Past exam of the mathematics course of the University of Cambridge 2017 ii Paper 4 22F iv Solution Created 2026-09-24 Updated 2026-10-05
The implication is true in every dimension despite the failure of part (iii). The hypothesis gives , since its weight is at least one. Let be its inverse Fourier-Plancherel transform; then by construction.
Use the Gaussian approximate identity . Its Fourier transform is . Fourier inversion of this integrable multiplier times the bounded transform of , justified by Fubini, gives the same function both as and as . The first converges to in , while the second converges to in by Plancherel and dominated convergence. Along a common sequence, select subsequences converging almost everywhere for both norms. Their limits agree, giving almost everywhere. ConsequentlyThis proves the requested conclusion without relying on the incorrect general-dimensional kernel assertion.
Past exam of the mathematics course of the University of Cambridge 2017 ii Paper 4 25J c Solution Created 2026-09-24 Updated 2026-10-05
The Birkhoff ergodic theorem states: for a measure-preserving transformation of a finite measure space and , the averages converge almost everywhere and in to an invariant function . On a probability space,where is the invariant sigma-algebra modulo null sets. In particular the integral is preserved, and if is ergodic then almost everywhere; for a finite space of nonunit mass, this constant is when .
The maximal ergodic lemma says that for real integrable , with and ,The same inequality holds on , by taking the increasing limit and dominated convergence. These statements do not require the transformation to be invertible or the space to be ergodic.
Past exam of the mathematics course of the University of Cambridge 2017 ii Paper 4 2F Solution Created 2026-09-24 Updated 2026-10-05
For , and . Iterating this Gauss continued-fraction map on an irrational number never reaches zero, and its continued fraction isThe branches have inverse , for . The change of variables formula for a probability density function gives, almost everywhere,The endpoints of these branches are a countable set of probability zero. Thus and have the same distribution; this Gauss measure is an invariant measure for the Gauss continued-fraction map.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 105 1 b Solution Created 2026-10-03 Updated 2026-10-05
Let tend to in the Sobolev space , using density of smooth functions in a Sobolev space. Write . Applying the Morrey inequality on a cube to a unit cube centered at , and bounding its average by the Holder inequality, givesfor every smooth . Hence is a Cauchy sequence in the supremum norm and has a bounded continuous limit by uniform convergence. On every finite-measure cube, this limit is also the limit, so almost everywhere.
For , choose , so that . The second estimate from part (a), followed by passage to the limit, givesThus is a Hölder continuous function andIt is the unique continuous representative: two continuous functions agreeing almost everywhere agree everywhere.
For , take a smooth cutoff function equal to one near zero and setIts weak derivative has size near zero, whose th power is integrable because . Thus , but it is essentially unbounded in every neighborhood of zero and has no continuous representative. The value assigned at zero is irrelevant.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 105 1 c Solution Created 2026-10-03 Updated 2026-10-14
Choose at which is finite and the -mean version of the Lebesgue differentiation theorem holds:These conditions hold almost everywhere. On a cube about , subtract the affine function and put . Its weak derivative is and . Approximate as in part (b) and subtract the same affine function from the approximants. Uniform convergence and convergence of their weak derivatives extend part (a)'s estimate to , givingFor , choose and . It follows thatThis is precisely classical Fréchet derivative differentiability, not merely existence of coordinate derivatives. Therefore the differentiability almost everywhere of supercritical Sobolev functions gives
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 105 2 b ii Solution Created 2026-10-03 Updated 2026-10-05
Let be the trace map from the Sobolev trace theorem. The weak Robin problem for a uniformly elliptic operator uses all of as the test space, since a Robin boundary condition does not require a zero trace. DefineThe weak formulation isFor a classical solution, integration by parts produces the boundary term . Substituting the Robin boundary condition replaces it by , giving the displayed identity.
Conversely, if satisfies the identity, tests first show in the sense of distributions. Subtracting this interior equality after integration by parts givesEvery smooth boundary function is the trace of a smooth function on . The boundary residual is continuous, so this proves the boundary equation pointwise. Thus the formulations agree for solutions. If is continuous the interior equation holds pointwise; for merely , equality with that given representative of is understood almost everywhere.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 108 1 Solution Created 2026-10-03 Updated 2026-10-05
Use the probability-system convention . The Birkhoff ergodic theorem, also called the pointwise ergodic theorem, states that for a measure-preserving system and ,where is the invariant sigma-algebra. The limit is integrable and has the same integral as . On a probability space the convergence also holds in , as in the allowed mean ergodic theorem. If is an ergodic transformation, is trivial modulo null sets, giving
The integer multiplication map on the circle preserves Lebesgue measure: for any integrable on ,To prove the ergodicity of integer multiplication on the circle, suppose satisfies . Let be its Fourier coefficients in the Fourier basis . Since , the Fourier coefficients of at index are zero if does not divide , and are otherwise. This identity holds for all functions by approximation with trigonometric polynomials and the isometry . Invariance givesEvery nonzero integer can be divided by only finitely often. Thus for every , and completeness of the Fourier basis makes constant almost everywhere. Applying this to the indicator function of an invariant set gives measure zero or one, so
A normal number in base has every word of base- digits occurring with limiting overlapping frequency . Use the expansion that is not eventually equal to when there are two expansions. The word corresponds to the half-open intervalA word starting at position occurs exactly when . The Birkhoff ergodic theorem, applied to , gives frequency almost everywhere. There are countably many pairs , so their full-measure sets have a full-measure intersection. In particular,These are absolutely normal numbers, so existence follows as well. This interval description also proves normality and equidistribution under integer multiplication: the base- intervals form arbitrarily fine grids, so their frequencies imply the correct frequency for every interval by approximation from inside and outside.
For the growth assertion, put . For every , the Tonelli theorem gives the useful summability boundSince is a measure-preserving transformation, . The first Borel-Cantelli lemma shows that occurs only finitely often almost everywhere. Intersecting the resulting full-measure sets for proves the linear growth bound for integrable observables, . Multiplication by then gives
The threshold is sharp. For , choose with , and take the Bernoulli shift on with the product measure of independent uniform coordinates. The left shift preserves that measure because it preserves the probability of every finite-coordinate event. Define ; it is integrable becauseThe variables are independent. For any fixed ,The probability sum diverges, so the second Borel-Cantelli lemma makes these events occur infinitely often almost surely. Intersecting over positive integer even yields . For , the constant observable already fails to give limit zero. Thus the sharpness of the linear growth bound for integrable observables gives
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 108 3 Solution Created 2026-10-03 Updated 2026-10-14
Let denote the join of measurable partitions recording the first observations, and set , with . The entropy of a countable measurable partition is , using natural logarithms and . Null atoms can be discarded. Throughout, is a probability measure.
The stronger property needed for monotonicity of normalized block entropy is that its increments decrease. DefineSince conditioning reduces entropy, . The conditional entropy chain rule and measure preservation giveIt follows that , and consequentlyThis uses stationarity as well as the entropy chain rule; subadditivity alone would not establish monotonicity of every successive ratio.
The entropy rate of a measurable partition and the Kolmogorov-Sinai entropy are, respectively,One may equivalently take the supremum over countable finite-entropy measurable partitions.
The Shannon-McMillan-Breiman theorem states that for a countable measurable partition with , the normalized informationconverges almost everywhere and in to a invariant function with integral . Here is the atom containing . If is an ergodic transformation, then almost everywhere. We prove the general form, including an explicit formula for its limit.
Let be the sigma-algebra generated by , let be trivial, and put . For every atom , the probabilitiesform a bounded conditional-expectation martingale. The martingale convergence theorem gives almost everywhere and in . Each of these probabilities is positive almost everywhere on : for example, integrating over the measurable set gives zero. Countability of lets us choose a common full-measure set for every atom.
The conditional information functionstherefore converge almost everywhere to . We need an integrable bound on this sequence; convergence of the probabilities alone would not supply one after taking logarithms. The allowed maximal inequality for conditional information functions gives, for ,Combining this with the bound by and the tail integral formula for moments yieldsThus , and the dominated convergence theorem gives in . In particular,because is the average of the decreasing sequence .
The information chain rule, applied from the final observation backwards, gives the exact identityIndeed, the symbol at time is conditioned on times ; pulling that conditional probability back by gives . Measure preservation is sufficient for this pullback identity.
We now prove the required triangular ergodic averaging lemma in this instance. Put . Then almost everywhere, , and . Split the difference between the displayed triangular sum and . Terms whose index is at least are bounded by . The remaining terms are at mostAfter division by , each of these finitely many end terms tends to zero almost everywhere by the linear growth bound for integrable observables proved in Question 1. Applying the Birkhoff ergodic theorem to , for every fixed , therefore givesThese conditional expectations decrease to zero almost everywhere: they decrease, and their integrals tend to zero. Letting , then applying the Birkhoff ergodic theorem to , proves
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 108 4 Solution Created 2026-10-03 Updated 2026-10-05
The Rudolph measure rigidity theorem has an essential ergodicity hypothesis. If a Borel probability measure on the circle group is invariant under both and , is ergodic for the semigroup generated jointly by these maps, and either map has positive Kolmogorov-Sinai entropy, thenEquivalently, a jointly ergodic common invariant measure other than Lebesgue measure has zero entropy for both maps. Joint ergodicity means that every set invariant modulo under both maps has measure zero or one. Positive entropy without this hypothesis is insufficient: , with a Dirac measure, is a common invariant measure of positive entropy and is not .
The Host equidistribution theorem states that if are relatively prime integers and is invariant and ergodic under , with , then for -almost every the sequence is an equidistributed sequence for Lebesgue measure. Explicitly, for every continuous on the circle,The non-ergodic form assumes invariance and positive entropy for almost every component in the ergodic decomposition . Applying the ergodic theorem of Host on each such component gives the same almost-everywhere conclusion for . More generally, its conclusion holds on the part supported on positive-entropy components. A positive value of alone does not eliminate zero-entropy components.
To deduce the joint version of the Rudolph measure rigidity theorem, suppose ; if only has positive entropy, interchange the roles. Write the ergodic decomposition as . Since commutes with , its pushforward measure sends a ergodic component to a ergodic component . On each component, is a factor of a measure-preserving system with fibres of size at most three. We use the standard entropy preservation under a finite-to-one factor:The reason for this standard entropy fact is that, conditional on a complete factor point, every finite orbit name has at most three possibilities; its conditional entropy is bounded by , and division by the orbit length gives zero relative entropy.
The component at is almost everywhere; this follows from commutation and the componentwise ergodic averages. The component entropy function is therefore invariant under both and . Joint ergodicity makes it constant almost everywhere, and affinity of entropy under ergodic decomposition identifies the constant as . Thus almost every component has positive entropy, exactly the condition required in the non-ergodic Host equidistribution theorem. It follows that -almost every point equidistributes for under .
For any continuous , invariance under and the dominated convergence theorem now giveContinuous functions determine Borel probability measures on the circle, so , proving the deduction.
For the normal-number example, let be independent fair binary digits and defineThis Cantor Bernoulli measure is supported on the middle-third Cantor set . If is the Bernoulli shift, then on the circle. Consequently is invariant and ergodic: a invariant event pulls back to an invariant event, which has probability zero or one.
Take the ternary digit measurable partition . Its block partition of length has, up to null endpoints, positive-measure atoms under , each of measure , and all other atoms have measure zero. HenceApply the Host equidistribution theorem with , . For -almost every , the sequence equidistributes for Lebesgue measure, so is a normal number in base by normality and equidistribution under integer multiplication.
The ternary expansion of -almost every such contains only and , so the frequency of digit is zero rather than . The ambiguous ternary endpoints form a countable null set and can be removed. Therefore is not a normal number in base . We have proved the stronger almost-everywhere existence statement
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 350 1 a Solution Created 2026-10-03 Updated 2026-10-14
Let be the probability density function of the unknown and that of the noise, both relative to Lebesgue measure. By independence of random variables, the conditional distribution of the measurement given has density . Thus its likelihood function and the joint density areThe Bayesian model evidence is the marginal data densityBayes' theorem gives the posterior density solving this Bayesian inverse problem:This formula applies when . Since by Tonelli theorem, these conditions hold almost everywhere under the marginal data law. Values of a conditional distribution at exceptional data are not determined by the joint law. The posterior mean or a maximum a posteriori estimate can then give a point estimate, while the full posterior density describes the remaining uncertainty.
Past exam of the mathematics course of the University of Cambridge 2020 ii Paper 4 23I b Solution Created 2026-09-24 Updated 2026-09-29
Let be a multi-index with . The Cauchy-Schwarz inequality givesThe second integral is finite precisely under the sufficient inequality , which follows from . Hence is Lebesgue integrable for every .
The Fourier inversion theorem therefore defines a functionwhose derivatives through order may be obtained by differentiating under the integral sign. Those derivatives are continuous, so . The inverse transform represents the same tempered distribution as ; consequently almost everywhere. This is the Sobolev embedding theorem in this range.
Past exam of the mathematics course of the University of Cambridge 2021 ii Paper 1 23H a Solution Created 2026-09-24 Updated 2026-09-25
For an integrable function , the Lebesgue differentiation theorem states thatfor almost everywhere . In particular,at every Lebesgue point of .
Almost every is a Lebesgue point of . At such an , for ,For , the same estimate over gives the identical limit. Thereforeat every Lebesgue point of , so is differentiable -almost everywhere. This is the differentiation of an indefinite Lebesgue integral.
Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 154 1 1 5 Solution 2026-09-28
Minimize subject to . A minimizing sequence is bounded in , and part 2 supplies a subsequence converging strongly in and weakly in . The constraint survives the strong convergence, while weak lower semicontinuity of the norm shows that the limit attains the minimum. Since and almost everywhere, we may take .
The Lagrange multiplier equation iswhere testing with shows that . ThusThis is the ground-state eigenfunction of a confining Schrödinger operator.
Past exam of the mathematics course of the University of Cambridge 2022 ii Paper 1 23G Solution Created 2026-09-23 Updated 2026-10-03
The Lebesgue differentiation theorem states that if , thenfor Lebesgue almost every . The Radon-Nikodym theorem states that if two sigma-finite measures satisfy , then there is a nonnegative measurable function , unique -almost everywhere, such that .
For any , take and let be a planar sector of angle . Every disc centred at the origin meets this sector in the proportionso its measure density at is .
Apply the differentiation theorem to the indicator function . Its averages over balls are exactly , so the Lebesgue density theorem givesalmost everywhere. If , every numerator vanishes, so the density is zero wherever its denominator is nonzero. Conversely, if the density vanishes almost everywhere, the displayed identity gives almost everywhere, hence .
Finally suppose and are mutually absolutely continuous measures. Write . Then almost everywhere by the positive Radon-Nikodym derivative result. At almost every , the differentiation theorem applied to both and givesThus the -density also exists and belongs to at -almost every point.
Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 105 2 a Solution Created 2026-09-24 Updated 2026-09-25
For , the function is the th weak derivative whenfor every test function . This is the integration by parts identity with no boundary term and agrees with the ordinary derivative whenever is classically differentiable.
For , the first-order Sobolev space iswith norm, for example,Functions equal almost everywhere represent the same Sobolev element.
Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 105 2 b Solution Created 2026-09-24 Updated 2026-09-25
Let be the weak derivative and defineThe fundamental theorem of calculus for Lebesgue integration makes an absolutely continuous function, differentiable almost everywhere, with almost everywhere. The distributional derivative of is zero. A locally integrable function with zero distributional derivative on a connected interval is equal almost everywhere to a constant . Consequentlyis an absolutely continuous representative of , and almost everywhere.
Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 107 1 b Solution Created 2026-09-24 Updated 2026-09-25
Suppose and are weak solutions with the same trace, and put . The weak formulation permits itself as a test function, givingThus is almost everywhere constant, and its zero trace makes that constant zero. This proves uniqueness.
The weak identity also says that in the sense of distributions. The Weyl lemma therefore gives and pointwise. The assumed continuity on retains the prescribed boundary values, so the weak solution is the unique classical solution in .
Past exam of the mathematics course of the University of Cambridge 2026 iii Paper 105 3 c Solution Created 2026-09-24 Updated 2026-09-25
Solve the adjoint transport equationbackward with terminal value zero. Along the characteristic flow map , the required solution isDifferentiation under the integral verifies the equation. If has compact support in , then vanishes for and for , so as required.
When the initial datum is zero, inserting this into the weak formulation givesfor every . Thus almost everywhere. The difference of two bounded weak solutions has zero initial datum, so this proves uniqueness.
The weak derivative condition isBoth integrals exist since are locally integrable and the test function has compact support. Derivatives are defined up to almost-everywhere equality. The space consists of whose first weak derivatives all lie in . One standard norm isA sum in the last formula gives an equivalent norm. For restriction to , extend any by zero to . Its support is compactly contained in , so the extension is smooth. The identity over then reduces exactly to the identity over , proving locality of the weak derivative.
For the jump contribution to a piecewise weak derivative, integration by parts on the two sides of the joining point gives the distributional derivativeThe coefficient is the right trace minus the left trace . If a locally integrable weak derivative existed, locality on each open side would identify it almost everywhere with the displayed regular part. Substituting that into the global test identity would force for every test function, hence . Equivalently a nonzero Dirac point mass cannot be represented by a locally integrable derivative.
For the point-mass term vanishes, and both the function and its piecewise derivative are bounded on the finite interval. Thus and hence in every listed . Therefore membership holds exactly for . Changing a single point value is irrelevant to Sobolev membership; it cannot remove mismatched one-sided traces when .
Weak convergence means for every . Weak-star convergence means for every , viewing as the predual. The Sequential Banach-Alaoglu theorem for a separable predual says that every norm-bounded sequence in has a weak-star convergent subsequence. Separability is what turns the bounded weak-star compactness statement into this sequential form.
For the weak-star limit of periodic rescalings, apply it with , which is separable, and . The rescaled functions have uniform essential-supremum bound . Let and . Since is one-periodic with zero mean, is a bounded one-periodic absolutely continuous primitive. Thus for every finite interval,Every weak-star subsequential limit therefore satisfies for all . To apply the supplied uniqueness fact without assuming global integrability, fix and set . This is in , and its integral over any interval is zero, since intersecting with again gives an interval. Hence almost everywhere. Taking integer yields almost everywhere on the whole line.
Finally, if the full sequence did not converge weak-star to this constant, some and some subsequence would have its pairing with bounded away from zero. Sequential compactness gives a further weak-star convergent subsequence, whose limit must be the constant just identified, a contradiction. ThereforeThis is averaging against integrable test functions, not a claim of pointwise or strong norm convergence.