Asymptotic extremal covariance conjecture for permutation patterns

From papers

For each mm, let L(m,τ)L(m,\tau) and R(m,τ)R(m,\tau) denote the left- and right-hand sides of equation, respectively, and define

M(m)=maxτSm(L(m,τ)R(m,τ)),M^\ast(m)=\max_{\tau\in S_m}\bigl(L(m,\tau)-R(m,\tau)\bigr), M(m)=minτSm(L(m,τ)R(m,τ)).M_\ast(m)=\min_{\tau\in S_m}\bigl(L(m,\tau)-R(m,\tau)\bigr).

Asymptotic extremal covariance conjecture.

limmM(m)M(m)=0.\exists\lim_{m\to\infty}\frac{M_\ast(m)}{M^\ast(m)}=0.

The conjecture concerns the ratio between the minimum and maximum of the variance-related expression over permutations. The source gives no resolution.

Progress summary

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Sources & referencesView supporting material

Primary source

Alexander I. Burstein, “Pattern containment and combinatorial inequalities”, arXiv:math/0206078 (2002).

Solutions 0

No solutions have been posted yet.