Asymptotic extremal covariance conjecture for permutation patterns

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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)=max⁡τ∈Sm(L(m,τ)−R(m,τ)),M^\ast(m)=\max_{\tau\in S_m}\bigl(L(m,\tau)-R(m,\tau)\bigr), M∗(m)=min⁡τ∈Sm(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.

∃lim⁡m→∞M∗(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.

References

Primary source

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

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