A Bicriterion Concentration Inequality and Prophet Inequalities for $k$-Fold Matroid Unions

Abstract

We investigate prophet inequalities with competitive ratios approaching $1$, seeking to generalize $k$-uniform matroids. We first show that large girth does not suffice: for all $k$, there exists a matroid of girth $\geq k$ and a prophet inequality instance on that matroid whose optimal competitive ratio is $\frac{1}{2}$. Next, we show $k$-fold matroid unions do suffice: we provide a prophet inequality with competitive ratio $1-O(\sqrt{\frac{\log k}{k}})$ for any $k$-fold matroid union. Our prophet inequality follows from an online contention resolution scheme. The key technical ingredient in our online contention resolution scheme is a novel bicriterion concentration inequality for arbitrary monotone $1$-Lipschitz functions over independent items which may be of independent interest. Applied to our particular setting, our bicriterion concentration inequality yields "Chernoff-strength" concentration for a $1$-Lipschitz function that is not (approximately) self-bounding.

Theorems & Definitions (27)

• Theorem 1
• Theorem 2
• Theorem 3
• Lemma 4: FSZ16
• Example 5: Uniform matroid
• Example 6: Graphical matroid
• Definition 7: $k$-fold matroid union
• Theorem 7
• Theorem 9
• Lemma 11: FSZ16