Solution

ID: past-exam-of-the-distribution-theory-course-of-the-university-of-oxford/2023/2/b/ii/solution

Using and integration by parts, with a test function, gives
For each , apply the same identity to and the test function . Since , it gives
Starting from and iterating proves
The intermediate means disappear because derivatives of a test function have zero integral; no assumption that has zero mean is needed.
For the bound, write
The triangle inequality and Fubini's theorem imply
Thus , and every iterate is in the L1 space.

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