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Let $\varphi (u)=\int e^{iuy}\mu (dy)$. Since $1-\cos (uy)\ge 0$, the Tonelli theorem giveswith the fraction defined to be one at zero. For $|x|\ge 1$, $\sin x/x\le \sin 1$. To verify the constant, the function is even; on $[1,\pi ]$ it decreases because $(x\cos x-\sin x{)}^{\prime }=-x\sin x<0$ on $(0,\pi )$ and $x\cos x-\sin x$ starts from zero. On $[\pi ,\infty )$, $\sin x/x\le 1/\pi <\sin 1$. Consequently the integrand is at least $1-\sin 1$ on $|y|\ge \lambda$, proving the characteristic-function tail boundFor pointwise convergence ${\varphi }_n\to \varphi$, where $\varphi$ is a characteristic function, the dominated convergence theorem applies on each finite integration interval, since the integrands lie between zero and two. HenceContinuity of $\varphi$ at zero and $\varphi (0)=1$ make the right side tend to zero as $\lambda \to \infty$. Given $\epsilon >0$, choose $\lambda$ so it is below $\epsilon /2$. The tail probability is then below $\epsilon$ for all sufficiently large $n$. Enlarge the compact interval to control the finitely many remaining measures, each of which has vanishing tails. This proves uniform tightness of the entire sequence, not just of its tail. It is the characteristic-function tightness bound principle with the sharper displayed constant.

For the integrable mean-zero summands, differentiation at zero is justified byThe dominated convergence theorem gives ${\varphi }^{\prime }(0)=i\mathbb{E}{X}_1=0$. DefineIt is continuous away from zero by continuity of the characteristic function, and continuous at zero by the zero derivative. Since $|\varphi (u)|\le 1$, the finite geometric series yields, for $n\ge 1$,and the case $n=0$ has both sides zero. Thus the requested uniform-in-$n$ estimate isThis is the characteristic-function derivative under an absolute first moment estimate.

Independence makes the characteristic function of $S_n/n=(X_1+\cdots +X_n)/n$ equal to $\varphi (u/n{)}^n$. Therefore $|1-\varphi (u/n{)}^n|\le |u|\psi (u/n)$. Applying the already proved characteristic-function tail bound to its distribution, for every $\epsilon >0$,The convergence follows because ${\sup }_{0\le u\le 1/\epsilon }\psi (u/n)\to 0$, and the remaining integral of $u$ is finite. Hence $\boxed{S_n/n\to 0\text{ in probability}}$, the mean-zero weak law of large numbers. This deduction uses the tail bound directly and does not presuppose the Lévy continuity theorem.

Write $s_i=p_i+q_i>0$ and $d_i=p_i-q_i$ for $i=0,1$. For the parity correction $h_{\theta }(k)=k-\theta 1_{\{k\text{ odd}\}}$, the conditional expectations of the increments of $h_{\theta }(X_n)$ areThe holding move contributes zero. Thus the period-two martingale corrector for a birth-death chain exists precisely whenThis is the condition that $h_{\theta }$ be a harmonic function for a Markov chain. The process has integrable values from a fixed initial state because $|X_n|\le |X_0|+n$; the Markov property therefore turns the zero conditional increments into the required martingale property. Conversely, both parities are reached with positive probability because all right and left probabilities are positive, so the two conditional equations are necessary. Expanding their numerator also gives the equivalent balance condition $p_0{p}_1=q_0{q}_1$. Positivity makes $|\theta |<1$.

Put $L=-aN$, $U=bN$. The exit time $T_N$ is almost surely finite. Indeed, set $m=U-L$ and $p_{\ast }=\min (p_0,p_1)>0$. From any interior point, consecutive right steps reach $U$ in at most $m$ moves, with probability at least $p_{\ast }^m$. The Markov property gives $\mathbb{P}(T_N>km)\le (1-p_{\ast }^m{)}^k$. This is the finite-interval exit times have geometric tails argument. The walk cannot skip a boundary because its jumps have size at most one.

Under the balance condition, the stopped martingale $h_{\theta }(X_{n\wedge T_N})$ is bounded, because the stopped position stays in $[L,U]$. Apply the optional stopping theorem at $n\wedge T_N$, then dominated convergence as $n\to \infty$. Starting from zero givesWith ${\epsilon }_a=1_{\{aN\text{ odd}\}}$ and ${\epsilon }_b=1_{\{bN\text{ odd}\}}$,The bounded parity corrections disappear after division by $N$; the holding probability of a Markov chain may be positive or zero and may differ between parities.

For failure of balance, use scale increments for a birth-death chain rather than the nonexistent bounded correction. Let $u(k)$ be the upper exit probability from $k$ for boundaries $L,U$. The Markov property yieldswhere $p_k,q_k$ depend only on parity. Choose positive numbers $w_j$ with $w_{j+1}=(q_j/p_j)w_j$. Then $u(k)={\sum }_{j=L+1}^k{w}_j/{\sum }_{j=L+1}^U{w}_j$ satisfies these equations and boundary values. Stopping this bounded harmonic function proves that it is the exit probability. In particular,If $\rho <1$, the positive-index sum stays bounded as $N\to \infty$, while the negative-index contribution diverges geometrically, so ${\pi }_N\to 0$. If $\rho >1$, the negative-index sum stays bounded while the positive-index sum diverges, so ${\pi }_N\to 1$. Therefore the complete classification isThus a fixed nonzero imbalance drives the macroscopic exit to the corresponding side, for every positive $a,b$.

For a submartingale $(Z_n)$ and $a<b$, let $U_N(a,b)$ count the completed upcrossings of $[a,b]$ by time $N$. The Doob upcrossing inequality givesFor a martingale $(X_n)$, a useful sharper form isHere $x^{+}=\max (x,0)$ and $x^{-}=\max (-x,0)$. To see the martingale form, use a bounded predictable process $H_k\in \{0,1\}$ that holds one unit after an observation at or below $a$ and releases it on the next observation at or above $b$. Its gain $G_N={\sum }_{k=1}^N{H}_k(X_k-X_{k-1})$ is at least $(b-a)U_N-(X_N-a{)}^{-}$: completed trades earn at least $b-a$, and any unfinished trade loses at most $(X_N-a{)}^{-}$. Since $\mathbb{E}{G}_N=0$, the bound follows. For the submartingale version, apply the same strategy to $(Z_n-a{)}^{+}$, itself a submartingale. Each purchase occurs at value zero, so its gain is at least $(b-a)U_N$. The complementary predictable strategy has nonnegative expected gain, bounding this strategy's expected gain by $\mathbb{E}(Z_N-a{)}^{+}-\mathbb{E}(Z_0-a{)}^{+}$, and in particular by the stated right side.

The almost-sure martingale convergence theorem says that if $C={\sup }_n\mathbb{E}|X_n|<\infty$, then $X_n$ converges almost surely to a finite, integrable random variable $Y$, with $\mathbb{E}|Y|\le C$. Indeed, the Doob upcrossing inequality bounds the expected total number of upcrossings of every rational interval by $(C+|a|)/(b-a)$. By monotone convergence, each such total count is finite almost surely; intersect these probability-one events over all rational $a<b$. If the lower and upper limits of a sample path differed, some rational interval strictly between them would be crossed infinitely often. Thus each remaining path has a limit in the extended real line. The Fatou lemma givesso the limit is finite almost surely and integrable. Almost-sure convergence by itself neither preserves expectations nor supplies this uniform first-moment bound.

For the loss of expectation, let $({\eta }_k)$ be independent variables with the fair Bernoulli distribution and setConditional on the past, survival doubles the value with probability $1/2$ and otherwise sets it to zero, so this is a nonnegative martingale. An infinite string of successes has probability zero. The process therefore eventually vanishes almost surely, giving yes: $X_0=1$ and $Y=0$ almost surely are possible. Its expectations remain one at every finite time; the process is not uniformly integrable.

A nonintegrable limit is also possible for a signed martingale. Take independent ${\xi }_k$ withand let $M_0=1$, $M_n=1+{\sum }_{k=1}^n{\xi }_k$. Every increment has mean zero and a finite absolute expectation, so each $M_n$ is integrable and $(M_n)$ is a martingale. Since ${\sum }_k\mathbb{P}({\xi }_k\ne 0)<\infty$, the Borel-Cantelli lemma makes only finitely many increments nonzero almost surely; hence the finite limit $Y=1+{\sum }_k{\xi }_k$ exists almost surely. To compute its absolute expectation, let $A_k$ be the event that only the $k$th increment is nonzero. Independence givesThe infinite product is positive because its tail logarithms are bounded in absolute value by a constant times the summable series ${\sum }_j{2}^{-j}$. The events $A_k$ are disjoint, and on $A_k$, $|Y|\ge 4^k-1$. ThereforeThus yes: a finite almost-sure martingale limit can have infinite absolute expectation, even with deterministic $M_0=1$. This is almost-sure martingale convergence to a nonintegrable limit; the missing hypothesis is the uniform first-moment bound. For a nonnegative martingale, in contrast, the Fatou lemma would force the limit to be integrable.

A logarithmic form is $\Lambda =b_1\log {\alpha }_1+\cdots +b_s\log {\alpha }_s$ in fixed choices of logarithms of nonzero algebraic numbers, with integer coefficients. The indispensable condition is $\Lambda \ne 0$. Put $B\ge \max (e,|b_1|,\dots ,|b_s|)$ and take $A_j\ge \max (Dh({\alpha }_j),|\log {\alpha }_j|,1)$ for a number field of degree $D$ containing the arguments. A typical effective estimate iswith an explicitly computable constant. For fixed arguments this is a power-type lower bound $|\Lambda |>B^{-C}$. It is fundamentally stronger for applications than a crude norm estimate exponential in $B$.

The basic estimates follow the auxiliary-function pattern already used here, in a multivariable form. Choose a polynomial or an interpolation determinant in powers of the algebraic arguments; impose many derivative or interpolation conditions by Siegel lemma. Analytic extrapolation near the chosen logarithms makes the determinant tiny. Arithmetic denominator and norm estimates prevent a nonzero algebraic determinant from being so small, while a multiplicity or zero estimate ensures the necessary determinant does not vanish identically. Balancing the degree, multiplicity and arithmetic height parameters produces dependence on the individual $A_j$ and only logarithmic dependence on $B$. The nonvanishing argument and the arithmetic arithmetic height control are both necessary parts of this outline.

For practical equations the output is a finite, certified computation. Factor the equation in a number field, record the finitely many ideal and torsion possibilities, and express its factors in fundamental units. At a place where the original equation gives an exponentially small remainder, choose the principal logarithm and include a multiple of $2\pi i$ for the branch. Compare that upper bound with the effective lower bound to obtain an initial exponent bound. Question 5 shows this for a unit equation, and Question 6 shows why a rational argument of variable arithmetic height can still bound a common power exponent. Zero forms and degenerate families are separated before any estimate is applied.

A concrete two-logarithm example is $2^u-3^v=1$, with positive exponents. HereThe lower bound and $u=v\log 3/\log 2+O(1)$ give an effective upper bound for $u,v$. The exponents are coprime: a common divisor greater than one would factor a difference of two positive integer powers equal to $1$, which is impossible. For large $v$ the same upper estimate makes $u/v$ a continued-fraction convergent of $\log 3/\log 2$, since its error is smaller than $1/(2v^2)$. One checks only the finitely many convergents up to the proven bound, with small cases checked directly. Higher-dimensional problems use the LLL algorithm to obtain analogous improvements from the first large bound.

Every numerical logarithm must be evaluated with a certified error interval, so that a proposed reduction really is an inequality and an exact integer check can certify each surviving candidate. Continued fractions or lattice reduction accelerate the search; the prior effective upper bound is what makes the search complete. This explains how linear forms in logarithms of algebraic numbers turn qualitative finiteness into practical Diophantine algorithms, while also outlining the auxiliary machinery behind the estimates.

Fix fundamental units ${\epsilon }_1,\dots ,{\epsilon }_r$ and write $x=\zeta \prod {\epsilon }_i^{b_i}$. Rank zero already gives a finite unit group. Otherwise put $B=\max (1,|b_i|)$. The logarithmic embedding in Dirichlet's theorem has a weighted sum-zero image and is injective on the free exponent lattice. Norm equivalence and that sum-zero condition give an archimedean embedding $\sigma$ withThis is the small archimedean value of a large unit. From the equation, $\sigma (\beta y)=1-\sigma (\alpha x)$ is exponentially close to one. Also $h(y)\le h(x)+O(1)$ by the arithmetic height inequalities for $y=(1-\alpha x)/\beta$, so the fundamental-unit exponents of $y$ have size $O(B)$.

For large $B$, take the small-branch logarithm of $\sigma (\beta y)$. With $y=\eta \prod {\epsilon }_i^{c_i}$ it is the nonzero formusing fixed logarithms and $\log (-1)=\pi i$. The integer $k$ corrects the branch, and nonzero follows since $\beta y=1$ would force $\alpha x=0$. Its upper bound is $|\Lambda |\le C^{\prime }{e}^{-cB}$. The assumed effective logarithmic-form estimate for the fixed algebraic numbers gives $\log |\Lambda |\ge -C^{\prime \prime }\log (2B)$. Thus $cB\le C^{\prime \prime }\log (2B)+O(1)$, effectively bounding $B$. The finitely many embeddings and torsion choices give uniform constants. Therefore there are only finitely many unit solutions, and their exponents are effectively bounded.

For the Thue application, take an irreducible integral binary form $F$ of degree $d\ge 3$ and $m\ne 0$. In a splitting field, write $F(X,Y)=a{\prod }_i(X-{\rho }_{i}Y)$ and put ${\theta }_i=a{\rho }_i$, which are algebraic integers. The integral factors $L_i=aX-{\theta }_{i}Y$ satisfy ${\prod }_i{L}_i=a^{d-1}m$. Each ideal $(L_i)$ therefore divides one fixed ideal, giving finitely many possibilities. Choose a generator ${\delta }_i$ for each principal possibility, so $L_i={\delta }_i{u}_i$ with units $u_i$.

For three distinct roots,Division by the third term gives a fixed-coefficient unit equation in $u_1/u_3,u_2/u_3$. Its solutions are finite, hence there are finitely many values of $L_1/L_2$. This ratio determines the rational direction $X:Y$, since the roots are distinct. In a fixed direction, homogeneity and $F(X,Y)=m\ne 0$ leave only finitely many integer scales. This proves Thue theorem, and the argument also works for a form with at least three distinct projective roots even if reducible.

The hyperelliptic alternative uses a related factorization for the usual nondegenerate case with squarefree $f$ of degree at least three. For $y^2=f(x)$, ideals of two different root factors can share primes only above the fixed root differences and the leading coefficient. At other primes their valuations are even. Finite exceptional-prime and ideal-class choices, together with units modulo squares, reduce the factors to finitely many expressions ${\delta }_i{z}_i^2$. Relations between distinct root factors then give simultaneous norm or Pell-type equations. Writing their solutions in fundamental units and applying the same small-value/logarithmic-form estimates bounds the unit exponents, hence $x,y$. The common-factor and square-class reductions are essential; a single quadratic norm equation alone can have infinitely many Pell solutions. This outlines the effective hyperelliptic treatment as well as the explicit Thue reduction.

We prove the Mahler alternative in full. Let $f(z)={\sum }_{n\ge 0}{z}^{l^n}$. Its series converges locally uniformly in the unit disc and satisfiesIt is transcendental as a function. At a root of unity $\zeta$ with ${\zeta }^{l^r}=1$, the radial tail ${\sum }_{n\ge r}{t}^{l^n}$ in $f(t\zeta )$ is real and tends to infinity as $t\uparrow 1$, while the initial terms remain bounded. These roots are dense on the unit circle. An algebraic function can have singularities only at the finitely many zeros of its leading coefficient and polynomial discriminant: elsewhere its defining polynomial and the implicit-function theorem give local analytic branches. Hence $f$ cannot be algebraic over $\mathbb{C}(z)$.

Assume now that $\alpha$ and $f(\alpha )$ are algebraic, with $0<|\alpha |<1$, and put both in a number field $K$ of degree $d$. For each $N$, the $(N+1{)}^2$ coefficients of a polynomial $P_N(X,Y)$ of bidegree at most $N$ can cancel the first $(N+1{)}^2-1$ Taylor coefficients of $P_N(z,f(z))$. The equations have integer coefficients, so a nonzero integer solution exists after clearing denominators. Functional transcendence makes $R_N(z)=P_N(z,f(z))$ nonzero. Its order $T_N$ at zero satisfies $T_N\ge (N+1{)}^2-1$.

At ${\alpha }_r={\alpha }^{l^r}$ the functional equation gives $f({\alpha }_r)=f(\alpha )-{\sum }_{j<r}{\alpha }^{l^j}\in K$. Thus ${\eta }_r=R_N({\alpha }_r)\in K$ is nonzero for all sufficiently large $r$ andUse the absolute logarithmic height $h$. The elementary inequalities for sums and polynomial evaluation giveHere $h(f({\alpha }_r))\le h(f(\alpha ))+(l^r-1)h(\alpha )/(l-1)+r\log 2$. The Liouville height inequality gives $\log |{\eta }_r|\ge -dh({\eta }_r)$. Divide by $l^r$ and let $r\to \infty$ to obtainThe left grows quadratically in $N$, the right only linearly. Choose $N$ large to contradict this. Hence every such algebraic $\alpha$ has transcendental $f(\alpha )$. This is the auxiliary-value height argument for the Fredholm series.

For the rational continuation, let $a_n={\sum }_{j=0}^n(p/q{)}^{l^j}$ and $Q_n=q^{l^n}$. This is a rational number with reduced denominator $B_n\le Q_n$, and its positive tail satisfies, for large $n$,A rational value $a/b$ would instead have distance at least $1/(b{Q}_n)$ from each distinct $a_n$, already impossible. If the value were algebraic irrational, choose $ϵ>0$ with $2+ϵ<\kappa$. The distinct truncations have unbounded reduced denominators, and the displayed errors are eventually smaller than $B_n^{-2-ϵ}$. This contradicts Roth theorem. Thus the requested rational values are transcendental by the Roth criterion for rational Fredholm values.

For completeness, the elliptic alternative's conclusion also has a short auxiliary-divisor certificate. If $\Phi$ is Frobenius on $E/{\mathbb{F}}_q$, then $\mathrm{deg}\Phi =q$ and $\mathrm{deg}(1-\Phi )=N=\#E({\mathbb{F}}_q)$: the latter map is separable and its kernel is exactly the rational points. The divisor identity for $x(P)-x(Q)$ on $E\times E$ gives the parallelogram rule $\mathrm{deg}(u+v)+\mathrm{deg}(u-v)=2\mathrm{deg}u+2\mathrm{deg}v$. Polarizing it yieldsAll these degrees are nonnegative. In particular $\mathrm{deg}(-t+2\Phi )=4q-t^2\ge 0$, so $|t|\le 2\sqrt{q}$. The Frobenius characteristic polynomial is $X^2-tX+q$; its complex roots have modulus $\sqrt{q}$, including the double-root case. The zeta function has numerator $1-tT+q{T}^2$, whose zeros consequently have modulus $q^{-1/2}$, the elliptic Riemann hypothesis. This supplements the fully proved Mahler branch with the degree-form proof of the Hasse bound; it is an auxiliary-divisor proof, not a claim that an unspecified transcendence theorem proves the bound.

We first give an auxiliary-integral proof, rather than deducing both requested results from a theorem only stated later. The following symmetric Hermite integral obstruction will do both jobs. Supposewhere $k\ne 0$ and $b_j$ are integers, the distinct nonzero algebraic exponents form a Galois-stable set, and their weights are invariant under conjugation. Choose $P\in \mathbb{Z}[X]$ vanishing at those exponents, with $P(0)\ne 0$, and a positive integer $c$ for which every $c{\beta }_j$ is an algebraic integer. For a large prime number $p$, letAt zero, derivatives below $p-1$ vanish; the derivative of order $p-1$ equals $c^{D}P(0{)}^p$. All higher derivatives at zero are integers divisible by $p$. At each ${\beta }_j$, derivatives below $p$ vanish and all higher derivatives belong to $p{\mathcal{O}}_L$ in a Galois splitting field $L$. Indeed their coefficients contain $r!/(p-1)!$, divisible by $p$ for $r\ge p$, and every $c^D{\beta }_j^u$ is integral for $u\le D$. ConsequentlyGalois invariance makes the sum rational, and integrality makes it an integer. For prime numbers not dividing $kcP(0)$ it is nonzero.

But $F_p-F_p^{\prime }=f_p$, so integration along the straight segment to $\beta$ givesMultiply by the weights and use the assumed exponential relation. This expresses $-I_p$ as the sum of these integrals. On the finitely many fixed segments, their absolute values are at most $C^p/(p-1)!$ for a fixed $C$: all polynomial and exponential factors have fixed bounds, and $D$ is linear in $p$. Thus $|I_p|\to 0$, contradicting its being a nonzero integer. The obstruction is proved.

If $e$ were algebraic, an integral polynomial relation would give $a_0+{\sum }_{j=1}^s{a}_j{e}^j=0$ with $a_0\ne 0$. Integer exponents and weights satisfy the obstruction, so $e$ is transcendental.

If $\pi$ were algebraic, put $\alpha =i\pi$ and let ${\alpha }_1,\dots ,{\alpha }_d$ be its algebraic conjugates. Since $1+e^{\alpha }=0$, the product ${\prod }_j(1+e^{{\alpha }_j})$ vanishes. Expand it and collect equal subset sums. The zero sums contribute a positive integer $k\ge 1$; the nonzero sums give a Galois-stable list ${\beta }_j$ with positive integral multiplicities. This is precisely the prohibited relation. Hence $\pi$ is transcendental.

The general Lindemann–Weierstrass theorem states that exponentials of distinct algebraic numbers are linearly independent over $\overline{\mathbb{Q}}$. Suppose the sine quotient were algebraic, say $\gamma$. The denominator is nonzero: $\sin \beta =0$ would give a forbidden relation between the exponentials of the distinct algebraic numbers $i\beta ,-i\beta$. The quotient identity would giveThe four exponents are distinct under the stated nonzero and non-opposite assumptions, so this also contradicts linear independence. Therefore