Feige's lower-tail probability conjecture

From papers

Let nZ1n \in \mathbb{Z}_{\ge 1}, let μ1μn>0\mu_1 \ge \dotsc \ge \mu_n > 0 satisfy

μ1++μn=1,\mu_1+\dotsm+\mu_n=1,

and let X1,,XnX_1,\dotsc,X_n be independent non-negative random variables with EXi=1EX_i=1 for every ii. Define

Z=i=1nμiXi,Z=\sum_{i=1}^n\mu_iX_i,

and let M=max1inμi=μ1M=\max_{1\le i\le n}\mu_i=\mu_1, δ>0\delta>0, and T=1+δT=1+\delta. Feige's conjecture.

P(Z<T)min(δδ+M,1e).P(Z<T)\ge \min\left(\frac{\delta}{\delta+M},\frac{1}{e}\right).

Feige proved a weaker version with 1/131/13 in place of 1/e1/e; the stated constant is sharp in general, but the conjecture itself is presented here as an unproved conjecture.

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Sources & referencesView supporting material

Primary source

Roland Paulin, “On some conjectures of Samuels and Feige”, arXiv:1703.05152 (2017).

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