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A BKR Operation for Events Occurring for Disjoint Reasons with High Probability

Author

Listed:
  • Larry Goldstein

    (USC Department of Mathematics)

  • Yosef Rinott

    (The Hebrew University of Jerusalem)

Abstract

Given events A and B on a product space S = ∏ i = 1 n S i $S={\prod }_{i = 1}^{n} S_{i}$ , the set A □ B $A \Box B$ consists of all vectors x = (x1,…,xn) ∈ S for which there exist disjoint coordinate subsets K and L of {1,…,n} such that given the coordinates xi,i ∈ K one has that x ∈ A regardless of the values of x on the remaining coordinates, and likewise that x ∈ B given the coordinates xj,j ∈ L. For a finite product of discrete spaces endowed with a product measure, the BKR inequality 1 P ( A □ B ) ≤ P ( A ) P ( B ) $$ P(A \Box B) \le P(A)P(B) $$ was conjectured by van den Berg and Kesten (J Appl Probab 22:556–569, 1985) and proved by Reimer (Combin Probab Comput 9:27–32, 2000). In Goldstein and Rinott (J Theor Probab 20:275–293, 2007) inequality Eq. 1 was extended to general product probability spaces, replacing A □ B $A \Box B$ by the set consisting of those outcomes x for which one can only assure with probability one that x ∈ A and x ∈ B based only on the revealed coordinates in K and L as above. A strengthening of the original BKR inequality Eq. 1 results, due to the fact that . In particular, it may be the case that A □ B $A \Box B$ is empty, while is not. We propose the further extension depending on probability thresholds s and t, where is the special case where both s and t take the value one. The outcomes are those for which disjoint sets of coordinates K and L exist such that given the values of x on the revealed set of coordinates K, the probability that A occurs is at least s, and given the coordinates of x in L, the probability of B is at least t. We provide simple examples that illustrate the utility of these extensions.

Suggested Citation

  • Larry Goldstein & Yosef Rinott, 2018. "A BKR Operation for Events Occurring for Disjoint Reasons with High Probability," Methodology and Computing in Applied Probability, Springer, vol. 20(3), pages 957-973, September.
  • Handle: RePEc:spr:metcap:v:20:y:2018:i:3:d:10.1007_s11009-018-9623-6
    DOI: 10.1007/s11009-018-9623-6
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    References listed on IDEAS

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    1. Larry Goldstein & Yosef Rinott, 2004. "Functional BRK Inequalities, and their Duals, with Applications," Discussion Paper Series dp374, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
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