Siegel median bound: for the homogeneous waiting time
ProvedFcdf_at_one_ge_halfSiegel median bound for the homogeneous waiting-time CDF at . Consider the order-statistic waiting time where independent rate- exponential clocks fire, with (so ) and we wait for the -th clock; its CDF is . The claim is for . This is the heart of the integer-mean binomial median theorem (Kaas–Buhrman / Jogdeo–Samuels): via Siegel's symmetrized-CDF (moustache) argument, the mean satisfies (median mean), and monotonicity of with gives . Source: Siegel, Median Bounds and their Application, J. Algorithms 38 (2001), Thm 2.1 (moustache value bound) and Thm 2.2 (homogeneous waiting-time model); equivalently Jogdeo–Samuels (Ann. Math. Statist. 39, 1968).
Preamble
import Mathlib.Algebra.BigOperators.Intervals import Mathlib.Analysis.SpecialFunctions.Log.Basic open scoped BigOperators open Finset
Formal statement
theorem Fcdf_at_one_ge_half (N m : ℕ) (h : m < N) (hm1 : 1 ≤ m) :
(1/2 : ℝ) ≤ ∑ k ∈ Finset.Ico ((N-m-1)+1) (N+1),
(Nat.choose N k : ℝ) * (1 - Real.exp (-(Real.log ((N:ℝ)/m) * 1))) ^ k
* (Real.exp (-(Real.log ((N:ℝ)/m) * 1))) ^ (N - k) := by sorry