| Full text | |
| Author(s): |
Total Authors: 2
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| Affiliation: | [1] Univ Sao Paulo, Escola Artes Ciencias & Humanidades, Rua Arlindo Bettio 1000, BR-03828000 Sao Paulo, SP - Brazil
Total Affiliations: 1
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| Document type: | Journal article |
| Source: | Physics Letters A; v. 384, n. 29 OCT 19 2020. |
| Web of Science Citations: | 0 |
| Abstract | |
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 of the LIS of the so-called symmetric ultra-fat tailed random walk, introduced earlier in an abstract setting in the mathematical literature. After explicit constructing the ultra-fat tailed random walk, we found numerically that the expected length L-n of its LIS scales with the length n of the walk like < L-n > similar to n(0.716) indicating that, indeed, as far as the behavior of the LIS is concerned the ultra-fat tailed distribution can be thought of as equivalent to a very heavy tailed alpha-stable distribution. We also found that the distribution of L-n seems to be universal, in agreement with results obtained for other heavy tailed random walks. (C) 2020 Elsevier B.V. All rights reserved. (AU) | |
| FAPESP's process: | 17/22166-9 - Records, range, and longest increasing subsequences of random walks |
| Grantee: | José Ricardo Gonçalves de Mendonça |
| Support Opportunities: | Scholarships abroad - Research |
| FAPESP's process: | 20/04475-7 - Longest increasing subsequences of random walks and correlated time series |
| Grantee: | José Ricardo Gonçalves de Mendonça |
| Support Opportunities: | Regular Research Grants |