How to write a permutation?

Consider using amsmath's smallmatrix:

\documentclass{article}
\usepackage{amsmath}% http://ctan.org/pkg/amsmath
\begin{document}
\[
  a = \bigl(\begin{smallmatrix}
    1 & 2 & 3 & \cdots & n-1 & n \\
    2 & 3 & 4 & \cdots &  n  & 1
  \end{smallmatrix}\bigr)
\]
Here is another permutation $a = \bigl(\begin{smallmatrix}
  1 & 2 & 3 & \cdots & n-1 & n \\
  2 & 3 & 4 & \cdots &  n  & 1
\end{smallmatrix}\bigr)$ in text mode.

\end{document}

Using amsmath's pmatrix environment:

\documentclass{article}
\usepackage{amsmath}

\begin{document}
\[
  a = 
  \begin{pmatrix}
    1 & 2 & 3 & \cdots & n-1 & n \\
    2 & 3 & 4 & \cdots &  n  & 1
  \end{pmatrix}
\]
\end{document}

Another solution with matrix

\documentclass{article}
\usepackage{amsmath}

\begin{document}
\[
  a =
  \left(
  \begin{matrix}
    1 & 2 & 3 & \cdots & n-1 & n \\
    2 & 3 & 4 & \cdots &  n  & 1
  \end{matrix}
  \right)
\]
\end{document}