set τ=𝜀2σ2ρ2kI(f)2. Then we get the bound. □

Remark. As in unbiased case, we always have that ∥f(≤k)∥22≥1−𝜀 if k≥I(f)𝜀.