Martingale Inequalities, Interpolation and NP-Complete Problems

Abstract
In a previous work (Rhee, W., Talagrand, M. 1987. Martingale inequalities and NP-complete problems. Math. Oper. Res. 12(1) 177–181.), we showed how to use martingale inequalities in the probabilistic analysis of stochastic models of NP-complete problems to obtain sharp bounds on P(|Un − E(Un)| ≥ t), where Un is the objective function value of the problem with n random data. Here, we show how to interpolate between martingale inequalities to obtain even sharper bounds.

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