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\markright{\sc the electronic journal of combinatorics 4 (no. 2) (1997), \#R14\hfill} 
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\begin{document}
\begin{center}
{\Large\bf Monotonic subsequences in dimensions \\ higher than one} \\
\vspace*{1.5\baselineskip}
{\em A. M. Odlyzko} \\
AT\&T Labs - Research \\
Murray Hill, NJ 07974 \\
email: amo@research.att.com \\
\vspace*{1\baselineskip}
{\em J. B. Shearer} \\
IBM T. J. Watson Research Center \\
P.O. Box 218 \\
Yorktown Heights, NY 10598 \\
email: jbs@watson.ibm.com \\
\vspace*{1\baselineskip}
{\em R. Siders} \\
AT\&T Labs - Research \\
Murray Hill, NJ 07974 \\
email: siders@math.umn.edu \\
\vspace*{1.5\baselineskip}
{\em Dedicated to Herb Wilf on the occasion of his 65-th birthday} \\
\vspace*{1\baselineskip}
Submitted: August 31, 1996; Accepted: November 10, 1996 \\
\vspace*{1.5\baselineskip}
{\bf Abstract}
\end{center}
%\setlength{\baselineskip}{1.5\baselineskip}

The 1935 result of Erd\H{o}s and Szekeres that any sequence of
$\ge n^2 +1$ real numbers contains a monotonic subsequence of $\ge n+1$ terms
has stimulated extensive further research, including a paper of J.~B. Kruskal
that defined an extension of monotonicity for higher dimensions.
This paper provides a proof of a weakened form of Kruskal's conjecture
for 2-dimensional Euclidean space
by showing that there exist sequences of $n$ points in the plane
for which the longest monotonic subsequences have 
length $\le n^{1/2} +3$.
Weaker results are obtained for higher dimensions.
When points are selected at random from reasonable distributions,
the average length of the 
longest monotonic subsequence is shown to be $\sim 2n^{1/2}$ 
as $n \to \infty$ for each dimension. \\

\vspace*{1.25in}
\noindent
AMS-MOS Subject Classification: Primary: 05A05, Secondary: 06A07, 60C05.
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\begin{center}
{\Large\bf Monotonic subsequences in dimensions \\ higher than one} \\
\vspace*{1.5\baselineskip}
{\em A. M. Odlyzko} \\
AT\&T Labs - Research \\
Murray Hill, NJ 07974 \\
email: amo@research.att.com \\
\vspace*{1\baselineskip}
{\em J. B. Shearer} \\
IBM T. J. Watson Research Center \\
Yorktown Heights, NY 10598 \\
email: jbs@watson.ibm.com \\
\vspace*{1\baselineskip}
{\em R. Siders} \\
AT\&T Labs - Research \\
Murray Hill, NJ 07974 \\
email: siders@math.umn.edu \\
\vspace*{1.5\baselineskip}
{\em Dedicated to Herb Wilf on the occasion of his 65-th birthday} \\
\vspace*{1\baselineskip}
\end{center}
%\setlength{\baselineskip}{1.5\baselineskip}
\section{Introduction}
\hsp
A sequence $y_1 , \ldots, y_k$ of real numbers is said to be {\em monotonic} if either $y_1 \le y_2 \le \cdots \le y_k$
or $y_1 \ge y_2 \ge \cdots \ge y_k$.
A classic theorem of Erd\H{o}s and Szekeres \cite{ES} states that 
every sequence of $m^2 +1$ real numbers
has a monotonic subsequence of $m+1$ terms.
Moreover, there do exist sequences of $m^2$ real numbers with no 
monotonic subsequences of length greater than $m$.
This extremal result has led to research on a range of related problems 
in both extremal and average behavior.
For references, see the survey of Mike Steele \cite{Steele2}, 
and \cite{OdlyzkoR}.

The result of Erd\H{o}s and Szekeres stimulated the question of what happens when in a sequence
$x_1 , \ldots, x_n$, the real numbers $x_j$ are replaced by vectors $x_j$ from $d$-dimensional
Euclidean space.
The first problem is to define what is meant by monotonicity for a subsequence
in dimension $d \ge 2$.
One way to do this is to say that a subsequence 
$x_{i_1} , \ldots, x_{i_k}$, $1 \le i_1 < \cdots < i_k \le n$,
is monotonic if it is monotonic in each coordinate 
(when the $x_j$ are presented in some fixed coordinate
system).
N.~G. de~Bruijn showed (see \cite{Kruskal}) that for this definition, a complete answer can be obtained from the
Erd\H{o}s-Szekeres result.
 From a sequence of $m^{2^d} +1$ vectors in $\RR^d$,
a monotonic subsequence of $m+1$ terms can be chosen, and this
is best possible.

A different generalization to higher dimensions,
this time to relation spaces,
was considered by J.~B. Kruskal \cite{Kruskal}.
In this case he was also able to obtain a complete answer
using the Erd\H{o}s-Szekeres result.

In this note we consider yet another generalization of monotonicity 
to vectors in $\RR^d$ that was
proposed by Kruskal in \cite{Kruskal}.
It is more natural geometrically than the one considered
by de~Bruijn in that it is
independent of the choice of the coordinate system.
There are several definitions (all shown to be equivalent to each other in \cite{Kruskal}).
The one we will work with says that a sequence $y_1, \ldots, y_k$, 
with $y_j \in \RR^d$ for each $j$,
is monotonic if there
exists some nonzero $w \in \RR^d$ such that
the sequence of inner products $(y_1, w) , \ldots, (y_k , w)$ is a monotonic
sequence of real numbers.
With this definition of monotonicity, any sequence of $d+1$ points is monotonic.
Also, since any nonzero $w$ can be chosen, it is immediate 
by the Erd\H{o}s-Szekeres result
\cite{ES} that a monotonic subsequence of $\ge \lceil n^{1/2} \rceil$ 
points can be chosen from any sequence of $n$ points.
Kruskal conjectured that to guarantee the existence of a monotonic 
subsequence of length $k \ge d+1$, it is
necessary and sufficient that the total number of points $n$ satisfy 
$n \ge k^2 - kd - k+d+1$.  
If Kruskal's conjecture is true, then for every $d$, there will be 
sequences of points in $\RR^d$ with longest monotonic subsequences 
of length $(1+ o(1))n^{1/2}$ as $n \to \infty$.

As an aside, suppose we take $y_1, \ldots, y_n$ to be any of the sequences that are extremal for the
Erd\H{o}s-Szekeres result, so that the $y_j$ are real numbers, and the longest monotonic subsequence
among them has length $\lceil n^{1/2} \rceil$.
Let us now construct a sequence in $\RR^d$ by placing the $y_j$ on a line, say $x_j = (y_j, 0, \ldots, 0)$ for $1 \le j \le n$.
Then for any $w \in \RR^d$ with nonzero first coordinate, the longest monotonic subsequence of
$(x_1, w) , \ldots, (x_n,w)$ will have length $\lceil n^{1/2} \rceil$.
However, for $w= (0,1, 0, \ldots, 0)$, we will have $(x_j,w)=0$ for 
all $j$, so for this $w$ we will obtain a
monotonic subsequence of length $n$.
This shows that if we required strict monotonicity for the subsequences 
of the $(x_j,w)$, the problem would have a trivial solution.

We will show in Section~2 that if $d$ is fixed and $z_1, \ldots, z_n$ are any $n$ points in $\RR^d$ that are in general
position, then as $n \to \infty$, almost all permutations $x_1, \ldots, x_n$ of $z_1, \ldots, z_n$ will have their longest
monotonic subsequence of length $(2+ o(1))n^{1/2}$ as $n \to \infty$.
In particular, if the $z_j$ are chosen independently at random from some continuous distribution
on $\RR^d$ (say uniform on the unit cube), and are permuted at random, then we will get maximal monotonic
subsequences of length $(2+o(1)) n^{1/2}$ as $n \to \infty$ with high probability.

Since most random choices give longest monotonic subsequences not much longer than $2n^{1/2}$ for any $d \ge 2$,
we get (asymptotically for $n \to \infty$) within a factor of 2 of what Kruskal's conjecture predicts.
However, that is the most that this method can do for us.
On the other hand, in Section~3 we present an explicit construction of a 
sequence in $d=2$ for
which the longest monotonic subsequence has length $\le n^{1/2} + 3$.
This shows that for $d=2$ Kruskal's conjecture is asymptotically tight.
We expect that similar although more complicated constructions exist for 
all $d \ge 3$, and therefore that the asymptotic
form of Kruskal's conjecture is true for all dimensions.
We do not know whether the exact form of Kruskal's conjecture is
correct.  For $d=2$, we can improve our bound to
$\le n^{1/2} + 2$, but we do not know whether our construction
can be modified to give the full conjecture.
\section{Average behavior}
\hsp
Ulam \cite{Ulam} was apparently the first one to ask about the distribution of $L_n$,
the length of the longest increasing subsequence in a permutation of $n$ distinct
real numbers.
After initial work of Baer and Brock \cite{BaerB} and
Hammersley \cite{Ham}, Logan and Shepp \cite{LoganS} and Vershik and Kerov \cite{VershikK} proved the conjecture
that $L_n$ tends to $2n^{1/2}$ in probability as $n \to \infty$.
Later it was shown by Frieze \cite{Frieze} that the distribution of $L_n$ is concentrated near its mean.
Frieze's result was subsequently sharpened by Bollob\'{a}s and Brightwell \cite{BB} and Talagrand \cite{Tala}.
Some of the fine structure details of the distribution
of $L_n$ are still unknown.
For full references, numerical evidence, and conjectures about 
the distribution of $L_n$,
see \cite{OdlyzkoPWW} and \cite{OdlyzkoR}.

In this paper we will use only two results.
One follows from the lower bound of Logan and Shepp and of Vershik and Kerov:
\begin{prop}
\label{pr21}
For every $\epsilon > 0$,
\beql{eq21}
{\rm Prob} (L_n > (2- \epsilon) n^{1/2} ) \to 1 \quad \mbox{as} \quad n \to \infty ~.
\eeq
\end{prop}

The other result is a weak form of the upper bound that follows from 
the work of
Frieze, of Bollob\'{a}s and Brightwell, and of Talagrand.
The result we will actually use follows also from the one-sided concentration result of J.-H. Kim \cite{Kim}, which
is simpler to prove, but yields surprisingly strong bounds.
(We will use only a weak version of Kim's result.)
\begin{prop}\label{pr22}
For all $\alpha , \epsilon > 0$, there is a constant 
$C = C( \alpha, \epsilon)$ such that
\beql{eq22}
{\rm Prob} ( L_n > (2+ \epsilon ) n^{1/2} ) \le Cn^{- \alpha} ~.
\eeq
\end{prop}

Let us now consider points $z_1, \ldots, z_n \in \RR^d$ that are in general position
(no 3 on a line, no 4 in a plane, etc.).
For any nonzero $w \in \RR^d$, permuting the $z_j$ 
induces a permutation of the inner products $(z_j,w)$.
Hence Proposition~\ref{pr21} shows immediately that if we permute 
the $z_j$, the resulting sequences
$x_1, \ldots, x_n$ will almost always have monotonic subsequences of 
length $\ge (2+ o(1)) n^{1/2}$ as $n \to \infty$.

Suppose again that $z_1, \ldots, z_n \in \RR^d$ are in general position, 
and suppose that
$x_1, \ldots, x_n$ is a permutation of $z_1, \ldots, z_n$.
In determining monotonicity of subsequences of $x_1, \ldots, x_n$, 
we only need to consider directions $w$
that satisfy $d-1$ linearly independent constraints of the 
form $(w, z_i - z_j ) =0$.
(Suppose we move $w$ continuously without hitting any additional conditions
$(w, z_i ) = (w, z_j)$, and without destroying any conditions of this type 
that held before.  
Then the relative positions of the $(w, z_i )$ do not change, and when we do add an additional relation
$(w, z_i) = (w, z_j )$,
longest monotone subsequences can only grow.)
However, there are fewer than ${\binom{n}{2}}^{d-1}$ such directions $w$.
For each $w$, a random permutation of $z_1, \ldots , z_n$ gives a random permutation of the $n-2 (d-1)$
numbers $(w, z_j )$ for which $(w, z_j)$ is unique.
We apply Proposition~\ref{pr22} to those, and conclude that the probability of a monotone subsequence of length
$\ge (2+ \epsilon )n^{1/2}+ 2d$ is $\le n^{-10d}$ for $n$ sufficiently large.
Hence the probability of a monotone subsequence of length $\ge (2+ \epsilon )n^{1/2} + 2d$ for any of the $\le n^{2d}$
directions $w$ that need to be considered is $o(1)$ as $n \to \infty$.

Combining the results proved above, we obtain the following result.
\begin{theorem}\label{th21}
If $z_1, \ldots, z_n \in \RR^d$ are in general position,
and are permuted at random, then for any $\epsilon > 0$, the 
length $M_n$ of the longest monotonic
subsequence in the permuted sequence satisfies
\beql{eq23}
{\rm Prob} ((2- \epsilon )n^{1/2} \le M_n \le (2+ \epsilon )n^{1/2} ) \to 1 \quad \mbox{as} \quad n \to \infty ~.
\eeq
\end{theorem}

The restriction to general positions in Theorem~\ref{th21} is important, since $z_1 = z_2 = \cdots = z_n =0$ produces dramatically different behavior.

Theorem~\ref{th21} determines the typical asymptotic behavior of the length of the
longest monotonic subsequence in $\RR^d$.
The same methods can also be used to study the expected lengths of unimodal and related subsequences,
if those notions are extended to $\RR^d$ in the same way.
(For $d=1$, these questions were answered by Chung \cite{Chung} and Steele \cite{Steele1}.)

\section{Extremal sequences}
\hsp
Section~2 showed that for any $d \ge 2$, there do exist sequences 
$x_1 , \ldots, x_n \in \RR^d$ with
longest monotonic subsequences of length $(2+ o(1))n^{1/2}$ as $n \to \infty$.
That is within a factor of 2 of what Kruskal's conjecture predicts.
In this section we show that for $d=2$, we can construct sequences of points that gain that factor of 2,
and so come close to proving Kruskal's conjecture.
(Our construction yields sequences that in which the longest
monotonic subsequences are longer by at most 2 than those
predicted to exist by Kruskal's conjecture.
A careful examination
of our proof shows that we can decrease our upper bound by 1, and
thus be at most 1 worse than Kruskal's conjecture.)
\begin{theorem}\label{th3}
For any $n \in \ZZ^+$, there exists a sequence of points 
$x_1, \ldots, x_n \in \RR^2$ which
has no monotonic subsequence of length $> \lfloor n^{1/2} \rfloor +2$.
\end{theorem}

\paragraph{Proof.}
We first use induction to construct, for all
$k \in \ZZ^+$ and $0 < \epsilon < 1/10$, a
sequence of points $z_1, \ldots, z_k \in \RR^2$ with the following properties:
\begin{itemize}
\item[(i)]
the angle between any two lines determined by pairs of 
the $z_j$ is $< \epsilon$.
\item[(ii)]
If the line through $z_1$ and $z_k$ is turned in a counterclockwise direction,
the projections of the $z_j$ on that line appear first in the order
$$z_1 , z_2, \ldots, z_k ~.$$
Then, as the line keeps turning, $z_1$ moves past $z_2$, so the order becomes
$$z_2, z_1 , z_3 , \ldots, z_k ~.$$
Then $z_1$ moves past $z_3 , \ldots, z_k$, in turn, 
while the order of those points
remains unchanged, until the order becomes
$$z_2, z_3, \ldots, z_k, z_1 ~.$$
Next, as the line continues turning,
$z_k$ moves past $z_{k-1}$, then past $z_{k-2}, \ldots$, and finally
$z_2$ to create the order of projections
$$z_k , z_2, z_3, \ldots, z_{k-1} , z_1 ~.$$
Next, $z_2$ moves past $z_3$, then $z_4, \ldots$, until the order is
$$z_k, z_3, z_4, \ldots, z_{k-1} , z_2, z_1 ~,$$
and then $z_{k-1}$ starts moving past $z_{k-2} , \ldots$~.
In the end, when the rotation reaches 180$^\circ$, we see the reversed order
$$z_k , z_{k-1} , \ldots, z_2, z_1 ~.$$
\item[(iii)]
If we look at the points $z_j$ in the order
$z_1, z_k , z_2, z_{k-1} , z_3 , z_{k-2} , \ldots$,
then any point $z_j$ lies inside the triangle determined
by the preceding three points in this ordering.
\end{itemize}

To start the induction, for $k=1$ we choose $z_1$ to be a point,  
for $k=2$ let $z_1$ and $z_2$ be any two distinct points, and
for $k=3$ let $z_1$, $z_2$, and $z_3$ be the three points in
Fig.~1 that are labeled $z_1$, $z_2$, and $z_k$, respectively.
Suppose that we can construct $I(k-2, \epsilon ')$ for any
$0 < \epsilon ' < 1/10$.
We next proceed to construct $I(k, \epsilon )$ for any $\epsilon$ with 
$0 < \epsilon < 1/10$ as follows.
Let $z_1 = (0,0)$, $z_k = (4,0)$, and scale and translate 
$I(k-2 , \epsilon /1000 )$ so that if its points are 
$z'_1 , \ldots, z'_{k-2}$, then
$$z'_1 = (2, - \epsilon / 10 ) , ~~~ z'_{k-2} = (3, - 49 \epsilon / 1000) ~.$$
(See Fig.~1 for this construction.)
If we then let $z_j = z'_{j-1}$, $2 \le j \le k-1$, we easily see that
the sequence $z_1$, $z_2, \ldots, z_k$ satisfies all the conditions 
for $I(k, \epsilon )$.
\begin{figure}[htb]
\centerline{\psfig{file=mo2.ps,width=3.5in}\vspace*{.3in}}
\caption{Construction of points $z_1, z_2, \ldots, z_k$.}
\end{figure}

We now proceed to prove Theorem~\ref{th3}.
It suffices to construct a sequence $x_1, \ldots, x_n$ 
satisfying the conditions of this theorem for $n=m^2$.
Let $z_1, \ldots, z_n$ be the sequence of points $I(n, 1/100)$ 
constructed above.
We now rearrange them into the sequence $x_1, \ldots, x_n$.
To do this, we write the numbers $1,2, \ldots, n$ into a regular diamond
with 1 on top, 2 and 3 beneath it (in that order, although any ordering 
of this or other rows would do just as well),
4, 5, and 6 beneath them, and so on, until we get $n$ in the bottom row.
(See Fig.~2 for $n=16$.)
\begin{figure}[htb]
$$
\begin{array}{rrrrrrr}
~ & ~ & ~ & 1 \\ [+.1in]
~ & ~ & 2 & ~ & 3 \\ [+.1in]
~ & 4 & ~ & 5 & ~ & 6 \\ [+.1in]
7 & ~ & 8 & ~ & 9 & ~ & 10 \\ [+.1in]
~ & 11 & ~ & 12 & ~ & 13 \\ [+.1in]
~ & ~ & 14 & ~ & 15 & \\ [+.1in]
~ & ~ & ~ & 16
\end{array}
$$
\caption{Diamond configuration for $n=16$, used to define the sequence $x_1, \ldots, x_{16}$.}
\end{figure}
Read the points left to right, reading the columns from top to bottom for the column headed
by 1 and all the columns to the left of that one, and reading the columns to the right of the
central one from bottom to top.
For the case $n=16$ illustrated in Fig.~2, we obtain the ordering
\beql{eq31}
7, 4, 11, 2, 8, 14, 1, 5, 12, 16, 15, 9, 3, 13, 6, 10 ~.
\eeq
In general, if the sequence is $s_1, \ldots, s_n$, we define $z_j = x_{s_j}$ for $1 \le j \le n$.
(For $n=16$, we have $z_1 = x_7$, $z_2 = x_4$, $z_3 = x_{11}$, and so one.)

We now look at projections of the $x_j$ onto a line that rotates 
counterclockwise, and starts parallel to the $x$-axis.
We first examine just those directions for which the projections 
of the $z_j$ in that direction have the ordering
\beql{eq32}
z_n , z_{n-1} , \ldots, z_{n-t} , z_{t+2} , z_{t+3} , \ldots, z_{n-t-2} , z_{n-t-1} , z_{t+1} , z_t , \ldots, z_2, z_1 ~.
\eeq
The ordering of the projections of the $x_j$ is obtained from the 
same diamond we started with,
but after interchanging the $t+1$ extreme pairs of points in the 
initial ordering.
For example, for $n=16$ and $t=3$, we interchange the pairs of labels 
$(7,10)$, $(4,6)$, $(11,13)$, and $(2,3)$ in the diamond of Fig.~2.
(See Fig.~3 for an illustration.)
\begin{figure}[htb]
$$
\begin{array}{rrrrrrr}
~ & ~ & ~ & 1 \\ [+.1in]
~ & ~ & 3 & ~ & 2 \\ [+.1in]
~ & 6 & ~ & 5 & ~ & 4 \\ [+.1in]
10 & ~ & 8 & ~ & 9 & ~ & 7 \\ [+.1in]
~ & 13 & ~ & 12 & ~ & 11 \\ [+.1in]
~ & ~ & 14 & ~ & 15 \\ [+.1in]
~ & ~ & ~ & 16
\end{array}
$$
\caption{Diamond configuration for $n=16$ and $t=3$.}
\end{figure}

The interchanges in the diamond always involve pairs of points in 
the same row (except when at the end we interchange points inside 
the central column,
first  $1$ with $n$, then 5 with $n-4$, and so on).
Hence an increasing subsequence of projections must move to the right 
or down in the diamond,
and so has at most $m= n^{1/2}$ elements.
Similarly, a decreasing subsequence has to move left or up, and so 
also has at most $m$ elements.

It remains to consider projections intermediate between those that 
give arrangements of the form \eqn{eq32}.
However, these projections differ from those given by \eqn{eq32} in 
the positioning of at most two points.
Hence any monotonic subsequence of our sequence has length
$\le m+2 = n^{1/2} +2$.~\hfill~QED
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Natural sorting over permutation spaces,
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The height of a random partial order:
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\end{document}
