The Radon-Nikodym theorem for positive measures says: if and are sigma-finite measures on the same measurable space, and is absolutely continuous with respect to , then there is a nonnegative measurable function , unique -almost everywhere, such that
Here sigma-finiteness means that the space is a countable union of measurable sets of finite measure; absolute continuity of measures, written , means that implies . The function is the Radon-Nikodym derivative. For a finite signed or complex measure of finite total variation norm of a measure, absolutely continuous with respect to a sigma-finite , the corresponding density belongs to . This follows by applying the positive theorem to the positive and negative parts of the real and imaginary parts of .
For every measure space and , is isometrically , where . We use the complex-linear pairing
With the convention , the same identification is conjugate-linear in . By Hölder's inequality, is a bounded linear functional with . If , set
interpreting the numerator as zero where . The identity gives and . Thus
It remains to represent an arbitrary , rather than merely produce functionals from .
We prove Lp duality on an arbitrary measure space without imposing sigma-finiteness on . Write . For every measurable set with , define a complex measure on by
It is countably additive: for disjoint , the partial sums of their indicator functions tend in to , because the measure of the omitted tail tends to zero. It is absolutely continuous with respect to , since indicator functions of null sets represent zero in .
Its total variation norm of a measure is finite. For any finite measurable partition , choose scalars of modulus with . Then
Taking the supremum over partitions gives the variation bound. Since is finite, the Radon-Nikodym theorem supplies with . By uniform approximation with simple functions,
for every bounded measurable supported in .
To improve from to , test with the bounded function
If , then
Thus when , and the same bound is trivial when it is zero. The monotone convergence theorem gives
If both have finite measure, the densities agree almost everywhere on : their integrals over every measurable subset of the intersection equal the same functional value. This is uniqueness in the Radon-Nikodym theorem.
We now perform support localization of an Lp functional. Set
Choose finite-measure sets whose displayed integrals tend to , and let , . If , take . Compatibility allows us to define a measurable function on by taking on the disjoint measurable sets , and put off . It agrees almost everywhere with on every . Moreover,
Indeed each integral is at most , and it is at least the integral over , which tends to .
For any finite-measure set , compatibility on the disjoint union gives
Letting forces almost everywhere. For an arbitrary finite-measure set , compatibility on and the preceding conclusion on show that almost everywhere on . Consequently for every simple function supported on a finite-measure set.
Those simple functions are dense in even for this arbitrary measure space. To see the needed finite-support property, for the sets have finite measure, bounded by . First truncate to such sets and to bounded values, then approximate by simple functions; the discarded integral tends to zero. Continuity of and Hölder's inequality therefore extend the representation to every .
We have constructed with , and the previously proved norm identity gives . It also proves uniqueness: if , then . This completes the isometric duality of Lp spaces.
The dominated sequence actually converges to zero in norm, and hence weakly. The assumptions give and almost everywhere. The dominated convergence theorem yields
For every , . Therefore
The definitions in a unital C-star algebra are
Thus a Hermitian element of a C-star algebra is self-adjoint, a Unitary element of a C-star algebra has inverse , and a Normal element of a C-star algebra commutes with its adjoint. We derive the needed C-star algebra facts directly from , as required.
First gives , and
gives ; applying the same argument to gives equality. Thus the involution is an isometry. For a Unitary element of a C-star algebra ,
The general Banach algebra spectrum bound gives for . Such a is nonzero, and the inverse spectral mapping theorem gives , so also . Hence
If , the convergent exponential series and the isometric involution give . These commuting exponentials multiply to , so is unitary for real . By the exponential spectral mapping theorem, if then . Taking gives , so
Only general Banach algebra spectral mapping theorem and the defining C-star identity were used.
Now prove spectral permanence for C-star algebras. Let be the norm-closed C-star subalgebra with the same identity. The algebraic inclusion always gives . For , both spectra lie in . If , choose nonreal . Since , each belongs to . By continuity of inversion in a Banach algebra, these inverses converge in to , which belongs to because is closed. Thus , proving equality for hermitian elements.
For the requested normal , suppose is invertible in . The element is hermitian and invertible in , so the equality just proved places in . Consequently
Since already has a two-sided inverse in , multiplying by that inverse gives . Hence its inverse belongs to , and
We need one more elementary consequence of the C-star identity: the spectral radius norm equality for normal elements. If , then . If is normal, commutativity of gives
Every power of is a Normal element of a C-star algebra. Induction gives . The general spectral radius formula therefore implies
The continuous functional calculus is the unique unital -homomorphism taking the coordinate function to . For bounded linear operators on a Hilbert space, the adjoint identity gives . Therefore
This proves the C-star identity for directly; completeness and submultiplicativity come from the operator norm. Let
Because is a normal operator, this is a commutative unital C-star algebra. Every element of is a Normal element of a C-star algebra, so the preceding norm identity says its Gelfand transform is isometric:
Here is the compact character space from the general Gelfand representation theorem for commutative Banach algebras.
Each algebra character preserves the involution. Indeed, write with hermitian; and similarly for , so . Therefore the continuous map
is injective: its value determines and hence its value on all the dense polynomials. It is surjective because the general character description of the spectrum gives , and spectral permanence for C-star algebras identifies this with . A continuous function that is a bijection from a compact space to a Hausdorff space is a homeomorphism, so we identify with .
Under this identification, the Gelfand transform sends to and to . Its image is an isometric, and therefore closed, unital self-adjoint subalgebra of . It separates points because it contains . The complex Stone-Weierstrass theorem makes the image dense, hence equal to all of . Inverting the Gelfand transform and including into gives
an isometric unital C-star homomorphism with .
To prove uniqueness without assuming automatic continuity of C-star homomorphisms, let be any other such map. Since every is normal, is normal. A unital algebra homomorphism preserves inverses, so
Using the normal-element norm identity yields . Thus is contractive. It agrees with on polynomials in , since both send them to the same polynomials in . These polynomials are dense by the Stone-Weierstrass theorem, so continuity proves . This establishes the continuous functional calculus with no unproved theorem specific to C-star algebras.
A disconnected spectrum gives a nontrivial closed invariant subspace. Write with nonempty and both open and closed in . The indicator function is continuous on , even though no such continuity is needed across the gap outside . Let . The continuous functional calculus gives
Its isometry gives and , so . The linear projection has closed range . Its range is nonzero and proper, and proves invariance. Since it also commutes with , the same subspace is reducing. This proves disconnected spectrum gives a reducing subspace.
Figure 1.
A disconnected spectrum and its continuous indicator, which produces a nontrivial reducing projection
.
The figure can be realized without any eigenvalues: take , where is planar area on the two closed disks, and let multiply by . Its adjoint multiplies by , so it is a normal operator. An eigenvector for would be supported on the area-zero singleton , hence would be zero in . Outside , multiplication by is a bounded inverse to . For , normalized indicator functions of have , excluding a bounded inverse. Thus its spectrum is exactly . The linear projection in the figure multiplies by , and its range consists of functions supported on the left disk.
The Szemerédi theorem says that for every integer and every , there is such that, for , every with contains a nonconstant arithmetic progression
Equivalently, every subset of the positive integers with positive upper asymptotic density contains arithmetic progressions of every finite length. Length one is immediate.
The Furstenberg multiple recurrence theorem states that for every probability measure-preserving system, every measurable with , and every integer , there is with
Here means a preimage, so invertibility is unnecessary. The Furstenberg multiple recurrence theorem also does not assume an ergodic transformation.
We prove the implication to the finite Szemerédi theorem by constructing the Furstenberg correspondence principle explicitly. Suppose, to the contrary, that for fixed and there are and with , but with no length- arithmetic progression of positive common difference. In the binary full shift , encode as , taking all coordinates outside to be zero. Let be the left shift, , and set
The cylinder set is a clopen set, and . The binary full shift is a compact metric space, so compactness of probability measures on a compact metric space gives a subsequence of these empirical measures with weak convergence of probability measures to a Borel probability measure .
For every continuous on the full shift,
Passing to the weak limit shows that is an invariant measure for the continuous left shift. Thus is a probability measure-preserving system. Since the indicator function of is continuous, .
Apply the Furstenberg multiple recurrence theorem to . For some , the clopen set
has . Its continuous indicator function gives . For large , at least one in the defining empirical measure therefore belongs to . The choice of left shift implies
so lies in . This contradicts the assumed absence of arithmetic progressions and proves the finite Szemerédi theorem. Applying the finite Szemerédi theorem on intervals where an infinite set has density bounded below proves the stated upper asymptotic density formulation.
For multiple recurrence for circle rotations, write and , with normalized Lebesgue measure , which is the Haar measure of the circle group. Fix a measurable with and . If is rational, there is with the identity, and gives an intersection of measure .
For irrational , the pigeonhole principle applied to in equal arcs gives with . In particular there are arbitrarily small nonzero returns to zero for the irrational rotation of the circle.
We also need translation continuity in L1 on the circle. Given a measurable , approximate its indicator function in the L1 norm by a continuous on the circle group. Such approximation follows from regularity of Lebesgue measure, or approximation by finite unions of intervals. Translation invariance and uniform continuity give
where the approximation error is first made arbitrarily small. Equivalently, .
Choose a return time so small modulo one that for each ,
This is possible because multiplication by each fixed is continuous on the circle group and translation continuity in L1 on the circle applies to the finitely many translates. The union bound now gives
This proves the Furstenberg multiple recurrence theorem for every circle rotation with its normalized Lebesgue measure, including both rational and irrational angles.
A sufficient absolute constant is . The proof is a density increment argument for a cap set over the finite field .
First work in , write , and let be the indicator function of a cap set of subset density . All expectations below are uniform. In characteristic three, a solution of having two equal entries has all three equal. Consequently the normalized linear configuration count is
Set and use Fourier analysis on a finite abelian group with
The orthogonality of roots of unity and the Parseval identity on a finite group give
If , then for a cap set and
Thus some nonzero finite abelian Fourier coefficient has magnitude at least .
For this , let be the subset density of on the affine subspace , for . These three affine subspaces have equal cardinality, and
Among three directions separated by , one makes an angle at most with any given complex number. Hence . Restricting to that hyperplane gives the hyperplane density increment for cap sets
Translate the affine subspace to its underlying vector space. This preserves the cap set property: translating a triple by changes its sum by . The same argument can therefore be iterated.
For completeness, the density increment iteration gives an explicit uniform bound. If , the hypothesis is impossible. Suppose and a cap set has . For every integer , its remaining dimension is at least , and its current subset density is at least . Thus
The last inequality holds at and remains true as increases: the successive ratio of is for . At each step, as long as the subset density remains at most one,
After steps this would imply
a contradiction. The endpoint already contradicts the cap set property in positive dimension. This proves the claimed existence of three distinct points and the Meshulam bound for cap sets.
The biregular graph assumption allows both indicator functions in the discrepancy to be balanced:
The operator norm and the Cauchy-Schwarz inequality give
Consequently (iii)(i) with . Together with the previous sections, explicit constants for every direction are
All these constants tend to zero with the initial constant and are independent of . This is the required equivalence for a quasirandom bipartite graph.
Let be the singular values of the normalized adjacency operator of a bipartite graph, with the uniform inner products used above. Its ordinary matrix in an orthonormal basis on each side is . Expanding the trace of proves the box norm singular-value identity
Therefore (ii) immediately implies
which is (iii).
Conversely, the square of the Hilbert-Schmidt norm of this operator is
since a graph indicator function takes values zero and one. Under (iii), every with is at most , so
Thus (iii)(ii) with . This bound also covers the empty and complete bipartite graphs.
First take nonempty bounded open sets . Their Minkowski sum is open and hence a Lebesgue measurable set. Apply the Prékopa–Leindler inequality to their indicator functions and the indicator function of . This gives the multiplicative form
To obtain the usual additive Brunn–Minkowski inequality, put , , and . Both normalized open sets have Lebesgue measure one. For ,
The multiplicative bound and the scaling rule for Lebesgue measure imply
Replacing by and using continuity from below extends this form of the Brunn–Minkowski inequality to all nonempty open sets, including those of infinite Lebesgue measure. This open-set form is sufficient here and avoids any measurability qualification for sums of arbitrary measurable sets.
A many-one reduction is a total computable function such that
A Turing reduction is an oracle machine which, with membership oracle , halts on every input and computes the indicator function . It may make finitely many adaptive queries on each input. A many-one reduction gives a Turing reduction by a single query, but Turing reducibility allows more general procedures.
The Friedberg–Muchnik theorem states that there are computably enumerable sets with incomparable Turing degrees:
Here is a finite-injury priority construction proving it. Effectively enumerate all Turing functionals . Arrange the requirements in the priority order
Equality would require the Turing functional to be total and give the correct bit at every input; one disagreement or one undefined input defeats it.
Start with and enumerate elements without ever removing them. A strategy has a private witness, a flag recording whether it has acted, and a restraint on its oracle. Every new witness is larger than every previously assigned witness and every current higher-priority restraint. Retired witnesses are never reused. The only possible enumeration of a witness is by its owner, so an unacted witness remains outside its target set.
The strategy for chooses a witness and waits for a stage at which the bounded simulation gives
On seeing this, put into , declare the strategy acted, and impose restraint on , where is the oracle use: one more than the largest queried number, or zero if there were no queries. Initialize every lower-priority strategy, discarding its current witness, acted flag and restraint. An acted strategy does nothing further until initialized. The strategy for is identical with interchanged. Waiting specifically for zero is enough: if the eventual output is nonzero while the witness stays out, it already disagrees with the target indicator function.
For a completely effective schedule, at stage visit the first strategies in priority order. Assign an unassigned witness when visited. Simulate each unacted strategy's computation for at most steps with the current finite oracle. If some strategy can act, perform the first such action and end the stage; otherwise end after all visits. All steps are finite and algorithmic, so the limiting are computably enumerable sets.
Every lower-priority enumeration respects higher-priority restraints. When its witness was chosen it lay above these restraints. Any subsequent action of a higher-priority strategy would have initialized it, so its current witness remains safe to enumerate. The initialization of all lower strategies also removes their obsolete restraints before they can obstruct a legitimate higher-priority action.
We verify finite injury by mathematical induction on priority. The first strategy is never injured and acts at most once. If all predecessors of a strategy act finitely often, there is a last stage when a higher-priority action initializes it. It is subsequently visited, chooses its permanent witness, and acts at most once. Thus it too acts finitely often and all its lower-priority strategies suffer only finitely many injuries. The scheduling cannot starve a fixed strategy: after the finitely many higher-priority actions, all sufficiently large stages visit it.
Consider the final uninjured with witness . If it acts, then permanently, and every later lower-priority enumeration into respects its restraint. No later higher-priority action occurs. The preserved computation is therefore
If it never acts, . Were , the final computation on would halt with zero and have finite oracle use. The finitely many oracle bits it queries eventually stabilize, and a sufficiently late bounded stage simulation would see exactly this zero computation. The strategy would then act, a contradiction. Hence holds in this case too. The same reasoning proves every .
All possible Turing reductions in both directions are excluded. This proves the Friedberg–Muchnik theorem; in particular both constructed Turing degrees are noncomputable, since a computable set is Turing reducible to every oracle.
An additive arithmetic function satisfies for coprime integers ; a completely additive arithmetic function satisfies this for all positive . In either case . The Fundamental theorem of arithmetic gives , where means that the prime valuation of at is exactly .
Under the discrete uniform distribution on , the expectation of the indicator function of is
The formula remains valid when . Applying linearity of expectation to the finite prime power decomposition proves the required mean formula:
For the last assertion, write the excess prime-factor multiplicity directly as a sum of nonnegative indicator functions:
Here is the prime omega function and is the total number of prime factors. The expectation is bounded independently of , since
Thus Markov inequality gives vanishing probability on every diverging scale:
Write , , and . Put and . The strongly additive arithmetic function identity is .
For any tuple , expand by choosing an indicator in some positions and the constant in the others. If the selected positions contain distinct primes whose product is , then
For the corresponding product of the independent Bernoulli random variables , the expectation is exactly . This includes repeated primes, since their indicator functions are idempotent, and the empty selection has zero error. Summing absolute values of all expansion coefficients bounds the difference by
when . Expanding the th power and summing the absolute coefficient weights gives
It remains to center at the actual expectation. Since , we have . For each , both and have absolute value at most , because all their indicator coefficients have absolute value at most one. The identity therefore bounds the change in the central moment by .
Finally, independence factors each term of the independent central moment. If are the distinct primes of the tuple and their multiplicities, the desired comparison becomes
If , then and both sides vanish, so the formula remains valid. The argument also covers complex coefficients ; a real-valued assumption is needed for the later normal distribution conclusion, not for this centered moment comparison for additive arithmetic functions.
Use the probability space with the product measure of the uniform distribution on . Its coordinate random variables are independent and identically distributed random variables. Define simultaneously for every parameter
For , the indicator function inequality holds pointwise at every graph vertex. For fixed , each coordinate has the Bernoulli distribution with parameter , and the coordinates are independent because they are functions of distinct independent . Thus every marginal configuration is exactly the required site percolation model. This is a continuum-indexed family of processes, all on one probability space, and is the standard monotone coupling of Bernoulli percolation.
Write and , restricting to meshes small enough that . This discontinuous indicator function does not satisfy the hypothesis of part (b). Instead apply part (a) with and handle its two boundary cells directly.
Let on each observation cell . Away from cells containing the two ends of , almost everywhere. Even if an endpoint is itself an observation time, at most two cells contribute, and their total length is at most . Thus the quadrature error obeys
The fluctuation has variance at most . Its zero expected value gives
using .
Figure 1.
Only the two endpoint cells contribute to the window quadrature error
.
The remaining bias is the difference between an interval average and the spot variance. By the Hölder continuity of ,
Retaining the centered fluctuation and bounding yields
For , both and equal . Therefore and satisfy both requested bounds:
The constants are independent of the observation partition, , and . The exponent follows from a bias-variance tradeoff for a shrinking window.
Because is a nonnegative integer, its indicator function satisfies . Taking expected values proves the upper bound. The finite second moment also gives a finite expected value, by the Cauchy-Schwarz inequality. Applying that inequality to and gives
The assumed positive second moment permits division, yielding
The lower bound is the basic second moment method; the upper bound also follows from Markov's inequality at threshold one. Integer-valuedness is essential for that upper bound, but not for the lower bound. For example, a constant would violate the upper bound.
Harris' inequality states that, for a product measure on with independent Bernoulli random variables of parameters , increasing events satisfy
In particular, the uniform probability measure on the Boolean lattice gives . We give a direct mathematical induction proof, so no stronger correlation theorem is assumed.
Prove more generally that for real coordinatewise increasing functions on the finite cube. For both are constant and equality holds. For the inductive step let , and let be the restrictions obtained by setting the last coordinate equal to . Write , , using the product measure on the other coordinates. Monotonicity gives , . By the inductive hypothesis and conditional expectation,
The nonnegative correction term also handles and . Taking indicator functions , proves Harris' inequality.
For later use, an increasing event and a decreasing event have negative correlation of increasing and decreasing events. The complement is an increasing event, so