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A central object in optimal stopping theory is the single-choice prophet inequality for independent, identically distributed random variables: Given a sequence of random variables $X_1,\dots,X_n$ drawn independently from a distribution $F$,…

Data Structures and Algorithms · Computer Science 2021-04-08 José R. Correa , Paul Dütting , Felix Fischer , Kevin Schewior

In this paper, we compute the tightest possible bounds on the probability that the optimal value of a combinatorial optimization problem in maximization form with a random objective exceeds a given number, assuming only knowledge of the…

Optimization and Control · Mathematics 2022-11-24 Divya Padmanabhan , Selin Damla Ahipasaoglu , Arjun Ramachandra , Karthik Natarajan

We study a probability distribution d on the truth assignments to a uniform binary AND-OR tree. Liu and Tanaka [2007, Inform. Process. Lett.] showed the following: If d achieves the equilibrium among independent distributions (ID) then d is…

Artificial Intelligence · Computer Science 2015-11-05 Toshio Suzuki , Yoshinao Niida

A lower bound on the probability $P(0<X<\delta)$ for all real $\delta>0$ and all random variables $X$ with log-concave p.d.f.'s such that $EX=0$ and $EX^2=1$ is obtained.

Probability · Mathematics 2026-02-09 Iosif Pinelis

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

Probability · Mathematics 2012-11-01 Radosław Adamczak , Alexander E. Litvak , Alain Pajor , Nicole Tomczak-Jaegermann

We revisit the noisy binary search model of Karp and Kleinberg, in which we have $n$ coins with unknown probabilities $p_i$ that we can flip. The coins are sorted by increasing $p_i$, and we would like to find where the probability crosses…

Data Structures and Algorithms · Computer Science 2023-11-03 Lucas Gretta , Eric Price

We prove an exponential decay concentration inequality to bound the tail probability of the difference between the log-likelihood of discrete random variables on a finite alphabet and the negative entropy. The concentration bound we derive…

Probability · Mathematics 2021-06-23 Yunpeng Zhao

We study the minimum number of constraints needed to formulate random instances of the maximum stable set problem via linear programs (LPs), in two distinct models. In the uniform model, the constraints of the LP are not allowed to depend…

Computational Complexity · Computer Science 2016-10-26 Gábor Braun , Samuel Fiorini , Sebastian Pokutta

The purpose of this paper is to establish the almost sure weak ergodic convergence of a sequence of iterates $(x_n)$ given by $x_{n+1} = (I+\lambda_n A(\xi_{n+1},\,.\,))^{-1}(x_n)$ where $(A(s,\,.\,):s\in E)$ is a collection of maximal…

Optimization and Control · Mathematics 2016-07-26 Pascal Bianchi

Given a finite sequence of events and a well-defined notion of events being interesting, the Odds-theorem (Bruss (2000)) gives an online strategy to stop on the last interesting event. It is optimal for independent events. Here we study…

Probability · Mathematics 2019-05-15 F. Thomas Bruss

In this paper we study conditions which guarantee the existence of perfect matchings and perfect fractional matchings in uniform hypergraphs. We reduce this problem to an old conjecture by Erd\H{o}s on estimating the maximum number of edges…

Combinatorics · Mathematics 2012-02-01 Noga Alon , Peter Frankl , Hao Huang , Vojtech Rodl , Andrzej Rucinski , Benny Sudakov

Consider a sequence of $n$ independent random variables with a common continuous distribution $F$, and consider the task of choosing an increasing subsequence where the observations are revealed sequentially and where an observation must be…

Probability · Mathematics 2016-08-02 Alessandro Arlotto , Vinh V. Nguyen , J. Michael Steele

We study the $L^p$ concentration problem for the Born--Jordan distribution in dimension $d>1$, thus extending the one-dimensional analysis in [Stra-Svela-Trapasso, J. Math. Pures Appl. (2026)]. We show that the existence of concentration…

Classical Analysis and ODEs · Mathematics 2026-05-12 Federico Stra , Erling A. T. Svela , S. Ivan Trapasso

Concentration inequalities are fundamental tools in probabilistic combinatorics and theoretical computer science for proving that random functions are near their means. Of particular importance is the case where f(X) is a function of…

Combinatorics · Mathematics 2022-06-01 Lutz Warnke

Let $a_n$ be the random increasing sequence of natural numbers which takes each value independently with decreasing probability of order $n^{-\alpha}$, $0 < \alpha < 1/2$. We prove that, almost surely, for every measure-preserving system…

Classical Analysis and ODEs · Mathematics 2017-08-18 Ben Krause , Pavel Zorin-Kranich

Bruss's odds theorem \cite{Bruss1} addresses the problem of determining the optimal stopping time for sequences of independent indicator functions. In this note, we derive upper and lower bounds for the success probability under the optimal…

Probability · Mathematics 2025-11-27 A. M. Kabaeva , A. V. Logachov , A. A. Yambartsev

It is proven that a conjecture of Tao (2010) holds true for log-concave random variables on the integers: For every $n \geq 1$, if $X_1,\ldots,X_n$ are i.i.d. integer-valued, log-concave random variables, then $$ H(X_1+\cdots+X_{n+1}) \geq…

Probability · Mathematics 2023-10-19 Lampros Gavalakis

A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…

Probability · Mathematics 2014-10-02 Richard C. Bradley , Zbigniew J. Jurek

Fix $\alpha >0$, and sample $N$ integers uniformly at random from $\{1,2,\ldots ,\lfloor e^{\alpha N}\rfloor \}$. Given $\eta >0$, the probability that the maximum of the pairwise GCDs lies between $N^{2-\eta }$ and $N^{2+\eta}$ converges…

Number Theory · Mathematics 2011-02-19 R. W. R. Darling , E. E. Pyle

We consider the problem of the maximum concentration in a fixed measurable subset $\Omega\subset\mathbb{R}^{2d}$ of the time-frequency space for functions $f\in L^2(\mathbb{R}^{d})$. The notion of concentration can be made mathematically…

Classical Analysis and ODEs · Mathematics 2022-10-07 Fabio Nicola , José Luis Romero , S. Ivan Trapasso