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On the limiting law of the length of the longest common and increasing subsequences in random words with arbitrary distributions

2019/06/15 by Deslandes, Clément, Houdré, Christian
#05A05 #60505 #60C05 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1906.06544

Abstract

Let (Xk)k≥ 1 and (Yk)k≥ 1 be two independent sequences of i.i.d. random variables, with values in a finite and totally ordered alphabet Am:=\1,…,m\, and having respective probability mass function pX1,…,pXm and pY1,…,pYm. Let LCIn be the length of the longest common and weakly increasing subsequences in (X1,...,Xn) and (Y1,...,Yn). Once properly centered and normalized, LCIn is shown to have a limiting distribution which is expressed as a functional of two independent multidimensional Brownian motions.

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