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Online Selection of Alternating Subsequences from a Random Sample

Publication ,  Journal Article
Arlotto, A; Chen, RW; Shepp, LA; Steele, JM
Published in: Journal of Applied Probability
December 2011

We consider sequential selection of an alternating subsequence from a sequence of independent, identically distributed, continuous random variables, and we determine the exact asymptotic behavior of an optimal sequentially selected subsequence. Moreover, we find (in a sense we make precise) that a person who is constrained to make sequential selections does only about 12 percent worse than a person who can make selections with full knowledge of the random sequence.

Duke Scholars

Published In

Journal of Applied Probability

DOI

EISSN

1475-6072

ISSN

0021-9002

Publication Date

December 2011

Volume

48

Issue

4

Start / End Page

1114 / 1132

Publisher

Cambridge University Press (CUP)

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 4901 Applied mathematics
  • 0104 Statistics
  • 0102 Applied Mathematics
 

Citation

APA
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Arlotto, A., Chen, R. W., Shepp, L. A., & Steele, J. M. (2011). Online Selection of Alternating Subsequences from a Random Sample. Journal of Applied Probability, 48(4), 1114–1132. https://doi.org/10.1239/jap/1324046022
Arlotto, Alessandro, Robert W. Chen, Lawrence A. Shepp, and J Michael Steele. “Online Selection of Alternating Subsequences from a Random Sample.” Journal of Applied Probability 48, no. 4 (December 2011): 1114–32. https://doi.org/10.1239/jap/1324046022.
Arlotto A, Chen RW, Shepp LA, Steele JM. Online Selection of Alternating Subsequences from a Random Sample. Journal of Applied Probability. 2011 Dec;48(4):1114–32.
Arlotto, Alessandro, et al. “Online Selection of Alternating Subsequences from a Random Sample.” Journal of Applied Probability, vol. 48, no. 4, Cambridge University Press (CUP), Dec. 2011, pp. 1114–32. Crossref, doi:10.1239/jap/1324046022.
Arlotto A, Chen RW, Shepp LA, Steele JM. Online Selection of Alternating Subsequences from a Random Sample. Journal of Applied Probability. Cambridge University Press (CUP); 2011 Dec;48(4):1114–1132.
Journal cover image

Published In

Journal of Applied Probability

DOI

EISSN

1475-6072

ISSN

0021-9002

Publication Date

December 2011

Volume

48

Issue

4

Start / End Page

1114 / 1132

Publisher

Cambridge University Press (CUP)

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 4901 Applied mathematics
  • 0104 Statistics
  • 0102 Applied Mathematics