The BRS-inequality and its applications

نویسندگان

چکیده

This article is a survey of results concerning an inequality, which may be seen as versatile tool to solve problems in the domain Applied Probability. The we call BRS-inequality, gives convenient upper bound for expected maximum number non-negative random variables one can sum up without exceeding given s>0. One valuable property BRS-inequality that it valid any hypothesis about independence variables. Another welcome feature that, once sees use problem, its application often straightforward or not very involved. This focussed, and hope pleasant inspiring read. Focus easy achieve, most useful versions displayed five Theorems their proofs. We try present these appealing way. objective harder, best think offering variety applications. Our examples include comparisons between sums i.i.d. versus non-identically distributed and/or dependent variables, condensing point processes, awkward monotone subsequence problems, knapsack online algorithms, tiling policies, Borel-Cantelli type applications theory resource branching processes. Apart from our wish inequality organised way, motivation this interested readers see potential own problems.

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ژورنال

عنوان ژورنال: Probability Surveys

سال: 2021

ISSN: ['1549-5787']

DOI: https://doi.org/10.1214/20-ps351