Sequential selection of an increasing sequence from a multidimensional random sample

Citation
M. Baryshnikov, Yuliy et V. Gnedin, Alexander, Sequential selection of an increasing sequence from a multidimensional random sample, Annals of applied probability , 10(1), 2000, pp. 258-267
ISSN journal
10505164
Volume
10
Issue
1
Year of publication
2000
Pages
258 - 267
Database
ACNP
SICI code
Abstract
Let random points X1,.,Xn be sampled in strict sequence from a continuous product distribution on Euclidean d-space. At the time Xj is observed it must be accepted or rejected. The subsequence of accepted points must increase in each coordinate. We show that the maximum expected length of a subsequence selected is asymptotic to .n1/(d+1) and give the exact value of .. This extends the .2n result by Samuels and Steele for d=1.