{ "id": "1110.1324", "version": "v2", "published": "2011-10-06T16:58:32.000Z", "updated": "2012-08-23T21:14:40.000Z", "title": "Asymptotics for the Length of the Longest Increasing Subsequence of Binary Markov Random Word", "authors": [ "Christian Houdré", "Trevis J. Litherland" ], "comment": "To appear in: Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart", "categories": [ "math.PR" ], "abstract": "Let $(X_n)_{n\\ge 0}$ be an irreducible, aperiodic, and homogeneous binary Markov chain and let $LI_n$ be the length of the longest (weakly) increasing subsequence of $(X_k)_{1\\le k \\le n}$. Using combinatorial constructions and weak invariance principles, we present elementary arguments leading to a new proof that (after proper centering and scaling) the limiting law of $LI_n$ is the maximal eigenvalue of a $2 \\times 2$ Gaussian random matrix. In fact, the limiting shape of the RSK Young diagrams associated with the binary Markov random word is the spectrum of this random matrix.", "revisions": [ { "version": "v2", "updated": "2012-08-23T21:14:40.000Z" } ], "analyses": { "subjects": [ "60C05", "60F05", "60F17", "60G15", "60G17", "05A16" ], "keywords": [ "binary markov random word", "longest increasing subsequence", "asymptotics", "homogeneous binary markov chain", "gaussian random matrix" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2011arXiv1110.1324H" } } }