2019
DOI: 10.1214/18-aop1304
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A general method for lower bounds on fluctuations of random variables

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… Show more

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Cited by 29 publications
(37 citation statements)
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“…On the issue of the limiting variance σ M , it is clear that a necessary condition for the variance to be nondegenerate is that P(ω e − ν v − ν u > 0) > 0, otherwise the empty matching is optimal. The author in [5] establishes some general conditions for obtaining fluctuation lower bounds, and one of the techniques can be adapted for the ground state energy under appropriate conditions on the edge and vertex weights. 1.3.…”
Section: Theorem 12 (Central Limit Theorem For the Log-partition Func...mentioning
confidence: 99%
“…On the issue of the limiting variance σ M , it is clear that a necessary condition for the variance to be nondegenerate is that P(ω e − ν v − ν u > 0) > 0, otherwise the empty matching is optimal. The author in [5] establishes some general conditions for obtaining fluctuation lower bounds, and one of the techniques can be adapted for the ground state energy under appropriate conditions on the edge and vertex weights. 1.3.…”
Section: Theorem 12 (Central Limit Theorem For the Log-partition Func...mentioning
confidence: 99%
“…To the best of our limited knowledge, very few things are known about the fluctuations of the free energy in this regime. One might look at Chatterjee [7] where it is proved that the fluctuation of the free energy of the Sherrington-Kirkpatrick model is at least 0(1). When the spins are uniformly distributed on S n−1 , the free energy analogously undergoes a phase transition at β = 1 2 .…”
Section: The Model Descriptionmentioning
confidence: 99%
“…Another route towards anti-concentration is by a coupling approach: when the variable of interest is a function of a random environment, one can often couple two instances of the environment so that one instance of the variable is larger than the other. This approach was taken by Wehr and Aizenman [36] to yield lower bounds on certain variances in the context of the Ising model (and other related models) and is also taken up in other ad-hoc approaches to proving lower bounds on fluctuations [4,14,16,17,18,20,32] which culminated in a recent unifying work of Chatterjee [6].…”
Section: Introductionmentioning
confidence: 99%