On Russo's Approximate Zero-One Law

Abstract

Consider the product measure $\mu_p$ on $\{0, 1\}^n$, when 0 $(\operatorname{resp}. 1)$ is given weight $1 - p (\operatorname{resp}. p)$. Consider a monotone subset $A$ of $\{0, 1\}^n$. We give a precise quantitative form to the following statement: if $A$ does not depend much on any given coordinate, $d\mu_p(A)/dp$ is large. Thus, in that case, there is a threshold effect and $\mu_p(A)$ jumps from near 0 to near 1 in a small interval.