Solution for Oct. 14, 2006
This result, known as the Erdös-Szekeres Theorem (one of two under that name), dates back to a 1935 paper of Erdös and Szekeres that marked a rediscovery of Ramsey's Theorem (1930) and began the study of Ramsey Theory. This proof, which is due to Hammersley, is not the original, but it's a cute little constructive proof, reproduced from Steele's "Probability Theory and Combinatorial Optimization":
Treat the sequence as a pile of numbered checkers, where ai is the number on the ith checker. Construct new piles as follows:
1. Let a1 start the first pile.
2. For each subsequent i, place checker ai on the first pile for which ai is larger than the checker on top; if there is none, start a new pile.
At the end, as there are rs + 1 checkers, some pile has at least r + 1 checkers; otherwise there are at least s + 1 piles by the pigeonhole principle (as at most s piles of at most r checkers each implies at most rs checkers).
In the former case, any pile with at least r + 1 checkers forms an increasing subsequence directly from the algorithm. In the latter case, by noting that each time we place a checker ai in the kth pile (), there is a checker aj in the (k − 1)st pile pile with j < i and aj > ai, we can therefore form a decreasing sequence whose length is the number of piles.