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On the rate of approximation in finite-alphabet longest increasing subsequence problems

Houdre, Christian
Talata, Zsolt
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Abstract
The rate of convergence of the distribution of the length of the longest increasing subsequence, toward the maximal eigenvalue of certain matrix ensembles, is investigated. For finite-alphabet uniform and nonuniform i.i.d. sources, a rate of logn/n√ is obtained. The uniform binary case is further explored, and an improved 1/n√ rate obtained.
Description
This is the published version, also available here: http://dx.doi.org/10.1214/12-AAP853.
Date
2012-09-05
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Institute of Mathematical Statistics
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Keywords
Longest increasing subsequence, Brownian functional, approximation, rate of convergence
Citation
Houdré, Christian; Talata, Zsolt. On the rate of approximation in finite-alphabet longest increasing subsequence problems. Ann. Appl. Probab. 22 (2012), no. 6, 2539--2559. http://dx.doi.org/10.1214/12-AAP853.
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