Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 8 4 a Solution Created 2026-10-03 Updated 2026-10-14
The finite-dimensional Krein-Milman theorem says that a nonempty compact convex set is the convex hull of its extreme points. A point is extreme if a proper convex combination of two points of equals it only when both points equal it.
Prove the theorem by induction on the dimension of the affine hull. Dimension zero is immediate. In positive dimension work inside that affine hull, where has interior. Every boundary point lies on a supporting hyperplane. To see this, choose exterior points and nearest points . Convexity and the minimum-distance condition give for . A subsequence of the normalized nonzero vectors converges to a unit vector , while , giving . The resulting face has smaller affine dimension. Its extreme points are extreme in , since equality in the supporting inequality forces both endpoints of any decomposition to lie in . Induction expresses as a convex combination of extreme points of .
Every interior point is a convex combination of the two endpoints of a line segment through it maximal in ; compactness gives the endpoints, and both are boundary points. Combining their convex decompositions completes the proof. In the generalization requested, a nonempty weak-star compact convex subset of the dual unit ball of a separable Banach space satisfiesThe closure is now essential; separability makes this compact weak-star setting metrizable but the general Krein-Milman theorem holds more broadly in locally convex spaces.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 38 6 b Solution Created 2026-10-03 Updated 2026-10-07
A security level payoff maximizes what a player guarantees against the opponent. Let be the row player's probability of the first action. Its guaranteed payoff isThe decreasing and increasing terms cross at , attaining ; moving either way lowers the smaller term. For the column player, any mixture has zero payoff against the first row, while its second-row payoff is nonnegative. Therefore andThe feasible set is the convex hull of the four joint pure-action payoff vectors. Its upper Pareto frontier connects to to . Write the row payoff as and column payoff as . On the first Pareto frontier segment, for . The Nash product isa concave quadratic with derivative , maximized at , , giving product . On the portion of the other Pareto frontier segment satisfying bargaining individual rationality, and . Its product derivative is positive throughout, so its largest product is at , smaller than . All dominated points can be discarded by Pareto efficiency. ConsequentlyThis payoff is implemented by a correlated payoff lottery choosing the payoff with probability and with probability . The convex hull permits such lotteries over joint outcomes; it is not restricted to independent mixed strategies.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 6 3 Solution Created 2026-10-03 Updated 2026-10-06
The Riesz-Markov-Kakutani representation theorem says that a positive linear functional on has the form for a unique finite positive regular Borel measure , with norm . Its complex form says that every bounded complex linear functional is represented by a unique finite regular complex measure , andThe extension from positive to arbitrary linear functionals follows by positive/negative decomposition of real linear functionals and then real/imaginary decomposition. The last quantity is the total variation norm of a measure, so this identifies the dual isometrically.
An extreme point of a convex set cannot be written as with and distinct . The Krein-Milman theorem, applied with the underlying real locally convex weak-star topology, states
We next prove Milman's converse to the Krein-Milman theorem. Suppose an extreme point were outside the weak-star closure of . A basic weak-star neighborhood of disjoint from uses finitely many real coordinates: real and imaginary parts of evaluations at elements of . Its complement is the union of finitely many closed half-spacesIntersect these with , discard empty intersections, and call the resulting compact convex sets . They cover , and none contains .
The convex hull of their union is compact. Every point in it can be written with in the finite simplex and , by combining terms from the same convex set. The map from the simplex times to that sum is weak-star continuous, so its image is compact and closed. It therefore contains , in particular . But extremality forces every having a positive coefficient in a representation of to equal , contradicting . Hence
Assume . We claim that the extreme points of the dual unit ball of C(K) areA measure of norm less than one is not extreme, since it admits a small nonzero perturbation within the ball. For a measure of norm one, suppose is not a point mass. There is a Borel set with : if the measure support has two points, choose disjoint neighborhoods of positive mass; a regular probability measure supported at just one point is the corresponding point mass. Thenis a convex combination of distinct norm-one measures. Thus an extreme measure must have variation concentrated at one point, and must be with .
Conversely, if with , thenEquality throughout forces both measures to have all their variation at , and forces their phases to be . Hence , proving extremality. If , the dual ball is and its sole extreme point is .
Every finite Borel measure on is regular, so the given belongs to the dual unit ball of . Apply Banach-Alaoglu theorem and Krein-Milman theorem to that ball. It is the weak-star closed convex hull of these phased point masses. The unit ball of the finite-dimensional vector subspace is norm compact. Choose a finite -net in it. There is a convex combinationwhose integrals differ from those of by less than on every . Put . Then and . For any in the unit ball of , choose with . The linear functional has norm at most two, soScaling yields the requested estimate for every . This is atomic approximation on finite-dimensional spaces of continuous functions. Repeated nodes are allowed: keeping their individual terms preserves the exact sum of coefficient magnitudes even if their phases cancel. If , one point with coefficient one suffices.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 6 2 Solution Created 2026-10-03 Updated 2026-10-06
The weak topology on a normed vector space is , the coarsest topology making every bounded linear functional continuous. A neighbourhood base at is given by finitely many inequalities , with . In the complex case, separation uses real parts of bounded linear functionals.
Mazur theorem states that the weak closure of a convex set equals its closure in the norm topology. The weak topology is coarser than the norm topology, so the norm closure is contained in the weak closure. Conversely, if is outside the norm closure of a convex set , the Hahn-Banach separation theorem gives and with . The corresponding weak topology neighbourhood of misses , so is outside its weak closure. This proves Mazur theorem, including the empty-set case. In particular, if converges weakly to , then is in the weak closure of every tail and therefore in the norm closure of its convex hull. Choosing a finite convex combination of the th tail within of proves the usual Mazur lemma formulation as well.
The weak-star topology on the continuous dual space is : convergence means pointwise convergence on , and a neighbourhood base prescribes finitely many evaluation inequalities. The Banach-Alaoglu theorem states that the closed unit ball of is compact in this weak-star topology, even if is incomplete. Embed this closed unit ball intowhere or . Each factor is compact, so is compact by the Tychonoff theorem. Inside , the equations and define a closed set. Every such point defines a linear functional satisfying , hence belongs to the closed unit ball of . Thus this image is closed in . The product topology on it is exactly the weak-star topology, proving Banach-Alaoglu theorem. Evaluations also separate its points, so the weak-star topology is Hausdorff.
For the canonical embedding into the bidual , we have . Restricting all evaluations at therefore gives exactly . Thus the induced subspace topology is the weak topology on .
Now identify with . Let be a bounded convex set, write for its norm closure in , and let be its weak-star topology closure in . Boundedness places in a multiple of the closed unit ball of , so is compact by Banach-Alaoglu theorem. The preceding subspace topology identification and Mazur theorem giveIf is a weakly compact set, its image in the Hausdorff weak-star topology is compact and therefore closed. It contains , so . Conversely, if , the displayed identity gives , and its compactness is precisely weak compactness in . Hence . This argument also covers .
For a bounded linear operator , its Banach-space adjoint is , defined by . Evaluation at any fixed is thus evaluation at after applying . Each is continuous in the relevant weak-star topology, proving that is weak-star continuous. Applying the same result to shows that is weak-star continuous. Direct evaluation gives
Use for the closed unit ball; using the open ball gives the same norm closure of . Goldstine theorem says that is weak-star dense in . Put . It is compact and closed in the weak-star topology by Banach-Alaoglu theorem and the established continuity. It contains . Conversely, Goldstine theorem gives, for every , a net from converging weak-star to ; its image converges weak-star to . ConsequentlyApply the preceding bounded convex set criterion in , and then scale the closed unit ball. We obtain the bidual characterization of weakly compact operators:The canonical embedding into the bidual on the right specifies exactly which copy of is intended.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 106 2 Solution Created 2026-10-03 Updated 2026-10-06
For a convex subset of a Banach space, weak closure equals norm closure. The Mazur theorem states that for every convex set ,Since every bounded linear functional is norm-continuous, the weak topology is weaker than the norm topology, giving .
For the reverse inclusion, use this form of the Hahn-Banach separation theorem: if is a nonempty norm-closed convex set in a real normed vector space and , there is a continuous real-linear functional such thatApply it to . In a complex Banach space, use the underlying real space; every continuous real-linear is the real part of the complex bounded linear functional . The separating strict inequality gives a neighbourhood open for the weak topology of disjoint from , so . The empty set case is immediate. This proves the Mazur theorem.
A weakly null sequence has disjoint convex blocks converging to zero in norm. If , then for every starting index ,The Mazur theorem places in the norm closure of that tail convex hull. Thus a finite convex combination of vectors from any tail can have norm less than any prescribed .
Choose the convex blocks recursively. After selecting the previous terminal index , let , and choose a finite convex combination from with norm less than . Choose beyond its largest used index, padding the intervening coefficients and the final coefficient with zero. This ensures the printed strict condition as well as . Setting unused coefficients to zero yieldsTherefore in norm. The recursive tail selection is what makes these convex blocks, rather than merely unrelated convex combinations.
Next suppose is separable and is bounded. Use the canonical embedding into the bidual , where . If , then . The Banach-Alaoglu theorem makes this ball compact in , and weak-star metrizability of the dual ball makes it metrizable because its predual is separable. A compact space that is a metric space is sequentially compact, so some subsequence satisfiesThe limit need not belong to ; it is precisely the use of the bidual space that supplies compactness without assuming reflexivity.
For a convex block , every satisfiesBoth and tend to , soThis is the useful convex-block cancellation of a weak-star limit; it does not require the limit to be a vector in .
The quotient sequence has approximate lifts in that are weakly null after passing to a subsequence. Let be the quotient map, with the quotient norm. Since , choose such thatThis uses the infimum defining the quotient norm and does not assume that it is attained. By the preceding compactness argument, pass to a subsequence with a common weak-star limit in . Its quotient images form a weakly null sequence.
Apply the convex block construction to in the quotient Banach space. Using the same coefficients on gives convex blocksSet . The convex-block cancellation of a weak-star limit proves , whileThus the approximate weakly null lifting through a quotient is achieved with the required bound:
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 112 3 i Solution Created 2026-10-03 Updated 2026-10-06
The useful form is Talagrand's convex distance inequality. Let be standard probability spaces, let carry the product measure , and let be a measurable event with . For , form the mismatch vectorsThe Talagrand convex distance is the distance from zero to their closed convex hull:Equivalently, by the Hahn-Banach separation theorem for two convex sets,Nonnegative weights suffice because every mismatch vector has nonnegative coordinates. Talagrand's convex distance inequality statesIn particular, Markov's inequality gives the product-space concentration inequalityThe same conclusion is interpreted with outer probabilities if a distance set is not measurable; the continuous geometric function used below has measurable level sets. A median of a real random variable means that and . Applying the displayed concentration inequality to suitable level sets will control deviations around a median.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 123 3 a Solution Created 2026-10-03 Updated 2026-10-06
Normalize by and put . Write , with and . In the usual coefficient-exponent convention, the Newton polygon is the lower boundary of the convex hull of the upward vertical rays starting atIt runs from to , with nondecreasing slopes from left to right. Zero coefficients contribute no finite point. Equivalently it is the largest convex piecewise-linear function lying below all these coefficient points.
The Newton polygon root valuation theorem says that a segment of slope and horizontal length accounts for exactly roots of valuation , counted with multiplicity, using the extended valuation on an algebraic closure. The nonzero constant coefficient excludes a zero root.
For a short justification, use the weighted Gauss valuation for . It is multiplicative: after scaling by an element of valuation in a valued extension, the initial nonzero residue polynomials multiply without vanishing. Rational suffice. Factoring a monic polynomial into linear factors gives . This supporting-line function changes derivative at precisely the root valuations; its derivative drops count their multiplicities. Supporting lines to the lower polygon have slope , proving the sign and horizontal-length assertion.
Slope convention for part (b). Reflecting the horizontal axis, by plotting , produces the reflected Newton polygon convention; its slopes are the root valuations themselves. Part (b)'s wording with instead of is correct under this positive-root-valuation convention. The proof below gives both forms explicitly, so the result does not depend on silently changing the sign.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 213 3 Solution Created 2026-10-03 Updated 2026-10-06
Use an ideal carrier-sense multiple access scheme on the interference graph. An active station finishes its transmission after an independent unit-rate exponential distribution waiting time. An inactive station has an independent attempt clock with an exponential distribution of rate ; an attempt succeeds only when all its neighbors are inactive. Attempts that are blocked do not change the state. Thus, on the independent sets represented by , the continuous-time Markov chain has transition ratesThe empty independent set can be reached by successive deactivations, and any other independent set can be reached from it by successive activations. Hence this finite chain is an irreducible Markov chain. The weight satisfiesBy detailed balance for a continuous-time Markov chain, its unique stationary law isThis is a finite exponential family. Its natural parameter of an exponential family is and its mean parameter of an exponential family is the vector of active fractions.
The throughput region of an interference graph is exactly . To see the possibly less immediate inclusion, suppose a random feasible schedule has mean . Retain each of its active vertices independently with probability , interpreting zero coordinates as always deleted. A subset of an independent set remains an independent set; the thinned schedule has mean exactly . Thus lies in the convex hull of . The opposite inclusion follows from the definition using equality. Moreover , so this convex hull has full dimension.
Now choose such that remains in the interior of . Use interior moment matching in a finite exponential family. Consider the convex functionThere is a ball of radius around contained in . Maximizing a linear functional over the convex hull is the same as maximizing over its generating set, so, for every ,The last inequality uses the point when . Hence is a coercive function and has a finite minimizer . Differentiating the finite normalizing sum givesThis covariance matrix is a positive-definite matrix: a linear functional constant on all states of positive weight must be constant on , so its coefficients vanish. Thus is a strictly convex function; its minimizer is unique. At that minimizer the desired strict service margins areFor a backlogged station that transmits at unit speed whenever active, the long-run throughput is , by the ergodic theorem for a finite continuous-time Markov chain. Therefore the ideal carrier-sense multiple access scheme can supply a strict service margin for every arrival vector in the interior of the throughput region of an interference graph. The local attempt rates can realize the whole interior capacity region in this sense. Boundary points may require parameters tending to infinity, and the argument gives no uniform delay or mixing-time bound near the boundary.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 106 2 a Solution Created 2026-10-03 Updated 2026-10-05
The weak topology is the coarsest topology making every bounded linear functional continuous. A neighbourhood basis at consists of sets for finite families in .
Mazur theorem says that for any convex subset of a real or complex normed vector space,The norm closure is convex. If is outside it, the Hahn-Banach separation theorem gives a bounded linear functional and a real with . In the real case omit the real part. Thus has a weak neighbourhood missing , proving that the weak closure lies in the norm closure. The other inclusion follows because the weak topology is weaker than the norm topology. In the complex case real separation is converted to a complex functional by .
The sequential formulation, Mazur lemma, follows as well. If , then lies in the weak closure of each tail and hence in the norm closure of its convex hull. Select a finite convex combination of the th tail at norm distance less than from .
A weakly bounded set satisfies for every . Regard as a pointwise bounded family of functionals on . The completeness of the dual space holds even if is incomplete: a norm-Cauchy sequence of functionals has a pointwise bounded linear limit and then converges uniformly on the unit ball. The Uniform boundedness principle therefore gives , and proves norm boundedness.
One can see the precise Baire argument here. The closed sets cover the Banach space . The Baire category theorem makes some contain a ball , after shrinking the radius. For , both and lie in , so . Scaling and the dual norm formula yield . A weakly compact set is weakly bounded because each functional has compact, hence bounded, image. Consequently it is norm bounded.
For a Banach space, let be its canonical isometry. We use two explicitly stated weak-star facts: Banach-Alaoglu theorem makes a dual unit ball weak-star compact, and Goldstine theorem makes weak-star dense in . The weak topology on is carried by to on its image, since their coordinates are the same evaluations .
If is a reflexive Banach space, and Banach-Alaoglu proves weak compactness. Conversely, if is weakly compact, its image is weak-star compact and hence closed in the Hausdorff space . Goldstine density then forces , which implies . This proves the weak compactness characterization of reflexivity:Finally let be weakly compact and let separate points. If is empty there is nothing to prove; otherwise defineThe summands are bounded by and separation makes only for . The coordinate maps are weakly continuous, so the series, being uniformly convergent, makes the identity from weak to metric continuous. A continuous bijection from a compact space to a Hausdorff space is a homeomorphism. Thus induces precisely the weak topology on , the countable separating family metrizes a weakly compact set result. No norm-density of the separating family in is claimed or required.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 302 3 Solution Created 2026-10-03 Updated 2026-10-14
The triple bond in the original Dynkin diagram gives the Cartan integerswhere is the long root and the short root. Their product is , and the inner product of distinct simple roots is nonpositive. The ratio of the two integers gives the squared-length ratio. ThereforeIt is convenient to normalize , and . Scaling the inner product does not affect the root system or the fundamental-weight relations.
For nonproportional roots , the root-string theorem states that the root string is consecutive:The endpoints are maximal, and reflection in reverses the string. The Cartan integer determines , not in general the total by itself. This result follows by restricting the Adjoint representation to the sl2 subalgebra associated with a root. If the roots are distinct simple roots, cannot be a root: its simple-root coefficients have opposite signs. Thus andHere length means number of roots; the number of intervals between them is one less. Distinctness matters. If , a reduced root system gives the set , with a missing zero between them, so the consecutive-string theorem and the displayed simple-root formula do not apply.
In the G2 root system, the initial strings areFor , . Since is not a root in a reduced root system, and : this generates . The remaining strings explain why the construction stops. The -strings through and are the same two-element string; the one through is a singleton since subtracting gives , and its Cartan integer is zero; the one through is the string . The -strings through , , and are the initial four-element string. Finally, is orthogonal to ; its -string is a singleton because is not a root. Apply the same reasoning to negatives. Using the permitted completeness of this procedure givesThe short positive roots are , of squared length two; the other three are long, of squared length six. Each root space is one-dimensional and the Cartan subalgebra has dimension two, soHere the dimension refers to the Lie algebra, with one Cartan generator per rank, not just the number of roots.
Write a prospective weight as . The pairings with simple coroots areThe fundamental weights are dual to those coroots. Solving the two linear systems gives, in the long-root-first numbering of this paper,The representation with Dynkin labels has highest weight , a short root. Numbering the short root first, as some references do, would call this the representation instead; the representation itself is unchanged.
The weight set of a finite-dimensional irreducible highest-weight representation is invariant under the Weyl group and lies in the convex hull of the orbit of its highest weight. All weights also differ from the highest weight by an element of the root lattice. The orbit of comprises the six short roots, so all six are weights. The lowering operators give the chainIn particular zero occurs: at weight , its pairing with is two, so the lowering operator is nonzero by the finite-dimensional sl2 Lie algebra representation theory. The -string through it is the usual three-weight string ; higher weight would lie outside the highest-weight convex hull.
There can be no further weights. Every point of that convex hull has squared norm at most , while a root-lattice point hasThe integer solutions of the bound are precisely zero and the six short roots: gives ; gives ; and gives . ThusThe final dimension uses the stipulated nondegeneracy of the weights. It also agrees with the Weyl dimension formula without that stipulation. The zero weight is not in the Weyl orbit of the nonzero weights, so this is not a minuscule representation.
In the diagram above, a coordinate label means . The left panel contains all twelve roots of a root system; the right panel contains the six short-root weights and the zero weight. The long-root-first convention is the same as in the calculations.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 327 1 Solution Created 2026-10-03 Updated 2026-10-06
Use the Fourier transform convention and , so . All distribution pairings use complex bilinearity, and the formal transpose is , without complex conjugation of the coefficients. If instead denotes , the Fourier multiplier is ; the argument below is unchanged after this substitution.
For a nonempty compact convex set , let be its support function. The Paley–Wiener–Schwartz theorem says that the Fourier transform is a bijection between distributions supported in and entire functions on for whichfor some and nonnegative integer . In particular, support in is equivalent to the bound with . Convexity is essential in the precise support formulation: the support function of a set equals that of its convex hull.
Suppose first that is a compactly supported distribution with support in . Define , inserting any cutoff function equal to one near when viewing on test functions. A fixed cutoff and the finite order of a distribution estimate permit differentiation of the pairing in each complex variable, giving . The exponential function's power series converges with every required derivative on a fixed compact set; hence is an entire function. On real frequencies it agrees with the Fourier transform of a compactly supported distribution.
The exact exponential indicator needs a shrinking cutoff function, rather than one fixed outside . Choose near , with support in and for . Such a cutoff is obtained by convolving the indicator of with a mollifier supported in . On one fixed ball containing all these supports, the finite order of a distribution bound isThe Leibniz rule applied to therefore givesTaking proves the required bound, with and a fixed additional factor at most .
Conversely, suppose is an entire function with the displayed bound. Its real restriction has polynomial growth, so its inverse Fourier transform defines a tempered distribution byRapid decay of the Schwartz function makes this integral absolutely convergent and continuous in the Schwartz space topology.
To determine the support of a distribution, take a test function supported in a half-space , where and . The contour-shift proof of the Paley–Wiener–Schwartz theorem gives, for each ,Here is the estimate that justifies both the shift and its limiting use. Since , repeated integration by parts with yieldsFor fixed , the same estimate is uniform over the imaginary strip from to . Rotate coordinates so is the first coordinate direction, apply the Cauchy integral theorem on truncated rectangles, and let their real edges tend to infinity. If , the boundary integrals vanish and the horizontal integrals converge absolutely; thus the claimed shift is valid. Using now bounds the pairing bywhich tends to zero. A separating hyperplane exists at every point outside the compact convex set . A finite partition of unity on the support of any exterior test function reduces it to such half-spaces, so . Fourier inversion gives uniqueness; the entire transform of this agrees with on and hence everywhere, by applying the one-variable identity theorem successively in each coordinate. This completes both directions.
Now apply this theorem to compact support solvability for a constant-coefficient ordinary differential equation. If is a nonzero constant, its kernel is zero and is the unique solution. Otherwise writeThe solution space of isIndeed these exponentials solve the equation, their initial derivative vectors have a nonzero Vandermonde determinant, and uniqueness for the order- ordinary differential equation makes them a basis. Pairing with any such solution proves necessity:
For sufficiency, choose with and let . The assumed annihilation is precisely for every . Since all roots of a polynomial are simple, has removable singularities at every root and is an entire function. Outside one disk, . Inside that disk, the extended is bounded. The polynomial division preservation of exponential type therefore givesThe Paley–Wiener–Schwartz theorem produces a compactly supported distribution with transform , supported in the same interval. Then , so Fourier inversion gives . ThusThe compactly supported solution is unique: forces the entire transform to vanish off the finitely many roots and hence everywhere. With repeated roots, the corresponding condition would also require derivatives , or pairing with , up to one less than each multiplicity.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 106 4 Solution Created 2026-10-03 Updated 2026-10-05
The Mazur theorem states that the weak closure and norm closure of a convex set in a normed vector space coincide:Norm closure is contained in weak closure because the weak topology is coarser. Conversely, if , the Hahn-Banach separation theorem provides a continuous real linear functional strictly separating from that closed convex set. In a complex space this is the real part of a continuous complex linear functional. A weak neighborhood of then misses , so . This proves the equality. It also gives the usual Mazur lemma: if , then lies in the norm closure of the convex hull of each tail, so one can choose tail convex combinations with .
Now let be a weakly compact set in a normed space . Each is bounded on because it is weakly continuous. The family in , where is the canonical embedding into the bidual, is therefore pointwise bounded. The space is Banach even if is not. Apply the Uniform boundedness principle and use to obtainThis proves that a weakly compact set is norm bounded without assuming completeness of the original space.
For the real-valued dual and integral formulas that follow, take to be real, as in the PDF. In a complex space the norming formula uses real parts, and the integral identities use complex-valued functionals instead.
If the separable Banach space is nonzero, choose a norm-dense sequence in its unit sphere. By the Hahn-Banach theorem, choose with and . For any unit vector , arbitrarily close satisfyScaling gives the countable norming family identityFor use the constant sequence of zero functionals. If is norm-Borel measurable, every is measurable, so its countable supremum is measurable. Equivalently, this also follows directly from continuity of the norm.
For any , continuity makes measurable, andThus the assumed integrability of the norm implies scalar integrability, anddefines a bounded linear functional on . Use the granted weak-star continuity of . By the continuous dual of a weak-star topology, is evaluation at a vector of . Indeed, continuity gives finitely many and such that whenever for all . Scaling shows that vanishes on the common kernel of these evaluations. It therefore factors through their finite-dimensional coordinate map, so . The Hahn-Banach theorem makes this representing vector unique. HenceIn this separable setting the vector is the Bochner integral.
Return to a weakly compact set and its inclusion . For each fixed , the identity makes weakly Borel measurable. Norm balls are consequently weakly Borel measurable. Separability gives a countable base of such balls, so every norm-open set is weakly Borel measurable. This proves measurability of , and establishes the equality of the weak and norm Borel sigma-algebras in a separable Banach space.
Put . For every finite signed Borel measure on ,For positive measures this is the integral in the question. For signed measures, the correct integrability condition uses the variation measure; define the integral by taking the difference of the positive and negative integrals. The printed in this clause should be , the domain of the inclusion.
The Riesz-Markov-Kakutani representation theorem now defines the bounded linear mapFor each the restriction is in , andThe right side is weak-star continuous in . The defining property of the weak topology therefore proves that is weak-star-to-weak continuous, for arbitrary nets. For a Dirac measure, .
If , let be its regular probability measures. This is a weak-star closed subset of : its conditions are and for every nonnegative . It is compact by Banach-Alaoglu theorem. Thus is weakly compact and convex, and contains because it contains all . It is weakly closed, hence norm closed, so it contains . By Mazur theorem, is weakly closed. Therefore it is a closed subset of the weakly compact set , provingThe empty case is immediate. In fact : a barycenter of a measure on a Banach space outside would be strictly separated by a functional , contradicting .
Past exam of the mathematics course of the University of Cambridge 2022 ii Paper 4 30J b Solution Created 2026-09-24 Updated 2026-09-25
The convex hull of isThus is a convex combination of when it has precisely this form. Equivalently, is the smallest convex set containing . The Caratheodory theorem sharpens the finite-combination description in : every point of is a convex combination of at most points of .
Past exam of the mathematics course of the University of Cambridge 2023 ii Paper 4 22F b Solution Created 2026-09-24 Updated 2026-09-25
Put , so . We show that the norm closure of the convex hull of every tailcontains zero. If it did not, the Hahn-Banach separation theorem would give a bounded linear functional , a real number , and, after multiplying by a complex scalar if necessary,for every in that closed convex hull. In particular for all . By the Riesz representation theorem, for some , contradicting .
Consequently, for every there is a finite convex combinationwith . DefineThen every is a convex combination of terms of the original sequence andThis is Mazur lemma in the present Hilbert-space setting.
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 339 1 d Solution 2026-09-28
Write for row of , and define affine functionsThenThe pointwise maximum of convex functions is convex, so is a convex function. Moreover,so has Lipschitz continuity. The simpler bound is also valid.
Let be the active set. The subdifferential isthe convex hull of all active slopes. In particular, choosing any active index gives the subgradientAt a tie, every convex combination of the tied slopes is also valid.
List the roots with their multiplicities. By the factor theorem, with . The product rule, followed by division where , gives its logarithmic derivative:Let . If too, then is already one of the roots, so either desired location conclusion follows immediately. Otherwise the displayed sum vanishes at . If all roots have positive imaginary parts but , thenfor every . Their sum cannot be zero. Thus .
For the unit disk conclusion, the same sum gives an especially transparent convex combination. Taking complex conjugates and setting givesTherefore, if every ,The strict inequality follows because this is a finite weighted average of numbers strictly below one. This also proves the Gauss-Lucas theorem: every critical point of a nonconstant polynomial lies in the convex hull of its roots. The common-root case, handled before division, is essential when multiplicities occur.
Measure all payoffs in millions of dollars, in the order (Ann, Bob). Since both players maximize expected money, those numbers are already their expected utility scale.
In the extensive-form game, Ann moves first. Staying out terminates at . Entering leads to Bob's observed decision between fighting, with terminal payoffs , and acquiescing, with terminal payoffs . Each decision node is its own information set, so this is a perfect-information game.
The corresponding normal-form game gives Ann the pure strategies (stay out) and (enter), and Bob the complete contingent pure strategies (fight if entry occurs) and (acquiesce if entry occurs). The payoff matrix isThe pure strategy Nash equilibria are and . Against , Ann prefers ; against , Ann prefers . When Ann stays out, Bob's contingent response does not affect his payoff, so is a best response there.
There is exactly one subgame perfect equilibrium, . In the subgame following entry, Bob strictly prefers to , so backward induction selects acquiescence; Ann then strictly prefers entering for to staying out for . The threat supporting is not optimal in that one-shot subgame.
For infinite repetition, the paper specifies no discount factor. First take the long-run average payoff convention, with all past actions observed. The feasible payoff set is the convex hullAnn can guarantee in every stage by staying out; Bob can guarantee at least in every stage by acquiescing whenever entry occurs. These guarantees are also their minmax payoffs: fighting holds Ann's best possible stage payoff to , and entering holds Bob's best possible stage payoff to .
Therefore the sustainable Nash equilibrium average payoffs are exactly the feasible, weakly individually rational payoffs in a repeated game:This is the closed triangle with vertices .
Here is a direct sufficiency argument for this particular game. Choose a publicly known sequence of stage outcomes whose frequencies give the target point. Before any observed deviation, follow that sequence. After an Ann deviation, Bob fights forever, so Ann can thereafter obtain at most per stage. After a Bob deviation, Ann enters forever, so Bob can thereafter obtain at most per stage. A finite prefix has no effect on long-run average payoff, so no unilateral deviation improves a target with . Rational frequencies can be implemented periodically; arbitrary real frequencies can be implemented by a deterministic sequence with convergent frequencies. Thus even the weak boundary is covered here. In particular, staying out forever and entry followed by acquiescence forever are sustainable; fighting forever is not.
The feasible payoff set and sustainable long-run average payoffs
. Details. For discounted payoffs , the folk theorem for repeated games instead gives the usual patience qualification: every feasible point with can be sustained for all sufficiently large . It does not classify the whole region for an unspecified fixed . The two one-shot Nash equilibrium outcomes remain sustainable for every .[ref]
Lecture 15: Repeated Games by Asu Ozdaglar. Slides 19–20 and 24–27: feasibility, minmax bounds, discounted Nash folk theorem and punishment construction
Finally consider the particular history-dependent pair in the paper. Initially Bob has never acquiesced, so Ann stays out. That preserves the same condition forever, giving payoffs . The pair is a Nash equilibrium. Holding Bob's strategy fixed, Ann cannot induce an acquiescence: he fights whenever she enters, and his rule never changes unless he has previously acquiesced. Every entry would give her instead of , so no unilateral deviation helps. Holding Ann's strategy fixed, Bob never reaches a decision node because she stays out; changing his strategy alone cannot create a history in which he actually acquiesces. Hence he also cannot improve.
This direct argument works for both discounted and long-run average payoffs. The outcome gives Ann exactly her minmax payoff and Bob more than his, so it is compatible with the folk theorem for repeated games. A version requiring strict gains above both minmax payoffs is a sufficient condition, and cannot be used to rule out this boundary example.
The standard simplex of dimension isIt is the convex hull of the coordinate vectors, and its faces of a simplex arise by setting selected coordinates to zero.
An abstract simplicial complex is a pair where is the vertex set and consists of finite nonempty subsets of , contains every singleton, and contains every nonempty subset of each member. A member with vertices is an -simplex.
Its geometric realization is obtained by gluing one standard simplex for each member along the faces specified by common vertex subsets. Equivalently, its points have barycentric coordinates with finite support, nonnegative entries summing to one, and support a simplex of . Use the topology induced by this gluing, equivalently the weak topology of a simplicial realization.
Pauli eigenstate 2026-10-25
One of the six pure single-qubit eigenstates of . Their Bloch vectors are the six coordinate unit vectors with both signs. Their convex hull is the stabilizer octahedron.
Probability simplex Created 2026-10-05 Updated 2026-10-18
The probability simplex consists of vectors of nonnegative weights summing to one. It is the convex hull of the coordinate vectors. A linear function has maximum on this simplex; equality holds exactly when the weights are supported on maximizing indices.


