Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 7 3 Solution Created 2026-10-03 Updated 2026-10-07
The relevant version of Wiener covering lemma is the finite ball selection lemma: from a finite collection of open Euclidean balls one can select pairwise disjoint balls such that the original union is contained in , where has the same centre and three times the radius. To prove it, repeatedly retain a largest-radius remaining ball and discard every ball meeting it. If a discarded ball has radius and meets a retained ball of radius , every point of the former is at distance less than from the latter's centre. This proves the containment and, by scaling Lebesgue measure,This is a covering result; no Fourier-algebra version of Wiener's lemma is involved.
We use it for a disjoint ball decomposition modulo null sets of . The empty set needs only the empty family. Otherwise put . For an open residual set of positive finite measure, inner regularity of Lebesgue measure supplies a compact with . Cover by finitely many open balls whose closures lie in , and use the Wiener covering lemma to select disjoint balls. Their total measure is at least . Remove their closures to obtain the open residual set . Ball boundaries are null sets, soAll retained balls, including those from different stages, are pairwise disjoint and contained in . They form a countable family. The uncovered set is contained in together with their countably many boundaries, and both have measure zero. Enumerating the retained balls gives
Next consider the uncentered maximal function of a finite measure. For every real , its strict superlevel set isIndeed, membership in the ball is exactly the strict condition in the supremum. This union is open, proving that is lower semicontinuous as an extended nonnegative function; it may take the value infinity.
For , take a compact subset of this superlevel set and choose a finite cover by balls satisfying the displayed density inequality. The Wiener covering lemma selects disjoint balls whose triples cover . Since is a probability measure,Take the supremum over compact using inner regularity of Lebesgue measure. This works even if the open superlevel set was initially unbounded, and proves the uncentered maximal weak-type inequalityFor a finite positive measure of mass , scaling gives instead.
One important use is the Lebesgue differentiation theorem. For , approximate it in by a compactly supported continuous , and set . The limiting mean oscillation of at is at most , since that of vanishes by continuity. The preceding weak-type estimate and the elementary integral bound on giveLet the approximation error tend to zero and then take countably many . The local averages of converge to almost everywhere. Localizing extends this to locally integrable functions. Thus the maximal estimate turns norm approximation by continuous functions into almost-everywhere information about local averages.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 7 4 Solution Created 2026-10-03 Updated 2026-10-07
We prove Kantorovich duality theorem here by a positive-functional extension argument; it produces the minimizing transport plan at the same time as equality of the values. Let and . This is a bounded continuous function because is a compact metric space. Write for the real space of continuous functions on a compact space, and letOn this vector subspace define . It is well-defined: two representations differ by a constant in the first variable and the opposite constant in the second, and both measures have mass one. It is positive, since implies and hence . Also .
Define the majorant envelope, which is a sublinear functional:Constants majorize every , and positivity gives , so this quantity is finite. Taking approximate minimizing majorants proves subadditivity; rescaling majorants proves positive homogeneity. Moreover for , and subtracting from a majorant provesThe dual value in the question is exactlySubadditivity at gives .
On , assign the value to . If the representation is unique. If , then , so the assignment is still well-defined. It is dominated by : for , use ; for , positive homogeneity gives . Together with the translation identity, these verify domination in both cases.
The real Hahn-Banach theorem extends this functional to with . If , then , so . Thus is a positive linear functional, with and . Positivity also gives , so is continuous. The Riesz-Markov-Kakutani representation theorem supplies a Borel probability measure on the compact space , satisfying .
For every , its pullback belongs to , so . Likewise . Uniqueness in the Riesz-Markov-Kakutani representation theorem shows that these are exactly the two marginal distributions. Finally, every feasible pair gives a lower bound for the cost of every transport plan, by integration. Our constructed plan achieves that bound:This Kantorovich duality by positive extension establishes the requested existence and equality without assuming an optimal plan in advance.
The metric structure additionally gives the Kantorovich–Rubinstein theorem formulation. For a feasible pair define . The triangle inequality for makes one-Lipschitz continuous, , and . Hence the dual objective is at most . Conversely is feasible for every one-Lipschitz . ThereforeNormalizing for a fixed gives a uniformly bounded equicontinuous family; it is closed and compact in the uniform topology by the Arzela-Ascoli theorem. The objective is uniformly continuous on this family, so the supremum is attained as well. In particular, is the first Wasserstein distance between the two measures.
Past exam of the mathematics course of the University of Cambridge 2014 ib Paper 2 4E i Solution Created 2026-09-24 Updated 2026-10-06
False. The constant continuous function , , sends the open set to , which is not open. Therefore continuity alone does not imply an open map.
Past exam of the mathematics course of the University of Cambridge 2014 ib Paper 4 3F Solution Created 2026-09-24 Updated 2026-10-06
A contraction mapping on a metric space satisfies for all , with one constant . The contraction mapping theorem says that on a nonempty complete metric space such a map has a unique fixed point; successive iterates from any starting point converge to it. More precisely, if , then .
The Volterra integration operator maps continuous functions to continuous functions. In the uniform norm,This constant cannot be decreased: for and , , and both uniform norms are one. Hence is not a contraction.
Changing the order of integration over the triangular region givesThus is a contraction, with sharp constant . This is an example of an iterated contraction.
Past exam of the mathematics course of the University of Cambridge 2015 ia Paper 1 10D a Solution Created 2026-09-24 Updated 2026-10-06
We use the Bolzano-Weierstrass theorem: every bounded real sequence has a convergent subsequence. If were unbounded on , there would be with . The Bolzano-Weierstrass theorem gives a subsequence , and the closed interval contains . Since is a continuous function, , contradicting . Thus is bounded.
Let . By the definition of the supremum, choose with . Again the Bolzano-Weierstrass theorem gives . Continuity yields . Applying the same argument to gives a point where attains its infimum. Therefore both the supremum and the infimum are attained. This proves the extreme value theorem for a closed bounded interval.
Past exam of the mathematics course of the University of Cambridge 2015 ia Paper 1 10D b Solution Created 2026-09-24 Updated 2026-10-06
Away from integer multiples of , the function is a composition of continuous functions. At zero, the bound gives by the squeeze theorem. This is oscillation multiplied by a vanishing amplitude.
Fix and set and . Then , , andSo is discontinuous at every nonzero integer multiple of . Its set of continuity points is
On , for , while . With as above, . Consequently the supremum is and is not attained. This illustrates that supremum can fail to be attained at an oscillatory endpoint.
On , set . It lies strictly inside the interval, and , so . Choose . On ,On , is a continuous function, so the extreme value theorem gives a maximum there, at least . It exceeds every value on the discarded interval. Therefore does attain its supremum on . This is the interior-value criterion for an attained maximum.
Past exam of the mathematics course of the University of Cambridge 2015 ia Paper 1 11D ii Solution Created 2026-09-24 Updated 2026-10-06
For a chord of length , consider the continuous function on . Since ,An endpoint zero already supplies the chord. Otherwise the endpoint values have opposite signs, so the intermediate value theorem supplies at some . Thus a horizontal chord of length exists.
For each integer , define on . The sampled differences telescope:If any sampled value is zero, it gives the required chord. Otherwise there must be both a positive and a negative sampled value. The intermediate value theorem, applied between their sample points, then gives . Hence a horizontal chord of length exists for every positive integer ; for , the endpoint chord itself suffices. This proves the horizontal chord of reciprocal-integer length result, without restricting to powers of two.
Past exam of the mathematics course of the University of Cambridge 2015 ia Paper 1 11D i Solution Created 2026-09-24 Updated 2026-10-06
The intermediate value theorem says that if is a continuous function, then every value between and is attained at some point of .
Endpoint values are already attained. Suppose and define . It is nonempty and bounded above, so exists. Continuity at ensures that contains points to the right of , and continuity at ensures that no point sufficiently close to belongs to . Hence .
By the definition of the supremum, there are points of approaching . If , continuity would exclude all such nearby points from , a contradiction. If , continuity would put some point to the right of in , again a contradiction. Therefore . When , apply this argument to . This proves the intermediate value theorem in all cases.
Past exam of the mathematics course of the University of Cambridge 2015 ia Paper 1 3F a Solution Created 2026-09-24 Updated 2026-10-06
For , the usual unit-circle area comparison, with angles measured in radians, gives . HenceThe cosine is a continuous function at zero, so the squeeze theorem yields the right-hand limit of a function . The quotient is even, so the left-hand limit of a function is the same. Thus the limit is .
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 29 6 iii Solution Created 2026-10-03 Updated 2026-10-06
First, convergence in probability at gives almost surely, since every . For any finite set of times, the corresponding vectors converge in probability: the union bound controls the probability that any coordinate differs by more than a fixed tolerance. The same holds for their increment vectors, hence also for their convergence in distribution.
For , set and . The characteristic function of a random vector factors for the independent increments of each :Pass to the limit using convergence in distribution and bounded continuous functions. The resulting factorization of the characteristic function of a random vector, with the uniqueness theorem for characteristic functions, proves independence of the . Similarly passes to the limit, proving stationary increments for .
It remains to prove stochastic continuity. For , the triangle inequality and the union bound imply, for every fixed ,The second term vanishes by stochastic continuity of . Now let and use the additional near-zero approximation hypothesis. We obtain in probability as . The stationary increments transfer this to every time: both and have the law of for when defined. Thus has all the intrinsic Lévy process properties, proving closure of Lévy processes under locally controlled convergence in probability.
If one requires the supplied process itself to be càdlàg, the hypotheses justify a càdlàg modification, rather than that stronger pathwise assertion. To see the distinction, take , let have uniform distribution on , and put . At each fixed time , almost surely, so both approximation hypotheses hold with zero error probability. Nevertheless every path has an isolated spike at and is not right-continuous there. Its identically zero modification of a stochastic process is a Lévy process with càdlàg paths. The conclusion is exact under the intrinsic definition, and exact up to modification under the convention requiring càdlàg paths.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 6 3 Solution Created 2026-10-03 Updated 2026-10-06
All vector spaces in this solution are complex, while convex combinations use real coefficients. An extreme point of a convex set is one for which , and , forces . Equivalently, is not the midpoint of two distinct points of .
The Krein-Milman theorem says that every nonempty compact convex set in a Hausdorff locally convex space is the closed convex hull of its extreme points. Here is a proof. A face of a convex set is a convex set such that whenever an interior point of a segment in belongs to , both endpoints belong to . Consider nonempty compact faces, ordered by reverse inclusion. A chain has nonempty intersection by compactness and the finite intersection property; that intersection is again a compact face. The Zorn lemma therefore gives a minimal nonempty compact face .
If contains distinct , a continuous real linear functional on the underlying real locally convex space distinguishes them. Such a linear functional exists because the space is Hausdorff and locally convex, by the Hahn-Banach theorem. The maximizers of on form a nonempty proper compact face of . A face of a face is a face of , contradicting minimality. Therefore is a singleton, yielding an extreme point. The same argument inside any nonempty compact face of supplies an extreme point of lying in that face.
Let be the closed convex hull of the extreme points of . It is a nonempty closed subset of compact , hence compact. If , the Hahn-Banach separation theorem provides a continuous real linear functional with . Its maximizer set on is a nonempty compact face, which contains an extreme point of . But and , a contradiction. Thus , proving Krein-Milman theorem.
For a nonempty compact Hausdorff space , the extreme points of the dual unit ball of C(K) areThis is the permitted description without proof, with denoting the complex space of continuous functions on a compact space equipped with the supremum norm. If is empty, and the closed unit ball of its continuous dual space has the single extreme point instead.
The complex Banach–Stone theorem states that a surjective complex-linear isometric isomorphism of normed spaces has the formwhere and is a homeomorphism. Conversely, every such map is a surjective complex-linear isometric isomorphism of normed spaces for the supremum norm.
To prove this, suppose first that are nonempty. The Banach-space adjoint is a bijective isometric isomorphism of normed spaces on the continuous dual spaces, so it bijects their closed unit balls and preserves extreme points. The displayed extreme point description gives uniquelyUniqueness follows by evaluating at the constant function , and then using that continuous functions separate points of a compact Hausdorff space. Evaluation gives the required formula for , and is continuous. Surjectivity of on extreme points proves surjectivity of : the preimage of any is for some . If , every function in the range of has equal values at these two points after division by ; surjectivity of and separation of points force . Thus is bijective.
For every , is continuous. The evaluation map , , is a continuous injection of a compact Hausdorff space into a Hausdorff product topology, hence a homeomorphism onto its image. Continuity of every coordinate proves continuity of . A continuous bijection between compact Hausdorff spaces is a homeomorphism. Conversely the weighted-composition formula plainly preserves the supremum norm, and its inverse isIf one compact space is empty, a surjective isometric isomorphism of normed spaces forces the other to be empty, and the empty homeomorphism gives the corresponding trivial case. This completes Banach–Stone theorem.
Neither the space of sequences converging to zero nor can be isometrically a continuous dual space of a Banach space. Indeed, every nonzero continuous dual space has a nonempty weak-star compact closed unit ball by Banach-Alaoglu theorem, and Krein-Milman theorem then guarantees an extreme point. A bijective linear isometry preserves extreme points of closed unit balls.
The closed unit ball of has no extreme points. Given with , choose with and . The two distinct elements remain in that closed unit ball and have midpoint .
The closed unit ball of the complex Lp space also has no extreme points. An element of norm less than one can be perturbed by a sufficiently small nonzero Lp space element in both directions. If , the non-atomic measure admits a measurable set of mass ; for example the continuous function attains . Put . For , the distinct functions both have Lp normwith the two coefficients interchanged for the minus sign. Their midpoint is . Thus neither proposed space is isometrically a Banach dual.
Finally, is a connected space, whereas is disconnected. They cannot be homeomorphic. By Banach–Stone theorem, and are not isometrically isomorphic as complex Banach spaces.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 6 4 Solution Created 2026-10-03 Updated 2026-10-06
Work over and take a nonzero commutative unital Banach algebra , with . A character of an algebra is a nonzero multiplicative complex linear functional . It satisfies . Moreover : otherwise would be invertible, although its image under is zero. The bound on the spectrum of an element therefore gives , proving automatic continuity of characters and .
Every proper maximal ideal of is closed. Indeed its closure is an ideal; if this closure were all of , would contain an element within distance less than one of . Such an element is invertible by the Neumann series, forcing . Thus the closure is proper and maximality makes it equal to . The quotient Banach space , with its quotient Banach algebra structure, is a complex normed division algebra. By the Gelfand-Mazur theorem, it is , so the quotient map gives a character of an algebra with kernel . Conversely, the kernel of every character of an algebra is a maximal ideal, since the character is onto . The Zorn lemma supplies a maximal ideal containing every proper ideal, so the character space of an algebra is nonempty.
These facts give the exact relation between the character space and the spectrum of an element:One inclusion was proved above. For the other, if is noninvertible, the principal ideal it generates is proper because is commutative. Contain it in a maximal ideal and use its corresponding character of an algebra to obtain .
Give the Gelfand topology, namely its subspace topology from the weak-star topology on . In the closed unit ball of , it is the intersection of the closed conditionsConsequently Banach-Alaoglu theorem makes a compact Hausdorff space. For every , define the Gelfand transform . This is a continuous function on by definition of the Gelfand topology. The Gelfand representation theorem gives a contractive unital algebra homomorphism over a fieldMultiplicativity and linearity follow by evaluating at each character of an algebra; the supremum norm equality follows from the preceding spectrum of an element identity. Its kernel isthe Jacobson radical. Equivalently, its elements have spectrum of an element . Thus is injective precisely when is a semisimple commutative Banach algebra, and it gives a faithful continuous representation of as a function algebra. Its range contains the constants and separates points of , because distinct characters of an algebra differ on some . An arbitrary Banach algebra need not have an isometric or surjective Gelfand transform, nor a uniformly dense range: those conclusions require further hypotheses.
For the Banach algebra on a nonempty compact Hausdorff space , all characters of an algebra are evaluation characters. To see this, let be a maximal ideal. If its elements had no common zero, compactness would supply with no common zero. The continuous function belongs to , is strictly positive on , and has a continuous reciprocal. It is therefore invertible, a contradiction. Hence all elements of vanish at some , so and maximality gives equality. The associated character of an algebra must be : since , its value on is .
The map is a continuous bijection , using separation of points by continuous functions. Compactness and the Hausdorff property make it a homeomorphism. Under this identification the Gelfand transform is , so it is the identity representation of , in particular an isometric onto map. The empty gives the zero algebra, whose empty character space represents the zero function space; it was excluded by the nonzero unital convention above.
Now let be a commutative unital C-star algebra. The stronger conclusion is the Commutative Gelfand--Naimark theorem: the Gelfand transform is an isometric onto C-star homomorphism . We prove the additional assertions without assuming this conclusion.
First every character of an algebra respects the C-star algebra involution. If , the elements , , are unitary elements of a C-star algebra, and their norm is one by the C-star identity. Continuity and multiplicativity give . Thus for every real , forcing to be real. Writing with and self-adjoint gives . Therefore the range of is closed under complex conjugation.
Every element of commutative is a Normal element of a C-star algebra. For a normal , use the C-star identity, and then the same identity for the self-adjoint element , to obtainIts powers are also normal, so . The spectral radius formula gives , hence . The Gelfand transform is therefore an isometry, and its range is complete and closed in the supremum norm. It contains constants, separates points and is closed under complex conjugation. The complex Stone-Weierstrass theorem makes that range dense, hence all of .
The approximation step in Stone-Weierstrass theorem can also be seen directly here. For a unital conjugation-closed point-separating subalgebra , the real-valued part of its uniform closure is closed under absolute values, by polynomial approximation to on bounded intervals, hence under pointwise maxima and minima. Its real-valued functions separate points. Given real and , for each an affine rescaling of a separating function produces agreeing with at ; take a constant when . For fixed , finitely many neighbourhoods of where cover . Their maximum exceeds everywhere and agrees with at , hence is less than near . Finitely many of these latter neighbourhoods cover ; the minimum of their lies between and everywhere. Approximate real and imaginary parts separately. This proves the density used above and completes the C-star algebra conclusion.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 71 1 Solution Created 2026-10-03 Updated 2026-10-06
Use complex-linear distributions, so the pairing contains no complex conjugation. The space of smooth functions is , with seminormsThus means uniform convergence of every derivative on every compact subset of . A cofinal compact exhaustion with makes an increasing defining family. Such an exhaustion exists for every open set; for example, use bounded sets staying a positive distance from its complement and enlarge them slightly. This is a Fréchet space.
The compactly supported distribution space is the continuous dual space . We use its weak-star topology: precisely when for every . A stronger standard choice is the strong dual topology, which requires uniform convergence on bounded subsets of ; specifying the weak convention avoids conflating these definitions.
A continuous linear functional necessarily takes null sequences to zero. Conversely, suppose a linear functional fails to be continuous. For each , it is unbounded on ; otherwise scaling would give a continuity estimate. We can therefore choose withFor each fixed , once . This contradicts the assumed null-sequence property. Hence sequential continuity characterizes the continuous dual:This is the sequential continuity criterion in a metrizable vector space applied to a linear functional.
Continuity also yields one compact , an integer and a constant such that . Thus has compact support in and finite order of a distribution. Conversely, a compactly supported distribution extends to by , where a cutoff function equals one near its support of a distribution. The local finite-order estimate makes this extension continuous and independent of . This identifies the dual definition with compactly supported distributions.
Here is an explicit compact continuous-derivative representation of a distribution. Extend by zero to using a cutoff function inside , retaining finite order . Put andThis locally function satisfies . Indeed, each one-dimensional factor has th distributional derivative equal to the Dirac delta distribution. The convolution is continuous: the finite-order estimate extends to functions near its compact support, and translated varies continuously in their norms. Equivalently, mollify and use the estimate to obtain local uniform convergence of the convolved functions. Distributional differentiation gives .
Choose equal to one near . Since , repeated Leibniz rule givesEvery coefficient function on the right is continuous and compactly supported in . Thus the required representation is finite:The equality first holds on test functions and then on all smooth functions after inserting a common cutoff, so it holds in .
A general distribution need not admit one finite such sum, even if compact support is not required of the continuous functions. On , considerThe sum is locally finite, so it defines a distribution. If it were a finite sum with all continuous, then on every fixed compact set its action would be bounded by test derivatives through order . Near an integer , however, it is exactly , whose order is . To see the contradiction directly, choose a test function with and put . All derivative norms through order tend to zero, while . This is a distribution of unbounded order. In dimensions , the same example uses point masses at and derivatives in the first coordinate.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 7 1 Solution Created 2026-10-03 Updated 2026-10-06
Consider the operators on all of or , extending the displayed positive-function formula linearly. Here is the space of continuous functions vanishing at infinity. The multiplier has modulus at most one, so , and multiplication of exponentials gives and . For strong continuity on , choose a compact outside which is small. On the continuous is bounded, making uniform; outside , . For , use pointwise convergence and the dominated convergence theorem with bound . Thus both are contraction semigroups, even when is unbounded.
The generator of a multiplication semigroup isIndeed pointwise difference quotients converge to . A norm limit therefore forces the displayed domain condition, using an almost-everywhere convergent subsequence for the case. Conversely , so the dominated convergence theorem proves the limit when . In write the error as times , with the value at supplied by continuity. That second factor tends uniformly to zero where is bounded and has modulus at most one; the compact-set and small-tail argument applied to proves uniform convergence. To prove directly that is a closed operator, take and . Pointwise limits in , or a common almost-everywhere convergent subsequence in , give . Thus is in the appropriate generator domain and . In the domain is dense because ; in compactly supported continuous functions are a dense subspace contained in the domain.
A real multiplication operator on its maximal domain is an unbounded self-adjoint operator. One direct verification is to test the adjoint relation against functions supported on . If is in the adjoint operator domain with representing vector , those tests force on each such set, hence . The converse follows by integration. On the sigma-finite measure spaces used below, the spectrum of a real multiplication operator is its essential range; spectral values are detected by unit vectors supported where the multiplier is arbitrarily close to that value, while outside the essential range its reciprocal is a bounded resolvent multiplier.
For the heat semigroup on , take the normalization . The unitary Fourier transform converts it to multiplication by , and converts the semigroup to multiplication by . ConsequentlyThe Sobolev space domain is exactly . The continuous spectrum comes from the full essential range of , not from square-integrable Fourier eigenvectors.
For the Ornstein-Uhlenbeck semigroup on standard Gaussian measure, the normalized Probabilists' Hermite polynomials form an orthonormal basis. The construction below gives and , so the Hermite coefficient map turns it into a real multiplication operator on . ThereforeFinally, the heat semigroup on the whole real line has no positive spectral gap, whereas the standard Ornstein-Uhlenbeck semigroup has gap one. For the first claim, take a nonzero smooth compactly supported and set . Then , but . This disproves a uniform whole-line Poincare inequality ; one can also choose . Lebesgue measure here is infinite, so it has no normalized probability mean to subtract. For Gaussian measure, the Hermite expansion instead gives the sharp Gaussian Poincaré inequalityEquality holds for affine functions. The identity on the right is interpreted on the energy-form domain, which is larger than the full operator domain.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 7 2 Solution Created 2026-10-03 Updated 2026-10-06
On a compact metric space , a conservative Feller semigroup is a strongly continuous semigroup of positive linear maps on satisfying . Positivity means . These conditions imply sup-norm contraction. Conversely, for a contraction semigroup with and , differentiation on the generator domain gives , so . On the real space , if , then , implying . Scaling proves positivity for every nonnegative . This is the unital contraction positivity criterion. For complex the same conclusion follows because each functional has norm one and value one on , hence is a positive linear functional.
For each , the Riesz-Markov-Kakutani representation theorem represents that functional by a unique Borel probability measure :Continuity of gives weak continuity of . Approximating indicators of open sets increasingly by continuous functions proves Borel measurability in ; a monotone-class argument then gives a Markov kernel. The semigroup property and uniqueness of representing measures yield and the Chapman-Kolmogorov equationThese are the required transition probabilities.
An invariant probability measure for a semigroup satisfies for every and . Equivalently its distribution is preserved by the Markov kernel. For , Jensen inequality gives pointwise. Integrating and using invariance provesAlso . Continuous functions are dense in these spaces for a finite Borel measure on a compact metric space, so the contraction extends to a strongly continuous semigroup on .
For real with , the kernel form of Jensen inequality gives , with equality at . Take its right derivative to obtain the generator square inequalityThis is nonnegativity of the associated carré du champ.
Each time-average functional is positive with , hence represents a Borel probability measure . The compactness of probability measures on a compact metric space gives a subsequence converging weakly to a probability measure . Explicitly, is a separable Banach space, so Banach-Alaoglu theorem and a countable dense family give a subsequence converging on every continuous function, rather than merely a net. For fixed , the semigroup property gives the Krylov-Bogolyubov time-average argument:Its absolute value is at most . Pass to the subsequential limit, observing that , to get . Thus the limiting measure is invariant.
