AbstractWe study two closely related problems in the online selection of increasing subsequence. In the first problem, introduced by Samuels and Steele (Ann. Probab. 9(6):937–947, 1981), the objective is to maximise the length of a subsequence selected by a nonanticipating strategy from a random sample of given size $n$
n
. In the dual problem, recently studied by Arlotto et al. (Random Struct. Algorithms 49:235–252, 2016), the objective is to minimise the expected time needed to choose an increasing subsequence of given length $k$
k
from a sequence of infinite length. Developing a method based on the monotonicity of the dynamic programming equation, we derive the two-term asymptotic expansions for the optimal values, with $O(1)$
O
(
1
)
remainder in the first problem and $O(k)$
O
(
k
)
in the second. Settling a conjecture in Arlotto et al. (Random Struct. Algorithms 52:41–53, 2018), we also design selection strategies to achieve optimality within these bounds, that are, in a sense, best possible.
Asymptotic expansions of Mellin convolution integrals: An oscillatory case
