Abstract
Given events A and B on a product space \(S={\prod }_{i = 1}^{n} S_{i}\), the set \(A \Box B\) 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
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 \(A \Box B\) 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 \(A \Box B\) 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.
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Acknowledgements
We are deeply indebted to an anonymous referee for a very careful reading of two versions of this paper. The penetrating comments provided enlightened us on various measurability issues and other important, subtle points. We thank Mathew Penrose for a useful discussion and for providing some relevant references.
The work of the first author was partially supported by NSA grant H98230-15-1-0250. The second author would like to thank the Isaac Newton Institute for Mathematical Sciences, Cambridge, for support and hospitality during the program Data Linkage and Anonymisation where part of the work on this paper was undertaken, supported by EPSRC grant no EP/K032208/1.
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Goldstein, L., Rinott, Y. A BKR Operation for Events Occurring for Disjoint Reasons with High Probability. Methodol Comput Appl Probab 20, 957–973 (2018). https://doi.org/10.1007/s11009-018-9623-6
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DOI: https://doi.org/10.1007/s11009-018-9623-6