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Six Standard Deviations Suffice Theorem


The six standard deviations suffice theorem, also called Spencer's theorem, states that every family F of n subsets of an n-element set has set system discrepancy satisfying

 disc(F)<=6sqrt(n).

Spencer (1985) proved the result. The same bound holds for an n×n matrix whose entries are real numbers with absolute value at most 1, with discrepancy defined as the minimum of ||Ax||_infty over sign vectors x in {-1,1}^n. Here ||·||_infty is the infinity norm. The constant 6 is not optimal.

Reis and Song (2026) report that, for every positive integer n and every A in [-1,1]^(n×n), some sign vector x satisfies

 ||Ax||_infty<=sqrt(3sinh^(-1)(10))sqrt(n)+4,

where sinh^(-1) denotes the inverse hyperbolic sine. Its leading coefficient is less than 2.9992. The additive 4 is part of the bound, so this does not assert 3sqrt(n) for every n.


See also

Beck-Fiala Conjecture, Set System Discrepancy, Vector Balancing

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References

Reis, V. and Song, Z. "Three Standard Deviations Suffice While One Does Not." 28 Sep 2026. https://arxiv.org/abs/2609.34471.Spencer, J. "Six Standard Deviations Suffice." Trans. Amer. Math. Soc. 289, 679-706, 1985. https://doi.org/10.1090/S0002-9947-1985-0784009-0.

Cite this as:

Weisstein, Eric W. "Six Standard Deviations Suffice Theorem." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/SixStandardDeviationsSufficeTheorem.html

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