Inequalities with applications to percolation and reliability.

*(English)*Zbl 0571.60019A probability measure \(\mu\) on \({\mathbb{R}}^ n_+\) is defined to be strongly new better than used (SNBU) if \(\mu (A+B)\leq \mu (A)\mu (B)\) for all increasing subsets \(A,B\subset {\mathbb{R}}^ n_+\). For \(n=1\), this is equivalent to being new better than used (NBU distributions play an important role in reliability theory). We derive an inequality concerning products of NBU probability measures, which has as a consequence that if \(\mu_ 1,\mu_ 2,\ldots,\mu_ n\) are NBU probability measures on \({\mathbb{R}}_+\), then the product-measure \(\mu =\mu_ 1\times \mu_ 2\times\ldots\times \mu_ n\) on \({\mathbb{R}}^ n_+\) is SNBU. A discrete analogue (i.e., with \({\mathbb{N}}\) instead of \({\mathbb{R}}_+)\) also holds.

Applications are given to reliability and percolation. The latter are based on a new inequality for Bernoulli sequences, going in the opposite direction to the FKG-Harris inequality. The main application gives a lower bound for the tail of the cluster size distribution for bond- percolation at the critical probability. Further applications are simplified proofs of some known results in percolation. A more general inequality (which contains the above as well as the FKG-Harris inequality) is conjectured, and connections with an inequality of J. M. Hammersley [J. Math. Phys. 2, 728–733 (1961; Zbl 0105.436)] and others are indicated.

Applications are given to reliability and percolation. The latter are based on a new inequality for Bernoulli sequences, going in the opposite direction to the FKG-Harris inequality. The main application gives a lower bound for the tail of the cluster size distribution for bond- percolation at the critical probability. Further applications are simplified proofs of some known results in percolation. A more general inequality (which contains the above as well as the FKG-Harris inequality) is conjectured, and connections with an inequality of J. M. Hammersley [J. Math. Phys. 2, 728–733 (1961; Zbl 0105.436)] and others are indicated.

##### MSC:

60E15 | Inequalities; stochastic orderings |

60K10 | Applications of renewal theory (reliability, demand theory, etc.) |

60K35 | Interacting random processes; statistical mechanics type models; percolation theory |