A simple construction of an upper bound for the mean of the maximum of n identically distributed random variables

1985 ◽  
Vol 22 (4) ◽  
pp. 844-851 ◽  
Author(s):  
A. Gravey

This note gives a method of finding an upper bound for the mean of the maximum of n identically distributed non-negative random variables. The bound is explicitly given and numerically compared with the exact value of the mean of the maximum for some classical distributions (geometric, Poisson, Erlang, hyperexponential).

1985 ◽  
Vol 22 (04) ◽  
pp. 844-851
Author(s):  
A. Gravey

This note gives a method of finding an upper bound for the mean of the maximum of n identically distributed non-negative random variables. The bound is explicitly given and numerically compared with the exact value of the mean of the maximum for some classical distributions (geometric, Poisson, Erlang, hyperexponential).


1978 ◽  
Vol 15 (2) ◽  
pp. 452-455 ◽  
Author(s):  
Richard Loulou

In this paper, an upper bound is derived for the mean busy cycle duration in GI/G/1 queues. The bound is of the form A/(1 – ρ), where ρ is the traffic intensity and A involves three moments of the basic random variables of the queue. The proof uses a well-known result of random walk theory.


1978 ◽  
Vol 15 (02) ◽  
pp. 452-455 ◽  
Author(s):  
Richard Loulou

In this paper, an upper bound is derived for the mean busy cycle duration in GI/G/1 queues. The bound is of the form A/(1 – ρ), where ρ is the traffic intensity and A involves three moments of the basic random variables of the queue. The proof uses a well-known result of random walk theory.


Genetics ◽  
1999 ◽  
Vol 151 (3) ◽  
pp. 1217-1228 ◽  
Author(s):  
Carsten Wiuf ◽  
Jotun Hein

Abstract In this article we discuss the ancestry of sequences sampled from the coalescent with recombination with constant population size 2N. We have studied a number of variables based on simulations of sample histories, and some analytical results are derived. Consider the leftmost nucleotide in the sequences. We show that the number of nucleotides sharing a most recent common ancestor (MRCA) with the leftmost nucleotide is ≈log(1 + 4N Lr)/4Nr when two sequences are compared, where L denotes sequence length in nucleotides, and r the recombination rate between any two neighboring nucleotides per generation. For larger samples, the number of nucleotides sharing MRCA with the leftmost nucleotide decreases and becomes almost independent of 4N Lr. Further, we show that a segment of the sequences sharing a MRCA consists in mean of 3/8Nr nucleotides, when two sequences are compared, and that this decreases toward 1/4Nr nucleotides when the whole population is sampled. A measure of the correlation between the genealogies of two nucleotides on two sequences is introduced. We show analytically that even when the nucleotides are separated by a large genetic distance, but share MRCA, the genealogies will show only little correlation. This is surprising, because the time until the two nucleotides shared MRCA is reciprocal to the genetic distance. Using simulations, the mean time until all positions in the sample have found a MRCA increases logarithmically with increasing sequence length and is considerably lower than a theoretically predicted upper bound. On the basis of simulations, it turns out that important properties of the coalescent with recombinations of the whole population are reflected in the properties of a sample of low size.


2002 ◽  
Vol 34 (03) ◽  
pp. 609-625 ◽  
Author(s):  
N. Papadatos ◽  
V. Papathanasiou

The random variablesX1,X2, …,Xnare said to be totally negatively dependent (TND) if and only if the random variablesXiand ∑j≠iXjare negatively quadrant dependent for alli. Our main result provides, for TND 0-1 indicatorsX1,x2, …,Xnwith P[Xi= 1] =pi= 1 - P[Xi= 0], an upper bound for the total variation distance between ∑ni=1Xiand a Poisson random variable with mean λ ≥ ∑ni=1pi. An application to a generalized birthday problem is considered and, moreover, some related results concerning the existence of monotone couplings are discussed.


1987 ◽  
Vol 24 (4) ◽  
pp. 809-826 ◽  
Author(s):  
J. Michael Steele ◽  
Lawrence A. Shepp ◽  
William F. Eddy

Let Vk,n be the number of vertices of degree k in the Euclidean minimal spanning tree of Xi, , where the Xi are independent, absolutely continuous random variables with values in Rd. It is proved that n–1Vk,n converges with probability 1 to a constant α k,d. Intermediate results provide information about how the vertex degrees of a minimal spanning tree change as points are added or deleted, about the decomposition of minimal spanning trees into probabilistically similar trees, and about the mean and variance of Vk,n.


2018 ◽  
Vol 2018 (743) ◽  
pp. 229-244 ◽  
Author(s):  
Jingyi Chen ◽  
John Man Shun Ma

Abstract Let F_{n} : (Σ, h_{n} ) \to \mathbb{C}^{2} be a sequence of conformally immersed Lagrangian self-shrinkers with a uniform area upper bound to the mean curvature flow, and suppose that the sequence of metrics \{ h_{n} \} converges smoothly to a Riemannian metric h. We show that a subsequence of \{ F_{n} \} converges smoothly to a branched conformally immersed Lagrangian self-shrinker F_{\infty} : (Σ, h) \to \mathbb{C}^{2} . When the area bound is less than 16π, the limit {F_{\infty}} is an embedded torus. When the genus of Σ is one, we can drop the assumption on convergence h_{n} \to h. When the genus of Σ is zero, we show that there is no branched immersion of Σ as a Lagrangian self-shrinker, generalizing the rigidity result of [21] in dimension two by allowing branch points.


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