Now makes . Chebyshev's inequality and the variance bound giveFor every fixed , they likewise giveThus the count is concentrated about its growing mean, despite the overlapping runs.
The assumptions implyEventually , and implies . Thus Chebyshev's inequality givesNo independence between the different is needed; this is a second moment method.
If , then . Markov's inequality givesFor , the expected count satisfies . Part (ii) bounds its variance by , so Chebyshev's inequality givesCombining the tails provesThe blocks are consecutive in the cyclic order throughout; this is not the longest increasing subsequence with arbitrary omitted positions.
This establishes the longest increasing cyclic run of a random permutation concentration bound.
If has finite mean and variance , apply Markov to to obtain Chebyshev's inequality:For the first moment method, assume . Nonnegative integer values give , soFor a standard second moment method, suppose eventually, the second moments are finite, and . Equivalently, . The zero event is contained in , soHence . The second-moment condition controls the fluctuations relative to the mean; a large mean alone is insufficient.
The zero means and orthogonality give the exact second momentThus in . Chebyshev's inequality gives the requested weak law of large numbers:Independence is unnecessary; the stated second-moment orthogonality is sufficient.
For an explicit almost surely convergent subsequence take . For each positive integer ,The First Borel-Cantelli lemma makes only finitely many such exceedances occur. Intersecting the resulting probability-one events over gives almost surely.
Past exam of the mathematics course of the University of Cambridge 2002 ia Paper 2 3F Solution Created 2026-09-24 Updated 2026-10-14
The indicator function equals one when the event occurs and zero otherwise. Its expected value is . By linearity of expectation, no independence assumption is needed to obtainSince , including , the variance isIn particular, correlations between the events cannot simply be discarded.
Write . If , then implies . Applying Chebyshev's inequality therefore givesEquivalently, the contribution of to is . A positive mean is necessary for the displayed ratio to be defined. If , nonnegativity instead gives almost surely, and the printed ratio would be .
Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 27 4 b Solution Created 2026-10-03 Updated 2026-10-14
We use dyadic quadratic variation of Brownian motion. For fixed rational , set and let be the sum of the squares of the Brownian increments on its equal-length partition. Independence and the normal fourth moment giveFor every , Chebyshev's inequality bounds by , a summable sequence. The Borel-Cantelli lemma implies almost surely. Intersect over positive rational and all rational intervals to obtain one probability-one event on which every such interval has this positive quadratic-variation limit.
If a path were Hölder of exponent on a nonempty open interval, choose a compact rational subinterval within it and a finite Hölder constant there. Every partition increment would have absolute value at most , soThis contradicts . The same pathwise event excludes every exponent greater than , without needing an uncountable intersection of events. ThereforeThis is the quadratic variation obstruction to Hölder regularity. It rules out a continuously differentiable trajectory on any interval, since a continuous derivative is bounded on smaller compact intervals and gives a Lipschitz bound. By itself it does not rule out differentiability at an isolated point. The stronger nowhere differentiability of Brownian motion can also be seen directly as follows.
On a mesh of width in , the probability that any specified three consecutive increments all have absolute value at most is at most : each increment is and the three are independent. There are at most possible blocks, so the probability of any such block is at most , summable in . By Borel-Cantelli lemma, for every pair of positive integers there are eventually no such blocks. But a finite derivative at some time would imply near . The three mesh increments beginning at the mesh point immediately to the left of would then all be at most for all sufficiently fine meshes. Choosing an integer contradicts the preceding event. Thus finite derivatives do not exist anywhere almost surely, including a finite right derivative at . The Hölder estimates below express continuity with a roughness scale; they do not imply differentiability.
Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 34 4 Solution Created 2026-10-03 Updated 2026-10-14
For a transferable utility game on player set , its characteristic function of a coalitional game is , where is the maximum transferable surplus attainable by coalition and . An imputation is a payoff vector satisfying efficiency and individual rationality . The core of a cooperative game consists of the efficient payoff vectors satisfyingThese conditions prevent any coalition from blocking the allocation; singleton constraints include individual rationality.
The Shapley value payoff isEquivalently, it is the expected marginal contribution of player when the players arrive in uniformly random order. The factorial weight counts the orders with exactly preceding . Summing marginal contributions telescopes along each order, proving Shapley efficiency.
In the four-player market a coalition creates one unit of surplus exactly when it contains the seller and at least one buyer. ThusAll singleton values are zero and . Core constraints for the pairs require for every buyer . Since all payoffs are nonnegative and sum to one, the other two buyers' payoffs must be zero for each such pair. Therefore every buyer receives zero and the seller receives one. This vector satisfies all coalition inequalities, soThe seller's marginal contribution is one unless he arrives before all three buyers, which happens with probability . A given buyer contributes one exactly when the seller is first and that buyer is second, with probability . HenceIn particular the Shapley allocation need not lie in this market's core.
For the market with sellers and buyers, a coalition containing sellers and buyers can make precisely trades, each producing unit surplus. Thus and . Let and denote the common Shapley payoffs within the two roles. Role symmetry and the telescoping efficiency identity giveIt remains to prove , rather than infer it only from competitive intuition.
Generate a uniformly random arrival order by giving every player an independent uniform time in . Conditional on a specified seller's arrival time , the number of preceding buyers and number of preceding other sellers are independent, withThe seller adds a trade precisely when . ConsequentlyFor , the difference has mean and variance . By Chebyshev's inequality,Split the integral at . Using the trivial bound one on the first piece givesThis proves the Shapley limit in a buyer-heavy exchange market. Since , we concludeThe proof accounts for sellers arriving very early, where a fixed-time concentration argument alone would not be uniform.
Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 11 4 Solution Created 2026-10-03 Updated 2026-10-14
The assertion with the same in the degree interval and the final colour bound is false as printed. Fix , , let , and take . Every degree is , while every pair hypergraph codegree is one. For any proposed , choose large enough that . Nevertheless a matching in a graph contains at most edges, whereas there are edges in total. Thus every edge coloring requires at least colours, exceeding . The obstruction persists with arbitrarily small relative hypergraph codegree.
The meaningful asymptotic target separates the output tolerance from the input regularity error. For fixed rank and target , choose a sufficiently small and require degrees in as well as pair hypergraph codegrees at most . The semi-random method then gives . Here is the requested proof essay for that corrected conclusion, including its random rounds, tracking requirements and completion step.
A useful way to run all colour classes together is the auxiliary matching construction for hypergraph edge colouring. Use initial colours. Create a task vertex for each original edge , and a resource vertex for each original vertex and colour. An assignment is an -edge consisting of its task and the resources for all . A matching in a hypergraph in this auxiliary system is a proper partial colouring: a task cannot get two colours, and two edges sharing cannot use the same resource .
The auxiliary task degrees are , resource degrees are , and its pair hypergraph codegrees are at most . It is therefore nearly regular with small hypergraph codegrees. For and a nonempty original hypergraph, the hypergraph codegree condition also forces ; taking small absorbs rounding and ensures a large working degree. Rank one is immediate by assigning distinct colours to edges at each vertex.
The extra balance condition is important. Let be the set of tasks corresponding to edges through original vertex . A matching in a hypergraph missing a small fraction of all tasks need not leave few tasks in each . The Rödl nibble must leave at most unmatched tasks in every such star, where one may choose . This local requirement, rather than just a global almost-perfect matching in a hypergraph, is what permits a cheap final edge colouring.
Run a Rödl nibble on the auxiliary system, whose rank is . In a round of working degree , sample each surviving assignment independently with probability , for a small fixed . Accept the sampled assignments that meet no other sampled assignment. Delete every auxiliary vertex touched by any sampled assignment, including conflicted ones, before proceeding. The accepted assignments are a matching in a hypergraph, and later assignments cannot reuse a consumed task or resource. Record each discarded but uncoloured task as waste; it must be counted in the final residual graph.
For an auxiliary vertex of degree , the probability of remaining untouched isFor an auxiliary edge through a surviving vertex, the other vertices survive with probability approximately . Their incident trial families overlap in at most trials by the hypergraph codegree bound, so the overlap error in this product calculation is small. This leads to the degree trajectorywhile the surviving fraction of task vertices is approximately per round. For a sampled assignment, a union bound over at most conflicting assignments gives collision probability at most . More explicitly, for a fixed task the expected number of ordered sampled conflict pairs having the first assignment through that task is at mostThis bounds its waste probability. Thus productive deletion is first order in , and collision loss is second order.
The technical tracking step makes these expected value calculations locally simultaneous and keeps their errors from accumulating. Its requirements are: residual auxiliary degrees stay near their trajectory after controlled pruning; each original star has the predicted number of surviving tasks; and every star's total collision and pruning waste is small. The standard probabilistic tools enter at distinct points.
Within a fixed round, task-survival indicators are independent: trial families for different tasks are disjoint, even when their assignments share resources. Conditional Chernoff bounds therefore control the number of surviving tasks in each star. Collision loss has short certificates consisting of pairs of selected intersecting assignments. The number selected through one resource has a binomial distribution of bounded mean. Chernoff bounds truncate these numbers at a suitable logarithmic cutoff; after truncation one trial has only a logarithmically bounded effect on the certified collision count. A certifiable function concentration bound, or a corresponding exposure argument, then controls loss in each star. These rare local overload events have polynomially bounded local dependency neighborhoods in the working degree, so the Lovász local lemma can select a simultaneous outcome independent of the total number of vertices.
Residual-degree counts require additional care because they are not sums of independent indicators. Two survival tests share at most a hypergraph codegree's worth of trials; expanding their joint probabilities bounds their covariance by the corresponding relative overlap. For a residual-degree count with summands, overlapping summands and shared survival trials give a variance bound of the formChebyshev's inequality then bounds by . This gives a small exceptional fraction when the relative hypergraph codegree is sufficiently small; it does not by itself make every degree good. The tracking argument records and prunes these exceptional configurations, bounding their contribution to each star by codegree-weighted exposure and the same local-loss bookkeeping. Markov's inequality controls exceptional mass, and repeated conditional concentration controls the retained counts. One must not apply an independent Chernoff bound directly to a residual degree or infer a uniform star bound just from a global expected loss. Keeping the pruning loss explicitly is the key distinction between a valid Rödl nibble argument and those shortcuts.
Choose the parameters in this order: first and ; next so small that ; nextand finally the initial regularity/hypergraph codegree tolerance small enough for all tracking and pruning errors. This is a bounded number of rounds depending on the tolerances, not on the graph order. After rounds, the surviving task fraction is at most approximately , while accumulated collision loss is . Reserving the remaining margin for tracking and pruning leaves at most uncoloured edges at every original vertex. The working degree is still a fixed positive multiple of , namely about , so the large-degree estimates remain applicable throughout.
Finally use a fresh palette on the residual original hypergraph. Its maximum degree is at most ; an edge meets at most others. Greedy colouring therefore needs at most fresh colours. The total is at mostfor sufficiently large , already ensured by choosing small. This completes the passage from the locally balanced Rödl nibble to the hypergraph chromatic index bound. The degree tolerance must be the small input parameter ; replacing it by the entire output allowance removes the slack and leads precisely to the complete-graph counterexample above.
Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 32 5 Solution Created 2026-10-03 Updated 2026-10-14
The Schumacher compression theorem concerns a memoryless quantum information source with average density matrix on a finite-dimensional Hilbert space. For uses the average state is . Compression consists of an encoding quantum channel into a space of dimension and a decoding channel back to the original block space, with asymptotic rate qubits per source use. The optimal reliable rate is : every larger rate is achievable, and no smaller rate is reliable. This holds for average pure-source fidelity; the direct construction also preserves a purification reference, and the converse for that stronger entanglement fidelity criterion holds with fidelity tending to zero below the threshold. The encoding and decoding are deterministic channels; no free classical transmission of the source label is allowed.
Diagonalize and omit zero-probability eigenvalues when sampling. Define the quantum typical subspace projector by retaining product eigenvectors withThe sampled random variable has expectation . The weak law of large numbers gives . Every retained eigenvalue is at least , and the total probability is at most one, soThis proves the two typical subspace theorem estimates used in the direct part.
Write . Encode its range isometrically into a compressed space and reserve one orthogonal failure flag. Decode the range back isometrically and the failure flag to a fixed pure state . This typical-subspace compression with a failure flag is a physical channel whose composite action isIndeed its Kraus operators are and , where the form an orthonormal basis of , and their adjoint products sum to . The Kraus formula for entanglement fidelity givesFor any pure-state ensemble of , the average squared quantum fidelity is at least this number: apply convexity of separately to the amplitudes with their source probabilities. Thus average fidelity also tends to one. The compressed dimension is at most , and its rate is at most . Choose for any prescribed . One may also take : the finite spectral information variance and Chebyshev's inequality still give , with rate tending to . A pure source, , can simply be re-prepared exactly without sending any qubits.
For the coherent converse, we prove the finite-dimensional quantum compression converse. If the compressed space has dimension , the state of reference plus compressed system has a pure-state decomposition with Schmidt rank at most . Applying decoder Kraus operators locally cannot increase the Schmidt rank of those vectors, so the final reference–output state has Schmidt number at most . Let purify the source, with squared Schmidt coefficients equal to the decreasing eigenvalues of . For any normalized vector of Schmidt rank at most , its reference support lies in a rank-at-most- projector . HenceThe last bound follows by maximizing subject to and their sum at most . Average over a Schmidt-rank-bounded decomposition of the final state to obtain .
At rate , choose . The total source probability outside the quantum typical subspace tends to zero, while every eigenvalue inside it is at most . Therefore for ,This argument allows arbitrary encoding and decoding channels, not only subspace projection.
For completeness, average pure-source reliability also forces the same rate, even though it is a weaker criterion than entanglement fidelity. Here is a separate converse for that formulation. Let the emitted block pure states be , with probabilities , and let be the decoded states. If their mean squared fidelity tends to one, then their mean trace distance tends to zero, since . This inequality follows by choosing a purification with that overlap and using contraction of trace distance under a partial trace.
We need only an elementary entropy continuity from Jordan decomposition bound, derivable from Question 4. If , write the positive and negative parts of as . The common density matrixand the two mixture bounds giveHere is increasing and concave, . Apply this in block dimension , both to the average states and to individual outputs, using convexity of trace distance and concavity of . Since the original ensemble is pure, its Holevo quantity is . The decoded ensemble hasThe Holevo quantity under a quantum channel cannot increase. To specify the entropy ingredient, Strong subadditivity of Von Neumann entropy states . Attach the classical source label , dilate the decoder isometrically to , and trace out . The displayed inequality says ; the isometry preserves the input mutual information. Since of a labelled ensemble is its Holevo quantity, this proves the needed decoder monotonicity. Before decoding, the system has dimension , so its Holevo quantity is at most . Thus and the rate cannot be below . Both operational fidelity formulations therefore have the claimed noiseless coding threshold.
Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 71 1 c Solution Created 2026-10-03 Updated 2026-10-14
If polynomials with integer monomial coefficients converge uniformly to , their values at zero and one are integers converging to and . A convergent integer sequence is eventually constant: once all its terms lie in an interval of length less than one they must agree. Hence both endpoint values are integers.
Conversely assume those values are integers. The rounded Bernstein polynomial is an integer-coefficient polynomial, because its displayed scalar coefficients are integers and each expands with integer coefficients. Part b gives its vanishing distance from . For completeness, the remaining uniform convergence follows directly from uniform continuity. Let have the binomial distribution with parameters ; then , , and . Splitting into and its complement, and applying Chebyshev's inequality, giveswhere is the modulus of continuity. First choose to make the first term small uniformly, then take large. The triangle inequality now gives . We have proved the integer-coefficient polynomial approximation characterization
Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 33 3 c Solution Created 2026-10-03 Updated 2026-10-14
At each finite stopping time , the Strong Markov property says that is a standard Brownian motion independent of the past sigma-algebra. Its exit time from is exactly . By induction the stopping times are finite almost surely, and these durations are independent with common law , not merely identically distributed. This is the Brownian exit-time skeleton.
Put , which follows from the moment estimate. Brownian scaling gives . Forthere are independent durations of mean and variance . ConsequentlyFor each , Chebyshev's inequality givesApply the Borel-Cantelli first lemma for a countable sequence of positive errors tending to zero. We obtain the Brownian exit-skeleton clock convergence:No independence between the clocks for different values of is required.
Past exam of the mathematics course of the University of Cambridge 2007 ii Paper 2 12F i Solution Created 2026-09-24 Updated 2026-10-14
For fixed , let have the binomial distribution with parameters . The Bernstein polynomial is . Continuity on the compact interval gives uniform continuity and a finite bound .
Given , choose so whenever . Since and , Chebyshev's inequality givesThe bound is independent of , including both endpoints. Taking the supremum and then letting tend to infinity proves uniformly on . This provides the required polynomial-approximation theorem with its proof.
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 58 1 ii Solution Created 2026-10-03 Updated 2026-10-14
Here is a tripartite Schmidt projection entanglement concentration protocol. For , set . Regrouping the local qubits of each party giveswhere counts ones. Alice performs a projective measurement of that count, without learning the individual string. The orthogonal projector for outcome is . By the Born rule, its probability and conditional pure state areAlice sends by classical communication; all three parties use local unitary operations to relabel the same ordered type class as . There are now equal common-label amplitudes. Measuring the individual qubits instead would have destroyed precisely this coherence.
To obtain an integer number of target GHZ states, choose . The following exact LOCC step handles type classes whose sizes are not powers of two. For every -element subset , Alice uses the Kraus operatorEvery label occurs in such subsets, proving on the occupied subspace. Thus this is a complete measurement in quantum mechanics. Each outcome has probability , and leaves the normalized pure state . After Alice communicates , all parties relabel its elements in the same order. Binary expansion of the labels then factors the state into exactly independent copies of the target GHZ state. Local extensions of these operations handle unused basis vectors and do not affect the protocol.
For example, taking gives an outcome-dependent yield without any failure branch. Since has a binomial distribution with parameters , the weak law of large numbers gives in probability. Stirling's formula, uniformly when stays away from zero and one, givesBy continuity of the binary entropy, in probability. The integer rounding and logarithmic correction have no first-order effect.
A fixed yield with success probability tending to one is also explicit. For sufficiently large , takeOn , the bounded derivative of the binary entropy in a neighborhood of the fixed and Stirling's formula give . Chebyshev's inequality bounds the complementary probability by . Abort there if necessary, and otherwise use the subset measurement in quantum mechanics with . ThusThis matches the first-order rate in part (i), with exact outputs on every successful forward branch. If , simply retain the original target copies; if is an endpoint, output zero target copies.
Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 14 3 Solution Created 2026-10-03 Updated 2026-10-14
Identify the vertices of the Boolean hypercube with subsets of , adjacent when their symmetric difference has size one. Write for the closed graph neighbourhood, including itself. In simplicial order on the discrete cube, smaller sets come first, and equal-sized sets are ordered by lexicographic order: the least element of the symmetric difference belongs to the earlier member. Let denote the first vertices. The vertex-isoperimetric inequality in the discrete cube statesSubtracting gives the equivalent assertion for the external vertex boundary.
We first check that is also an initial segment in simplicial order on the discrete cube. Apart from the empty and full cases, consists of complete lower layers and a lexicographic initial segment in its top rank . Its closed graph neighbourhood contains all ranks at most and the upper shadow in rank . This upper shadow is lexicographic initial: an -subset belongs to it precisely when its first -subset in lexicographic order, obtained by deleting its largest element, belongs to . Taking the first elements preserves weak lexicographic order, proving the assertion. This also handles , where consists of ranks zero and one.
We prove the vertex-isoperimetric inequality in the discrete cube by mathematical induction on , with immediate. Fix a coordinate and write for the sections without and with . The two sections of its closed graph neighbourhood areA simplicial section compression replaces by the initial segment of size in the other coordinates. By the preceding observation, both and are initial segments, so their union has size . The mathematical induction hypothesis givesAdding the two section bounds proves that simplicial section compression cannot increase the closed graph neighbourhood.
Apply changing simplicial section compressions until none remains. The sum of the global simplicial order on the discrete cube positions strictly decreases at each step: within a section the order is exactly the restriction of the global order. Thus the procedure terminates at a set family every coordinate section of which is initial. We now classify the possible terminal families for simplicial section compression, rather than assuming this terminal set family must be globally initial.
If , and , then cannot agree in any coordinate, since that coordinate section would have an omitted earlier member and an included later one. Therefore . Let be the first omitted vertex and the last included vertex. If is noninitial, and . Any vertex strictly between them would have to be included, since an omitted paired with would have to equal . But it would also have to be omitted, since an included paired with would have to equal . Thus there is no such : are consecutive complementary vertices. Everything before is included and everything after omitted. Hence is obtained from the initial segment of its size by replacing with its immediate successor .
There are only two forms of this exception. If , consecutive complementary vertices must straddle ranks ; otherwise an intermediate rank or a further vertex in one of their ranks separates them. They are consequentlywith the last -subset and the first -subset. The corresponding initial segment is all ranks at most . For , the omitted remains in through a lower neighbour, and every -subset has at least two -subsets, only one of which was omitted. Thus contains every rank at most , namely . For both singleton closed graph neighbourhoods are the whole .
If , the two complementary vertices must both have rank . The complement map reverses the lexicographic order in that rank, so a consecutive complementary pair must be its central pair. Exactly half the -subsets contain , and all of those precede those missing . Therefore the pair isHere comprises all ranks below and all -subsets containing . For , contains every rank at most , because all lower ranks were retained. Every -subset containing has different -subsets containing , so deletion of the one member removes no vertex of the upper shadow. Consequently . For , the two closed graph neighbourhoods both have size three in . These cases exhaust the exceptions. Since the successive simplicial section compressions never increased the closed graph neighbourhood, this proves the vertex-isoperimetric inequality in the discrete cube.
The same argument gives all integer radii. Write for repetitions of the closed graph neighbourhood. Its application to an initial segment is again initial; the sizes of these initial segments are monotone in the original size. Inducting on therefore gives
For the concentration question, use uniform probability measure on a finite connected graph and normalize its graph distance by its graph diameter. A sequence is a Lévy family of graphs if, for every fixed and , the radius- neighbourhood of every set of measure at least has measure tending to one, uniformly over those sets. One may equivalently require this only for sets of measure at least one half. To see the reverse implication, first the radius- neighbourhood of every positive-density set must eventually have measure greater than one half. Otherwise its complement has measure at least one half, while the radius- neighbourhood of that complement misses the original positive-density set, contradicting the half-measure condition. Apply the half-measure condition once more to the radius- neighbourhood, enlarging it by another , to obtain the full claim. The metric normalization is essential here.
For , the graph diameter is . A uniformly chosen vertex has size with binomial distribution , expectation and variance . Fix and choose so that . By Chebyshev's inequality,For sufficiently large , put . Every initial segment of measure at least contains the complete ranks through . Its radius- graph neighbourhood therefore contains every rank at most . Taking , the all-radius vertex-isoperimetric inequality in the discrete cube gives, uniformly for ,The last Chebyshev's inequality is used only when its denominator has positive square root. These are precisely the radius- neighbourhoods in the normalized graph distance. The discrete cubes form a Lévy family. In fact, taking in the same bound makes the omitted measure for each fixed : a radius that is already suffices.
For fixed , the nearest-neighbour grid has graph distance and graph diameter . Take the slab , whose uniform measure is at least one half. Its integer radius- graph neighbourhood is exactly : changing the first coordinate alone attains the minimum distance to the slab. For and , the omitted proportion tends toThus there is failure of concentration in fixed-dimensional grids, and the fixed-dimensional grids do not form a Lévy family with normalized graph distance.
Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 31 3 Solution Created 2026-10-03 Updated 2026-10-14
On the real line, Prohorov's theorem states that a sequence of probability measures is uniformly tight if and only if every subsequence has a further subsequence converging weakly to a probability measure. Here uniformly tight means that, for every , some compact interval contains mass at least for every measure in the sequence. This is relative sequential compactness for weak convergence of probability measures, not merely the existence of one convergent subsequence.
We first prove the characteristic-function tail bound. Put . For ,At the expression is zero by continuity. If , the supplied elementary bound, with , makes it at least . The integrand is nonnegative, so Tonelli's theorem yieldsThus one valid universal constant isThe estimate controls spatial tails using only the characteristic function near zero.
Apply it to each . For fixed , pointwise convergence of the characteristic functions and the bound allow dominated convergence on the finite integration interval, givingContinuity of a characteristic function and make the last expression tend to zero as . Given , choose making it less than ; then for all sufficiently large , the preceding tail is less than . Enlarge the compact interval to handle the finitely many remaining probability measures. This proves uniform tightness of the whole sequence.
By Prohorov's theorem, every subsequence has a further weakly convergent subsequence, say with limit . The real and imaginary parts of are bounded continuous functions, so along that subsequenceThe uniqueness theorem for characteristic functions implies . All subsequential weak limits are therefore . If the original sequence failed to converge weakly to , a bounded continuous test function and a subsequence would keep its integrals a fixed distance from the limiting integral; a further weakly convergent subsequence would contradict that. HenceThis supplies the required proof of the Lévy continuity theorem in the stated case.
For the final request, the printed is not defined; the intended function is , the characteristic function of a summand. We prove that without assuming integrability. Write . Independence gives . Moreover convergence in probability to implies uniform convergence of these characteristic functions on each bounded frequency interval: for and ,First let , then .
The potential logarithm-branch ambiguity needs to be resolved, not discarded. By continuity of near zero, its principal complex logarithm is defined at for all and all large , with value zero at . Alsouniformly on , so uniformly there. The two continuous logarithms differ by an integer multiple of :That integer is continuous in and zero at zero, hence identically zero. ConsequentlyFor arbitrary nonzero , take and . Eventually , so dividing the preceding error by shows . Exponentiating at zero proves the derivative forced by the weak law:This is the weak law forces a characteristic-function derivative argument. Its estimates use bounded exponentials, not . If is integrable, dominated convergence permits differentiation inside the expectation and gives , so then .
Absolute integrability is genuinely unnecessary. For an explicit weak law without an absolute first moment, take a symmetric variable withwith mass at zero and no mass with . This is a valid law: the specified tail decreases from to zero, and its derivative defines the continuous part beyond . Its absolute first moment is infinite because . For independent copies, set . Symmetry gives , and integration of the tail givesFor the last estimate, split the integral at ; the initial part is and the remainder is at most , apart from a fixed initial constant. Chebyshev's inequality now gives in probability. The probability that any truncation changes a summand is at most , so in probability although . The derivative is zero, but the usual expectation of does not exist.
If either the positive or negative part is integrable, the finite weak-law limit does force full integrability. For example, if , then is integrable and its sample averages have the weak law of large numbers limit . Since they are bounded above by the original averages, for every . Letting shows . The symmetric argument handles the other one-sided hypothesis. The nonintegrable example necessarily has both one-sided expectations infinite.
Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 69 2 Solution 2026-10-14
Write the Bernstein basis as , with for out-of-range indices. The Bernstein polynomial isDifferentiation and the identities and give . Shifting the first sum's index therefore yieldsRepeating this calculation takes another forward finite difference of the coefficients and lowers the degree by one. Induction proves the derivatives of Bernstein polynomials formulaFor , define a continuous function on byAll sampled arguments lie in , since the largest is . At the degree- sampling point , this gives exactly the coefficient , and hence . The rescaling is essential: the sampling meshes are and , and the function depends on . For , the derivative is the constant , interpreted as a degree-zero Bernstein polynomial.
Now fix and assume . The supplied uniform limit of normalized finite differences, together with and uniform continuity of , shows thatPositivity and imply . For completeness, if then , and . Splitting according to whether and using Chebyshev's inequality givesFirst let and then ; this proves uniform convergence for each continuous . Finally,Thus Bernstein polynomial derivatives converge uniformly to the corresponding derivatives of , for each fixed with . Continuity of alone is sufficient for the definition of , but not for this derivative conclusion.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 11 4 Solution Created 2026-10-03 Updated 2026-10-07
Use the phase-distance convention for a Bohr set:where the norm is distance to the nearest integer. This is the Bohr set in phase-distance convention; the alternative condition has a different radius and corresponding constants. Assume , as requires.
For each residue , form in the -dimensional torus. Around these points place translates of a box of side length in each coordinate. For , their volumes sum to . If , two boxes overlap, and their distinct indices differ by a nonzero with every phase distance less than . Thus the Bohr set contains a nonzero element at the stated threshold. For larger radii the entire group is already present.
Letting the box width decrease to and using the finite number of possible nonzero , obtain a nonzero with for every . By the triangle inequality, lies in whenever . Since is prime, these multiples are distinct up to length . Therefore, in the usual radius range , the arithmetic progressionhas the requested length. For literally unrestricted , the correct lower bound is : a progression of distinct residues cannot exceed . For example, , makes the uncapped printed bound impossible. If is empty, the Bohr set is the whole group and has a progression of length ; the displayed exponent is simply inapplicable.
Now transfer the dense integer set to a larger cyclic group. Choose a prime , using Bertrand's postulate, and regard as a subset of . Its density is at least . Normalize Fourier coefficients on a finite abelian group and convolution byThe Fourier inversion and Parseval identity formulas are and ; convolution turns into multiplication of Fourier coefficients on a finite abelian group.
For , set . Then Parseval identity boundsAlso, with , the nonnegative convolution is supported exactly on the modular set , andThe frequencies outside contribute in absolute value at most . For , the real part of each phase from is at least ; moreover and . Hence . We have proved the cyclic Bogolyubov lemma with explicit phase radius:The previous Bohr set argument gives a modular arithmetic progression of length at least . The remaining step is lifting a short modular progression to an integer progression. Every one of its elements has a unique integer lift belonging to . Successive lifted differences lie in and are congruent to the same residue. Since , at most one integer in this difference interval represents that residue, so every successive difference is the same. The lifts form a genuine integer arithmetic progression, not merely a modular one.
For sufficiently large , the constants can be absorbed into half the exponent. ThusNo attempt to optimize this absolute constant is needed.
A counterexample comes from dense integer sets with only logarithmic-length progressions. To show that itself need not have such a progression, choose a random subset by independent inclusion with probability . Its size has mean and variance at most , so Chebyshev's inequality shows . There are at most increasing arithmetic progressions of any fixed length , and each belongs to with probability . Taking makes the union bound at most . For large , some realization has at least elements and no length- arithmetic progression. Take a subset of exactly elements. It retains that avoidance. Such a set has no progression longer than , and therefore no progression of length for any fixed , eventually. Interpret the prescribed exact cardinality on values of where it is integral, or use its integer part.
Past exam of the mathematics course of the University of Cambridge 2015 ia Paper 2 11F Solution Created 2026-09-24 Updated 2026-10-06
For a nonnegative random variable with finite expected value, and , Markov's inequality states . Indeed , and taking expected values proves the bound. For a random variable with mean and finite variance , apply Markov's inequality to at threshold . This proves Chebyshev's inequality:For independent and identically distributed random variables with finite mean and variance , the sample mean has expected value and variance . ThusThis is the weak law: , with the finite-variance hypotheses used in this direct deduction.
The more general weak law of large numbers needs only . To obtain that version, truncate . For fixed the bounded variables obey the result just proved. Their means tend to , while Markov's inequality bounds the probability that the two sample means differ by more than by . First take and then ; the integrable tail vanishes, proving the full integrable i.i.d. version as well.
Finally assume and . For every , implies , so Markov's inequality givesIf , the derivative of the right-hand side is , so its minimum is at . The Cantelli inequality follows:If , almost surely and the same bound is immediate. The bound is sharp: put mass at and the remaining mass at ; this has exactly the prescribed mean and variance.