The Distributional Tail of Worst-Case Quickselect
Witold P{\l}echa (Mathematical Institute, University of Wroc{\l}aw)

TL;DR
This paper analyzes the tail behavior of the limit distribution of the worst-case number of comparisons in Quickselect, providing explicit bounds and a method for estimating its mean.
Contribution
It introduces explicit tail bounds for the distribution of the Quickselect limit variable and develops a scheme for computing upper bounds on its mean.
Findings
The tail probability satisfies $- ext{log} P(S>t) = t ext{log} t + O(t ext{log} ext{log} t)$ as $t o fty$.
An explicit Chernoff majorant for the tail is derived.
A distribution-function scheme for upper bounding the mean of $S$ is proposed.
Abstract
We study the almost surely finite random variable defined by the distributional fixed-point equation \[ S \stackrel{d}{=} 1 + \max\{US', (1-U)S''\}, \qquad U \sim \mathrm{Unif}(0,1), \] where and are independent copies of , independent of . This random variable arises as the almost sure limit of the normalized worst-case number of key comparisons used by classical Quickselect with uniformly chosen pivots in the model of Devroye. Our first contribution concerns the right tail of . We prove explicit one-sided bounds for the rate function and, in particular, identify its first-order asymptotic growth: \[ -\log \mathbb{P}(S>t) = t \log t + O(t \log \log t), \qquad t \to \infty. \] The argument combines a binary-search-tree embedding and a one-level second-moment method with a moment-generating-function comparison inspired by ideas of…
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