Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2004/iii/paper-31/1/b/solution

Take . The ceiling, as printed in the PDF, makes the intervals cover the bounded range of f. If , use the single set instead, since f is constant. By continuity their preimages are closed. On every nonempty preimage , the oscillation of f is at most epsilon. Hence for every ,
Taking the supremum over y in the second expression gives the bound for ; if that infimum is infinite, the bound is automatic. Apply the finite-cover estimate to obtain
This is the exponential-integral upper estimate in the bounded form of Varadhan lemma.

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