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Inequalities with applications to percolation and reliability

Published online by Cambridge University Press:  14 July 2016

J. Van Den Berg  and
H. Kesten
J. Van Den Berg*
Affiliation:
Delft University of Technology
H. Kesten*
Affiliation:
Cornell University
*
∗Postal address: Department of Mathematics, Delft University of Technology, 2628 BL Delft, The Netherlands.
∗∗Postal address: Department of Mathematics, Cornell University, Ithaca, NY 14853, USA.
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Abstract

A probability measure μ on ℝn+ is defined to be strongly new better than used (SNBU) if for all increasing subsets . For n = 1 this is equivalent to being new better than used (NBU distributions play an important role in reliability theory). We derive an inequality concerning products of NBU probability measures, which has as a consequence that if μ1, μ2, ···, μn are NBU probability measures on ℝ+, then the product-measure μ = μ × μ2 × ··· × μn on ℝn+ is SNBU. A discrete analog (i.e., with N instead of ℝ+) also holds.

Applications are given to reliability and percolation. The latter are based on a new inequality for Bernoulli sequences, going in the opposite direction to the FKG–Harris inequality. The main application (3.15) gives a lower bound for the tail of the cluster size distribution for bond-percolation at the critical probability. Further applications are simplified proofs of some known results in percolation. A more general inequality (which contains the above as well as the FKG-Harris inequality) is conjectured, and connections with an inequality of Hammersley [12] and others ([17], [19] and [7]) are indicated.

Keywords

CORRELATION INEQUALITIESFKG INEQUALITYNEW BETTER THAN USED
Type
Research Papers
Information
Journal of Applied Probability , Volume 22 , Issue 3 , September 1985 , pp. 556 - 569
Copyright
Copyright © Applied Probability Trust 1985 

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