Big omega notation 2026-10-25
For real-valued functions on the natural numbers, means that constants and satisfy for every . This is an eventual lower bound on magnitude. In algorithm analysis the functions are usually nonnegative, so the absolute values can be omitted. Together with the upper bound of big O notation, it gives big theta notation. This is the algorithmic lower-bound convention for , rather than a convention expressing only a positive limit superior along a subsequence.
Bolzano-Weierstrass theorem Created 2026-09-24 Updated 2026-10-14
Every bounded sequence of real numbers contains a subsequence with a finite limit of a sequence. If for every positive integer , there are integers and a real number such thatThe increasing indices matter: a subsequence retains the original order and selects terms arbitrarily far along the original sequence. The theorem guarantees the existence of at least one such selection; it does not claim that the entire sequence converges or that the subsequential limit is unique.[ref]
For example, the bounded sequence has two distinct subsequential limits:The even terms form a convergent sequence, and so do the odd terms. The full sequence cannot have a limit of a sequence because its two subsequences have different limits. Its limit superior is and its limit inferior is .
This is useful when a construction produces many candidate points but does not immediately produce a convergent sequence. For a continuous function on a nonempty closed bounded feasible region in a finite-dimensional Euclidean space, take a sequence whose objective values approach the infimum. A convergent subsequence supplies a candidate point; a closed subset retains that point, and continuity passes the objective values to the limit of a sequence. This is the mechanism behind attainment in the extreme value theorem. The diagonal subsequence argument extends the real-sequence theorem to finite-dimensional Euclidean space.
Cauchy-Hadamard theorem Created 2026-09-24 Updated 2026-10-14
For the power series , the Cauchy-Hadamard theorem giveswith when the limit superior is zero, and when it is infinite. Away from the centre, the root test explains the formula: the limit superior of the term roots at displacement is , interpreted as zero for and infinite for . Values below one give absolute convergence; values above one imply that the terms fail to tend to zero. A value of one leaves the boundary question open. At the centre the series converges regardless of .
For and , the coefficient roots alternate between one and zero, so their ordinary limit does not exist. Their limit superior is nevertheless one, giving for inside the unit disk. A ratio of consecutive coefficients would be undefined at the zero coefficients; the root-limsup formula handles the gap directly.
In the first part of his 1892 study of functions given by Taylor series, Jacques Hadamard introduced an upper-limit formulation for sequences and used coefficient roots to determine the radius of convergence. Sections 4–6 separate finite positive, zero, and infinite root-growth cases; the later parts study singularities and continuation. See Hadamard, Essai sur l'étude des fonctions données par leur développement de Taylor, Journal de mathématiques pures et appliquées, fourth series 8 (1892), pp. 107–109. This original text explains the coefficient-growth question without implying that the study of power series began there.
Doob-Dynkin lemma Created 2026-10-25 Updated 2026-10-31
For real random variables , if is measurable with respect to the sigma-algebra generated by a random variable , there is a Borel measurable function with . To prove the bounded case, approximate pointwise by finite-valued simple functions . Each level set is for a Borel set , so each approximation factors as with a Borel measurable function. Apply scalar clipping to with a common bounded interval and use its limit superior to obtain . For unbounded finite , apply the bounded case to the one-to-one bounded continuous function , then invert on and assign arbitrary values elsewhere. Exact measurability gives exact factorization; assumptions after adjoining null sets give an almost surely equal version.
Gaussian sample limsup at logarithmic scale 2026-10-14
For independent standard normal random variables , the displayed limit superior equals two almost surely. The Mills ratio asymptotic gives, for ,The series converges for and diverges for . The two Borel-Cantelli lemmas, applied at countably many thresholds approaching two, give the result. In particular, the value two is also a threshold exceeded infinitely often, despite being the almost-sure limit superior.
Interior-value criterion for an attained maximum Created 2026-10-06 Updated 2026-10-31
Let be continuous on , bounded above, and suppose its limit superior at from the right is at most . If some has , then attains its maximum on . A sufficiently short initial interval has all values below . On the remaining closed interval, the extreme value theorem supplies a maximum, which is consequently global. This can prove attainment despite an oscillatory discontinuity at one endpoint.
Limit inferior and limit superior 2026-10-14
The limit inferior and limit superior retain the lower and upper long-run behaviour of a real sequence, even when it has no ordinary limit of a sequence. For each tail of a sequence beginning at , defineDiscarding more initial terms raises or preserves the infimum and lowers or preserves the supremum. Hence is nondecreasing and is nonincreasing. Their limits exist in the extended real number line:For a bounded sequence, both values are finite and . These bounds use the entire infinite tail of a sequence, rather than the last few observed terms. [ref]
https://ocw.mit.edu/courses/18-100a-real-analysis-fall-2020/mit18_100af20_lec92.pdf. MIT 18.100A, Lecture 9, Definition 3 and Theorem 4: tail bounds and monotonicity
.Take the original example , beginning . The subsequence at even integers decreases toward one, while the subsequence at odd integers increases toward minus one. If is the first even integer at least and is the first odd integer at least , thenThus and . The finite initial extreme disappears from later lower bounds; neither long-run value is attained by any term of this example.
Infima and suprema of successively shorter sequence tails approach the limit inferior and limit superior
. The original sequence alternates beyond both limiting levels. The exact bounds are determined by the first remaining odd and even indices, producing monotone stair-step envelopes. Although only a finite portion is drawn, these formulas describe every infinite tail. Details.For a bounded sequence, the limit inferior is the smallest subsequential limit and the limit superior is the largest subsequential limit; both are reached by suitable convergent subsequences. Every other subsequential limit lies between them. In the example there are only two subsequential limits, and : a convergent subsequence cannot retain infinitely many terms of both parities, because those two branches stay separated. The whole interval between the two bounds need not consist of subsequential limits. [ref]
2.3 Limit superior, limit inferior, and Bolzano–Weierstrass. Lebl, Basic Analysis I, §2.3: extreme subsequential limits
.A finite ordinary limit of a sequence exists exactly when the limit inferior and limit superior agree at the same finite value . The bounds and the squeeze theorem prove the sufficient direction. For a bounded sequence, its tail diameter of a sequence is , so the limiting gap is zero exactly when the Cauchy sequence condition holds. In the example the gap approaches two, not zero. The same framework allows infinite bounds: has both values , whereas has limit inferior and limit superior . Equality at infinity describes escape rather than convergence to a real value. [ref]
2.3 Limit superior, limit inferior, and Bolzano–Weierstrass. Lebl, Basic Analysis I, §2.3: equality of finite bounds and extended limits
. Limit superior Created 2026-09-24 Updated 2026-10-14
The limit superior of a real sequence isallowing a value in the extended real number line. For a finite value , every gives an eventual upper bound , while arbitrarily late terms still satisfy . The second condition concerns recurrence at arbitrarily large indices, not the fraction of indices where a large value occurs.
In limit inferior and limit superior, has limit superior one because its positive branch approaches one from above and all later values eventually stay below . Changing any finite number of terms leaves the limit superior unchanged: once the tail of a sequence begins beyond those positions, all its suprema are the same as before. The sparse peaks can determine a limit superior example shows that even a set of peak indices with zero natural density can decide the upper long-run edge.
For , choose the consecutive shifts , . The average telescopes:Its absolute value is at most . Taking the limit superior and then the infimum over proves .
For the requested functional, use the allowed sublinearity of . On convergent sequences, every finite shifted average has the same limiting value, so equals the ordinary limit there. Hahn-Banach extends this limit to a linear satisfying . Apply domination to and to to obtain respectively and . HenceThis is a Banach limit; the two-sided limit bounds also show positivity, norm one, and agreement with ordinary limits.
The monotone convergence theorem states that, for nonnegative measurable on a Lebesgue measurable set with almost everywhere,allowing infinity. Fatou's lemma states that, for nonnegative measurable ,Now write . A pointwise limit superior of measurable functions is measurable, and it agrees with off the exceptional null set. By completeness of Lebesgue measure, assigning any values on that null set preserves measurability. Therefore is measurable. Since almost everywhere, Fatou's lemma givesThus is finite almost everywhere and is a Lebesgue integrable function. This is an almost-everywhere limit under a uniform L1 bound. The argument proves integrability of the limit, not convergence in L1 space.
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 42 1 Solution 2026-10-14
The empirical distribution function gives each observation mass :The Glivenko-Cantelli theorem asserts the uniform, almost sure convergenceNo continuity of the distribution function is required. Here is a proof that also handles its jumps. Let be independent uniform random variables on , and write , where . The generalized inverse property gives , so, if is the empirical distribution function of the , then .
For a fixed positive integer , the strong law of large numbers applied at each of the finitely many grid points shows that almost surely. If , monotonicity sandwiches between its endpoint values, whenceTake the probability-one intersection of these events over all . On that event the limit superior is at most for every , hence is zero. Therefore . The coupled sequence has the same joint law as any independent sample from , which proves the asserted almost sure conclusion for the original sample.
For , the sample quantile iswhere denotes the th order statistic, with repeated observations retained. Suppose the population median is unique and is continuously differentiable in a neighbourhood of , with probability density function . ThenTo see the variance directly, fix and count observations below . This count has a binomial distribution with success probability . The event that the sample median is below this point is that the count is at least . The central limit theorem for this binomial triangular array gives a limiting probability , exactly the displayed normal distribution. Centering is necessary for stating the limiting distribution; subtracting the deterministic population median has no effect on the asymptotic variance requested in the comparisons.
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 34 1 Solution Created 2026-10-03 Updated 2026-10-14
A sigma-algebra on is a collection containing , closed under complements relative to , and closed under countable unions. These properties also give closure under countable intersections by De Morgan laws.
Let . Every constituent sigma-algebra contains , so . If , its complement belongs to every , hence to . Likewise, if for all , then belongs to every . Thus is a sigma-algebra. For an empty indexing set, the usual intersection convention gives , which is also a sigma-algebra.
A union need not work. On takeTheir union contains and but not , so it is not a sigma-algebra. Put and let be the collection of all sigma-algebras on containing . This collection is nonempty because it contains the power set . By the preceding intersection argument,is a sigma-algebra containing every , and it is contained in every other such sigma-algebra. This proves existence and minimality.
For the independent random variables, define the tail sigma-algebra byFix a tail event . For each , it belongs to , which is independent of . To justify independence of the generated sigma-algebras, first use independence of finite collections on cylinder events, then extend twice by the pi-lambda theorem. In particular, for every and every .
The increasing union is an algebra of sets generating . The collection of satisfying this factorization is a Dynkin system: it contains , is closed under complements, and under countable disjoint unions. The pi-lambda theorem therefore extends the factorization to all . Since , taking gives . Consequently,This is the Kolmogorov zero-one law, proved here directly.
For each fixed , write for , with . The random variable is finite, so . Adding a real sequence tending to zero changes neither the extended-real limit inferior nor the extended-real limit superior. HenceThe quantities on the right are measurable with respect to : write the limit inferior as and the limit superior as , using countable operations on measurable functions. Therefore both threshold events belong to every such sigma-algebra, and hence are tail events, for every real threshold, including when either limit is infinite.
The final recurrence claim is false under the printed hypotheses. For , let be independent signs with equal probabilities for and , and set . These random variables are independent, have symmetric distributions, and obey . Nevertheless, the geometric series gives, on every sample path,Thus the proposed repeated-return event has probability zero, even though none of the increments is degenerate. The Kolmogorov zero-one law does not determine which of zero and one occurs.
An additional identical-distribution hypothesis makes the intended conclusion true. Here is a full proof of that qualified version, using the oscillation of a bounded centered iid random walk. Symmetry and integrability give , so is a martingale for its natural filtration. If the common probability distribution is concentrated at zero, every is zero and the conclusion is immediate. Otherwise choose with . The Borel-Cantelli lemmas then give infinitely often almost surely; thus cannot converge to a finite limit.
For , let . Before the sum is below , and at it is at most . The stopped martingale is therefore nonnegative. A stopped integrable martingale remains a martingale at these bounded times, and a nonnegative martingale converges finitely almost surely by the martingale convergence theorem. On this would force to converge finitely, which has just been ruled out. Hence almost surely. Apply the same argument to and take a countable intersection over positive integer . It follows thatThere are therefore arbitrarily late passages from above to below . A path with bounded increments of magnitude at most cannot make such a passage without visiting : jumping directly between its two open complementary half-lines would require an increment larger than . There are infinitely many such visits. Thus with the added identical-distribution hypothesis, the intended answer is
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 34 2 a Solution Created 2026-10-03 Updated 2026-10-14
For events , define their limit superior byIt is the event that infinitely many occur. The two Borel-Cantelli lemmas are as follows: if , then , without any independence assumption; if the are independent and , then .
For the first assertion, the union bound gives, for every ,The tail of a convergent nonnegative series tends to zero, proving the first Borel-Cantelli lemma.
For the second assertion, independence and for giveBy continuity of probability, . The event that only finitely many occur is the countable union of these zero-probability events over . Its probability is zero. This proves the second Borel-Cantelli lemma, and hence both requested assertions:
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 34 2 c Solution Created 2026-10-03 Updated 2026-10-14
For and , let . Symmetry of the standard normal distribution and the Mills ratio asymptotic just proved giveFor the series of these probabilities converges, since its terms are eventually bounded by a constant times the convergent p-series . For it diverges: choose strictly between and one, and use for sufficiently large , reducing to the divergent p-series . At it still diverges, as the integral test givesFor , the first Borel-Cantelli lemma makes occur only finitely often. For , independence of the random variables makes the events independent, so the second Borel-Cantelli lemma makes them occur infinitely often almost surely. Apply these conclusions simultaneously at for positive integers , and at . On the resulting probability-one event, the limit superior is at most every and at least two. Therefore the Gaussian sample limsup at logarithmic scale is
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 124 2 b Solution Created 2026-10-03 Updated 2026-10-06
First, the Cramér model has infinitely many successes almost surely, so every is finite. Indeed, for each fixed , independence of the Bernoulli random variables givesThe sum diverges, for example because for . Continuity from above of a measure and a countable union bound exclude a final success.
Fix and put . Let be the event that the whole interval consists of failures. By independence and ,Since , the exponent divided by tends to . Thus for all sufficiently large . The Borel-Cantelli first lemma shows that almost surely every sufficiently large such interval contains a success. Taking then gives for all sufficiently large .
For each fixed , the limit superior of the normalized gap is therefore at most almost surely. Intersect the probability-one events for , , to obtain the Cramér model prime-gap upper bound:
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 204 2 d Solution Created 2026-10-03 Updated 2026-10-06
Write for the deterministic set of -step self-avoiding walks from . Each uses distinct edges, so independence givesFor , the function on is a concave function. The Jensen inequality gives the root-moment bound for open self-avoiding walksEquivalently, the Lyapunov moment inequality compares exponents and , both strictly positive. Taking the limit superior and the connective constant limit provesThis includes and . No independence between the different self-avoiding walk indicators is asserted or needed.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 128 4 Solution Created 2026-10-03 Updated 2026-10-05
Choose a finite-dimensional generating vector subspace containing , and write for the linear span of products of elements of . The Gelfand–Kirillov dimension isFor a nonzero finitely generated module considered as a right module, choose a finite-dimensional generating vector subspace and define the Gelfand–Kirillov dimension of a module byFor left modules, replace by . These values are independent of the choices: two algebra-generating vector subspaces satisfy and for some positive integers , and two module-generating vector subspaces are contained in bounded-degree translates of one another. The corresponding growth bounds differ only by a constant rescaling and shift of , which do not change the limit superior.
Let be a nonzero standard graded algebra, generated by elements of degree one. It is a homogeneous quotient ring of the polynomial ring . By the Hilbert-Serre theorem, its Hilbert series is a rational function whose only possible pole is at . After canceling, write it as with , where . The cumulative dimensions are the coefficients of and are eventually a polynomial in of degree , with positive leading coefficient. With , these cumulative dimensions equal . ConsequentlyFor the algebra is finite-dimensional and nonzero, so the cumulative dimension is eventually a positive constant. If the zero algebra is allowed, the common convention is an exception to the printed assertion; the integer conclusion concerns nonzero unital algebras.
For the Weyl algebra , the total-degree filtered algebra structure has associated graded ring . Its ordered monomials form a basis. Every finitely generated module has a good filtration of a module, and its associated graded module is finitely generated over . The Hilbert-Serre theorem therefore shows that its Gelfand–Kirillov dimension is an integer in .
A nonzero module of Gelfand–Kirillov dimension zero here would have eventually constant cumulative dimension, hence be finite-dimensional. This is impossible in characteristic zero: taking the trace of the endomorphisms representing gives . For right modules the right-action operators reverse composition and give the negative identity instead, with the same contradiction. ThusBoth occur. The regular module has , hence Gelfand–Kirillov dimension two. For a right module of Gelfand–Kirillov dimension one, take with and . These actions satisfy the defining relation because . The module is a cyclic module generated by , and . This also gives the lower bound for this particular Weyl algebra without invoking a general inequality for higher Weyl algebras.
Past exam of the mathematics course of the University of Cambridge 2023 ii Paper 4 26K a Solution Created 2026-09-24 Updated 2026-09-25
Write for the partial sum. Fix an integer . The tail-sum formula for expectation, applied to the nonnegative random variable , givesbecause . The events are independent, so the second Borel--Cantelli lemma shows that infinitely often with probability one. Taking the countable intersection over yieldsalmost surely.
Now , and the triangle inequality givesIf the limit superior of were finite, the right-hand side would have finite limit superior, contradicting the preceding conclusion. Thereforealmost surely.
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 356 1 e Solution 2026-09-28
The odd copy number decreases by two until it reaches one, so . The exact first-moment equation isBecause copy numbers are nonnegative integers, , and the last mixed moment is nonnegative. HenceThe integrating factor , together with , gives the comparison bound
Subtracting the exact first-moment equation from the equation cancels reaction 5:The assumed inequality is preciselyChoose a positive smaller than this gap divided by . The limit superior bound implies that, for all sufficiently large ,Thus grows at least linearly. Since ,so the required species index is .

