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Janson 1998 new versions suen correlation inequality

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theorem_1: Janson's sharpening of Suen's correlation inequality: for indicators with a dependency graph, the probability that none occurs is at most the independent-case product times an exponential of the joint probabilities E(I_iI_j) of adjacent pairs, each weighted by the inverse product over its neighbours.

theorem_10: Janson's lower-tail form of Suen's inequality: for 0 <= a <= 1 the probability that S is at most a mu is at most exp(-min((1-a)^2 mu^2/(8 Delta + 2 mu), (1-a) mu/(6 delta))).

theorem_2: Janson's sum form of the sharpened Suen inequality: the probability that no indicator occurs is at most exp(-mu + Delta e^{2 delta}), with a finer intermediate bound weighting each adjacent pair by the exponential of the probabilities adjacent to it.

theorem_3: Janson's version of Suen's inequality for the range Delta >= mu: the probability that no indicator occurs is at most exp(-mu^2/max(8 Delta, 2 mu, 6 delta mu)).

theorem_4: Janson's variant of Theorem 3 with the term in delta replaced by one in Delta_0, the sum of p_i p_j over adjacent pairs: the probability that no indicator occurs is at most exp(-mu^2/max(32 Delta, 48 Delta_0, 4 mu)).

theorem_5: Janson's form of Suen's inequality without a delta term for positively correlated indicators: the probability that none occurs is at most exp(-mu^2/max(48 Delta, 4 mu)).

theorem_6: Janson's strengthening of Theorems 1 and 2 with the weight on each adjacent pair reduced through phi_1(x) = 2 int_0^1 t e^{tx} dt; in particular the probability that no indicator occurs is at most exp(-mu + e^eps phi_1(2 e^eps delta) Delta).

theorem_7: Spencer's form of Suen's inequality, included in Janson's paper: when delta + eps <= 1/e, the probability that no indicator occurs is at most exp(Delta phi_2(delta + eps)) prod (1 - p_k), where phi_2(x) is the smallest root of phi_2 = e^{x phi_2}.

theorem_8: Janson's improvement of Suen's lower bound: the probability that no indicator occurs is at least (1 - Delta_0^* exp(Delta^)) times the independent-case product, with Delta^ and Delta_0^* weighted by inverse products over neighbourhoods.

theorem_9: Janson's local-lemma lower bound: when delta + eps <= 1/e, the probability that no indicator occurs is at least exp(-mu phi_2(delta + eps)), and Shearer's construction shows the condition cannot be weakened.


Svante Janson, “New versions of Suen's correlation inequality,” Random Structures & Algorithms 13 (1998), nos. 3–4, 467–483, DOI 10.1002/(SICI)1098-2418(199810/12)13:3/4<467::AID-RSA15>3.0.CO;2-W. The copy read for this card is a 16-page manuscript internally dated 23 September 1997 with no journal-facsimile header. It is a prepublication/manuscript copy; the citation establishes the 1998 journal identity, but not publisher-byte identity. That copy is the author's manuscript, whose download source is not recorded; it prints no copyright or license line on its first two or last two pages, and the publisher's page for the journal edition was not consulted for it; the term is unstated. Labels and page numbers on this card and its result pages are the manuscript's.

For a finite indicator family {Ii}i∈I\{I_i\}_{i\in\mathcal I}, put S=∑iIiS=\sum_iI_i, pi=Pr⁡(Ii=1)p_i=\Pr(I_i=1), and μ=∑ipi\mu=\sum_ip_i. The dependency graph Γ\Gamma is strong: if disjoint index sets A,BA,B have no cross-edge, then the families {Ii:i∈A}\{I_i:i\in A\} and {Ij:j∈B}\{I_j:j\in B\} are independent. The paper does not know whether its results hold for the weaker local-lemma notion (Remark 2, p. 2, and Problem 3, p. 16), and notes that pairwise independence across non-edges does not suffice (Remark 3, pp. 2–3). With δ=max⁡i∑j∼ipj\delta=\max_i\sum_{j\sim i}p_j, Δ=∑{i,j}:i∼jE(IiIj)\Delta=\sum_{\{i,j\}:i\sim j}\mathbb E(I_iI_j) over unordered pairs, and ε=max⁡ipi\varepsilon=\max_i p_i, Theorem 2 (p. 3) gives

Pr⁡(S=0)≤exp⁡(−μ+∑{i,j}:i∼jE(IiIj)exp⁡(∑k∼{i,j}pk))≤e−μ+Δe2δ,\Pr(S=0)\leq \exp\left(-\mu+ \sum_{\{i,j\}:i\sim j}\mathbb E(I_iI_j) \exp\left(\sum_{k\sim\{i,j\}}p_k\right)\right) \leq e^{-\mu+\Delta e^{2\delta}},

where k∼{i,j}k\sim\{i,j\} means k∼ik\sim i or k∼jk\sim j, so it includes k=i,jk=i,j. Theorem 3 (p. 3) gives

Pr⁡(S=0)≤exp⁡(−min⁡(μ28Δ,μ6δ,μ2))=e−μ2/max⁡(8Δ,2μ,6δμ).\Pr(S=0)\leq \exp\left(-\min\left(\frac{\mu^2}{8\Delta}, \frac{\mu}{6\delta},\frac{\mu}{2}\right)\right) =e^{-\mu^2/\max(8\Delta,2\mu,6\delta\mu)}.

With φ1(x)=2∫01tetx dt\varphi_1(x)=2\int_0^1te^{tx}\,dt, defined just before it, Theorem 6 (p. 4) also states

Pr⁡(S=0)≤exp⁡(−μ+eεφ1(2eεδ)Δ).\Pr(S=0)\leq \exp\left(-\mu+e^{\varepsilon} \varphi_1(2e^{\varepsilon}\delta)\Delta\right).

The paper also gives lower bounds (Theorems 8 and 9, Section 4) and a lower-tail bound (Theorem 10, Section 5), and closes with three open problems (p. 16): whether the bounds (18), (19) and (20) of Section 8, proved earlier under other assumptions, hold under its assumptions, whether Theorem 10 has a matching lower bound, and whether the results hold for weak dependency graphs.

Read status: claims checked. The notation of Section 2, Remarks 1 to 8, Theorems 1 to 10, Lemmas 1 and 2 and the Claim of Example 3 were read clause by clause on the page images of the manuscript; the proofs of Section 6 were followed, those steps the paper leaves to the reader only as outlined. Nothing here is independently reviewed.

Results.

  • Theorem 1 (p. 3): Suen's inequality sharpened, with each adjacent pair weighted by ∏k∼{i,j}(1−pk)−1\prod_{k\sim\{i,j\}}(1-p_k)^{-1}.
  • Theorem 2 (p. 3): Pr⁡(S=0)≤e−μ+Δe2δ\Pr(S=0)\le e^{-\mu+\Delta e^{2\delta}}, with a finer intermediate bound.
  • Theorem 3 (p. 3): Pr⁡(S=0)≤e−μ2/max⁡(8Δ,2μ,6δμ)\Pr(S=0)\le e^{-\mu^2/\max(8\Delta,2\mu,6\delta\mu)}.
  • Theorem 4 (p. 4): Pr⁡(S=0)≤e−μ2/max⁡(32Δ,48Δ0,4μ)\Pr(S=0)\le e^{-\mu^2/\max(32\Delta,48\Delta_0,4\mu)}.
  • Theorem 5 (p. 4): for positively correlated indicators, Pr⁡(S=0)≤e−μ2/max⁡(48Δ,4μ)\Pr(S=0)\le e^{-\mu^2/\max(48\Delta,4\mu)}.
  • Theorem 6 (p. 4): the factor e2δe^{2\delta} of Theorem 2 reduced to eεφ1(2eεδ)e^{\varepsilon}\varphi_1(2e^{\varepsilon}\delta).
  • Theorem 7 (p. 5, Spencer): if δ+ε≤e−1\delta+\varepsilon\le e^{-1}, Pr⁡(S=0)≤e−μ+Δφ2(δ+ε)\Pr(S=0)\le e^{-\mu+\Delta\varphi_2(\delta+\varepsilon)}.
  • Theorem 8 (p. 5): the lower bound Pr⁡(S=0)≥(1−Δ0∗eΔ∗)∏k(1−pk)\Pr(S=0)\ge(1-\Delta_0^*e^{\Delta^*})\prod_k(1-p_k).
  • Theorem 9 (p. 6): if δ+ε≤e−1\delta+\varepsilon\le e^{-1}, Pr⁡(S=0)≥e−μφ2(δ+ε)\Pr(S=0)\ge e^{-\mu\varphi_2(\delta+\varepsilon)}, the condition best possible by Example 3.
  • Theorem 10 (p. 6): for 0≤a≤10\le a\le1, a lower-tail bound for Pr⁡(S≤aμ)\Pr(S\le a\mu).

Bears on. No Erdős problem directly: the paper names none, and no problem page of the corpus is stated in terms of these inequalities. Theorem 2's bound Pr⁡(S=0)≤e−μ+Δe2δ\Pr(S=0)\le e^{-\mu+\Delta e^{2\delta}} is the external probabilistic input to Lemma 3.2 of Currier, Mody, Xie and Zhang, a step in their bounds for Problem 188.

No file of this source is held: no license on record permits its redistribution, and the card cites the edition it names above.