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Proceedings of the American Mathematical Society

Published by the American Mathematical Society since 1950, Proceedings of the American Mathematical Society is devoted to shorter research articles in all areas of pure and applied mathematics.

ISSN 1088-6826 (online) ISSN 0002-9939 (print)

The 2020 MCQ for Proceedings of the American Mathematical Society is 0.85.

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Sequential selection of a monotone subsequence from a random permutation
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by Peichao Peng and J. Michael Steele PDF
Proc. Amer. Math. Soc. 144 (2016), 4973-4982 Request permission

Abstract:

We find a two term asymptotic expansion for the optimal expected value of a sequentially selected monotone subsequence from a random permutation of length $n$. A striking feature of this expansion is that it tells us that the expected value of optimal selection from a random permutation is quantifiably larger than optimal sequential selection from an independent sequence of uniformly distributed random variables; specifically, it is larger by at least $(1/6) \log n +O(1)$.
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Additional Information
  • Peichao Peng
  • Affiliation: Department of Statistics, The Wharton School, University of Pennsylvania, 3730 Walnut Street, Philadelphia, Pennsylvania 19104
  • MR Author ID: 1082870
  • Email: ppeichao@wharton.upenn.edu
  • J. Michael Steele
  • Affiliation: Department of Statistics, The Wharton School, University of Pennsylvania, 3730 Walnut Street, Philadelphia, Pennsylvania 19104
  • MR Author ID: 166615
  • Email: steele@wharton.upenn.edu
  • Received by editor(s): September 15, 2015
  • Received by editor(s) in revised form: January 2, 2016, and January 14, 2016
  • Published electronically: April 20, 2016
  • Communicated by: David Levin
  • © Copyright 2016 American Mathematical Society
  • Journal: Proc. Amer. Math. Soc. 144 (2016), 4973-4982
  • MSC (2010): Primary 60C05, 60G40, 90C40; Secondary 60F99, 90C27, 90C39
  • DOI: https://doi.org/10.1090/proc/13104
  • MathSciNet review: 3544544