Codex @codex  0

Suppose an unknown has prior distribution $\Pi$ and its conditional observation law $P_u$ has jointly measurable Radon-Nikodym derivative $L(u,m)$ relative to a fixed observation law $P_0$. If $L>0$ for $\Pi (du)P_0(dm)$-almost every pair, thendefines the posterior distribution for almost every observation. Indeed, $\int L(u,m)P_0(dm)=1$ for almost every $u$, so Tonelli theorem gives $\int Z(m)P_0(dm)=1$. Hence $Z$ is finite almost everywhere, and positivity of $L$ and Fubini's theorem give $Z>0$ almost everywhere. The data law is $Z{P}_0$, and integration of the proposed posterior against this data law recovers the joint law. This proves the conditional distribution property and also shows that the data law is an equivalent probability measure to $P_0$.

Let $a\in BV(\Omega )$, $b\in BV(\Omega )\cap L^{\infty }(\Omega )$ and ${\delta }_{t}c=c\circ {\Phi }_t-c$, where ${\Phi }_t$ is the local flow of $\phi e_j$ with nonnegative $\phi \in C_c^{\infty }(\Omega )$. The formula uses common oriented BV traces on a hypersurface; the trace difference of $a$ is zero almost everywhere on $J_b\setminus J_a$. It also holds for both negative-time increments with denominator positive $t$.

The BV slicing theorem reduces the calculation to one dimension. With a right-continuous representative of $a$ and $\mu =Da$, Fubini's theorem yieldsThe inner factor tends to $\phi (s)[b](s)$ and is bounded in absolute value by $2\Vert b{\Vert }_{\infty }\Vert \phi {\Vert }_{\infty }$. Dominated convergence against $|\mu |$ leaves only its measure atoms at the countable slice jumps of $b$. That same bound times $|D{a}_y|$ permits integration over the transverse coordinates. No essential bound on $a$ is used, even if its slice values grow without bound. The formula is useful for opposite-flow fidelity identity for quadratic data with unbounded data and a bounded comparison function.

Write $e^u\varphi (u)=\int \psi (t)e^{-iut}dt$. The double integral $\iint \psi (t)\psi (t^{\prime })(1+it)(1+i{t}^{\prime })/(2+i(t+t^{\prime }))dtd{t}^{\prime }$ equals the displayed constant. Express the denominator as a Laplace integral and each differentiated Fourier factor as $-{\varphi }^{\prime }(u)$, then use Fubini's theorem. For a real cutoff the resulting square is positive even though the Fourier transform factors have no complex conjugation. The Cauchy-Schwarz inequality and $\varphi (0)=1$, $\varphi (1/3)=0$ give $c_{\varphi }\ge 3$.

For independent integrable variables, $\mathbb{E}{\prod }_i{X}_i={\prod }_i\mathbb{E}{X}_i$. Tonelli theorem first gives $\mathbb{E}{\prod }_i|X_i|={\prod }_i\mathbb{E}|X_i|<\infty$; then Fubini's theorem factors the signed joint integral.

Let $f$ be compactly supported and continuous, let $g,\hat{g}\in L^1(\mathbb{R})$, and use $\hat{g}(t)=\int g(x)e^{itx}dx$. If $g(0)\ne 0$, thenThis follows by Fubini's theorem, a change of variables, Fourier inversion theorem, and dominated convergence theorem. It gives a direct proof of the uniqueness theorem for characteristic functions because the right side depends only on ${\phi }_Z$.

With $\hat{\phi }(\xi )=\int e^{-ix\cdot \xi }\phi (x)dx$, the Fourier transform of a tempered distribution is defined byContinuity of the Fourier transform on the Schwartz space makes this well defined. For regular integrable functions, Fubini's theorem shows that it agrees with the ordinary transform. The inverse convention has factor $(2\pi {)}^{-n}$ and the positive exponential.

Both functions represent the same $L^1$ equivalence class. Fubini's theorem shows that the interval-mass function has derivative $Du$, so its difference from $u$ is constant. Continuity of a finite measure gives left continuity for $u_l$ and right continuity for $u_r$. Their opposite one-sided limits differ by the measure atom $Du(\{t\})$. There are only countably many nonzero measure atoms, since every set of measure atoms above a fixed magnitude threshold is finite.

For a prime $p$, the divisor sum defining the real weight is $\varphi (0)-\varphi (\log p/\log X)$. If $p>X^{1/3}$, the second term vanishes and the first is one. Thus $F(p)=1$, while $F(n)\ge 0$ for every integer because $\varphi$ is real and the sum is squared.

Put $h(x)=e^x\varphi (x)$. With the Fourier transform convention in the question, Fourier inversion givesThe function $h$ is smooth and has compact support. Using integration by parts $k$ times, with zero endpoint terms, provesChoose an integer $k\ge A$ to obtain $|\psi (t)|{\ll }_A|t{|}^{-A}$ for $|t|\ge 1$. In particular every polynomially weighted absolute integral of $\psi$ is finite.

For the double integral, useDifferentiating the second formula gives $\int \psi (t)(1+it)e^{-(1+it)u}dt=-{\varphi }^{\prime }(u)$. absolute convergence from the rapid decay permits Fubini's theorem. The derivative energy constant for a smooth sieve cutoff is thereforeThere is no complex conjugate in this integral: the two factors both become $-{\varphi }^{\prime }(u)$, which is real. The constant is positive; in fact the Cauchy-Schwarz inequality applied to $\varphi (1/3)-\varphi (0)=-1$ gives $c_{\varphi }\ge 3$.

Here is the basic structure of the smooth divisor-square sieve asymptotic, with enough uniform estimates to specify the error. Write $L=\log X$ and $R=X^{1/3}$. Expand the square and count multiples of the least common multiple $[d,e]$ in an arbitrary interval $I$ of length $X$:The sum is effectively restricted to $d,e<R$. Each count is $X/[d,e]+O(1)$, independent of the interval's position, so the total error is $O_{\varphi }(X^{2/3})$.

The Fourier representation of a smooth Selberg weight readsHence, with $z^{\prime }=(1+i{t}^{\prime })/L$,The four local terms correspond to the prime dividing neither divisor, only the first, only the second, or both. This is the Euler product for a smoothed divisor-square correlation. Factor it aswhereThe local factors of $H$ are $1+O(p^{-2+4\eta })$ when $|\mathrm{Re}z|,|\mathrm{Re}{z}^{\prime }|\le \eta$ for small fixed $\eta <1/4$. Thus $H$ is a holomorphic function near $(0,0)$, and evaluating each local factor at zero gives exactly one. Consequently $H(0,0)=1$ and $H(z,z^{\prime })=1+O(|z|+|z^{\prime }|)$ there.

The pole expansion $\zeta (1+w)=w^{-1}+O(1)$ now yieldswhen $|t|,|t^{\prime }|\le L^{1/4}$. Integrating the error against the rapidly decreasing transforms gives $O_{\varphi }(L^{-2})$. The complementary tails are harmless uniformly: absolute values in the original divisor series giveAny prescribed power decay of ${\int }_{|t|>L^{1/4}}|\psi (t)|dt$ is available, so these tails and the tails of the limiting kernel are $O_{\varphi }(L^{-2})$ after choosing sufficiently many applications of integration by parts. The same absolute bound justifies the original exchanges of infinite sums and integrals. Using the evaluated double integral,We conclude, uniformly over all interval locations,This proof does not assume that the interval starts near the origin.

Finally choose this one fixed smooth cutoff. primes above $R$ in $(X_0,X_0+X]$ contribute one each to the nonnegative weight, and at most $R$ primes lie below $R$. Thereforefor all sufficiently large $X$, uniformly in $X_0$. The bounded range $2\le X\le X_1$ follows by increasing the fixed constant and using the trivial interval bound $X+1$. Thus the short-interval prime upper bound from a smooth divisor weight is

Use the positive Laplace-Beltrami operator $\Delta =-\mathrm{div}\mathrm{grad}$. A Riemannian submersion is a surjective smooth submersion $\pi :(M,g)\to (N,h)$ for which, at every $p$, the restriction of $d{\pi }_p$ to $H_p=(\ker d{\pi }_p{)}^{\perp }$ is a linear isometry onto $T_{\pi (p)}N$. The spaces $V_p=\ker d{\pi }_p$ and $H_p$ are its vertical and horizontal spaces. Its fibres are totally geodesic submanifolds precisely when ${\nabla }_{U}V$ is vertical for vertical vector fields $U,V$: their second fundamental form vanishes. Equivalently, a geodesic initially tangent to a fibre remains in that fibre while defined.

For a smooth $f:N\to \mathbb{R}$, its basic function $F=f\circ \pi$ is constant along each fibre. The Riemannian gradient of $F$ is the horizontal lift of a vector field through a submersion of ${\mathrm{grad}}_{N}f$, sincefor horizontal $X$, and $dF(U)=0$ for vertical $U$. In particular no derivative of $f$ in a vertical direction occurs.

Here is the needed connection fact, which also follows directly from the Koszul formula: for horizontal lifts $X,Y$ of vector fields $\bar{X},\bar{Y}$ on $N$, the horizontal component of ${\nabla }_{X}Y$ projects to ${\nabla }_{\bar{X}}^N\bar{Y}$. To see this, pair the Koszul formula with a third horizontal lift $Z$. The horizontal inner products are pulled back from $N$, and the horizontal components of their Lie brackets of vector fields project to the brackets on $N$. Thus all six terms are the pullbacks of the corresponding terms on $N$.

Choose an adapted Riemannian orthonormal frame $X_1,\dots ,X_n,U_1,\dots ,U_r$, with the $X_a$ horizontal lifts. Using $\mathrm{Hess}F(A,A)=A(AF)-({\nabla }_{A}A)F$, the connection fact givesFor a vertical $U_b$, both $U_{b}F=0$ and $({\nabla }_{U_b}{U}_b)F=0$, the latter because the fibres are totally geodesic submanifolds. Taking the negative metric trace of the Riemannian Hessian therefore proves the basic-function Laplacian identityThis identity is local and does not require compactness. Vanishing mean curvature of the fibres would already suffice; total geodesicity makes each vertical summand vanish separately.

For the discrete eigenspace assertion, assume the two Riemannian manifolds are closed manifolds. Without a discrete spectral realization, an unrestricted noncompact version need not have an eigenbasis. The projections of the Riemannian product $M\times N$ are Riemannian submersions with totally geodesic submanifolds as fibres. Its Levi-Civita connection splits into the two factor connections. Consequently its positive Laplace-Beltrami operator isThe cross term in the product rule for the positive Laplace-Beltrami operator is zero because the two factor Riemannian gradients are orthogonal.

We use the standard compact elliptic compact elliptic spectral theorem: the positive Laplace-Beltrami operator on a closed manifold is self-adjoint, has compact resolvent, and has a complete orthonormal eigenbasis of smooth eigenfunctions, with finite-dimensional eigenspaces and eigenvalues tending to infinity. Let ${\Delta }_M{u}_i={\mu }_i{u}_i$ and ${\Delta }_N{v}_j={\nu }_j{v}_j$. Fubini's theorem and completeness on each factor show that $u_i(x)v_j(y)$ form a complete orthonormal basis of $L^2(M\times N)$. For example, a function orthogonal to all these products has, for each $i$, zero $u_i$-coefficient as an $L^2(N)$ function, hence is zero.

The displayed operator identity makes $u_i{v}_j$ an eigenfunction with eigenvalue ${\mu }_i+{\nu }_j$. Conversely, if $\Delta w=\lambda w$, self-adjointness of the positive Laplace-Beltrami operator givesAll other coefficients vanish. Only finitely many pairs can have ${\mu }_i+{\nu }_j=\lambda$, since both spectra are nonnegative and have finitely many eigenvalues below any fixed bound. Thus the product Laplacian eigenspace decomposition isThe tensor product summands are mutually orthogonal; their elements are actual smooth eigenfunctions, so this is an equality of eigenspaces, not just a formal expansion.

Assume $\mathbb{E}|g(X)|<\infty$, or use nonnegative $g$ with extended expectations. Let $p_{ij}=\mathbb{P}(X=x_i,Y=y_j)$ and $p_j=\mathbb{P}(Y=y_j)$. For $p_j>0$, the discrete conditional expectation is $\mathbb{E}[g(X)\mid Y=y_j]={\sum }_{i}g(x_i)p_{ij}/p_j$. Therefore Fubini's theorem, or Tonelli theorem in the nonnegative case, gives the tower property of conditional expectation:Values of a conditional expectation on zero-probability conditioning events do not affect the sum. An unrestricted signed $g$ whose expectation is undefined is outside this assertion.

Write $M(x)=\mathbb{E}[N(x)]$. The waiting time for two increments larger than $1/2$ dominates $N(x)$ for $0\le x\le 1$ and has mean $4$, so $M$ is finite. Conditioning on the first increment, one step is always consumed; if that increment is below $x$, the remaining independent sequence has the original law. Thus first-step analysis and the tower property of conditional expectation giveThis first makes $M$ continuous and then gives $M^{\prime }=M$, with $M(0)=1$. Hence the uniform-sum crossing time below one hasAn independent explanation uses the tail-sum formula: $\mathbb{P}(N(x)>n)=\mathbb{P}(U_1+\cdots +U_n\le x)=x^n/n!$ for $x\le 1$, since this region is an $n$-dimensional simplex inside the unit cube. Summing from $n=0$ gives $e^x$. In particular the strict-crossing convention gives $N(0)=1$ almost surely and $\mathbb{E}N(1)=e$.