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Math @ Duke
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Publications [#319307] of Alessandro Arlotto
Papers Published
- Arlotto, A; Steele, JM, Optimal sequential selection of a unimodal subsequence of a random sequence,
Combinatorics, Probability and Computing, vol. 20 no. 06
(November, 2011),
pp. 799-814, Cambridge University Press (CUP) [doi]
(last updated on 2023/06/01)
Abstract: We consider the problem of selecting sequentially a unimodal subsequence from a sequence of independent identically distributed random variables, and we find that a person doing optimal sequential selection does so within a factor of the square root of two as well as a prophet who knows all of the random observations in advance of any selections. Our analysis applies in fact to selections of subsequences that have d+1 monotone blocks, and, by including the case d=0, our analysis also covers monotone subsequences. © 2011 Cambridge University Press.
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