A general method for lower bounds on fluctuations of random variables.

Citation
Chatterjee, Sourav, A general method for lower bounds on fluctuations of random variables., Annals of probability (Online) , 47(4), 2019, pp. 2140-2171
ISSN journal
2168894X
Volume
47
Issue
4
Year of publication
2019
Pages
2140 - 2171
Database
ACNP
SICI code
Abstract
There are many ways of establishing upper bounds on fluctuations of random variables, but there is no systematic approach for lower bounds. As a result, lower bounds are unknown in many important problems. This paper introduces a general method for lower bounds on fluctuations. The method is used to obtain new results for the stochastic traveling salesman problem, the stochastic minimal matching problem, the random assignment problem, the Sherrington.Kirkpatrick model of spin glasses, first-passage percolation and random matrices. A long list of open problems is provided at the end.