Take
Then
With , separation gives
and hence
on its maximal interval of existence.
The floor-half generating function is
Summing for gives
so
Since
a particular solution is
Adding the homogeneous term and imposing gives . Therefore
The homogeneous characteristic equation is
A linear particular solution gives
so and . Thus
The initial data yield and , hence
For the ordinary generating function of a recurrence, multiply by and sum for . Using gives
Equivalently,
Expanding each geometric series gives exactly the displayed formula for , verifying consistency.
Rewrite the equation as
On , one has . If a nontrivial solution had two zeros, choose two consecutive ones in that interval. Then .
The solution
of is strictly positive on . Since and the coefficients are not identical on this interval, the Sturm comparison theorem requires to have a zero between and , a contradiction. Hence every nontrivial solution has
Take
Its consecutive zeros are and . For the stated equation,
and is not identically equal to on the interval. The Sturm comparison theorem therefore shows that every nontrivial solution has at least one zero in
Suppose has no zero in . It has a constant sign there, so replace it by its negative if needed and apply part (i). The conclusion is on that interval. Taking the contrapositive proves the Sturm comparison theorem: unless the coefficients agree identically, has a zero between the consecutive zeros of .
After multiplying either solution by if necessary, suppose both are positive on . Set
The equations give
Since is positive between consecutive zeros,
Therefore
But is nondecreasing, so both endpoint values coincide at zero and . Since both solutions are strictly positive inside,
This is the equality case in the wronskian proof of Sturm comparison.
Let
They are jointly normal because they are linear combinations of a Gaussian vector. When ,
Hence uncorrelated jointly normal variables are independent. Their means and variances are
and
Therefore
independently.
Completing the square in in the joint density shows that the conditional distribution of a bivariate normal variable is
Thus its conditional density is
The bivariate normal distribution has density
The Markov inequality states that for a nonnegative random variable and ,
For , the event is the same as . Applying Markov's inequality to the nonnegative variable gives the exponential Markov bound
Since
integration gives
Part (i) gives , so the tangent addition functional equation has the solutions
for constants such that no pole lies in . Conversely, the tangent addition formula verifies the functional equation. If , then , and
on any such interval, necessarily with .
Using the addition law with ,
Differentiability makes continuous, so , and
Writing and taking the limit gives
Set in the functional equation:
The denominator is defined. If , cancellation would give , impossible for a real-valued function. Hence
Multiplying
by and setting gives
Therefore the Bernoulli differential equation becomes
For the stated equation,
Set . Then
The integrating factor is , so
Hence
The condition gives . Consequently
The zero function is a solution. On an interval where , put
Then
The differential equation becomes
Hence , and integration gives
Thus all nonzero solutions are
together with .
Write as in part (ii). For , the two vertices are both isolated exactly when their combined incident edges are absent, so
Therefore
Let . The displayed formula gives
Now take with , and choose such that . For all sufficiently large , the supplied inequality gives , whence
Also , so both terms in the variance ratio tend to zero. Part (iv) now applies and proves the lower side of the isolated-vertex threshold:
If , then . Hence the Chebyshev inequality gives
The assumed limit therefore proves
This is the second moment method in its simplest form.

There are unlisted articles, also show them or only show them.