Randomized Online Algorithms with High Probability Guarantees

We study the relationship between the competitive ratio and the tail distribution of randomized online problems. To this end, we define a broad class of online problems that includes some of the well-studied problems like paging, k-server and metrical task systems on finite metrics, and show that for these problems it is possible to obtain, given an algorithm with constant expected competitive ratio, another algorithm that achieves the same solution quality up to an arbitrarily small constant error with high probability; the "high probability" statement is in terms of the optimal cost. Furthermore, we show that our assumptions are tight in the sense that removing any of them allows for a counterexample to the theorem