Sign Up to our social questions and Answers Engine to ask questions, answer people’s questions, and connect with other people.
Login to our social questions & Answers Engine to ask questions answer people’s questions & connect with other people.
Lost your password? Please enter your email address. You will receive a link and will create a new password via email.
Please briefly explain why you feel this question should be reported.
Please briefly explain why you feel this answer should be reported.
Please briefly explain why you feel this user should be reported.
Here is a problem from Programming Pearls 2nd edition (Chapter 8.7):
Considering a real number sequence, whose elements are drawn uniformly from the range
[-1, 1], what is the expected maximum consecutive subsequence sum? (If all the elements are negative, the maximum sum is0.)
Assuming the length of the sequence is N, is there a closed form for the expected maximum subsequence sum f(N)? I try to do some simulation, but failed to find any clue.
Thanks for help.
this is similar to Brownian motion in 1D, but with an unusual distribution for step sizes. for large N it approximates a Wiener process.
(not sure any of that is very helpful, but if you’re not aware of the connections it may give additional places to look).