Probability bounds with cherry trees

Citation
J. Bukszar et A. Prekopa, Probability bounds with cherry trees, MATH OPER R, 26(1), 2001, pp. 174-192
Citations number
17
Categorie Soggetti
Mathematics
Journal title
MATHEMATICS OF OPERATIONS RESEARCH
ISSN journal
0364765X → ACNP
Volume
26
Issue
1
Year of publication
2001
Pages
174 - 192
Database
ISI
SICI code
0364-765X(200102)26:1<174:PBWCT>2.0.ZU;2-G
Abstract
A third order upper bound is presented on the probability of the union of a finite number of events, by means of graphs called cherry trees. These are graphs that we construct recursively in such a way that every time we pick a new vertex, connect it with two already existing vertices. If the letter s are always adjacent, we call the cherry tree a t-cherry tree. A cherry tr ee has a weight that provides us with the upper bound on the union. Any Hun ter-Worsley bound can be majorized by a t-cherry bound constructed by the u se of the Hunter-Worsley tree. A cherry tree bound can be identified as a f easible solution to the dual of the Boolean probability bounding problem. A t-cherry tree bound can be identified as the objective function value of t he dual vector corresponding to a dual feasible basis in the Boolean proble m. This enables us to improve on the bound algorithmically, if we use the d ual method of linear programming.