Asymptotic behavior of the length of the longest increasing subsequences of random walks

DOI10.1103/PHYSREVE.101.032102arXiv1907.00486WikidataQ91919730 ScholiaQ91919730MaRDI QIDQ6321302FDOQ6321302

Alexander Hartmann, J. R. G. Mendonça, Hendrik Schawe

Publication date: 30 June 2019

Abstract: We numerically estimate the leading asymptotic behavior of the length

L_{n}

of the longest increasing subsequence of random walks with step increments following Student's

t

-distribution with parameter in the range

1 / 2 l e q u l e q 5

. We find that the expected value

m a t h b b E (L_{n}) s i m n^{h e t a} l n n

with

h e t a

decreasing from

h e t a (u = 1 / 2) a p p r o x 0.70

to

h e t a (u g e q 5 / 2) a p p r o x 0.50

. For random walks with distribution of step increments of finite variance (

u > 2

), this confirms previous observation of

m a t h b b E (L_{n}) s i m s q r t n l n n

to leading order. We note that this asymptotic behavior (including the subleading term) resembles that of the largest part of random integer partitions under the uniform measure and that, curiously, both random variables seem to follow Gumbel statistics. We also provide more refined estimates for the asymptotic behavior of

m a t h b b E (L_{n})

for random walks with step increments of finite variance.

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