@article {Hopf:JRMA1954,
    AUTHOR = {Hopf, Eberhard},
     TITLE = {The general temporally discrete {M}arkoff process},
   JOURNAL = {J. Rational Mech. Anal.},
    VOLUME = {3},
      YEAR = {1954},
     PAGES = {13--45},
   MRCLASS = {60.0X},
  MRNUMBER = {0060181 (15,636b)},
MRREVIEWER = {K. Yosida},
}


@article {Liu:AMM1991,
    AUTHOR = {Liu, Wen},
     TITLE = {An analytic technique to prove {B}orel's strong law of large
              numbers},
   JOURNAL = {Amer. Math. Monthly},
  FJOURNAL = {The American Mathematical Monthly},
    VOLUME = {98},
      YEAR = {1991},
    NUMBER = {2},
     PAGES = {146--148},
      ISSN = {0002-9890},
     CODEN = {AMMYAE},
   MRCLASS = {60F15},
  MRNUMBER = {1089462},
       DOI = {10.2307/2323947},
       %URL = {http://dx.doi.org/10.2307/2323947},
}
	


@article {Goodman:AMM1999,
    AUTHOR = {Goodman, Gerald S.},
     TITLE = {Statistical independence and normal numbers: an aftermath to
              {M}ark {K}ac's {C}arus {M}onograph},
   JOURNAL = {Amer. Math. Monthly},
  FJOURNAL = {The American Mathematical Monthly},
    VOLUME = {106},
      YEAR = {1999},
    NUMBER = {2},
     PAGES = {112--126},
      ISSN = {0002-9890},
     CODEN = {AMMYAE},
   MRCLASS = {11K16},
  MRNUMBER = {1671853 (2000a:11107)},
MRREVIEWER = {V. Drobot},
       DOI = {10.2307/2589048},
       %URL = {http://dx.doi.org/10.2307/2589048},
}


@article {Birkhoff:AMM1942,
    AUTHOR = {Birkhoff, G. D.},
     TITLE = {What is the ergodic theorem?},
   JOURNAL = {Amer. Math. Monthly},
  FJOURNAL = {The American Mathematical Monthly},
    VOLUME = {49},
      YEAR = {1942},
     PAGES = {222--226},
      ISSN = {0002-9890},
   MRCLASS = {46.3X},
  MRNUMBER = {0006619 (4,15b)},
MRREVIEWER = {J. D. Tamarkin},
}


@incollection {Keane:1992,
    AUTHOR = {Keane, Michael},
     TITLE = {The essence of the law of large numbers},
 BOOKTITLE = {Algorithms, fractals, and dynamics ({O}kayama/{K}yoto, 1992)},
     PAGES = {125--129},
 PUBLISHER = {Plenum, New York},
      YEAR = {1995},
   MRCLASS = {60F15},
  MRNUMBER = {1402486},
}


@article {Bourgain:IJM1988,
    AUTHOR = {Bourgain, J.},
     TITLE = {On the maximal ergodic theorem for certain subsets of the
              integers},
   JOURNAL = {Israel J. Math.},
  FJOURNAL = {Israel Journal of Mathematics},
    VOLUME = {61},
      YEAR = {1988},
    NUMBER = {1},
     PAGES = {39--72},
      ISSN = {0021-2172},
     CODEN = {ISJMAP},
   MRCLASS = {28D05},
  MRNUMBER = {937581 (89f:28037a)},
MRREVIEWER = {Alberto de la Torre},
       DOI = {10.1007/BF02776301},
       URL = {http://dx.doi.org/10.1007/BF02776301},
}

@article {Kolmogorov:MA1928,
    AUTHOR = {Kolmogoroff, A.},
     TITLE = {\"{U}ber die {S}ummen durch den {Z}ufall bestimmter
              unabh\"angiger {G}r\"o\ss en},
   JOURNAL = {Math. Ann.},
  FJOURNAL = {Mathematische Annalen},
    VOLUME = {99},
      YEAR = {1928},
    NUMBER = {1},
     PAGES = {309--319},
      ISSN = {0025-5831},
   MRCLASS = {Contributed Item},
  MRNUMBER = {1512451},
       DOI = {10.1007/BF01459098},
       %URL = {http://dx.doi.org/10.1007/BF01459098},
}


@article {Etemadi:ZW1981,
    AUTHOR = {Etemadi, N.},
     TITLE = {An elementary proof of the strong law of large numbers},
   JOURNAL = {Z. Wahrsch. Verw. Gebiete},
  FJOURNAL = {Zeitschrift f\"ur Wahrscheinlichkeitstheorie und Verwandte
              Gebiete},
    VOLUME = {55},
      YEAR = {1981},
    NUMBER = {1},
     PAGES = {119--122},
      ISSN = {0044-3719},
   MRCLASS = {60F15 (60B12)},
  MRNUMBER = {606010 (82b:60027)},
MRREVIEWER = {Robert L. Taylor},
       DOI = {10.1007/BF01013465},
      % URL = {http://dx.doi.org/10.1007/BF01013465},
}


@article {Sawyer:AM1966,
    AUTHOR = {Sawyer, S.},
     TITLE = {Maximal inequalities of weak type},
   JOURNAL = {Ann. of Math. (2)},
  FJOURNAL = {Annals of Mathematics. Second Series},
    VOLUME = {84},
      YEAR = {1966},
     PAGES = {157--174},
      ISSN = {0003-486X},
   MRCLASS = {47.25 (28.00)},
  MRNUMBER = {0209867 (35 \#763)},
MRREVIEWER = {R. A. Hirschfeld},
}


@article {Baxter1964,
    AUTHOR = {Baxter, Glen},
     TITLE = {An ergodic theorem with weighted averages},
   JOURNAL = {J. Math. Mech.},
    VOLUME = {13},
      YEAR = {1964},
     PAGES = {481--488},
   MRCLASS = {28.70},
  MRNUMBER = {0165070 (29 \#2361)},
MRREVIEWER = {J. R. Blum},
}




@article {YosidaKakutani1939,
    AUTHOR = {Yosida, K{\^o}saku and Kakutani, Shizuo},
     TITLE = {Birkhoff's ergodic theorem and the maximal ergodic theorem},
   JOURNAL = {Proc. Imp. Acad., Tokyo},
    VOLUME = {15},
      YEAR = {1939},
     PAGES = {165--168},
   MRCLASS = {46.3X},
  MRNUMBER = {0000355 (1,59f)},
MRREVIEWER = {J. D. Tamarkin},
}


@article {KatznelsonWeiss:IJM1982,
    AUTHOR = {Katznelson, Yitzhak and Weiss, Benjamin},
     TITLE = {A simple proof of some ergodic theorems},
   JOURNAL = {Israel J. Math.},
  FJOURNAL = {Israel Journal of Mathematics},
    VOLUME = {42},
      YEAR = {1982},
    NUMBER = {4},
     PAGES = {291--296},
      ISSN = {0021-2172},
     CODEN = {ISJMAP},
   MRCLASS = {28D05 (03H05)},
  MRNUMBER = {682312 (84i:28020)},
MRREVIEWER = {Robert M. Anderson},
       DOI = {10.1007/BF02761409},
       %URL = {http://dx.doi.org/10.1007/BF02761409},
}

@article {Austin:AMS1967,
    AUTHOR = {Austin, D. G.},
     TITLE = {A note on the {B}irkhoff ergodic theorem},
   JOURNAL = {Ann. Math. Statist},
  FJOURNAL = {Annals of Mathematical Statistics},
    VOLUME = {38},
      YEAR = {1967},
     PAGES = {922--923},
      ISSN = {0003-4851},
   MRCLASS = {28.70},
  MRNUMBER = {0222248 (36 \#5300)},
MRREVIEWER = {W. Parry},
}


@incollection {KeanePetersen:IMS2006,
    AUTHOR = {Keane, Michael and Petersen, Karl},
     TITLE = {Easy and nearly simultaneous proofs of the ergodic theorem and
              maximal ergodic theorem},
 BOOKTITLE = {Dynamics \& stochastics},
    SERIES = {IMS Lecture Notes Monogr. Ser.},
    VOLUME = {48},
     PAGES = {248--251},
 PUBLISHER = {Inst. Math. Statist., Beachwood, OH},
      YEAR = {2006},
   MRCLASS = {37A30 (28D05 37A05 47A35)},
  MRNUMBER = {2306205 (2008j:37007)},
MRREVIEWER = {Do{\u{g}}an {\c{C}}{\"o}mez},
       DOI = {10.1214/lnms/1196285825},
       %URL = {http://dx.doi.org/10.1214/lnms/1196285825},
}
	


@article {Garsia:JMM1965,
    AUTHOR = {Garsia, Adriano M.},
     TITLE = {A simple proof of {E}. {H}opf's maximal ergodic theorem},
   JOURNAL = {J. Math. Mech.},
    VOLUME = {14},
      YEAR = {1965},
     PAGES = {381--382},
   MRCLASS = {28.70},
  MRNUMBER = {0209440 (35 \#338)},
MRREVIEWER = {Y. N. Dowker},
}


@article {SamSte:AP1981,
    AUTHOR = {Samuels, Stephen M. and Steele, J. Michael},
     TITLE = {Optimal sequential selection of a monotone sequence from a
              random sample},
   JOURNAL = {Ann. Probab.},
  FJOURNAL = {The Annals of Probability},
    VOLUME = {9},
      YEAR = {1981},
    NUMBER = {6},
     PAGES = {937--947},
      ISSN = {0091-1798},
     CODEN = {APBYAE},
   MRCLASS = {60G40 (62L15)},
  MRNUMBER = {MR632967 (83c:60069)},
MRREVIEWER = {R. D{\"o}hler},
}

@book {Tao:AMS2009,
    AUTHOR = {Tao, Terence},
     TITLE = {Poincar\'e's legacies, pages from year two of a mathematical
              blog. {P}art {II}},
 PUBLISHER = {American Mathematical Society, Providence, RI},
      YEAR = {2009},
     PAGES = {x+292},
      ISBN = {978-0-8218-4885-2},
   MRCLASS = {00B15},
  MRNUMBER = {2541289 (2010h:00021)},
MRREVIEWER = {W. T. Gowers},
}

@article {BruRob:AAP1991,
    AUTHOR = {Bruss, F. Thomas and Robertson, James B.},
     TITLE = {``{W}ald's lemma'' for sums of order statistics of i.i.d.\
              random variables},
   JOURNAL = {Adv. in Appl. Probab.},
  FJOURNAL = {Advances in Applied Probability},
    VOLUME = {23},
      YEAR = {1991},
    NUMBER = {3},
     PAGES = {612--623},
      ISSN = {0001-8678},
     CODEN = {AAPBBD},
   MRCLASS = {60G40 (62L15)},
  MRNUMBER = {1122878 (92i:60083)},
MRREVIEWER = {S. M. Samuels},
       DOI = {10.2307/1427625},
}

@article {Zai:AIHP2002,
    AUTHOR = {Zaitsev, Andrei Yu.},
     TITLE = {Estimates of the rate of approximation in a
              de-{P}oissonization lemma},
      NOTE = {En l'honneur de J. Bretagnolle, D. Dacunha-Castelle, I.
              Ibragimov},
   JOURNAL = {Ann. Inst. H. Poincar\'e Probab. Statist.},
  FJOURNAL = {Annales de l'Institut Henri Poincar\'e. Probabilit\'es et
              Statistiques},
    VOLUME = {38},
      YEAR = {2002},
    NUMBER = {6},
     PAGES = {1071--1086},
      ISSN = {0246-0203},
     CODEN = {AHPBAR},
   MRCLASS = {60F17 (60F05 60F15)},
  MRNUMBER = {1955354 (2004g:60051)},
MRREVIEWER = {M. Cs{\"o}rg{\H{o}}},
}


@article {JacSzpa:IEEE1999,
    AUTHOR = {Jacquet, Philippe and Szpankowski, Wojciech},
     TITLE = {Entropy computations via analytic de-{P}oissonization},
   JOURNAL = {IEEE Trans. Inform. Theory},
  FJOURNAL = {Institute of Electrical and Electronics Engineers.
              Transactions on Information Theory},
    VOLUME = {45},
      YEAR = {1999},
    NUMBER = {4},
     PAGES = {1072--1081},
      ISSN = {0018-9448},
     CODEN = {IETTAW},
   MRCLASS = {94A17 (94A15)},
  MRNUMBER = {1686243 (2000e:94023)},
MRREVIEWER = {N. S. Kambo},
}

@article {JacSzp:TCS1998,
    AUTHOR = {Jacquet, Philippe and Szpankowski, Wojciech},
     TITLE = {Analytical de-{P}oissonization and its applications},
   JOURNAL = {Theoret. Comput. Sci.},
  FJOURNAL = {Theoretical Computer Science},
    VOLUME = {201},
      YEAR = {1998},
    NUMBER = {1-2},
     PAGES = {1--62},
      ISSN = {0304-3975},
     CODEN = {TCSDI},
   MRCLASS = {68Q25 (68P05)},
  MRNUMBER = {1625392 (99f:68099)},
MRREVIEWER = {Istv{\'a}n Ratk{\'o}},
}

@book {FlaSed:CUP2009,
    AUTHOR = {Flajolet, Philippe and Sedgewick, Robert},
     TITLE = {Analytic combinatorics},
 PUBLISHER = {Cambridge University Press, Cambridge},
      YEAR = {2009},
     PAGES = {xiv+810},
      ISBN = {978-0-521-89806-5},
   MRCLASS = {05-02 (05A15 05A16 60C05 60E10 82-01)},
  MRNUMBER = {2483235 (2010h:05005)},
}

@book {Kor:SPRI2004,
    AUTHOR = {Korevaar, Jacob},
     TITLE = {Tauberian theory: a century of developments},
    SERIES = {Grundlehren der Mathematischen Wissenschaften [Fundamental
              Principles of Mathematical Sciences]},
    VOLUME = {329},
 PUBLISHER = {Springer-Verlag, Berlin},
      YEAR = {2004},
     PAGES = {xvi+483},
      ISBN = {3-540-21058-X},
   MRCLASS = {11M45 (11-03 11N05 40-02 40-03 40E05 42-02)},
  MRNUMBER = {2073637 (2006e:11139)},
MRREVIEWER = {Angel V. Kumchev},
}
	


@article {Fil:AAP2013,
    AUTHOR = {Fill, James Allen},
     TITLE = {Distributional convergence for the number of symbol
              comparisons used by {Q}uick{S}ort},
   JOURNAL = {Ann. Appl. Probab.},
  FJOURNAL = {The Annals of Applied Probability},
    VOLUME = {23},
      YEAR = {2013},
    NUMBER = {3},
     PAGES = {1129--1147},
      ISSN = {1050-5164},
   MRCLASS = {60F05 (60C05 60F25 60J28 68P10 68W40)},
  MRNUMBER = {3076680},
MRREVIEWER = {Shuji Kijima},
}
	
@article {Jan:TCS2012,
    AUTHOR = {Janson, Svante},
     TITLE = {Renewal theory in the analysis of tries and strings},
   JOURNAL = {Theoret. Comput. Sci.},
  FJOURNAL = {Theoretical Computer Science},
    VOLUME = {416},
      YEAR = {2012},
     PAGES = {33--54},
      ISSN = {0304-3975},
     CODEN = {TCSDI},
   MRCLASS = {68P05 (60K10 68Q87)},
  MRNUMBER = {2876106 (2012m:68075)},
MRREVIEWER = {Hosam M. Mahmoud},
}



@article {RheTal:JAP1991,
    AUTHOR = {Rhee, WanSoo and Talagrand, Michel},
     TITLE = {A note on the selection of random variables under a sum
              constraint},
   JOURNAL = {J. Appl. Probab.},
  FJOURNAL = {Journal of Applied Probability},
    VOLUME = {28},
      YEAR = {1991},
    NUMBER = {4},
     PAGES = {919--923},
      ISSN = {0021-9002},
     CODEN = {JPRBAM},
   MRCLASS = {60G40 (90A05)},
  MRNUMBER = {1133802 (93d:60079)},
MRREVIEWER = {Yoshio Ohtsubo},
}

@article {ArlSte:WP2010,
    AUTHOR = {Arlotto, Alessandro and Steele, J. Michael},
     TITLE = {A prophet inequality for on-line selection of a monotone subsequence of a random sample},
   JOURNAL = {Working Paper -- University of Pennsylvania},
      YEAR = {2010},
}

@article {ArlSte:CPC2011,
    AUTHOR = {Arlotto, Alessandro and Steele, J. Michael},
     TITLE = {Optimal sequential selection of a unimodal subsequence of a
              random sequence},
   JOURNAL = {Combin. Probab. Comput.},
  FJOURNAL = {Combinatorics, Probability and Computing},
    VOLUME = {20},
      YEAR = {2011},
    NUMBER = {6},
     PAGES = {799--814},
      ISSN = {0963-5483},
   MRCLASS = {60C05 (05A05 05D40 60F05 62L15)},
  MRNUMBER = {2847268 (2012k:60025)},
MRREVIEWER = {Alexander V. Gnedin},
}

@book {HalHey:AP1980,
    AUTHOR = {Hall, P. and Heyde, C. C.},
     TITLE = {Martingale limit theory and its application},
      NOTE = {Probability and Mathematical Statistics},
 PUBLISHER = {Academic Press, Inc.,
              New York-London},
      YEAR = {1980},
     PAGES = {xii+308},
      ISBN = {0-12-319350-8},
   MRCLASS = {60-02 (60B12 60F05 60G42)},
  MRNUMBER = {624435 (83a:60001)},
MRREVIEWER = {David J. Aldous},
}

@book {Rom:CUP2014,
    AUTHOR = {Romik, Dan},
     TITLE = {The Surprising Mathematics of Longest Increasing Subsequences},
 PUBLISHER = {Cambridge University Press},
   ADDRESS = {Cambridge},
      YEAR = {2014},
     PAGES = {Not yet published - available from December 2014},
      ISBN = {1107075831; 978-1107428829},
}



@article {McLei:AP1974,
    AUTHOR = {McLeish, D. L.},
     TITLE = {Dependent central limit theorems and invariance principles},
   JOURNAL = {Ann. Probab.},
    VOLUME = {2},
      YEAR = {1974},
     PAGES = {620--628},
   MRCLASS = {60F05},
  MRNUMBER = {0358933 (50 \#11390)},
MRREVIEWER = {B. M. Brown},
}

@article {ArlSte:AAP2014,
    AUTHOR = {Arlotto, Alessandro and Steele, J. Michael},
     TITLE = {Optimal online selection of an alternating subsequence: a
              central limit theorem},
   JOURNAL = {Adv. in Appl. Probab.},
  FJOURNAL = {Advances in Applied Probability},
    VOLUME = {46},
      YEAR = {2014},
    NUMBER = {2},
     PAGES = {536--559},
      ISSN = {0001-8678},
}

@article {ArlCheSheSte:JAP2011,
    AUTHOR = {Arlotto, Alessandro and Chen, Robert W. and Shepp, Lawrence A.
              and Steele, J. Michael},
     TITLE = {Online selection of alternating subsequences from a random
              sample},
   JOURNAL = {J. Appl. Probab.},
  FJOURNAL = {Journal of Applied Probability},
    VOLUME = {48},
      YEAR = {2011},
    NUMBER = {4},
     PAGES = {1114--1132},
      ISSN = {0021-9002},
     CODEN = {JPRBAM},
   MRCLASS = {60C05 (05A05 60G40 90C39)},
  MRNUMBER = {2896671 (2012k:60026)},
MRREVIEWER = {Kent E. Morrison},
}

@article {Wid:EJC2006,
    AUTHOR = {Widom, Harold},
     TITLE = {On the limiting distribution for the length of the longest
              alternating sequence in a random permutation},
   JOURNAL = {Electron. J. Combin.},
  FJOURNAL = {Electronic Journal of Combinatorics},
    VOLUME = {13},
      YEAR = {2006},
    NUMBER = {1},
     PAGES = {Research Paper 25, 1--7},
      ISSN = {1077-8926},
   MRCLASS = {05A16 (60C05)},
  MRNUMBER = {2212498 (2006k:05018)},
MRREVIEWER = {Bert Fristedt},
}

@article {Sta:MMJ2008,
    AUTHOR = {Stanley, Richard P.},
     TITLE = {Longest alternating subsequences of permutations},
      NOTE = {Special volume in honor of Melvin Hochster},
   JOURNAL = {Michigan Math. J.},
  FJOURNAL = {Michigan Mathematical Journal},
    VOLUME = {57},
      YEAR = {2008},
     PAGES = {675--687},
      ISSN = {0026-2285},
   MRCLASS = {05A05},
  MRNUMBER = {2492475 (2010b:05011)},
MRREVIEWER = {Mikl{\'o}s B{\'o}na},
       DOI = {10.1307/mmj/1220879431},
       ADSURL = {http://dx.doi.org/10.1307/mmj/1220879431},
}

@article {Sta:CM2010,
    AUTHOR = {Stanley, Richard P.},
     TITLE = {A survey of alternating permutations},
      NOTE = {},
   JOURNAL = {Contemp. Math.},
  FJOURNAL = {Contemporary Mathematics},
    VOLUME = {531},
      YEAR = {2010},
     PAGES = {165--196},
      ISSN = {},
   MRCLASS = {},
  MRNUMBER = {},
MRREVIEWER = {},
       DOI = {},
       ADSURL = {},
}

@ARTICLE{HouRes:EJC2010,
   author = {{Houdr{\'e}}, C. and {Restrepo}, R.},
    title = {A Probabilistic Approach to the Asymptotics of the Length of the Longest Alternating Subsequence},
  JOURNAL = {Electron. J. Combin.},
  FJOURNAL = {Electronic Journal of Combinatorics},
    VOLUME = {17},
      YEAR = {2010},
    NUMBER = {1},
     PAGES = {Research Paper 168, 1--19},
}


@incollection {Sta:PROC2007,
    AUTHOR = {Stanley, Richard P.},
     TITLE = {Increasing and decreasing subsequences and their variants},
 BOOKTITLE = {International {C}ongress of {M}athematicians. {V}ol. {I}},
     PAGES = {545--579},
 PUBLISHER = {Eur. Math. Soc., Z\"urich},
      YEAR = {2007},
   MRCLASS = {05A05 (05C70 05E10 60C05)},
  MRNUMBER = {2334203 (2008d:05002)},
MRREVIEWER = {Sylvie Corteel},
       DOI = {10.4171/022-1/21},
}

@incollection {Rom:DMTCS2011,
    AUTHOR = {Romik, Dan},
     TITLE = {Local extrema in random permutations and the structure of
              longest alternating subsequences},
 BOOKTITLE = {23rd {I}nternational {C}onference on {F}ormal {P}ower {S}eries
              and {A}lgebraic {C}ombinatorics ({FPSAC} 2011)},
    SERIES = {Discrete Math. Theor. Comput. Sci. Proc., AO},
     PAGES = {825--834},
 PUBLISHER = {Assoc. Discrete Math. Theor. Comput. Sci., Nancy},
      YEAR = {2011},
   MRCLASS = {05A05 (05D40)},
  MRNUMBER = {2820763 (2012j:05018)},
}


@article {Bro:AMS1971,
    AUTHOR = {Brown, B. M.},
     TITLE = {Martingale central limit theorems},
   JOURNAL = {Ann. Math. Statist.},
  FJOURNAL = {Annals of Mathematical Statistics},
    VOLUME = {42},
      YEAR = {1971},
     PAGES = {59--66},
      ISSN = {0003-4851},
   MRCLASS = {60.30},
  MRNUMBER = {0290428 (44 \#7609)},
MRREVIEWER = {D. Siegmund},
}


@article {ArlGanSte:OR2014,
    AUTHOR = {Arlotto, Alessandro and Gans, Noah and Steele, J. Michael},
     TITLE = {Markov Decision Problems Where Means Bound Variances},
   JOURNAL = {Operations Research},
  FJOURNAL = {Operations Research},
    VOLUME = {62},
      YEAR = {2014},
    NUMBER = {4},
     PAGES = {864–-875},
      ISSN = {0030-364X},
     CODEN = {OPREAI},
}


Commented for problem with subtitle
book {BerShr:AP1978,
    AUTHOR = {Bertsekas, Dimitri P. and Shreve, Steven E.},
     TITLE = {Stochastic optimal control},
    SERIES = {Mathematics in Science and Engineering},
    VOLUME = {139},
      NOTE = {The discrete time case},
 PUBLISHER = {Academic Press Inc. [Harcourt Brace Jovanovich Publishers]},
   ADDRESS = {New York, NY},
      YEAR = {1978},
     PAGES = {xiii+323},
      ISBN = {0-12-093260-1},
   MRCLASS = {93E20},
  MRNUMBER = {MR511544 (80d:93081)},
MRREVIEWER = {Vladimir Katkovnik},
}

@book {BerShr:AP1978,
    AUTHOR = {Bertsekas, Dimitri P. and Shreve, Steven E.},
     TITLE = {Stochastic optimal control: the discrete time case},
    SERIES = {Mathematics in Science and Engineering},
    VOLUME = {139},
 PUBLISHER = {Academic Press Inc. [Harcourt Brace Jovanovich Publishers]},
   ADDRESS = {New York, NY},
      YEAR = {1978},
     PAGES = {xiii+323},
      ISBN = {0-12-093260-1},
   MRCLASS = {93E20},
  MRNUMBER = {MR511544 (80d:93081)},
MRREVIEWER = {Vladimir Katkovnik},
}

@article {Ste:DM1981,
    AUTHOR = {Steele, J. Michael},
     TITLE = {Long unimodal subsequences: a problem of {F}. {R}. {K}.
              {C}hung},
   JOURNAL = {Discrete Math.},
  FJOURNAL = {Discrete Mathematics},
    VOLUME = {33},
      YEAR = {1981},
    NUMBER = {2},
     PAGES = {223--225},
      ISSN = {0012-365X},
     CODEN = {DSMHA4},
   MRCLASS = {60C05 (05A05)},
  MRNUMBER = {MR599084 (82i:60029)},
MRREVIEWER = {Vangalur S. Alagar},
}



@article {BarGne:AAP2000,
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   JOURNAL = {Ann. Appl. Probab.},
  FJOURNAL = {The Annals of Applied Probability},
    VOLUME = {10},
      YEAR = {2000},
    NUMBER = {1},
     PAGES = {258--267},
      ISSN = {1050-5164},
   MRCLASS = {60G40 (60C05 62L15)},
  MRNUMBER = {MR1765211 (2001g:60092)},
MRREVIEWER = {S. M. Samuels},
}
		

@article {Gne:CPC2000,
    AUTHOR = {Gnedin, Alexander V.},
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    VOLUME = {9},
      YEAR = {2000},
    NUMBER = {1},
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      ISSN = {0963-5483},
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  MRNUMBER = {MR1751299 (2001b:60061)},
MRREVIEWER = {S. M. Samuels},
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@book {Wil:CUP1991,
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      YEAR = {1991},
     PAGES = {xvi+251},
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@article {BruDel:SPA2001,
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  FJOURNAL = {Stochastic Processes and their Applications},
    VOLUME = {96},
      YEAR = {2001},
    NUMBER = {2},
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MRREVIEWER = {Ross P. Kindermann},
}

@article {Fre:ISR1983,
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    VOLUME = {51},
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    NUMBER = {2},
     PAGES = {189--206},
      ISSN = {0306-7734},
     CODEN = {ISTRDP},
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@article {GilMos:JASA1966,
    AUTHOR = {Gilbert, John P. and Mosteller, Frederick},
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  FJOURNAL = {Journal of the American Statistical Association},
    VOLUME = {61},
      YEAR = {1966},
     PAGES = {35--73},
      ISSN = {0162-1459},
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@article {VerKer:DAN1977,
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   JOURNAL = {Dokl. Akad. Nauk SSSR},
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    VOLUME = {233},
      YEAR = {1977},
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MRREVIEWER = {V. M. Maksimov},
}


@book {Bil:WIL1995,
    AUTHOR = {Billingsley, Patrick},
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    SERIES = {Wiley Series in Probability and Mathematical Statistics},
   EDITION = {Third},
      NOTE = {A Wiley-Interscience Publication},
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   MRCLASS = {60-01 (28-01)},
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@book {Gut:SPRI2005,
    AUTHOR = {Gut, Allan},
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      YEAR = {2005},
     PAGES = {xxiv+603},
      ISBN = {0-387-22833-0},
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  MRNUMBER = {MR2125120 (2006a:60001)},
MRREVIEWER = {Dalibor Voln{\'y}},
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@article{BouBouLug:2004,
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@article {BouLugGab:RSA2000,
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    VOLUME = {16},
      YEAR = {2000},
    NUMBER = {3},
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      ISSN = {1042-9832},
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@book {Ste:SIAM1997,
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 PUBLISHER = {Society for Industrial and Applied Mathematics (SIAM)},
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      YEAR = {1997},
     PAGES = {viii+159},
      ISBN = {0-89871-380-3},
   MRCLASS = {60-02 (60C05 60D05 60E15 60F05 90C27)},
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@incollection {Ste:AMA1995,
    AUTHOR = {Steele, J. Michael},
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    SERIES = {IMA Vol. Math. Appl.},
    VOLUME = {72},
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      YEAR = {1995},
   MRCLASS = {60C05},
  MRNUMBER = {MR1380525 (96m:60024)},
}

@article {LogShe:AM1977,
    AUTHOR = {Logan, B. F. and Shepp, L. A.},
     TITLE = {A variational problem for random {Y}oung tableaux},
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    VOLUME = {26},
      YEAR = {1977},
    NUMBER = {2},
     PAGES = {206--222},
   MRCLASS = {05E10 (49Q10 60C05)},
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@inproceedings {Ham:BS1972,
    AUTHOR = {Hammersley, J. M.},
     TITLE = {A few seedlings of research},
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      YEAR = {1972},
   MRCLASS = {62E20},
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@article {AldDia:AMS1999,
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   JOURNAL = {Bull. Amer. Math. Soc. (N.S.)},
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MRREVIEWER = {James Allen Fill},
       DOI = {10.1090/S0273-0979-99-00796-X},
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@article {Gne:JAP1999,
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incollection {Gne:IMS2000,
    AUTHOR = {Gnedin, Alexander V.},
     TITLE = {Sequential selection of an increasing subsequence from a
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  MRNUMBER = {MR1833854 (2002c:60069)},
MRREVIEWER = {S. M. Samuels},
       DOI = {10.1214/lnms/1215089747},
}

@incollection {Gne:IMS2000,
    AUTHOR = {Gnedin, Alexander V.},
     TITLE = {Sequential selection of an increasing subsequence from a
              random sample with geometrically distributed sample-size},
 BOOKTITLE = {Game theory, optimal stopping, probability and statistics},
    SERIES = {IMS Lecture Notes Monogr. Ser.},
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 PUBLISHER = {Inst. Math. Statist.},
   ADDRESS = {Beachwood, OH},
      YEAR = {2000},
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  MRNUMBER = {MR1833854 (2002c:60069)},
MRREVIEWER = {S. M. Samuels},
}

@article {BruDel:SPA2004,
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@article {ErdSze:CM1935,
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@article {CofFlaWeb:AAP1987,
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@article {BaiDeiKur:JAMS1999,
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MRREVIEWER = {David J. Aldous},
       DOI = {10.1090/S0894-0347-99-00307-0},
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@article {Pil:JCTA1990,
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@article {DisKraLueZim:JDA2008,
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@BOOK{MueSto:WILEY2002,
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  series = {Wiley Series in Probability and Statistics},
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@book {ShaSha:SPRI2007,
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@article {BolBri:AAP1992,
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MRREVIEWER = {E. Rodney Canfield},
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@incollection {BolJan:CGP1997,
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     TITLE = {On the length of the longest increasing subsequence in a
              random permutation},
 BOOKTITLE = {Combinatorics, geometry and probability ({C}ambridge, 1993)},
     PAGES = {121--128},
 PUBLISHER = {Cambridge Univ. Press},
   ADDRESS = {Cambridge},
      YEAR = {1997},
   MRCLASS = {05A05 (60C05)},
  MRNUMBER = {1476438 (99c:05003)},
MRREVIEWER = {Graham Brightwell},
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@incollection {OdlRai:CM2000,
    AUTHOR = {Odlyzko, A. M. and Rains, E. M.},
     TITLE = {On longest increasing subsequences in random permutations},
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    SERIES = {Contemp. Math.},
    VOLUME = {251},
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@book {Lug:LN2009,
    AUTHOR = {Lugosi, G{\'a}bor},
     TITLE = {Concentration-of-Measure Inequalities},
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      YEAR = {2009},
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