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Janson sequential product lemma

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Probability inequality Janson inequality
2026-09-28  0 By others on same topic  0 Discussions Create my own version
For containment-event indicators I1​,…,Im​ in a Bernoulli product space,
P(I1​=⋯=Im​=0)≤∏i​(1−EIi​+∑j<i:j∼i​E(Ii​Ij​)).
(1)
It follows by exposing the avoidance events in sequence, separating disjoint coordinate supports, and applying Harris' inequality to the remaining decreasing events.

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  • Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 122 / 1 / a / Solution

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