Interpret stationarity in the usual second-order time-series sense and assume nondegenerate noise, . For a two-sided autoregressive equation, the missing existence condition is
It is important to separate this from causality. If , the unique stationary solution is . If , there is still a stationary solution, but it is anticausal:
Both expansions converge in L2 because their coefficients are square summable. Substitution verifies the equation. Their means are zero and their covariance functions depend only on lag. Uniqueness follows by iterating the equation backward in the first case and forward in the second: the remainders or tend to zero in L2 for any stationary finite-variance solution. This is the stationary versus causal solution of a two-sided AR(1) equation.
For , iteration gives
The variance of the right side is . The variance of the left side is at most by stationarity and Cauchy-Schwarz inequality. These are incompatible as . Thus no weakly stationary finite-variance solution exists at those unit roots.
If the intended claim includes a causal innovation representation, its condition is instead , as in the next part. The stated white noise equation alone does not say that is orthogonal to the past of . If zero innovation variance is allowed, the unit-root exclusion has degenerate exceptions, such as random constant solutions when ; the nondegenerate convention is necessary for the asserted nonexistence.
Let where , and set it to zero on the g-null set where . The domination assumption makes there and gives . Integrating it also gives . For iid proposals , the importance sampling estimator is
Cauchy-Schwarz inequality under gives . Direct integration proves unbiasedness, . Moreover
Thus
The iid central limit theorem applies to these finite-variance weighted observations:
If the variance is zero, this denotes the point mass at zero. This is the bounded-weight importance-sampling moment bound.
The Riesz representation theorem states that every bounded linear functional on a real or complex Hilbert space is represented by a unique :
For the complex case take the inner product to be linear in its first argument.
If , choose . Otherwise its kernel is a closed linear subspace. Choose with and let , using the orthogonal projection. Then , , and . For every ,
Therefore take in the real case, and in the complex case. The conjugate in the latter formula compensates for conjugate linearity in the second argument.
The Cauchy-Schwarz inequality gives , and evaluation at when gives equality of the norms. If two vectors represent , their difference is orthogonal to every vector, including itself, hence zero. This proves all assertions of the Riesz representation theorem.
The real Lax-Milgram theorem applies to a Hilbert space and a bounded bilinear form satisfying
For every bounded linear functional there is a unique with
Symmetry of the bilinear form is not required.
By the Riesz representation theorem, write and . The operator is linear and bounded, with . The coercive bilinear form bound and the Cauchy-Schwarz inequality imply
Hence is injective. Its range is closed: if converges, this last inequality applied to differences makes a Cauchy sequence, and its limit maps to the proposed range limit. If is in the orthogonal complement of the range, then for all ; taking and using coercivity gives . The range is thus dense as well as closed, so it is all of . Solve uniquely; the displayed lower bound gives the asserted estimate.
For complex Hilbert spaces the same proof works for a bounded sesquilinear form, linear in the first argument, with . In the convention , must then be a bounded conjugate-linear functional represented as .
For this Neumann Poisson problem, interpret the forcing in , as is automatic if it is smooth up to the boundary. Literal interior smoothness alone does not ensure the integrals or bounded functionals required in this question: for example, on is interior smooth but even diverges. Classical regularity in the converse is likewise understood up to the boundary.
Suppose the weak solution is smooth on . Testing against compactly supported test functions gives in distributions and hence pointwise. Now the weak identity and Green's first identity imply
for every smooth on . Every smooth boundary function has such an extension, so on . This proves both the interior equation and the boundary condition.
Conversely, for satisfying the equation and zero normal derivative, Green's first identity gives the weak identity for all smooth on . The density of smooth functions in a Sobolev space and the Cauchy-Schwarz inequality extend it continuously to every . Thus the classical solution is a weak solution, and the smooth weak solution is classical.
For , two integrations by parts give the clamped Hessian identity
By density it remains valid on . Each has zero integral, first for compactly supported test functions and then by convergence. Applying the Neumann-Poincare inequality to each gives
The zero-boundary Poincare inequality also gives . Hence, using a full-Hessian equivalent norm,
Thus is an inner product whose norm is equivalent to the complete norm on the clamped second-order Sobolev space. The functional is bounded for this norm by the Cauchy-Schwarz inequality and the displayed bound. Apply the Riesz representation theorem, or the Lax-Milgram theorem, to get a unique representing . The clamped biharmonic problem has a unique weak solution for every , with and no zero-integral compatibility condition.
Let . The sharper energy estimate uses the divergence structure of the viscous scalar conservation law. Multiply by and integrate over the line. With ,
because the decay makes tend to zero at both ends. Integration by parts in the diffusion term therefore gives
One may take , uniformly in . This does not require .
If a bound explicitly involving and is desired, retaining the transport term and using the Cauchy-Schwarz inequality and the elementary inequality gives
The Gronwall inequality then gives the valid but weaker choice . The exact cancellation explains why its divergence is unnecessary.
The Roth theorem on three-term arithmetic progressions says that, for each fixed , a sufficiently long interval cannot have a subset of density of a finite subset at least with no nonconstant three-term arithmetic progression. Equivalently, the maximum size of a three-term-progression-free subset of is . Here is a density increment proof, including its analytic ingredients.
Write and embed into the cyclic group of order . For normalized Fourier analysis on a finite abelian group take . The orthogonality of complex exponentials follows from a finite geometric series: its average is zero for a nonzero frequency and one for frequency zero. Expanding in these linear phases consequently proves both Fourier inversion on a finite group and the Parseval identity on a finite group. In particular,
The second identity follows by summing the frequency expansion over : the two constraints leave precisely the frequencies . Since is odd, multiplication by two permutes the frequencies. Also a congruence with is an equality in the integers, since .
Let have subset density , and suppose it contains no nonconstant three-term arithmetic progression. Its balanced indicator function of a finite subset is , extended by zero outside . Then . Counting endpoints with the same parity gives
If , their difference in absolute value is at least . Telescope the difference of the products into three terms, each containing and two factors chosen from . Put . The Cauchy-Schwarz inequality and the Parseval identity on a finite group bound each term by , since the squared normalized norm of either other factor is at most . Therefore some nonzero frequency satisfies
This is the Fourier detection of a progression-free subset of an interval step; it has just been proved rather than assumed.
We now turn this Fourier coefficient on a finite abelian group into a density increment. Set . Partition the unit interval into equal pieces and place the fractional parts of in them. The pigeonhole principle gives with . This proves the particular Dirichlet approximation theorem needed here. Put and . For sufficiently large depending only on , and . Each residue chain modulo in has at least elements. Split each such chain into arithmetic progressions with between and elements, absorbing its final short remainder into the previous block.
The linear phase changes by at most within any block. Freezing the linear phase at the first element of each block therefore changes the preceding correlation by at most , because . The triangle inequality gives
The block sums of the balanced indicator function of a finite subset add to zero, so their positive total is half their absolute total. Some block consequently satisfies
Here is absolute, and shrinking it absorbs the floors. An affine parametrization of identifies with a subset of and preserves arithmetic progressions.
Repeat this Roth density-increment step. Every step raises the subset density by at least , so fewer than steps are possible. All the lengths satisfy while above a threshold depending only on . Choose the initial so large that this lower recursion stays above that threshold for steps; this is possible by working backwards through finitely many squarings. We would then force a subset density greater than one. Thus every fixed positive density eventually forces a nonconstant three-term arithmetic progression. For an infinite subset of the positive integers with positive upper asymptotic density, apply the finite conclusion along initial intervals whose subset density is bounded away from zero; this gives the usual infinite formulation as well.
There is a minor range issue in the printed bound: for and positive , the upper bound is below one. We prove the intended result for ; a valid formulation for every replaces the upper bound by . In fact the argument below gives . All auxiliary estimates are proved here.
For , let , and use the Fejér kernel
Expanding the square proves the identity and nonnegativity. The finite geometric series formula and give off the integers. In particular whenever .
Suppose, for a contradiction, that no has . Summing the Fejér kernel along the quadratic sequence and separating its constant term gives
The coefficients on the right sum to . Also . Hence some has , where .
We need only an elementary Van der Corput inequality for finite scalar sequences. For , extended by zero outside , each term of occurs in exactly windows of length . Applying the Cauchy-Schwarz inequality to the window sums and expanding their squares gives, for ,
Consequently . Take . If , some must have ; otherwise the displayed upper bound is less than .
For the large quadratic exponential sum just found, put . Its quadratic exponential sum has multiplicative derivative
Thus is a finite geometric series. Its absolute value is at most , unless that distance is zero, in which case the desired estimate is automatic. It follows that
Set . The distance to the nearest integer satisfies for a positive integer , by multiplying a nearest integer to . Therefore
This proves the needed quantitative quadratic recurrence once is chosen polynomially in .
For explicit bookkeeping, and . Choose . For we have and , while . Hence and , contradicting our supposition. The estimates have substantial slack even at .
For , simply take , since and . For the intended range, the conclusion is
For , the same choice proves the corrected all-range version.
We will prove a polynomial progression in a high-energy fourfold difference set. The route is to extract a large subset with a small difference set, construct a dense Freiman s-isomorphism model, and use the Bogolyubov lemma and the pigeonhole principle. To respect the proof requirement, every ingredient beyond the elementary rules for Freiman homomorphisms is established below.
Assume . Since three entries of an additive quadruple determine the fourth, , so a nonvacuous hypothesis has . Let . Then and . Define the popular sum set . The contribution to additive energy from its complement is at most . Since , the bipartite graph on two copies of whose edges have sums in has at least edges. Moreover .
Put and . Here is a dependent random choice argument producing the small difference set. Independently choose two right vertices, allowing repetition, and let be their common left neighbourhood. The Cauchy-Schwarz inequality gives . Call an ordered pair of left vertices bad if its common right neighbourhood has fewer than elements. The expected number of bad ordered pairs in is at most , because a fixed bad pair survives both random choices with probability at most . Thus
Choose a realization attaining at least this expectation. Then , and . Remove from every vertex having more than bad partners in . At most vertices are removed. The remaining set has , and any have at least vertices for which both and are good.
For such a , there are at least right vertices adjacent to , and at least right vertices adjacent to . These paths give
a representation with four members of . For fixed , the tuple of four sums determines uniquely, so there are at least distinct tuples. Select one ordered pair for each member of . Tuples belonging to different differences are disjoint. Counting all possible tuples in proves
In particular, with , we have and for . This is the required small-difference set form of the Balog-Szemerédi-Gowers theorem, proved by counting paths rather than cited.
We next control higher iterated sumsets. Choose a nonempty minimizing , so . We prove the Petridis minimal-growth lemma in the form for finite . Order , and let consist of those for which is new in the union of the translates . Then . Every member of already occurs in an earlier translate of . By minimality, , also when the complement is empty. Thus the new contribution from is at most . Sum over to prove the lemma. Iterating with gives .
For completeness, the Ruzsa triangle inequality in the needed form is
For each , fix . The map is injective: adding the coordinates recovers , and then . Take , , and apply the preceding bounds. We obtain the Plünnecke-Ruzsa inequality
In particular has at most elements.
We now prove a slightly wasteful version of the Ruzsa modeling lemma, avoiding any assumption about the diameter of . Set . Choose a prime larger than all , , and much larger than . Arbitrarily large primes exist by the elementary argument that a prime divisor of one plus the product of all primes up to a given bound exceeds that bound. For a uniformly chosen nonzero multiplier modulo , each nonzero has uniform among the nonzero residues. Call a multiplier forbidden if some such agrees modulo with , where . There are at most such residues. For , a union bound therefore makes the probability of being forbidden less than
Choose a nonforbidden . Represent by integers in and partition that interval into sixteen consecutive pieces of diameter less than . One piece contains the images of a subset with . Let be the integer representative of in that piece, reduced modulo .
A difference of eight sums of these representatives has absolute value less than . If its original difference in is zero, it is a multiple of , hence zero. Conversely, if its reduction modulo is zero, it equals with ; our choice of forces its original difference to be zero. This proves that is a Freiman s-isomorphism of order eight. Injectivity follows by padding a one-term equality to eight terms with a fixed element. Consequently has subset density
No primality of is needed.
Here is the cyclic Bogolyubov lemma with all its Fourier analysis on a finite abelian group details. Use , , and normalized convolution on a finite group. A finite geometric series proves orthogonality, and expanding the finite sums proves the Parseval identity on a finite group, Fourier inversion on a finite group, and . For , the nonnegative function
has support exactly and Fourier coefficients on a finite abelian group . Put . The Parseval identity on a finite group gives . The total fourth moment of the frequencies outside is at most .
If for every , then . The zero frequency contributes with no loss. Separating the large and small frequencies in Fourier inversion on a finite group yields
Thus contains the Bohr set expressed in distance coordinates by . This is consistent with the existing character-distance convention for a Bohr set: here it is enough that each character lies in the corresponding short arc around one.
We finally prove the needed nonwrapping progression in a cyclic Bohr set, including for composite . Write and . Partition the -dimensional unit cube into boxes. The points with coordinates modulo one, , give by the pigeonhole principle an integer with for all . Then
These points are distinct modulo , since their integer representatives lie between zero and . Their number is at least . For the same argument simply chooses .
The Freiman s-isomorphism induces a bijection : define it on a representation by taking the same two positive and two negative images. Equality of representations uses an order-four relation, and injectivity uses the converse relation. If three consecutive members of satisfy , their preimages satisfy the same equality, since its expansion is an equality of eight-term sums in . Hence the inverse image of is an ordinary arithmetic progression in , with distinct terms.
To remove the multiplicative constant from the length bound, let and . The length just proved is at least , where . Choose so that for , and set . For , two distinct members of give a nonzero , and has length three, at least . For , the singleton suffices. In every nonempty case,
with depending only on . If empty sets are permitted, the required length is zero and there is no substantive assertion.
A clean proof outline uses hypergraph removal rather than the quadratic density increment route. The structure is: establish removal for the three-uniform tetrahedron, encode four-term arithmetic progressions as its copies, and use the many edge-disjoint copies coming from constant progressions to contradict removal. We give the technical regularity stage in outline, as requested, and prove the counting inequality and the encoding that make the argument work.
The needed tetrahedron removal lemma says that for each there is such that a three-uniform hypergraph on vertices with fewer than copies of can be made -free by removing fewer than hyperedges. Equivalently, being a fixed positive edge-edit distance from -free forces a positive fourth-power copy count. Constants and whether copies are ordered are immaterial after rescaling .
Here is the global proof of this hypergraph removal input. Strong regularity for three-uniform hypergraphs partitions both vertices and the bipartite pair sets between vertex classes. The resulting three-class cells, called triads in a hypergraph regularity partition, are supported on three pair cells. On all but a prescribed small total weight, the triple-edge function has approximately constant relative density and a small relative three-dimensional box norm. This two-level refinement is essential: a vertex partition alone does not capture correlations carried by pairs. The regularity construction uses the squared L2 norms of conditional expectations of edge indicators as bounded energies. Refinement increases this energy by the squared L2 norm of the difference between the new and old conditional expectations, by orthogonality. Thus a nonuniformity witness causing a definite discrepancy causes a definite energy increment. A witness to nonuniformity refines the relevant pair or triple partition and raises the appropriate energy. A hierarchy of tolerances, with sufficiently strong refinement at the pair level, makes these increases terminate after a bounded number of stages. Bounds may depend very badly on the requested tolerance, which is harmless for a qualitative theorem.
Delete hyperedges with two vertices in the same vertex class, hyperedges meeting exceptional classes or irregular cells, hyperedges supported on pair cells of very small density, and hyperedges in triads of very small triple density. Choose the cutoffs and error hierarchy so that the total deleted is less than . A surviving selects four vertex classes, six pair cells and four triads with all required densities above their cutoffs. The relative tetrahedron counting lemma gives at least copies in those cells. This contradicts the assumed sparse copy count, and proves the tetrahedron removal lemma. The strong regularity and relative counting estimates are the technical portion outlined here; the dependence of their constants is not needed.
To show the key analytic mechanism in that counting step, define the three-dimensional box norm of a complex function on by
where denotes complex conjugation. If the other three functions are bounded by one, then
For a proof, fix first. Apply the Cauchy-Schwarz inequality over to remove , duplicating . Next apply the Cauchy-Schwarz inequality over the variables other than to remove the two factors from , duplicating . A third application removes the four factors from and duplicates . The resulting eighth power is exactly the cube average displayed above. Averaging over proves the inequality. This also shows nonnegativity of the cube average by its successive squared-sum form.
For example, on complete pair supports, if four triple-edge functions have constant parts and , telescope the fourfold product and apply this inequality to each term. Their hypergraph clique density differs from by at most , so it is positive when . On general pair supports the same successive squaring argument is combined with sufficiently regular pair cells; choosing relative errors small compared with the pair-density product gives the relative tetrahedron counting lemma. This explains both the counting step and why its support must be regularized before the triple-edge densities. It supplies a proved important step without pretending that the strong regularity theorem is a one-line assertion.
We now prove the four-term progression hypergraph encoding completely. Let have subset density at least , choose , and take four disjoint copies of the cyclic group . Put a hyperedge on the three vertices excluding part precisely when
For a transversal quadruple let and . Its four edge conditions are , . Thus a gives a four-term arithmetic progression with common difference modulo .
Suppose has no nonconstant four-term arithmetic progression in the integers. A modular progression lying in must also be an integer progression: each consecutive second difference has absolute value less than , so its congruence to zero is an equality. Therefore every in this hypergraph has , and all four values equal some . For each , the system , has exactly solutions: choose , solve first for , and then for . There are exactly copies of .
These copies are edge-disjoint. Indeed, an edge missing part has exactly one completion with , obtained by setting . Its common value is the already prescribed . Hence destroying all copies requires at least edge deletions. Since , this is at least . Apply the tetrahedron removal lemma to the vertices with, for instance, . It would permit fewer than deletions once is large: the copy count is eventually below its fixed threshold . This is impossible.
Every fixed positive density therefore forces a nonconstant four-term arithmetic progression in sufficiently long intervals. This proves the length-four case of the Szemerédi theorem. Applying it to sufficiently large initial intervals along a subsequence witnessing positive upper asymptotic density also gives the usual infinite-set formulation.
Subtract the two constraints to obtain . The Cauchy-Schwarz inequality gives . Since , division and squaring give the distance bound from two hyperplane constraints
If and , the intersection is empty. If and , the constraints describe the same hyperplane. Its points satisfy , with equality at . The fraction involving is undefined in this case and cannot be used.
If , both equations are satisfied by every when , and otherwise there is no solution. These degenerate cases distinguish an inconsistent constraint from a repeated one.
The Cauchy-Schwarz inequality in is
Here the Euclidean norm is induced by the dot product. If , the result is immediate. If , the squared Euclidean norm of the component of perpendicular to is nonnegative:
Rearrangement proves the Cauchy-Schwarz inequality. Equality holds precisely when and are linearly dependent, including the cases of a zero vector.
Expanding the squared Euclidean norm and using the Cauchy-Schwarz inequality gives
Taking nonnegative square roots gives the triangle inequality. Applying the triangle inequality once more gives
Use the part-preserving bipartite four-cycle density convention
Here is the indicator function of adjacency, and repeated labels are allowed. This is the homomorphism density convention appropriate to the four-cycle norm. We derive the needed counting and operator norm facts directly.
Let be the -by- biadjacency matrix, let be the all-ones vector, let , and put . The degree hypothesis says
so the centered matrix annihilates on both sides. In particular, , and
The two terms have zero products in either order. Expanding the matrix trace directly counts four adjacency factors:
Since and , we obtain
The given upper bound therefore implies
This computation proves the centered four-cycle identity for a biregular graph, rather than assuming a four-cycle norm identity.
The matrix is a positive semidefinite matrix. By the spectral theorem for real symmetric matrices it has nonnegative eigenvalues , and
Moreover, for the Euclidean norm,
Indeed , whose maximum on unit vectors is ; the Cauchy-Schwarz inequality characterization also shows that and have the same operator norm. Taking fourth roots thus gives
where the error parameter is nonnegative, as in the claimed bound.
Finally use the indicator vectors , . Their Euclidean norms are and , so the Cauchy-Schwarz inequality and the operator norm estimate yield
This is the required discrepancy bound. It also holds when either subset is empty or . In fact, because annihilates constants, replacing by gives the stronger bound . This is the spectral discrepancy bound for a biregular graph.
We need independent sets in every sufficiently large remaining induced subgraph, rather than just one in the initial random graph. The useful concentration variable is the maximum edge-disjoint clique packing in the complement graph; changing one edge changes that variable by at most one. This avoids the much larger sensitivity of the ordinary clique count in a binomial random graph.
First work in a binomial random graph , take , and let count its -cliques. Put and let be its maximum edge-disjoint clique packing size. Form the clique conflict graph whose vertices are these cliques, adjacent when they share an edge. If counts unordered conflicting pairs, the Caro-Wei bound gives, for each realization,
To verify the bound, randomly order the vertices of a finite graph and retain each vertex preceding all its graph neighbours. These retained vertices are an independent set, with expected size by the Cauchy-Schwarz inequality. Interpret the ratio as zero when . A second application of the Cauchy-Schwarz inequality, now to expectations, gives
Counting ordered pairs of -sets with common vertices, including identical sets when , yields
The shared edges account for the factor . We claim
Here are the estimates, including the large overlaps. For , the probability that a random -set contains any specified elements is at most . Summing over their choices inside the first -set gives
The logarithm of is a convex function, a quadratic in , so the maximum on this interval is at an endpoint. We have . As , the other endpoint satisfies
and is smaller than for sufficiently large . Summing at most terms gives .
For the other half of the overlaps, write , where . The exact identity and an upper bound are
The quantity in parentheses is , which tends to zero. The geometric series is thus at most for sufficiently large . This proves the claim. In fact and , so eventually
Now expose the independent edge indicators one at a time. The edge-exposure martingale starts at and ends at . Deleting one edge destroys at most one member of any edge-disjoint clique packing. Hence changing one indicator changes by at most one; coupling the remaining indicators shows .
Precisely, the Azuma-Hoeffding inequality says that if is a martingale and almost surely for deterministic , then, for ,
If all , the martingale is constant. Applying the lower-tail inequality with and gives
for sufficiently large . This is the only martingale concentration inequality needed.
Return to the original binomial random graph and set . For each fixed -element vertex set , the complement graph of has distribution . The union bound therefore gives
since . Thus with high probability every vertex set of size at least contains an independent set of size
Apply greedy colouring by removing independent sets: remove such an independent set, give it a fresh colour, and repeat while at least vertices remain. Give each of the fewer than final vertices its own colour. This uses at most
colours, since . Together with the lower bound, this gives the chromatic number of the half-density binomial random graph: