Sequential Selection of a Monotone Subsequence from a Random Permutation

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dc.contributor.authorPeng, Peichao
dc.contributor.authorSteele, J. Michael
dc.date2023-05-17T20:24:43.000
dc.date.accessioned2023-05-23T03:37:54Z
dc.date.available2023-05-23T03:37:54Z
dc.date.issued2016-04-20
dc.date.submitted2018-07-17T13:27:17-07:00
dc.description.abstractWe 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).
dc.identifier.urihttps://repository.upenn.edu/handle/20.500.14332/48007
dc.legacy.articleid1667
dc.legacy.fields10.1090/proc/13104
dc.legacy.fulltexturlhttps://repository.upenn.edu/cgi/viewcontent.cgi?article=1667&context=statistics_papers&unstamped=1
dc.rights<p>First published in Proc. Amer. Math. Soc. 144 (April 2016), published by the American Mathematical Society. © 2016 American Mathematical Society.</p>
dc.source.beginpage4973
dc.source.endpage4982
dc.source.issue602
dc.source.journalStatistics Papers
dc.source.journaltitleProceedings of the American Mathematical Society
dc.source.peerreviewedtrue
dc.source.statuspublished
dc.source.volume144
dc.subject.otherBusiness
dc.subject.otherMathematics
dc.subject.otherStatistics and Probability
dc.titleSequential Selection of a Monotone Subsequence from a Random Permutation
dc.typeReport
digcom.contributor.authorPeng, Peichao
digcom.contributor.authorSteele, J. Michael
digcom.identifierstatistics_papers/602
digcom.identifier.contextkey12499699
digcom.identifier.submissionpathstatistics_papers/602
digcom.typereport
dspace.entity.typePublication
upenn.schoolDepartmentCenterStatistics Papers
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