The mixing advantage is less than 2
Probability
2008-05-06 v1
Abstract
Corresponding to independent non-negative random variables , are values , where each is the expected value of the maximum of independent copies of . We obtain an upper bound to the expected value of the maximum of in terms of . This inequality is sharp in the sense that the quantity and its bound can be made as close to each other as we want. We also present related comparison results.
Cite
@article{arxiv.0805.0447,
title = {The mixing advantage is less than 2},
author = {Kais Hamza and Peter Jagers and Aidan Sudbury and Daniel Tokarev},
journal= {arXiv preprint arXiv:0805.0447},
year = {2008}
}