Compound Poisson approximation for long increasing sequences
Let \(X_1,X_2,\dots\) be a sequence of independent random variables with the same continuous distribution. Define by \(\mathbf{1}_i=\text\textbf{1}[X_{i-r+1}<\cdots <X_i]\) the indicator of the event that an increasing sequence with length \(r\) ends at index \(i\). Set \(W=\sum_{i=r}^n\mathbf{1}_i\). The authors derive bounds for total variation and Kolmogorov distance between the distribution of \(W\) and a suitable compound Poisson distribution and examine the asymptotic behaviour of the length of the longest increasing sequence. Finally, they propose a non-parametric test based on the random variable \(W\) for checking randomness against local increasing trend.
- Compound Poisson approximation: A user's guide
- On compound Poisson approximation for sequence matching
- On Increasing Subsequences of I.I.D. Samples
- Estimate of the Accuracy of the Compound Poisson Approximation for the Distribution of the Number of Matching Patterns
- On the longest common increasing binary subsequence
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