Non-universality for longest increasing subsequence of a random walk
Probability
2016-02-09 v1
Abstract
The longest increasing subsequence of a random walk with mean zero and finite variance is known to be . We show that this is not universal for symmetric random walks. In particular, the symmetric Ultra-fat tailed random walk has a longest increasing subsequence that is asymptotically at least and at most . An exponent strictly greater than is also shown for the symmetric stable- distribution when is sufficiently small.
Cite
@article{arxiv.1602.02207,
title = {Non-universality for longest increasing subsequence of a random walk},
author = {Robin Pemantle and Yuval Peres},
journal= {arXiv preprint arXiv:1602.02207},
year = {2016}
}