On Estimation of Maxima of Sums of Random Variables Indexed by Edges of Graphs

On Estimation of Maxima of Sums of Random Variables Indexed by Edges of Graphs

This paper considers a family of independent identically distributed random variables that are indexed by the edges of a graph. The maximum of sums of such variables along the paths of the graph is studied. We show that if one graph covers another one, then the maximum of sums for the first graph is...

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Veröffentlicht in:Theory of probability and its applications 1995-01, Vol.39 (4), p.696-702
1. Verfasser: Karpelevich, F. I.
Format: Artikel
Sprache:eng
Schlagworte:
Correspondence
Graphs
Random variables
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Beschreibung
Zusammenfassung:This paper considers a family of independent identically distributed random variables that are indexed by the edges of a graph. The maximum of sums of such variables along the paths of the graph is studied. We show that if one graph covers another one, then the maximum of sums for the first graph is stochastically greater than that for the second graph.
ISSN:0040-585X
1095-7219
DOI:10.1137/1139056