论文标题

BRS-inequality及其应用调查

The BRS-inequality and its Applications A Survey

论文作者

Bruss, F. Thomas

论文摘要

本文是对不平等现象的结果的调查,可以将其视为解决应用概率领域中问题的多功能工具。我们称之为BRS-inequality的不平等为预期的非负随机变量的最大数量提供了方便的上限,而无需超过给定的上限$ S> 0。另一个受欢迎的功能是,一旦人们看到可以在给定的问题中使用它,它的应用通常很简单或不涉及。 这项调查是集中的,我们希望它令人愉快且令人鼓舞的阅读。鉴于BRS-Inequality及其最有用的版本可以以三种定理(一个推论及其证明)显示,因此焦点很容易实现。我们试图以一种吸引人的方式来做这件事。鼓舞人心的目标更加困难,我们能想到的最好的是提供各种应用程序。我们的示例包括IID总和与非相同分布的随机变量,冷凝点过程的问题,子序列问题,背包问题,在线算法,瓷砖策略,Borel-Cantelli类型问题以及在资源相关分支机构的新理论中的应用。

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

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