For a bounded real function on , take a partition . Its lower and upper Darboux sums are
The function is Riemann integrable when ; the common value is its Riemann integral. Equivalently, for every there is a partition with . A continuous function is bounded and Riemann integrable on each compact interval, so all the following integrals exist.
Set for . Strict decrease gives for . Integrating, with strict inequalities because the difference is positive on interior subintervals, gives
The intermediate value theorem produces with , and strict monotonicity makes this point unique. Thus there is exactly one such in .
For the given exponential function, , so
The preceding strict bounds already prove ; no limiting value at zero needs to be included in its domain.
For differentiability, a continuous strictly monotone function has a continuous inverse on its range. If it is differentiable at an interior point with , the inverse is differentiable at , with derivative . Indeed, setting , inverse continuity gives as , and
This one-dimensional inverse result needs no assumption that is continuous. It is enough here that is differentiable and at every positive argument.
The fundamental theorem of calculus and the quotient rule give
Now and , so the inverse derivative formula applies at every relevant point. The monotone mean-value point of an integral average satisfies
Both numerator and denominator are negative. For the exponential example, this also agrees with , since for .
The substitution is nonsingular in the interior , , . Its inverse is
Thus is equivalent to , while is equivalent to . Positivity gives the full transformed domain
The forward Jacobian determinant is
Therefore . The boundary faces where the formula fails have measure zero. The change of variables formula gives
The integrand is nonnegative, so Tonelli's theorem permits reordering the integration even before convergence has been established. Integrating first in , then in , gives
The assumptions make all three integrals of exponential functions converge. Equivalently, the ordered-cone substitution by products and ratios can be followed by the increment variables , , , all independently positive and with Jacobian determinant one; the exponent then separates into three linear terms with coefficients , and .
For finite sets , the inclusion-exclusion principle states
To prove it, fix an element in exactly of the sets. If , it contributes to neither side. If , its contribution to the right side is
using the binomial theorem. This is exactly its contribution to the union. Summing over the finite ambient union proves the formula. Equivalently, the proof is an identity of elementwise membership indicators, so no unproved rule for overlapping sets is being assumed.
Now let the ambient set be all permutations, and let be those fixing element . A set intersection of specified events has elements: the specified elements are fixed and the others may be permuted freely. Apply inclusion-exclusion to the complement of the union of these events. There are possible choices of the fixed positions, hence the derangement count is
The term counts the whole ambient set before subtraction; it is not an omitted empty intersection. The formula also gives and .
Dividing by the factorial and using the convergent power series for the exponential function at gives
The alternating-series estimate supplies the explicit error bound . Thus the limiting proportion is established, not merely identified from the first few values.
Expose the vertices in order, revealing at step every edge from vertex to an earlier vertex. With the resulting filtration , put
This is the vertex exposure for chromatic number martingale. Its increments have conditional mean zero and satisfy , by the permitted Lipschitz condition.
Here is the required exponential-moment proof of the Azuma-Hoeffding inequality. More generally, suppose for deterministic . Convexity of the exponential function gives, for ,
Taking conditional expectation and using the zero conditional mean yields
For the last inequality, integrate for , and use evenness. A zero simply means a zero increment. Iterated conditional expectation now gives
For , the strict Markov bound on the event gives
The strict inequality follows directly by integrating on that event; it is also immediate if the event is empty. Optimize at and apply the same argument to the negative increments. For and , the union bound proves, for every ,
At the displayed strict bound is trivial.
For the second conclusion write and choose a fixed . If , then , whose probability is less than . Thus the given positive probability forces . For sufficiently large ,
Here the non-strict one-sided bound follows by the usual non-strict Markov inequality. Consequently the asserted upper bound holds with high probability, uniformly over any sequence satisfying the stated assumption.
The exponent printed in the original PDF is too strong under the stated increment bound. Take , let equal or with equal probabilities, and set for . This is a martingale with and for . For and ,
Thus the printed inequality is false. The intended two-sided Azuma-Hoeffding inequality is
Here the are deterministic increment bounds. We prove this corrected assertion from conditional exponential moments.
Let . The martingale property gives . For , convexity of the exponential function gives the secant bound on ,
Taking conditional expectation removes the terms containing , so
The last inequality follows term by term from in the power series for and . If the increment is zero and the same bound holds directly. This is the bounded-increment case of the Hoeffding lemma.
Repeated conditioning, without any independence assumption, now gives
Write . If , the Markov inequality gives for ,
Minimizing at gives . Apply the same argument to the martingale for the lower tail, and use the union bound to obtain the boxed result. If , all increments vanish almost surely, so the deviation probability is zero for every . This handles the degenerate case without dividing by zero and proves the correct bound in full.
Here , so for every ,
The Jensen inequality for the strictly convex exponential function gives
In fact the inequality is strict: and exclude a constant random variable. In particular, as required.
For , independence and identical distribution give
Thus is positive, integrable with mean one, and adapted to the natural filtration. Conditioning on the next increment gives
Consequently This is the exponential martingale of a random walk.
The exponents are real, as required for this family of real continuous functions. We prove the exponential Chebyshev system property by induction on the number of functions. A single nonzero multiple of an exponential function has no zero, so the base case holds.
Suppose the result holds for distinct real exponents, and consider a nontrivial combination . If it had distinct zeros, so would
since the prefactor is everywhere positive. Applying Rolle's theorem between consecutive zeros gives at least distinct zeros of
The exponents in this derivative are distinct. By induction, a nontrivial combination of them has at most zeros. Therefore every coefficient must be zero. Distinctness gives for . Then has a zero only if , contradicting the original nontriviality. Consequently has at most zeros, and
Let be the best uniform approximation to the exponential function from the degree-at-most- polynomial space. Suppose that . Then the same is best in the larger space. Its error is nonzero, since the exponential is not a polynomial. The Chebyshev alternation theorem supplies ordered points where has alternating signs. By the intermediate value theorem, has at least one zero in each of the intervening intervals, hence at least distinct zeros.
Applying Rolle's theorem successively times forces a zero of . But , so
everywhere. This is a contradiction. Together with the automatic non-increase of best errors, it proves
The argument is an instance of strict polynomial error decrease from nonvanishing derivatives.
Use left Grassmann derivatives and define the supersymmetric covariant derivatives . Multiplication in the indicated order gives exactly the printed differential operator:
Thus the equation is in two-dimensional N=(1,1) superspace.
Under a Lorentz boost, take and . The derivatives have boost weights , and have weights . Consequently has weight zero, and is a Lorentz scalar. Both and the ordinary function are scalar superfields, so the equation is Lorentz invariant.
For supersymmetry, and anticommutation of distinct odd coordinates give
Moving either supercharge through the two odd derivatives introduces two minus signs, hence . If , with odd constant parameters, the chain rule for an even scalar superfield gives
Therefore a solution is mapped to a solution, proving supersymmetry invariance.
To compute the supersymmetric Liouville equation, order the odd coordinates as and anticommute the fermionic component fields with both coordinates. In particular, . Direct application of the operator gives
Let . Only the two products of its degree-one terms survive in ; for example, . Hence and . The exponential function expands exactly as
Equating the constant terms fixes the auxiliary field, . The linear and quadratic terms then give the requested component field equations of motion:
The signs here follow from the printed operator, the printed component expansion, and left Grassmann derivatives; no convention change has been made in eliminating the auxiliary field.
The exponential function series gives Euler's number . Suppose with integers and . Choose . Since divides , the number
is an integer. But its positive tail satisfies
The inequality is strict because the factors after the first exceed when . No integer lies strictly between zero and one. This proves the irrationality of e:
For , the function has and , because the exponential function is increasing and . Therefore .
Write and . Expanding the product produces and additional nonnegative terms, giving . Applying the exponential inequality to every factor gives
Both sequences are increasing, since the terms are positive. If converges to a finite value , then , so the convergence theorem for monotone bounded sequences makes converge. Conversely, if has a finite limit, then is bounded and increasing, hence converges by the same theorem. Thus the positive series and the product both converge to finite limits, or both diverge to . This proves the positive sum-product convergence criterion. The word limit here means a finite real limit; allowing extended infinite limits would make the conclusion vacuous for these monotone sequences.
The Malgrange–Ehrenpreis theorem states that every nonzero constant-coefficient linear differential operator on Euclidean space has a distributional fundamental solution. With and , the conclusion is an such that . If , simply take ; hence assume .
We construct a Hörmander staircase in frequency space. The highest-degree homogeneous part is not identically zero on real vectors, since a polynomial vanishing on all real vectors has all coefficients zero. After an orthogonal transformation of coordinates, we can arrange that . Thus, for each real , the polynomial
has degree in and the same nonzero leading coefficient , independent of . This constant leading coefficient of a polynomial is what makes a uniform staircase possible.
For a fixed , factor , counting repeated roots of a polynomial. Consider the heights , . A given root has imaginary part within distance less than one of at most one of these heights. By the pigeonhole principle, some height avoids every root, and then
This is finite-height polynomial root avoidance. Root labels need not be chosen continuously or even measurably. Instead define the closed sets
Continuity in extends the inequality from rational to every real . These Borel sets partition . The Hörmander staircase assigns the horizontal contour over ; its height is bounded by , and the denominator has the uniform lower bound . For , the transverse space is a single point and only one horizontal contour is needed.
Use the Fourier transform convention , with inverse factor . Define the candidate fundamental solution of a linear differential operator by
For a test function supported in a fixed compact set , Fourier decay in a bounded complex strip gives, for any integer ,
Indeed, this is the real Fourier transform of with reversed frequency, and repeated integration by parts with proves the estimate. Taking and using the denominator bound proves absolute convergence and a continuity estimate on . Thus is a distribution; no unsupported interpretation of a divergent inverse Fourier transform is being used.
For its distributional derivatives, the formal transpose of a differential operator is . Since
applying cancels the denominator. For each fixed , the numerator is an entire function of . The Cauchy integral theorem, applied to a rectangle between the lines and , gives
The two vertical edges tend to zero by the same bounded-strip decay. The resulting contour deformation is performed separately for each transverse frequency, so discontinuities of the staircase height introduce no additional boundary terms. Absolute convergence permits integration over the partition . The Fourier inversion theorem then yields
This proves the Malgrange–Ehrenpreis theorem. Undoing the orthogonal change of coordinates gives the fundamental solution of a linear differential operator for the original operator; the Dirac delta distribution is unchanged by that change of coordinates.
For a one-dimensional operator of degree , with leading coefficient , we may choose the single staircase contour below every pole. Take and integrate on . The corresponding formula is the Bromwich contour version of the construction above, after putting . Its poles all lie above the frequency contour. For , close that contour downwards; the exponential function decays and there are no enclosed poles. For , close upwards, where the exponential function again decays, and apply the residue theorem. The bound justifies the large arcs, including by the Jordan lemma away from their endpoints. Thus away from the retarded fundamental solution is , where
The sum is over distinct roots of a polynomial, with the residue including the whole multiplicity. For simple characteristic roots of a constant-coefficient differential equation, it reduces to . Repeated roots give exponential polynomial solutions of a constant-coefficient differential equation through differentiation of .
To establish the equality also at the origin, rather than leave a possible point-supported term undecided, verify the distributional jump formula for a Heaviside product. The residue expression is an entire function of , and
Its initial derivatives are
These identities follow by integrating over a large circle: for the integrand is , whereas for its coefficient of is . The distributional jump formula for a Heaviside product therefore gives . Moreover, since is a tempered distribution, its Fourier transform satisfies
There are no real zeros of this polynomial, so its reciprocal is the transform. This is exactly the shifted-contour construction, proving equality there as a distribution as well. Hence
The sign of matters: for the operator in the preceding solution, and the last initial derivative is .
Put and . For any positive integer shift , translating the interval changes its sum by at most . Averaging the shifts gives the bilinear shift averaging for a logarithmic phase identity
Since , the alternating Taylor expansion of the logarithm has remainder at most . Thus
For , we have , hence the error is at most . The exponential function on an imaginary argument changes by at most the change in that argument. Therefore
Use and . Taking absolute values proves
The boundary error comes from integer shifts, so this argument also covers intervals shorter than a shift. Here range over positive integers; no zero term is needed.
Consider the flat function
Away from zero every derivative has the form for a polynomial : differentiating preserves this form. For every ,
because an exponential function decays faster than any power. Inductively, extend each displayed derivative by zero at zero. It is continuous there, and its difference quotient at zero also tends to zero by the same estimate with one extra power of . Thus each extension is the derivative of the preceding extension. This proves and for all .
Its Taylor series at zero is identically zero, whereas for every . It is smooth everywhere but not real analytic at zero.
For sufficiently close to zero, . Apply the mean value theorem to the logarithm between and : there is a point between these endpoints with
As from either side, , so this quotient tends to . The exponential function is continuous, and therefore
The hypotheses of the mean value theorem hold because is continuous and differentiable for , with derivative .
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 which
for 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 is
The Leibniz rule applied to therefore gives
Taking 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 by
Rapid 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 yields
For 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 by
which 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 write
The solution space of is
Indeed 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 gives
The Paley–Wiener–Schwartz theorem produces a compactly supported distribution with transform , supported in the same interval. Then , so Fourier inversion gives . Thus
The 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.
Choose the square root with , so the branch cut is the negative imaginary axis. The change of variable maps this sheet onto and gives . Writing the exponential function as , its phase becomes exactly quadratic:
The saddle point is therefore , or . On the descending line , , the phase is . Its image is the parabola
The contour runs from left to right, corresponding to decreasing from to . A contour deformation in the right half of the -plane moves the original indented contour to this line. The connecting tails vanish in the descending sectors, and no branch point or pole is crossed. Since , the Gaussian integral and the odd function give
Here the method of steepest descent actually gives an exact answer for , because the quadratic phase and linear transformed amplitude have no further even correction.
Figure 1.
Integration contours near a saddle and a pole
. The original upper indentation, the saddle contour, and the negative imaginary branch cut. The indentation is exaggerated for visibility. Details.
Any unbiased linear estimator has the form considered in part (b), and its error is the linear combination of independent normal random variables
The moment-generating function of a normal distribution therefore gives, for every nonzero real ,
Since the exponential function is strictly increasing and , minimizing this exponential moment is exactly the same as minimizing . Part (b) shows that the unique minimizer is . Thus, independently of the sign or magnitude of ,
By the Plünnecke-Ruzsa inequality,
Apply the Ruzsa covering lemma to and . Since , there is a set with such that
Adding and reusing this inclusion inductively gives
A sum of members of the fixed set depends only on the multiplicity of each member. The number of possible multiplicity vectors is at most , and therefore
Since , it follows that
For fixed , this differs from the Plünnecke–Ruzsa bound only by a polynomial factor in , so both have the same leading exponential function factor .
There are two positive roots for : the derivative of is , so the function decreases to its minimum at and then increases. Negative cannot solve the equation. For the larger root, expansion of the exponential function in gives
so series reversion yields
For the smaller root, set and take a logarithm. Then , so successive substitution gives and
These are the first two nonzero terms of the two asymptotic expansions. Equivalently, the roots are and , from the real branches of Lambert W.