The printed mean is , so has exponential distribution of rate . Let , with fixed . Then
Here is a direct proof, which also identifies the exceptional role of the slowest exponential clock. For , independence and the moment-generating function give
Letting proves the tail upper bound . For a local lower bound at , fix and with ; for this probability is one. For large , the event
puts in . Its logarithmic probability divided by tends to . Shrinking gives the local lower bound . At zero, almost surely and neighborhoods have probability tending to one.
For any closed set excluding zero, its nonnegative part is bounded away from zero; the tail upper bound applies at its infimum. Sets outside the support have probability zero. Together with the local lower bounds this proves the full large deviation principle, with a good rate function. Equivalently, the product large-deviation principle for the fixed vector and the contraction principle for large deviations minimize subject to and ; all the excursion is assigned to .
We prove the extension by Zorn's lemma, retaining the full domination condition. Consider all pairs extending , with a subspace and linear, satisfying for every . Order these pairs by extension. A chain has an upper bound: take the union of its subspaces and maps. The union is a subspace, and its map is well defined and linear because any finitely many vectors lie together in one member of the chain. Its domination is inherited there. Thus a maximal extension exists.
Suppose its domain is proper, and choose . A linear extension to has the form . Define the admissible values for a sandwich extension by
with and . Part (i) shows every quantity in the supremum is at most every quantity in the infimum, hence . Both bounds are real and finite: choosing zero vectors provides and , and the pairwise comparison then bounds them from the other sides. Choose .
For , positive homogeneity and the upper bound on , used with , give
For , the lower bound on applied to gives
which rearranges to . For this is the existing domination. Thus is a legitimate larger extension, contradicting maximality. The maximal domain is therefore all of ; call its map .
Setting the first vector in the domination to zero yields . Setting it to and the domain vector to yields . Consequently
The one-dimensional extension has checked both signs of its coefficient; positive homogeneity alone does not permit treating negative coefficients as positive ones.
Use a nonzero complex unital Banach algebra with submultiplicative norm, and write its unit as . The complex scalar field is the usual convention in this spectral statement; for a real algebra one uses its complexification. We derive the needed analytic facts from norm-convergent series and scalar complex analysis.
If , completeness makes the Neumann series converge. Multiplying its finite partial sums by gives , which tends to . Hence its sum is the inverse of . If is invertible, then is invertible whenever . This proves that the invertible elements form an open set and that inversion is locally norm-continuous.
Define the Banach algebra spectrum and the resolvent of an element by
For , the Neumann series gives
Thus is bounded by and is closed, because invertibility is open. Also in norm at infinity; for example its norm is at most , since in a nonzero submultiplicative unital algebra. The standard normalization is not needed.
For points where the Banach algebra resolvent exists , multiply out the inverses to get the resolvent identity
For outside the Banach algebra spectrum, put . Locally,
This series and its differentiated series converge uniformly on every smaller disk. It therefore proves is a Banach-space-valued holomorphic function, establishing complex differentiability in the Banach-space norm and gives , without assuming a Banach-algebra-valued analytic theorem. In particular every continuous complex linear functional makes a scalar holomorphic function.
The Banach algebra spectrum is nonempty. Otherwise would be defined and analytic everywhere. Its local norm continuity and decay at infinity make it globally bounded. For every continuous linear functional , the scalar entire function is bounded and tends to zero at infinity, so it is identically zero: the scalar Cauchy estimate for its derivative on circles of radius is , which tends to zero, and the limiting value then fixes its constant as zero. Such functionals separate points by the Hahn-Banach theorem. Explicitly a bounded real functional can be extended from the real span of any nonzero element using its norm, and complexifying it by gives a bounded complex linear functional nonzero on that element. Therefore itself would be zero, contradicting . We have proved the Banach algebra spectrum is a nonempty compact subset of the complex plane.
We next establish the spectral radius formula. The power norms are submultiplicative. If some , their root norms are eventually zero. Otherwise, for any fixed , write with to obtain
Taking roots gives . Taking the infimum in , and using that every root norm is at least that infimum, proves existence of
For , the root test makes converge, even when . The same telescoping multiplication proves it is a two-sided inverse. Hence
For the reverse bound fix . If , integrate the uniformly convergent exterior series term by term on , obtaining
The same integral equals the one on : applying an arbitrary continuous linear functional reduces contour deformation through the Banach algebra spectrum-free annulus to the scalar Cauchy theorem, and separation of points restores equality in . This proves the resolvent Cauchy coefficient formula rather than assuming vector-valued analytic calculus. Using the norm bound for the allowed vector integral gives
Taking th roots yields , and letting finishes the proof:
For the first example take the commutative algebra of dual numbers with norm . Completeness follows from finite dimension, and the product estimate makes the norm submultiplicative. For , but , so . Directly, has inverse for , and its Banach algebra spectrum is . For the second example take with its absolute-value norm and . Its Banach algebra spectrum is , giving .
For a bounded function, a partition of an interval is . Put and . Its lower Darboux sum and upper Darboux sum are
The lower Darboux integral is and the upper Darboux integral is . Riemann integrability means that these two real numbers coincide, and their common value is the Riemann integral.
Equivalently, the Riemann integrability criterion says that for every some partition satisfies . To see equivalence, all lower sums are at most all upper sums: refine any two partitions to their common refinement and use Darboux sum refinement monotonicity. Thus a small gap forces the difference of the two integrals below . Conversely, if both integrals equal , choose a lower sum above and an upper sum below ; their common refinement has gap below .
This also agrees with the tagged Riemann sum definition: there is such that every tagged sum on a partition of sufficiently small mesh is within any prescribed tolerance of . Each tagged sum lies between the two Darboux sums. From a partition with small gap, an arbitrary small-mesh partition differs from its refinement at only the cells crossing the finitely many original division points; boundedness makes their total contribution tend to zero. Conversely, on a fine partition tags approximating each cell supremum or infimum force both Darboux sums close to the same tagged-sum limit.
Now suppose is continuous on . It is bounded by the result of Question 11. It is also uniformly continuous: otherwise there are with but . The Bolzano-Weierstrass theorem gives a convergent subsequence of ; the corresponding have the same limit, contradicting continuity. Given , this uniform continuity gives such that points less than apart have function values less than apart. A partition of mesh below then satisfies
Hence every continuous function on the interval is Riemann integrable, with the required proof supplied by its oscillation estimates.
Let for . This is an increasing continuous function. Starting at , induction gives : if , then , and every iterate is at least .
The first step has . Since is increasing, implies . Thus this sequence is increasing and bounded above. Let . For every , a term exceeds ; all later terms lie between it and . This proves convergence, the elementary bounded monotone sequence theorem.
For the second starting value, write the iterates as and . Here . Monotonicity of propagates this inequality, so is decreasing. It is bounded below by because every positive iterate is at least that value. Hence it converges to its infimum . From onward all terms lie in .
Continuity of permits passing to each limit in the recurrence, giving . To prove that these fixed points agree, suppose both satisfy that equality. Subtracting the two equations and rationalizing gives
The second factor is positive: , whereas . Thus . Therefore
Existence has been supplied by the two convergent sequences, and the subtraction argument gives the required uniqueness in their common interval.
The construction is a convex roof extension. First establish its convexity, without assuming that the minimizing quantum state ensemble exists. If , choose a pure state ensemble for each whose average value of is within of . Combining these ensembles, with their weights multiplied by , gives a pure state ensemble for . Taking arbitrarily small proves
Also, for a pure state . Indeed, if and is orthogonal to its one-dimensional support, then . All terms are nonnegative, so every positive-weight has that same support and equals .
Represent outcome of the operation by a linear unnormalized map , as for a quantum instrument. Normalization is performed only after applying this map: . For any preparation ensemble , put
Linearity gives . For , Bayes' theorem identifies the conditional preparation weights
Outcomes with zero probability contribute nothing; normalized states on such branches need not be defined. The conditional states may be mixed, so convexity of the convex roof is essential here.
Applying that convexity separately for each recorded outcome, and then the assumed average monotonicity for each pure preparation, yields
The left side depends only on the initial density operator and the operation, not on the chosen preparation ensemble. Taking the infimum of the last expression over all its pure state ensembles proves
Equivalently, choose an ensemble within of the infimum and then let . This is the monotonicity of a convex roof under a quantum instrument. It uses linearity of the unnormalized branches, not a false assumption that normalized conditional states depend linearly on the input. As usual, the averages are assumed well defined; finite-valued roofs and finitely many outcomes suffice. If an input roof is , taking ensembles with averages tending to gives the same conclusion in the extended-real interpretation whenever the output average is defined.
A continuous function at satisfies the following quantified condition:
The choice of may depend on and .
For the bounded example, take
This is a continuous function on its domain and . Along its values tend to , while along its values tend to . Hence the supremum is and the infimum is , and neither is attained. “Upper and lower bound” here means the least upper and greatest lower bounds.
For the nonnegative function on the whole real line, if the conclusion is immediate. Otherwise choose with . The limits at both infinities give such that whenever . By the extreme value theorem, a continuous function on the compact interval has a maximum there. Since , it also exceeds every value outside this interval. Thus is bounded above and attains its global maximum. Nonnegativity ensures that either the function is zero or such a positive comparison value exists; without it, a function such as would have an unattained supremum of zero.
This is the Fekete lemma, with its possible extended-real limit made explicit. Put . Since , cannot be ; it may be .
Fix and write , with . Repeated subadditivity gives
where for this calculation set . The finitely many possible remainder terms are bounded. Since ,
This holds for every , whereas by the definition of an infimum. If is finite, the upper and lower bounds agree. If , choosing with arbitrarily negative shows that . Thus
A finite real limit is not guaranteed: is a subadditive sequence and has . If the limit is intended to be real rather than extended real, one must add a linear lower bound.
Put for . This is the quantile function, rather than an ordinary inverse requiring strict increase. The limits of the distribution function at infinity make finite, and the fact that is a right-continuous function ensures . Consequently
Increasing shrinks the set in the infimum, so the quantile function is a monotone function. To prove the left continuity of the quantile function, fix and let . If , choose . Then , so some satisfies , a contradiction. Thus as . At a flat stretch of the distribution function, the quantile function may jump immediately to the right, consistent with this left-continuous convention.
For the uniform order statistic, count the observations at most . That count has the binomial distribution with parameters , giving
Differentiating makes adjacent terms telescope: use and . The probability density function is therefore
In particular, has the Beta distribution with parameters .
Write for the specified median. Continuity of the distribution function gives and no mass at , even if the distribution function has a flat stretch there. Thus has the binomial distribution with parameters . Except on a null event, the order-statistic confidence interval for a median covers exactly when . Symmetry of the binomial distribution makes its two failure probabilities equal. Alternatively, the probability integral transform gives
Hence the coverage is exactly , with
The asymmetric open/closed endpoint convention does not change the coverage because the continuous probability distribution assigns no mass to the median.
For independent and identically distributed random variables sampled from a probability density function , a kernel density estimator with kernel for density estimation and smoothing bandwidth is
The usual kernel for density estimation is nonnegative; finite makes the integrated variance finite. The mean integrated squared error and its bias-variance decomposition of mean squared error are
The interchange is justified by the Tonelli theorem.
For the exponential distribution and the specified unit-width uniform kernel, put . The expected value is . Intersecting this interval with the positive half-line gives
On the true probability density function vanishes, whereas
Here for . This leakage across the support boundary proves the integrated squared bias from a density jump:
In particular, and suffice. The phenomenon differs from a smooth interior bias of a kernel density estimator: the order-one boundary error persists over a region of width proportional to .
By independence, . Integrating the first term and using yields
Also : the kernel density estimator mean is an average of translates of , so the Jensen inequality followed by the Tonelli theorem bounds its squared integral.
To optimize over every , we must establish that useful smoothing bandwidths approach zero, rather than optimize only a formal small- expression. An exact calculation supplies that justification. The autocorrelation integral of the exponential distribution density is
Averaging over the two uniform windows, or integrating the piecewise expression for , gives
These formulas show that is continuous on , is strictly positive there because on , and tends to as . Consequently, is bounded away from zero on for every . Its expansion agrees with the supplied .
The choice gives
Choose smoothing bandwidths within of the infimum. Their mean integrated squared error tends to zero, and nonnegativity of the integrated variance gives , hence . For any , eventually
The last step is the arithmetic-geometric mean inequality. Taking the lower limit and then matches the upper bound. Thus
The original PDF has this constant; the TeX aid's is a transcription error.
We use the Bolzano-Weierstrass theorem: every bounded real sequence has a convergent subsequence. If were unbounded on , there would be with . The Bolzano-Weierstrass theorem gives a subsequence , and the closed interval contains . Since is a continuous function, , contradicting . Thus is bounded.
Let . By the definition of the supremum, choose with . Again the Bolzano-Weierstrass theorem gives . Continuity yields . Applying the same argument to gives a point where attains its infimum. Therefore both the supremum and the infimum are attained. This proves the extreme value theorem for a closed bounded interval.
Put . The nonemptiness of gives . By Mazur theorem, a norm-closed convex set is weakly closed. This applies to both and every closed norm ball.
For , the sets are nonempty by the definition of the infimum, weakly closed and nested. They all lie in the weakly compact set , by the weak compactness characterization of reflexivity. Hence they have the finite intersection property, and compactness gives . Then and for every , so
This proves the norm minimizer in a closed convex subset of a reflexive Banach space assertion without assuming sequential weak compactness. It includes ; uniqueness is not asserted without an additional condition such as strict convexity of the norm.
For fixed , Mumford's compactness theorem states that
Here is the unmarked moduli space of Riemann surfaces, with its usual topology, and the hyperbolic systole is the shortest nonconstant closed hyperbolic geodesic, in Gaussian curvature . Equivalently, a subset of is relatively compact exactly when its hyperbolic systoles have a common positive lower bound.
We use two standard structural results. The Bers pants decomposition theorem provides a constant such that every closed genus- hyperbolic surface has a pants decomposition with all cuff lengths at most . For a fixed topological pants decomposition, the Fenchel–Nielsen coordinates identify Teichmüller space with
The length coordinates are , and the twist coordinates are measured in length units: a full Dehn twist changes by . Reconstruction from these coordinates is continuous; locally the marked metrics can be chosen to vary smoothly on a fixed reference surface, and the quotient by the mapping class group is the Hausdorff moduli space of Riemann surfaces.
Take any sequence in . The pants decompositions supplied by the Bers pants decomposition theorem have cuff lengths in . There are finitely many topological types of pants decomposition: their dual graphs have vertices and edges, with loops and multiple edges allowed, giving finitely many finite graphs. Choose a subsequence of one type, and choose markings carrying each decomposition to a fixed reference one. Compose these markings with Dehn twists so that . The resulting points of Teichmüller space lie in the compact box
They therefore have a convergent subsequence inside Teichmüller space; its continuous projection gives a convergent subsequence in the moduli space of Riemann surfaces. If the thick set is empty, which is already compact. Equivalently, using all the finitely many reference decompositions gives a finite union of compact projected boxes containing the whole thick set.
Finally the hyperbolic systole is continuous. Nearby marked hyperbolic surfaces admit metric comparisons with bi-Lipschitz distortion tending to one; the length of every loop, and hence the infimum over all essential loops, obeys the same multiplicative comparison. Therefore is closed in that compact union and is compact. A compact subset has a positive minimum hyperbolic systole, proving the converse characterization of relative compactness. This theorem concerns the unmarked quotient: repeated Dehn twists can give an unbounded sequence in Teichmüller space while leaving the underlying surface and its hyperbolic systole unchanged.
The strips are nested. Every connection permitted inside is also permitted inside , so for every fixed separation. Consequently
The preceding nonnegative bound makes this a decreasing sequence bounded below. By monotone convergence of real sequences,
There is no assertion that this limit of a sequence is strictly positive: positivity at each fixed width need not survive an increasing-width limit of a sequence.
One can also identify the limit of a sequence. Let be the percolation two-point connection probability in the whole square lattice. Every finite connecting graph path has a bounded vertical extent, so . Commuting infima gives the strip approximation to the planar connection decay rate:
The same positive-association argument identifies the final infimum with the whole-plane normalized logarithmic limit of a sequence. This is an interchange of infima justified by monotonicity at fixed . For example, when , the threshold proved in question 2 and uniqueness give an infinite percolation cluster with root probability . The Harris-FKG inequality makes the probability that both endpoints belong to it at least , so . The whole-plane rate, and hence , is then zero, despite the strict positivity of every finite-strip rate.
Put , with . The connection event is increasing in the open edges. Apply the Harris-FKG inequality to connection from to and connection from to , both constrained to the strip. Their intersection implies connection between the outer endpoints, while horizontal translation invariance makes the second event's probability . Hence
These events may depend on infinitely many strip edges. To justify the inequality directly, first restrict each connecting graph path to a finite box, apply Harris-FKG inequality in the finite independent edge family, and then let the box grow. Every connection has a finite witness graph path, so continuity from below gives the stated inequality.
The direct horizontal graph path supplies , and probabilities are at most one. Thus is a finite nonnegative subadditive sequence with . The Fekete lemma now gives a finite connection decay rate in a percolation strip:
Each individual ratio is at least its infimum, so and therefore
At this reads . Only nonnegative separations are intended by this notation; horizontal reflection supplies the analogous bound with for negative separations.
A map is Lipschitz continuous with Lipschitz constant when
for all .
Fix . The Lipschitz inequality and the triangle inequality imply
while choosing gives a finite upper bound. Hence the infimum defining is a real number.
If , then for every , while gives the reverse inequality after taking the infimum. Thus . For arbitrary ,
Taking infima gives ; interchanging gives
This is the McShane extension theorem: extends without increasing its Lipschitz constant.
On with its usual topology, the following examples isolate the three failures.
A nonproper functional is for every . Its effective domain is empty, so it has no finite-valued global minimizer. It nevertheless has coercivity and is sequentially lower semicontinuous. If a minimizer is instead defined only by without requiring finiteness, every point formally minimizes this function; under that convention the requested nonproper counterexample is impossible with the given codomain.
A noncoercive functional is . It is a proper extended-real function and is continuous, but its infimum zero is approached as and is never attained. Hence it has no global minimizer.
A failure of sequential lower semicontinuity is
It is a proper extended-real function with coercivity, but . Its infimum is zero, while every function value is positive. Thus it has no global minimizer.