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Group the random resistance cost by unoriented edges. For $e=\{x,y\}$, its resistance contributes once whenever the walk traverses it in either direction. Pathwise,The graph is finite and the commute has finite expected value. Linearity of expectation, or Tonelli theorem for these nonnegative terms, therefore permits taking expectations of the sum. By the directed edge occupation in a random-walk commute, both directed traversal counts have expected value $R_{\mathrm{eff}}(a,z)$. ThusApply Foster's theorem from part (a) to obtainThe factor two counts the two orientations of each edge. It would be lost by treating the expected directed count in part (b) as an expected count for both directions together. The same distinct-terminal and simple-random-walk conventions from part (b) remain in force.

Let $R$ interchange the two complete graphs, sending $v_i$ to $v_i^{\prime }$ and fixing $w$. This involution preserves the transition matrix of the simple random walk. A mirror coupling under an involution starts $X$ at $v_i$, keeps $Y_t=R(X_t)$ until the hitting time $\tau$ of $w$, and then makes the two walks move identically. Each coordinate has the correct transition probabilities, and they coalesce precisely at $\tau$. The coupling inequality for total variation gives

There is a genuine error in the printed expected hitting time bound, as well as an unspecified initial law. For $n\ge 2$, write $a={\mathbb{E}}_{v_1}\tau$ and $b={\mathbb{E}}_{v_i}\tau$ for $i\ne 1$. From every clique vertex there is a positive chance of reaching $w$ within two steps, uniformly over the finite state space for each fixed $n$, so $\tau$ has finite expected value. First-step analysis, using the degree of a vertex $n$ at $v_1$ and $n-1$ at the other clique vertices, givesSolving these linear equations yieldsIn particular even the attachment vertex exceeds the printed bound by one. The valid uniform replacement is ${\max }_x{\mathbb{E}}_x\tau \le n^2$, the hitting time of the bridge vertex between two cliques formula.

We must also handle arbitrary starting states, including $w$, before applying the mirror argument. Identify related vertices and consider the lumped Markov chain $Z$ on $\{1,\dots ,n,w\}$. Its transition matrix $Q$ has $Q(1,j)=1/n$ for $j\ne 1$, $Q(1,w)=1/n$, $Q(i,j)=1/(n-1)$ for $i\ne 1$ and $j\ne i$, and $Q(w,1)=1$, with all other entries zero. Here the row for $i\ne 1$ only ranges over $j\in \{1,\dots ,n\}$.

For $n\ge 3$ and $j\in \{2,\dots ,n\}$, direct two-step calculation givesAll these entries are at least $1/(2n)$. Thus $Q^2(z,\cdot )\ge \alpha \nu (\cdot )$ for every $z$, where $\nu$ is the uniform distribution on a finite set $\{2,\dots ,n\}$ and $\alpha =(n-1)/(2n)\ge 1/3$. This is a Doeblin condition. At each two-step block couple the two quotient endpoints to the same sample from $\nu$ with probability $\alpha$, using the residual probability distributions otherwise. The first successful block has expected value at most $1/\alpha$, so the alignment time $A$ has $\mathbb{E}A\le 6$. Lift each endpoint coupling of probability distributions to the original walks by their conditional two-step path laws; this preserves every marginal path law. The success test uses fresh block randomness and so permits restarting the walks with their original transition matrix at the aligned endpoints.

At alignment the original walks are equal or related. Use identical transitions in the first case and the mirror coupling under an involution in the second. The resulting coalescing coupling has coalescence time $T$ satisfying $\mathbb{E}T\le 6+n^2$ for every pair of initial states. Therefore Markov inequality and the pairwise mixing diameter implyFor the hint's particular starting states, the quotient one-step laws from two different clique indices have a common component of mass at least $1-2/n$: for two ordinary indices it is $(n-2)/(n-1)$; for one attachment index it is $(n-2)/n$. A maximal coupling therefore aligns those indices with probability $1-O(1/n)$, as suggested. The two-step argument above additionally covers $w$.

The nonlazy walk is an aperiodic Markov chain for $n\ge 3$, because the connected graph contains a triangle. For $n=1,2$ it is a periodic Markov chain on a bipartite graph; each bipartition class has stationary mass $1/2$, and the walk stays on a single class at each time. Hence $d(t)\ge 1/2$ and the $1/4$ mixing time is infinite. The asymptotic conclusion is valid for $n\ge 3$.

The symmetric group has $n!$ elements, not the printed order $n$. For $n\ge 2$ the identity and the $n-1$ adjacent transpositions have probabilities $1/n$, so the specified transition matrix is normalized. Its stationary distribution is uniform and it satisfies detailed balance, since each transposition is its own inverse. Adjacent transpositions generate the symmetric group, making this an irreducible Markov chain; the positive holding probability makes it an aperiodic Markov chain.

For a fixed label $i$, right multiplication swaps positions, so $f(\sigma )={\sigma }^{-1}(i)$ is the label's position. Under the uniform distribution on a finite set it is uniform on $\{1,\dots ,n\}$. ThereforeFor each generator $s_j=(j,j+1)$, the squared change $[f(\sigma s_j)-f(\sigma ){]}^2$ is one if the label occupies either of the two positions, and zero otherwise. Its stationary expected value is $2/n$, givingThus the tagged-label Rayleigh quotient for adjacent transpositions gives the corrected bound

The printed factor six cannot be obtained: the hint's variance of a uniform distribution is wrong. Directly, $\mathrm{Var}(U)={\int }_0^1{u}^{2}du-({\int }_0^{1}udu{)}^2=1/12$. Bounded convergence in distribution of $U_n$ does imply convergence of its first two moments, hence convergence of its variance, but the limit is $1/12$.

More strongly, the claimed asymptotic bound itself is false for this kernel. The Aldous spectral gap theorem states that the interchange process on a finite connected weighted graph has the same spectral gap as the single-label random walk with identical edge rates; see Theorem 1.1 and its proof. Here $P-I$ is that interchange process generator on a path graph with edge rates $1/n$. For the tagged-label generator, direct substitution of $g_{\ell }(k)=\cos (\ell \pi (k-1/2)/n)$ gives eigenvalues $-2(1-\cos (\ell \pi /n))/n$, $0\le \ell <n$, including the reflecting endpoint equations. These $n$ distinct eigenvalues exhaust the tagged-label function space. Consequently the theorem yieldswhich exceeds $6/n^3$ asymptotically. This use of a substantial external theorem is only to certify the printed claim's failure; the corrected factor-twelve upper bound above follows directly from the requested test function and the variational formula.

Write $\pi (x)=\mu (x\mid y)$. Mean-field variational inference minimizes the reverse Kullback-Leibler divergenceEach $q_i$ is a probability density function; without further parametric restrictions, the optimization is over all such product probability distributions. Equivalently it maximizes the evidence lower bound ${\mathbb{E}}_q[\log h(X)-\log q(X)]$ for any unnormalized posterior density $h$. Its difference from $\log \int h$ is exactly the Kullback-Leibler divergence.

Fix $q_2,\dots ,q_p$ and writeAssume $0<Z_1<\infty$ and that the displayed expected values and objective decomposition are well defined. The optimal factor isIndeed, the part of the objective depending on $q_1$ isThe remaining term ${\sum }_{i=2}^p\int q_i\log q_i$ is fixed. Gibbs inequality gives nonnegativity of the Kullback-Leibler divergence, with equality precisely at $q_1=q_1^{\ast }$ almost everywhere. This proves global optimality of that coordinate update; it does not assert global optimality of a sequence of coordinate updates for the full nonconvex product-family problem.

The printed upper index $k$ in the list of remaining coordinates is inconsistent with the dimension $p$; the natural interpretation is $k=p$. Also, if the exponential expression has zero or infinite normalizing constant, or the expected values are undefined, the usual coordinate formula needs additional support or integrability hypotheses. A restricted parametric factor family need not contain this unrestricted optimal factor.

Use a two-sided top-hat line plume with full width $w(z)$, upward speed $U(z)$, and reduced gravity $b(z)$ uniform across the plume. Fluxes are measured per unit span along the line source: the volume flux is $V=wU$, the kinematic momentum flux is $M=w{U}^2$, and the buoyancy flux is $B=wUb$. If the inward edge speed is $eU$, where $e>0$ is the entrainment coefficient, the two exposed edges giveThese are the volume conservation, momentum conservation, and buoyancy flux balances for a Boussinesq approximation plume in an unstratified ambient. Entrained ambient fluid supplies neither vertical momentum nor reference buoyancy.

A pure plume has no persistent source length scale. Since a line-source $B$ has dimensions $L^3{T}^{-3}$, dimensional analysis gives constant $U\propto B^{1/3}$, $w\propto z$, and $V\propto z$. Substituting constant $U$ into $M=UV$ and the momentum balance determines the coefficients:Thus $\lambda =(2e{)}^{2/3}$ and $\mu =2e$ when width is full width and velocity and buoyancy have top-hat profiles. If width means half-width, $\mu =e$ instead. Other prescribed profile shapes change these numerical factors; the linear growth laws remain the same. The point-source $B$ in Question 1 has different dimensions, so its $z^{5/3}$ law must not be used here.

Let $C(x,z,t)$ be local contaminant concentration and let $c(z,t)=\int C(x,z,t)dx$ be horizontally integrated plume concentration. Its conserved amount per unit span is ${\int }_0^{\infty }cdz=V_c$. The dilute contaminant is a passive scalar; the maintained plume is unaffected by its impulsive release. A one-dimensional effective transport closure takes the integrated scalar flux to beThe constant advective speed and the eddy diffusivity scaling $K\sim Uw\propto B^{1/3}z$ follow from the line-plume scales. The entrainment coefficient alone does not determine the scalar dispersion coefficient: this Fickian closure for the integrated variable is an additional modelling assumption. Mass conservation $c_t+J_z=0$ then gives the displayed transport equation in the PDF. With this effective closure and advective speed chosen as $U$, $\alpha =(2e{)}^{-1/3}$; if $K=\kappa Uw$, then $\beta =\kappa (2e{)}^{2/3}$, with independent dimensionless mixing coefficient $\kappa$.

There is a second possible closure convention. If one instead applies local diffusive flux to horizontally averaged plume concentration $\overline{C}=c/w$, its integrated diffusive flux is $-Kw{\overline{C}}_z=-K(c_z-c/z)$. For $K=Dz$, the total scalar flux is then $(U+D)c-Dz{c}_z$. The same printed equation is obtained with $a=U+D$, rather than $a=U$. Thus the printed $\alpha$ and $\beta$ should be regarded as effective coefficients unless the averaging and closure conventions are specified; no equality between $\alpha$ and the velocity prefactor is universal.

Assume $a,D>0$, $z>0$, an initial impulse $V_c{\delta }_0$ at the origin, no further contaminant input, and zero endpoint scalar flux for $t>0$. For a similarity solution, putSubstituting into the advection-diffusion equation givesDecay at infinity makes the integrated constant zero. Hence $f^{\prime }/f=r/\eta -1$, and normalization with the gamma function gives $f(\eta )={\eta }^r{e}^{-\eta }/\Gamma (1+r)$. The resulting gamma impulse solution for linearly increasing diffusivity isIts integral over $z>0$ is $V_c$. Its flux is $J=(z/t)c$, which vanishes at both endpoints for $t>0$. The scale $Dt$ shrinks to zero as $t\downarrow 0$, so the normalized solution has weak convergence of probability measures to the required unit source impulse. The mass at the boundary is a full unit impulse on the half-line, not half of a whole-line impulse.

For the integrated quantity, ${\partial }_z\log c=r/z-1/(Dt)$, and consequentlyThis verifies the printed location for horizontally integrated plume concentration. It is a maximum because the derivative changes from positive to negative there. The normalized profile is a gamma distribution with shape $1+r$: its expected value is $(a+D)t$ and its variance is $(a+D)Dt$, so neither the mean position nor the spread should be mistaken for the modal position.

The PDF changes from “integral” to “averaged” concentration in its final request. A genuine horizontally averaged plume concentration divides by the growing width $w=\mu z$, and is thereforeIt is normalized by ${\int }_0^{\infty }w\overline{C}dz=V_c$, not by $\int \overline{C}dz$. When $a>D$, its interior maximum isWhen $a=D$ it decreases from a finite boundary supremum; when $0<a<D$ it is singular at the ideal point source and has no positive interior maximum. A finite source regularizes that singularity. Thus the final printed maximum is correct for the integrated variable $c$, or for an “average” using a fixed reference width, but is not generally the maximum of the local mean $c/w(z)$. Both quantities have been given rather than silently identifying them. If $D=0$, the smooth similarity formula is replaced by the advected impulse $V_c\delta (z-at)$; positive eddy diffusivity is essential to the gamma profile.

Use natural logarithms. A $K_t$ graph minor is represented by $t$ disjoint nonempty branch sets of a graph minor, each inducing a connected graph, with an edge between every pair. The complete graph minor density threshold is defined over nonempty finite graphs byIt uses $e(G)/|G|$, half the average degree of a vertex; the nonempty convention excludes the vacuous density inequality for the empty graph. The PDF has the intended definition with a universal implication over $G$; the TeX transcription corrupts that definition.

Probabilistic lower bound. Put $N=\lfloor t\sqrt{\log t}/4\rfloor$ and take the binomial random graph $G(N,1/2)$. Its edge count has mean $N(N-1)/4$. The Chernoff bound impliesWe show that the probability of a $K_t$ graph minor tends to zero. Ignore connectedness, which only enlarges the set of possible models, and assign each of the $N$ vertices one of $t$ branch labels or an unused label. There are at most $(t+1{)}^N$ assignments.

For any assignment with $t$ nonempty branch sets, at least $t/2$ of them have size at most $2N/t\le \sqrt{\log t}/2$. Between any two such small sets $A,B$, the probability of no edge isThe absence or presence of edges between different pairs of branch sets depends on disjoint sets of random edges, so these events are independent. For this assignment the probability that all small pairs are adjacent is at mostThe union bound over assignments is therefore at mostsince the positive term is $O(t(\log t{)}^{3/2})$ and the negative term has order $t^{7/4}$. There is consequently a graph with no $K_t$ graph minor and with $e(G)/N\ge N/8$. Any constant having the universal forcing property must exceed this ratio. Since $N/8\ge t\sqrt{\log t}/64$ for large $t$,

The auxiliary density lemma contains a typo. Both the original PDF and the TeX print $e(G)\le 11k|G|$ in the hint. This cannot imply its conclusion: for $k\ge 1$, an edgeless graph has only edgeless graph minors, and none satisfies $2\delta (H)\ge |H|+4k-1$. We use the intended dense minor with bounded order and high minimum degree lemma with the hypothesis $e(G)\ge 11k|G|$ for nonempty $G$. The upper-bound argument below depends on that corrected supplied lemma; the literal printed hint is false.

Probabilistic upper bound and the constant seven. Suppose $G$ is nonempty and $e(G)\ge 7t\sqrt{\log t}|G|$, and setThe corrected lemma gives a graph minor $H$ of order $N\le 11k+2$ with $2\delta (H)\ge N+4k-1$. Since $\delta (H)\le N-1$, we also have $N\ge 4k+1$. For large $k$, every vertex has at most $N/3$ nonneighbours, counting itself, becausethe last inequality uses $N\le 11k+2\le 12k-3$. Moreover any two distinct vertices have at leastcommon neighbours.

Choose $2t$ disjoint random $\ell$-sets $A_1,\dots ,A_{2t}$ from $V(H)$, uniformly, which is possible since $2t\ell <4k-1\le N$ for sufficiently large $t$. For a set $A$, let $U(A)$ be the set of vertices having no neighbour in $A$. For each vertex, the probability that all members of a uniformly sampled $\ell$-set are its nonneighbours is at most $3^{-\ell }$, even when sampling without replacement. By linearity of expected value,Call $A$ good if $|U(A)|\le N{3}^{-19\ell /20}$. The Markov inequality shows that a random set is bad with probability at most $3^{-\ell /20}=o(1)$. Thus the expected number of bad sets among our $2t$ samples is $o(t)$.

Conditional on a fixed good $A_i$, the marginal distribution of $A_j$ is uniform among $\ell$-sets outside $A_i$. For there to be no edge between them, all its members must lie in $U(A_i)$. HenceHere $(N/(N-\ell ){)}^{\ell }=\exp (O({\ell }^2/N))=1+o(1)$. Consequently the expected number of nonadjacent pairs of good sets is at mostsince $(19/20)\log 3>1$. Applying the Markov inequality to both counts shows that there exists a choice with fewer than $t$ bad sets and at most $t$ nonadjacent pairs of good sets. Select $t$ of the good sets; they still have at most $t$ missing adjacencies.

Make each selected set connected by fixing one of its vertices as a root and, for each of its other members, adding one unused common neighbour of that member and the root. This uses at most $t(\ell -1)$ additional vertices. Then for each pair with no original edge, choose one vertex in each set and add an unused common neighbour to one of the sets. The added vertex is joined to that set and to the other set, so it preserves connectedness and repairs their adjacency. At most $t$ such repairs are required.

Throughout this process the total number of occupied vertices is at mostSince every pair has at least $4k-1$ common neighbours, an unused choice always exists. The final sets are disjoint connected branch sets of a graph minor with every pair adjacent. They represent $K_t$ in $H$, and hence in $G$, by transitivity of graph minors. This random branch-set construction of a complete graph minor proves

The sharp linear threshold for a four-vertex complete minor. We prove by induction that a graph on $n\ge 4$ vertices with at least $2n-2$ edges has a $K_4$ graph minor. The case $n=4$ is $K_4$ itself. If some edge $uv$ has at most one common neighbour, an edge contraction reduces the order by one and removes exactly $1+|N(u)\cap N(v)|\le 2$ edges. The contracted graph has at least $2(n-1)-2$ edges, so induction applies.

Otherwise every edge is in at least two triangles in a graph. Choose a vertex $v$ incident with an edge. Each vertex $u\in N(v)$ has at least two neighbours of a vertex in $N(v)$, since these are the common neighbours of $u,v$. Thus $G[N(v)]$ has minimum degree of a graph at least two. A longest path in this finite graph has an endpoint adjacent to an earlier nonconsecutive path vertex, and hence contains a cycle in a graph. Together with $v$, this cycle in a graph gives a wheel graph as a subgraph. Divide its rim into three consecutive nonempty connected arcs; these arcs and $\{v\}$ form four pairwise adjacent branch sets of a graph minor. Therefore

With $2n-3$ edges the answer is no. Take the join of graphs of $K_2$ and an independent set of $n-2$ vertices. It has $1+2(n-2)=2n-3$ edges. Among four disjoint putative branch sets of a graph minor, at most two can contain the two vertices of $K_2$. Any connected branch set avoiding them is a singleton in the independent set. At least two such singleton sets would therefore have no edge between them. This excludes a $K_4$ graph minor for every $n\ge 4$ and proves sharpness.

For a discrete-time martingale $(M_n)$ and real $a<b$, let $U_N[a,b]$ be the upcrossing count: buy on the first observation at or below $a$, sell on the next observation at or above $b$, and repeat up to time $N$, counting only completed pairs. Writing $z^{-}=max(-z,0)$, the Doob upcrossing inequality isThis convention permits the first purchase at time zero. Equivalently, the right side is $\mathbb{E}(M_N-a{)}^{+}-\mathbb{E}(M_0-a)$, because the martingale has constant expected value.

For completeness, let $H_k\in \{0,1\}$ indicate whether the trading rule holds one unit during $(k-1,k]$. This is a predictable process, so the martingale transform $G_N={\sum }_{k=1}^N{H}_k(M_k-M_{k-1})$ has zero expected value. Every completed trade gains at least $b-a$, and an unfinished trade loses at most $(M_N-a{)}^{-}$. Thus $G_N\ge (b-a)U_N[a,b]-(M_N-a{)}^{-}$, giving the inequality.

The Martingale convergence theorem says that if a discrete-time martingale $(M_n)$ satisfies $C={\sup }_n\mathbb{E}|M_n|<\infty$, then there is an integrable random variable $M_{\infty }$ such thatThe hypothesis does not by itself ensure convergence in L1.

For each pair of rational numbers $a<b$, the Doob upcrossing inequality gives $\mathbb{E}{U}_N[a,b]\le (C+|a|)/(b-a)$. The monotone convergence theorem therefore gives a finite expected value for $U_{\infty }[a,b]={\lim }_N{U}_N[a,b]$, so this upcrossing count is finite almost surely. There are only countably many such pairs, hence all their upcrossing counts are simultaneously finite outside one event of probability zero.

If ${\mathrm{liminf}}_n{M}_n<{\mathrm{limsup}}_n{M}_n$, the density of the rational numbers supplies $a<b$ strictly between them, forcing infinitely many upcrossings. Consequently $M_n$ has a limit in the extended real numbers almost surely. By the Fatou lemma,A limit of either $+\infty$ or $-\infty$ would make this lower limit infinite, so the limit is finite almost surely, and the same inequality proves its integrability.

Set $M_n={\sum }_{j=0}^n{X}_j$ and ${\mathcal{F}}_n=\sigma (X_0,\dots ,X_n)$. The independence and zero expected values give $\mathbb{E}[M_{n+1}\mid {\mathcal{F}}_n]=M_n$, so $(M_n)$ is a martingale. The variance additivity for independent random variables givesThe Cauchy-Schwarz inequality implies ${\sup }_n\mathbb{E}|M_n|\le \sqrt{V}$. Applying the Martingale convergence theorem from (b),In fact the L2 martingale convergence theorem also gives convergence in L2. Independently, for $n>m$ the same variance additivity for independent random variables yields $\mathbb{E}|M_n-M_m{|}^2={\sum }_{j=m+1}^n\mathbb{E}[X_j^2]\to 0$, confirming that the partial sums form a Cauchy sequence in $L^2$.

Let ${\xi }_1,{\xi }_2,\dots$ be independent and identically distributed random variables with the fair Bernoulli distribution, and putRelative to ${\mathcal{F}}_n=\sigma ({\xi }_1,\dots ,{\xi }_n)$, this fair-coin doubling martingale satisfies $\mathbb{E}[M_{n+1}\mid {\mathcal{F}}_n]=M_n$: while alive it doubles with probability $1/2$ and becomes zero otherwise. Its expected value is $\mathbb{E}{M}_n=2^n{2}^{-n}=1$.

The probability of an infinite run of ones is ${\lim }_n{2}^{-n}=0$, so $M_n$ is eventually zero almost surely. However,Thus the martingale lacks convergence in L1 to its limit from almost sure convergence. Nor can it have convergence in L1 to any other limit: convergence in L1 implies convergence in probability, whose limit is unique up to almost sure equality.

The original PDF has $\mathbb{E}|X_T|<\infty$ and $\mathbb{E}[|X_n|1_{\{T>n\}}]\to 0$. The TeX transcription drops the expected value and absolute value in the first condition, and the absolute value in the second. The proof uses the PDF's conditions.

Because the stopping time $T$ is finite almost surely, $X_{n\wedge T}\to X_T$ almost surely. More strongly,The first term tends to zero by hypothesis; the second does so by the dominated convergence theorem. Thus there is convergence in L1.

Here is the needed L1 convergence implies uniform integrability argument. For any integrable random variables $Z,Y$ and $K>0$, splitting according to $|Y|>K/2$ givesTake $Z=X_{n\wedge T}$ and $Y=X_T$. For large $n$, the first term is uniformly small by convergence in L1, and the second is small for large $K$ by integrability. The finitely many remaining $n$ are handled individually by integrability. Hence the stopped process is uniformly integrable. This proves the stopped-martingale uniform integrability criterion; the martingale assumption is not needed for this particular implication.

The sigma-algebras ${\mathcal{G}}_n=\sigma (S_n,S_{n+1},\dots )$ decrease with $n$, and (b) gives $S_n/n=\mathbb{E}[X_1\mid {\mathcal{G}}_n]$. The permitted reverse martingale convergence theorem therefore gives an integrable random variable $L$ such that $S_n/n\to L$ almost surely and with convergence in L1. In particular,It remains to prove that $L$ is constant. We must not assume that ${\bigcap }_n{\mathcal{G}}_n$ is the tail sigma-algebra of the $X_j$; instead use tail measurability of limits of sample averages directly. Define the random variable valued in the extended real numbers $L^{\ast }={\mathrm{limsup}}_n{S}_n/n$. For every fixed $N$,because $S_N/n\to 0$ pointwise. Thus $L^{\ast }$ is measurable with respect to $\sigma (X_{N+1},X_{N+2},\dots )$ for every $N$, and hence to the tail sigma-algebra. Also $L^{\ast }=L$ almost surely.

By the Kolmogorov zero-one law, each tail event $\{L^{\ast }\le q\}$, for a rational number $q$, has probability zero or one. Since $L^{\ast }$ is finite almost surely, its distribution function can only be that of a constant $c$: taking $c=\inf \{q\in \mathbb{Q}:\mathbb{P}(L^{\ast }\le q)=1\}$ and using the density of the rational numbers gives $L^{\ast }=c$ almost surely. Its expected value identifies $c=m$. This proves the strong law of large numbers:

A standard one-dimensional Brownian motion is a real-valued stochastic process $(B_t{)}_{t\ge 0}$ satisfying $B_0=0$ almost surely, having continuous paths almost surely, and having independent increments withHere $N(0,t-s)$ is the normal distribution with zero expected value and variance $t-s$. Thus the increments are also stationary increments.

If Brownian motion is defined relative to a specified filtration $({\mathcal{F}}_t)$, additionally require that it is an adapted process and that $B_t-B_s$ is independent of ${\mathcal{F}}_s$. For its natural filtration, this follows from independent increments. These are the defining properties of standard Brownian motion.

Write $Z(u)$ for the continuous-time Markov chain and ${\mathbb{E}}_r$ for expected value conditional on $Z(0)=r$. The occupation time of a continuous-time Markov chain in state $s$ is the integral of its indicator random variable. By Tonelli theorem,The interchange is valid because the integrand is nonnegative; indeed the random integral is bounded by $t$.

For the exponential distribution with mean $\mu$, $f_A(t)=F_A(t)/\mu$ and $F_A(t)=e^{-t/\mu }$. ThereforeSince ties have probability zero, $\mathbb{P}(X=T_B)=1-\mathbb{E}X/\mu$. Taking expected values in the definition of $U$ givesThere is also an imputation interpretation. If A is observed first, $T_A=X$; if B censors A, memorylessness of the exponential distribution and independence imply that the remaining mean lifetime is $\mu$. Thus $U$ is the conditional expectation of $T_A$ given the observed minimum and censoring indicator. The tower property of conditional expectation gives the same equality. This does not say that $U$ and $T_A$ have the same distribution.

For $1\le k\le n$, the nearest neighbour distance ${\rho }_{(k)}(x)$ is the $k$th order statistic of $D_i=|X_i-x|$. Each $D_i$ has continuous distribution function $p_x(r)$ on $[0,\infty )$. The probability integral transform makes $U_i=p_x(D_i)$ independent and identically distributed random variables with the uniform distribution on $(0,1)$. Monotonicity of $p_x$ gives $P=U_{(k)}$, a uniform order statistic. Strict monotonicity is not needed at this stage.

For $0<s<1$, counting observations below $s$ givesDifferentiating and cancelling consecutive terms gives the Beta distribution:The Gamma function identity $\Gamma (j)=(j-1)!$ identifies this with the stated normalization. Ratios of Beta function integrals yield the momentsThis is the probability content of a nearest neighbour ball identity, specialized to intervals on the real line.

Now write $f_0=f(x)>0$. The Lipschitz bound givesThusStrict positivity of the probability density function makes $p_x$ continuous and strictly increasing from zero to one, so its inverse function is defined for every $s\in (0,1)$.

For the requested conditional calculation, suppose $f_0^2\ge L$. At $r_0=s/f_0$ the preceding bound givesTherefore $r=p_x^{-1}(s)\le s/f_0$, and substituting in the approximation proves the inverse probability content bound for a Lipschitz density:The same argument works, without $f_0^2\ge L$, on the meaningful local range $0<s<1$ with $s\le f_0^2/L$.

Since the nearest neighbour density estimator obeys $f(x)/{\hat{f}}_{(k)}(x)=2(n+1)f_0{p}_x^{-1}(P)/k$, its conditional bound follows from the Beta distribution moments:Hence, under the printed location condition,The conditional inverse function bound also bounds $p_x^{-1}(P)$, so the expected value in this calculation is finite under those formal hypotheses.

There is, however, a genuine flaw in the original PDF: the printed condition $f(x)\ge \sqrt{L}$ has no admissible points when $f$ is strictly positive on all of $\mathbb{R}$. A probability density function on all of $\mathbb{R}$ cannot have Lipschitz constant zero, so $L>0$. Its Lipschitz bound forcesIntegrating this triangular lower envelope gives the Lipschitz density height boundThe inequality is strict because the probability density function has positive mass outside the finite interval. Thus $f(x)<\sqrt{L}$ everywhere. The last two conditional conclusions above are valid implications but vacuous as printed. Dropping strict positivity gives only $f(x)\le \sqrt{L}$, with equality forcing the entire probability density function to be the normalized triangular envelope. The local inverse bound does not justify replacing the printed condition by its reverse in the final expected value bound, since $P$ ranges over all of $(0,1)$.