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The Mallows measure on the symmetric group $S_n$ is the probability measure such that each permutation has probability proportional to $q$ raised to the power of the number of inversions, where $q$ is a positive parameter and the number of…

Probability · Mathematics 2015-09-29 Carl Mueller , Shannon Starr

In this article we refine well-known results concerning the fluctuations of one-dimensional random walks. More precisely, if $(S_n)_{n \geq 0}$ is a random walk starting from 0 and $r\geq 0$, we obtain the precise asymptotic behavior as…

Probability · Mathematics 2013-12-06 Rim Essifi , Marc Peigné , Kilian Raschel

This paper explores the joint behaviour of the summands of a random walk when their mean value goes to infinity as its length increases. It is proved that all the summands must share the same value, which extends previous results in the…

Statistics Theory · Mathematics 2012-05-30 Michel Broniatowski , Zhansheng Cao

We study a variant of the down-up and up-down walks over an $n$-partite simplicial complex, which we call expanderized higher order random walks -- where the sequence of updated coordinates correspond to the sequence of vertices visited by…

Data Structures and Algorithms · Computer Science 2024-06-04 Vedat Levi Alev , Shravas Rao

We consider a one-dimensional random walk $S_n$ having i.i.d. increments with zero mean and finite variance. We continue our study of asymptotic expansions for local probabilities $\mathbf P(S_n=x,\tau_0>n)$, which has been started in…

Probability · Mathematics 2024-12-13 Denis Denisov , Alexander Tarasov , Vitali Wachtel

Let the random variable $Z_{n,k}$ denote the number of increasing subsequences of length $k$ in a random permutation from $S_n$, the symmetric group of permutations of $\{1,...,n\}$. We show that $Var(Z_{n,k_n})=o((EZ_{n,k_n})^2)$ as $…

Probability · Mathematics 2007-05-23 Ross Pinsky

Let (S_n)_{n\in\N} be a Z-valued random walk with increments from the domain of attraction of some \alpha-stable law and let (\xi(i))_{i\in\Z} be a sequence of iid random variables. We want to investigate U-statistics indexed by the random…

Probability · Mathematics 2015-03-04 Brice Franke , Francoise Pene , Martin Wendler

If the edges of the complete graph $K_n$ are totally ordered, a simple path whose edges are in ascending order is called increasing. The worst-case length of the longest increasing path has remained an open problem for several decades, with…

Combinatorics · Mathematics 2014-03-06 Mikhail Lavrov , Po-Shen Loh

We study numerically the distributions of the length $L$ of the longest increasing subsequence (LIS) for the two cases of random permutations and of one-dimensional random walks. Using sophisticated large-deviation algorithms, we are able…

Disordered Systems and Neural Networks · Physics 2019-04-05 Jörn Börjes , Hendrik Schawe , Alexander K. Hartmann

Let $\{S_n,n\geq 0\} $ be a random walk whose increments belong without centering to the domain of attraction of an $\alpha$-stable law $\{Y_t,t\geq 0\}$, i.e. $S_{nt}/a_n\Rightarrow Y_t,t\geq 0,$ for some scaling constants $a_n$. Assuming…

Probability · Mathematics 2023-03-15 Congzao Dong , Elena Dyakonova , Vladimir Vatutin

A natural extension of a right-continuous integer-valued random walk is one which can jump to the right by one or two units. First passage times above a given fixed level then admit a tractable Laplace transform (probability generating…

Probability · Mathematics 2014-08-13 Matija Vidmar

This article investigates the behavior of the continuous-time simple random walk on $\mathbb{Z}^d$, $d \geq 3$. We derive an asymptotic lower bound on the principal exponential rate of decay for the probability that the average value over a…

Probability · Mathematics 2025-07-24 Alberto Chiarini , Maximilian Nitzschner

We consider a discrete time random walk in one dimension. At each time step the walker jumps by a random distance, independent from step to step, drawn from an arbitrary symmetric density function. We show that the expected positive maximum…

Statistical Mechanics · Physics 2009-11-11 Alain Comtet , Satya N. Majumdar

Let $M_n$ be the minimal position at generation $n$, of a real-valued branching random walk in the boundary case. As $n \to \infty$, $M_n- {3 \over 2} \log n$ is tight (see [1][9][2]). We establish here a law of iterated logarithm for the…

Probability · Mathematics 2017-07-06 Yueyun Hu

Let $\{X_n\}_{n\in\mathbb{N}}$ be a sequence of i.i.d. random variables in $\mathbb{Z}^d$. Let $S_k=X_1+...+X_k$ and $Y_n(t)$ be the continuous process on $[0,1]$ for which $Y_n(k/n)=S_k/\sqrt{n}$ $k=1,...,n$ and which is linearly…

Probability · Mathematics 2010-09-06 Zsolt Pajor-Gyulai , Domokos Szász

Given a supercritical branching random walk $\{Z_n\}_{n\geq 0}$ on $\mathbb{R}$, let $Z_n([y,\infty))$ be the number of particles located in $[y,\infty)\subset\mathbb{R}$ at generation $n$. Let $m$ be the mean of the offspring law of…

Probability · Mathematics 2024-02-07 Shuxiong Zhang , Lianghui Luo

We consider a random walk $\tilde S$ which has different increment distributions in positive and negative half-planes. In the upper half-plane the increments are mean-zero i.i.d. with finite variance. In the lower half-plane we consider two…

Probability · Mathematics 2021-11-18 Andrey Pilipenko , Ben Povar

We consider random interlacements on Z^d, with d bigger or equal to 3, when their vacant set is in a strongly percolative regime. We derive an asymptotic upper bound on the probability that the random interlacements disconnect a box of…

Probability · Mathematics 2017-06-19 Alain-Sol Sznitman

The longest increasing subsequence (LIS) of a sequence of correlated random variables is a basic quantity with potential applications that has started to receive proper attention only recently. Here we investigate the behavior of the length…

Statistical Mechanics · Physics 2020-08-11 J. Ricardo G. Mendonça

We consider a real random walk S_n = X_1 + ... + X_n attracted (without centering) to the normal law: this means that for a suitable norming sequence a_n we have the weak convergence S_n / a_n --> f(x) dx, where f(x) is the standard normal…

Probability · Mathematics 2007-05-23 Francesco Caravenna