English

The mixing advantage is less than 2

Probability 2008-05-06 v1

Abstract

Corresponding to nn independent non-negative random variables X1,...,XnX_1,...,X_n, are values M1,...,MnM_1,...,M_n, where each MiM_i is the expected value of the maximum of nn independent copies of XiX_i. We obtain an upper bound to the expected value of the maximum of X1,...,XnX_1,...,X_n in terms of M1,...,MnM_1,...,M_n. 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.

Keywords

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}
}
R2 v1 2026-06-21T10:37:16.938Z