- Series
- SIAM Student Seminar
- Time
- Friday, November 20, 2009 - 1:00pm for 1 hour (actually 50 minutes)
- Location
- Skiles 255
- Speaker
- Huy Huynh – Georgia Tech
- Organizer
- Linwei Xin
Let X_1, X_2,...,X_n be a sequence of i.i.d random variables with
values in a finite alphabet {1,...,m}. Let LI_n be the length of the
longest increasing subsequence of X_1,...,X_n. We shall express the
limiting distribution of LI_n as functionals of m and (m-1)-
dimensional Brownian motions as well as the largest eigenvalue of
Gaussian Unitary Ensemble (GUE) matrix. Then I shall illustrate
simulation study of these results