\noindent \textbf{From expectation to high probability.} %\begin{lemma}\label{lemma:nd} % Let $A\subseteq\mathcal{U}$ and $x=(v,c)\in\mathcal{U}\setminus A$, then % the function $b\mapsto \mathcal{O}(A\cup\{x\},b)-\mathcal{O}(A,b)$ is % non-decreasing over $\reals^+$. %\end{lemma} \begin{proof}[of Proposition~\ref{main_result}] For each realization of the neighbors $R$, let us define by $X_R$ the random set which includes each $u\in R$ with probability $q_u$ on the second day and: \begin{displaymath} \tilde{X}_R= \begin{cases} X_R&\text{if } |X_R|\leq t\\ \emptyset&\text{otherwise} \end{cases} \end{displaymath} where $t = k-|S|$. $\tilde{X}_R$ is a random variable over the feasible solutions on the second day. As a consequence: \begin{displaymath} A(S) \geq \sum_{R\subseteq\neigh{S}} p_R\mathbb{E}\big[f(\tilde{X}_R)\big] \end{displaymath} Let us define by $Y$ the random set which includes each $u\in\neigh{X}$ with probability $p_uq_u$ and: \begin{displaymath} \tilde{Y}= \begin{cases} Y&\text{if } |Y|\leq t\\ \emptyset&\text{otherwise} \end{cases}. \end{displaymath} It is easy to see that $\tilde{X}_R$ is the conditional expectation of $\tilde{Y}$ given $R$. Hence: \begin{displaymath} \sum_{R\subseteq\neigh{S}} p_R\mathbb{E}\big[f(\tilde{X}_R)\big] = \mathbb{E}\big[f(\tilde{Y})\big] \end{displaymath} But: \begin{align*} \mathbb{E}\big[f(\tilde{Y})\big] &=\sum_{T\subseteq\neigh{X}}\mathbb{P}\big[\tilde{Y}=T\big]f(T) = \sum_{\substack{T\subseteq\neigh{X}\\|T|\leq t}}\mathbb{P}\big[Y=T\big]f(T)\\ &= \mathbb{E}\big[f(Y)\big]-\sum_{\substack{T\subseteq\neigh{X}\\|T|> t}}\mathbb{P}\big[Y=T\big]f(T) \end{align*} Roughly: \begin{displaymath} \sum_{\substack{T\subseteq\neigh{X}\\|T|> t}}\mathbb{P}\big[Y=T\big]f(T)\leq \frac{1}{2}\mathbb{E}\big[f(Y)\big] \end{displaymath} Combining the above inequalities we get: \begin{displaymath} A(S)\geq \frac{1}{2} \mathbb{E}\big[f(Y)\big] \end{displaymath} But $\mathbb{E}\big[f(Y)\big]$ is precisely the value of the non-adaptive solution computed by Algorithm~\ref{alg:comb} which is a $\left(1-\frac{1}{e}\right)$ approximation of the optimal non adaptive solution. Hence: \begin{displaymath} A(S) \geq \frac{1}{2}\left(1-\frac{1}{e}\right) OPT_{NA} \end{displaymath} Finally, we conclude with Proposition~\ref{prop:gap} \end{proof}