Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2004/iii/paper-28/5/a/solution

The force from one location is defined almost surely, since the uniform distribution assigns probability zero to the origin. Symmetry of that uniform distribution makes its characteristic function real:
Near zero the integrand is bounded by . For large it is at most . The monotone convergence theorem therefore gives the finite integral
Independence of the locations gives the characteristic function of the total force as . For fixed , is bounded, so Taylor expansion of the logarithm gives
The logarithm is legitimate for all sufficiently large .
For , substitute . The cosine integral for a symmetric stable exponent, evaluated directly in part (b), gives
At both sides vanish. The limiting characteristic function is continuous at zero, so the Lévy continuity theorem proves weak convergence of random variables to the symmetric stable distribution of index with
The coefficient reflects the spatial density . Symmetry was used in the characteristic function, without assuming that the singular force has a finite mean.

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