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Let $V$ be a set of $n$-dimensional vectors such that, for each ${\bf v}\in V$ and for each index $i\in [n-1]$, we have $0\le v_{i+1}\le v_i$. Let $P(\cdot)$ be a discrete probability distribution over $V$.

We are given the expected number $\mu$ of positive (i.e. non-null) vector components of a vector selected from $V$ with $P(\cdot)$.


Question: What is the maximum value of $\alpha$ for which the following inequality always holds? $$\max_{{\bf u}\in V} \sum_{i=1}^{\lceil \mu \rceil} u_i \ge \alpha\,\mathbb{E}_{P({\bf v})} ||{\bf v}||_1$$

(Does it always hold even for $\alpha=1$?)

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    $\begingroup$ You mean the maximum value of $\alpha$? $\endgroup$ – Iosif Pinelis May 3 at 14:36
  • $\begingroup$ As @IosifPinelis mentioned, a minimal $\alpha$ doesn't make that much sense here. For the maximal one, you can easily construct an example that breaks for all $\alpha > 1$, e.g. by having only a single vector in $V$. $\endgroup$ – Dirk May 3 at 14:47
  • $\begingroup$ Sorry, it was a typo. $\endgroup$ – Penelope Benenati May 3 at 15:17
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Your inequality holds with $\alpha=1/2$. Indeed, let $U=(U_1,\dots,U_n)$ be a random vector in $V$ with $N$ non-null coordinates, so that $U_1\ge\dots\ge U_N>0=U_{N+1}=\dots=U_n$; here $N$ is also random. Let $\nu:=\lceil \mu \rceil$. Let $$M:=\max_{{\bf u}\in V} \sum_{i=1}^\nu u_i. $$ Then $$M\ge \sum_{i=1}^\nu U_i\ge\Big(1\wedge\frac\nu N\Big)\sum_{i=1}^N U_i =\Big(1\wedge\frac\nu N\Big)\sum_{i=1}^n U_i. $$ So, $$\|U\|_1=\sum_{i=1}^n U_i\le\Big(1\vee\frac N\nu\Big)M\le\Big(1+\frac N\nu\Big)M $$ and hence $$E\|U\|_1\le\Big(1+\frac{EN}\nu\Big)M=\Big(1+\frac{\mu}\nu\Big)M\le2M, $$ so that $$M\ge\tfrac12\,E\|U\|_1,$$ as claimed.

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  • $\begingroup$ Thank you losif Pinelis! $\endgroup$ – Penelope Benenati May 3 at 16:26

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