English

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 n1/2+o(1)n^{1/2 + o(1)}. 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 n0.690n^{0.690} and at most n0.815n^{0.815}. An exponent strictly greater than 1/21/2 is also shown for the symmetric stable-α\alpha distribution when α\alpha is sufficiently small.

Keywords

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}
}
R2 v1 2026-06-22T12:44:38.199Z