Streaming algorithms for products of probabilities

Abstract: We consider streaming algorithms for approximating a product of input probabilities up to multiplicative error of $1-\epsilon$. It is shown that every randomized streaming algorithm for this problem needs space $\Omega(\log n + \log b - \log \epsilon) - \mathcal{O}(1)$, where $n$ is length of the input stream and $b$ is the bit length of the input numbers. This matches an upper bound from Alur et al.~up to a constant multiplicative factor. Moreover, we consider the threshold problem, where it is asked whether the product of the input probabilities is below a given threshold. It is shown that every randomized streaming algorithm for this problem needs space $\Omega(n \cdot b)$.