Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 37 4 Solution Created 2026-10-03 Updated 2026-10-14
A Nash bargaining problem consists of a compact convex set of feasible two-player payoff vectors and a disagreement point . If bargaining fails, the players receive ; agreement selects a feasible vector. The convex set allows jointly agreed correlated payoff lotteries over outcomes. Assume essentiality: some feasible vector strictly improves both coordinates of . The admissible answers satisfy bargaining individual rationality, .
The four characterizing axioms are Pareto efficiency (no feasible vector weakly improves both chosen payoffs and strictly improves one), bargaining symmetry (interchanging identical player roles leaves the answer unchanged), positive affine invariance in bargaining (independently replacing utilities by , , transforms the answer by the same maps), and bargaining independence of irrelevant alternatives (restricting to an admissible smaller feasible set that still contains the chosen vector leaves the choice unchanged). The last axiom keeps the disagreement point fixed.
The arbitration procedure maximizes the Nash product over individually rational vectors:A maximizer exists by compactness and has positive gains by essentiality. It is unique, since the logarithm of the product is a strictly concave function of the two gains on their positive domain. The product is strictly increasing in either positive gain, giving Pareto efficiency. A positive affine utility change multiplies the product by , giving positive affine invariance in bargaining. Uniqueness gives bargaining symmetry and bargaining independence of irrelevant alternatives.
For completeness, these axioms also force the procedure. Normalize the product-maximizing vector to and to zero using positive affine invariance in bargaining. For any normalized feasible vector , the directional derivative of the product along the feasible segment from to is . The initial part of that segment has positive gains, so optimality implies . Choose sufficiently large that the transformed feasible set is contained in the symmetric triangleOn this triangle, bargaining symmetry requires equal coordinates and Pareto efficiency then forces . By bargaining independence of irrelevant alternatives, restricting from to the original normalized set still selects . Undoing the normalization proves the Nash bargaining solution characterization. This is the supporting triangle for Nash bargaining argument.
For the numerical game, the maximin disagreement point is the vector of the players' separate security level payoffs. If player I uses its first action with probability , its worst expected payoff isThe two lines meet at ; before that point the increasing second line is smaller and afterwards the decreasing first line is smaller. Hence . If player II uses its first action with probability , its worst payoff ismaximized at , giving . Thus . These are separate worst-case guarantees; they need not equal the actual payoffs when both security strategies are used together.
The cooperative feasible set is the convex hull of the four outcome vectors. The outcomes and are dominated by . Its Pareto frontier is the segment joining to , with equation . Any maximizer of the positive Nash product is on this frontier. Bargaining individual rationality restricts its relevant portion to . There we maximizeThe stationary point lies strictly inside that interval and is the unique maximum. Therefore the Nash bargaining solution isThe gains are and , with Nash product . The arbitration can implement the vector by the agreed correlated payoff lottery assigning probability to outcome and to outcome . Indeed and . This is a correlated payoff lottery; independent mixed strategies are not required to implement the cooperative agreement.
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 8 1 Solution Created 2026-10-03 Updated 2026-10-14
Use the local coordinate . The differential system becomesFor the nonzero quadratic leading term, the coefficient of the local linear ordinary differential equation system has a pole of order four, so infinity is an irregular singular point of Poincaré rank three in this gauge. The matrix-valued function itself has a pole of order two; the extra factor is essential when classifying the equation. If vanishes the degree and these orders decrease. The specified distinct eigenvalues give the nondegenerate unramified case.
The leading exponential function factors have actions , so their difference is . Equal exponential magnitudes occur onThese are commonly called Stokes rays in the sectorial ODE convention. With the action-phase convention used by the wiki's Stokes line article they are anti-Stokes lines; the same-phase rays instead haveGiving both defining equations removes the nomenclature ambiguity; both sets contain six directions.
The standard construction with distinct leading eigenvalues uses six sectorial fundamental solutions per turn, with basic angular spacing . They are fundamental matrices, each containing two independent column solutions. On the logarithm cover choose six consecutive overlapping sectors of width , with small. Their union has angular opening , covering the requested . One often also writes a seventh index to compare the closing sector with the first after a full turn; that is a closing copy, not a seventh independent sector in the six-sector construction. The number is a generic sectorial fundamental solution normalization count, not a universal minimum for exceptional systems with vanishing Stokes matrices: the exactly diagonal system already has one global elementary fundamental matrix.
There is a missing qualification in the requested product identity. Polynomial coefficients give an entire invertible fundamental matrix, hence trivial actual monodromy about a large circle: the circle contracts through ordinary points. But the formal matrix generally has the form , and a positive turn changes its logarithm branch by the formal monodromy . This factor cannot be discarded.
To specify the printed product order, let act on column vectors of solution coefficients across the th sector boundary, so adjacent normalized matrices satisfy . Six transitions give . The normalized formal branch after the turn is , so sectorial uniqueness gives . ConsequentlyUsing Stokes matrices for right changes of fundamental matrices instead reverses/inverts the corresponding convention; the formal monodromy factor remains necessary. The formal monodromy correction to an entire-system Stokes product shows that the printed identity holds when , including the corrected Lax specialization discussed below.
It does not follow from polynomiality alone. For example takeThe coefficient matching in question 2 gives , hence and the ordered Stokes matrix product is , not , despite having no finite singularity. This is an explicit counterexample to the unqualified final clause.
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 8 2 Solution Created 2026-10-03 Updated 2026-10-14
Work locally in where , and take the matrix entries literally as they appear in the original PDF. At fixed , abbreviateThen . DefineThe literal coefficients giveIn general neither nor is valid for the printed system.
The normalized formal fundamental matrix iswith a chosen logarithm branch. In particular the diagonal normal form has , , . Its first two prefactor coefficients areThese formulas include the diagonal terms required by the derivative of the prefactor. Setting every diagonal prefactor coefficient to zero while retaining only the displayed exponent would generally fail the differential equation.
Here is the coefficient calculation and the full recursion. Write , and , with negative-index . Substitution into the gauge transformation of a linear differential system gives, for ,At , the commutator determines , and the absence of a linear diagonal term. The diagonal part at gives . The next diagonal part gives . At diagonal solvability gives ; the next order fixes the two diagonal entries of above. The off-diagonal entries are fixed at each stage because and . Later diagonal solvability fixes the remaining normalization coefficients. Thus this is a complete formal solution, not a convergence assertion. It is the formal cubic-exponential two-by-two system expansion. The printed hint's second prefactor term must have denominator , and the remainder after the term of the diagonal expansion must start at .
Now impose an isomonodromic deformation in the full irregular sense: its Stokes matrices and formal exponent are fixed in , with the leading formal normalization fixed. Sectorial matrices satisfy with , so is the same on overlaps. Since the spectral system has no finite singularities, its fundamental matrix and inverse are entire in , making entire. Differentiating the formal expression, using , givesBut . The sectorial cover makes this a global growth bound, so Liouville's theorem applied to gives the literal consequenceAn arbitrary parameter dependence of need not be isomonodromic; this analytic argument presupposes the stated constancy of generalized monodromy data.
The requested matrix would require from its diagonal and upper entry, and then its lower entry would require . On an open deformation domain this forces . Thus that requested expression is not the general deformation matrix for the printed coefficients.
There is a consistent nearby correction: replace the lower entry of by . Then , so and , and the same derivation proves exactlyFor this corrected system use the same prefactor formulas with : and both diagonal entries of are . Compatibility determines the allowed in the next solution. This correction is stated explicitly rather than silently substituting it for the original PDF.
Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 28 5 a Solution Created 2026-10-03 Updated 2026-10-14
The force from one location is defined almost surely, since the uniform distribution assigns probability zero to the origin. Symmetry of that uniform distribution makes its characteristic function real:Near zero the integrand is bounded by . For large it is at most . The monotone convergence theorem therefore gives the finite integralIndependence of the locations gives the characteristic function of the total force as . For fixed , is bounded, so Taylor expansion of the logarithm givesThe logarithm is legitimate for all sufficiently large .
For , substitute . The cosine integral for a symmetric stable exponent, evaluated directly in part (b), givesAt both sides vanish. The limiting characteristic function is continuous at zero, so the Lévy continuity theorem proves weak convergence of random variables to the symmetric stable distribution of index withThe coefficient reflects the spatial density . Symmetry was used in the characteristic function, without assuming that the singular force has a finite mean.
Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 28 5 b Solution Created 2026-10-03 Updated 2026-10-14
Interpret the signed inverse-power force as , so noninteger is meaningful on either side of the origin. Write . Exactly as in part (a), the one-star characteristic function is , whereThe integrand is bounded near zero and is at most at infinity. The condition thus makes its integral finite. Independence and the logarithm calculation in part (a) give the limiting characteristic function , withHere we substituted . The integral for is finite because its integrand is at zero and at infinity.
To determine the constant rather than leave it as an unevaluated integral, use the Gamma function representationThe integrand multiplied by is nonnegative, so the Tonelli theorem permits exchanging the integrals. For the inner integral isConsequently, substituting and using the Euler beta function and Gamma reflection formula,Since , this givesEvery factor in is positive in the stated range. The Lévy continuity theorem gives weak convergence of random variables because this characteristic function is continuous at zero. The limit is strictly stable: if are independent copies of it, the characteristic function of iswhich is the characteristic function of . This proves the asserted index, as well as identifying the symmetric stable distribution. In particular gives , while gives , the centered Cauchy distribution with that scale.
Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 31 2 b Solution Created 2026-10-03 Updated 2026-10-14
For an open neighborhood D of mu, its complement is closed and excludes mu. The preceding upper bound is minus infinity, so, for example, eventually . Hence the sequence concentrates in every neighborhood of mu.
If an open E contains mu, its probability tends to one. Its logarithm divided by therefore tends to zero, which equals . If E does not contain mu, that latter value is minus infinity and its lower bound is automatic. ThusWith the closed-set upper bound this proves the slower-speed degeneration of a large deviation principle. This degenerate rate has no strictly positive finite value, so it does not give the sequence a different Hurstiness under the stated definition.
Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 31 3 c Solution Created 2026-10-03 Updated 2026-10-14
At a common large threshold b, the header tail has exponent , whereas the payload tail has exponent . Since for , the payload queue has the heavier tail and dominates overflow on the large-buffer exponential scale at fixed load. The inequality follows from the strict convexity of minus the logarithm, or from integrating between rho and one.
The explanation is that a header always consumes one slot, while a payload can be unusually large. A rare accumulation of work can therefore overflow the byte buffer without accumulating as many as 1000 packets. Replacing every payload by its mean would lose precisely this source of variability.
For the actual capacity 1000, retaining the exact continuous-time prefactors gives a qualification that a tail-exponent comparison alone cannot detect. The two infinite-buffer proxies are and , andThus payload overflow is more likely under this proxy exactly when the displayed expression is positive. For ordinary loads it is positive; for example it is positive at . At it is approximately , so the header proxy is slightly larger. Consequently, without a numerical load, there is no universal exact ordering for the fixed capacity, although the large-buffer exponential ordering is unambiguous. Very near full utilization both 1000-unit buffers have substantial tail probabilities, so equal numerical capacities alone do not establish that the design is sensible. These are the requested infinite-space estimates, rather than an exact loss model for the interacting finite buffers.
Past exam of the mathematics course of the University of Cambridge 2005 ia Paper 2 11F Solution Created 2026-09-24 Updated 2026-10-14
All the following distributions are conditional on the point lying in the unit disk. Initially the joint probability density of is on the square. The disk has area , so the conditioning event has probability . Dividing by this probability gives the constant conditional density on the disk, proving its uniform distribution there.
The polar coordinates have Jacobian determinant . ConsequentlyIntegrating the joint probability density gives and . Since the joint density equals the product of these marginal densities on a product support, and are independent. In particular has the uniform distribution on .
The second change of variables preserves the angle and changes the radius toThe event has probability zero, so arbitrary definitions at that point have no effect on the distribution. For , monotonicity of the logarithm givesSince is a function of , it remains independent of the uniform angle. Hence the new joint probability density isFinally, has polar Jacobian determinant . Dividing the preceding density by gives the Cartesian joint probability densityThis factors into two standard normal distribution densities on . Thus and are independent, each with mean zero and variance one. This derivation is the radial form of the Box-Muller transform.
Past exam of the mathematics course of the University of Cambridge 2005 ia Paper 2 2B Solution Created 2026-09-24 Updated 2026-10-14
Work first on , where the proposed logarithm is defined. Substitution of into the Cauchy-Euler differential equation gives the indicial equationIts distinct indicial roots are . Using and Euler's formula, a real basis of solutions is . Their Wronskian is , so they are linearly independent and span the two-dimensional solution space of a homogeneous linear differential equation. ThereforeFor the requested change of variables, set . The chain rule givesThe transformed second-order linear differential equation is . Its characteristic roots are again , giving . Substituting recovers precisely the previous general solution.
If solutions on are wanted, the same calculation uses and gives independent constants on that interval. Zero is a singular point of a differential equation; the logarithmic oscillations do not define a nonzero continuous solution through it.
Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 29 4 Solution Created 2026-10-03 Updated 2026-10-14
The Gelfond–Schneider theorem says that if is algebraic and is algebraic irrational, every number with is transcendental. Thus the statement includes every determination of the power, not merely a chosen principal branch.
Here is an auxiliary-function outline with the arithmetic and analytic steps specified. Assume were algebraic, and put , . For a large integer , choose degrees and , with constants large enough that . Apply Siegel lemma to imposeon a nonzero polynomial of these two degrees. Each field equation gives at most rational equations. Clearing denominators and bounding conjugates gives equation-coefficient logarithmic size ; the surplus of variables therefore permits coefficient height with
The entire function is nonzero: its polynomial-exponential terms have distinct exponents , and their independence follows by the differential-operator argument in question 2. Here . Its maximum modulus satisfies . The grid points are distinct because is irrational, and lie in a disk of radius .
Suppose the vanishing grid has been extended to , for some . Divide by the product of its known linear zero factors and use the maximum principle on a disk of radius , with large and fixed. At a point of the doubled grid, the quotient estimate givesif the value is nonzero. But this value equals the algebraic number . Clearing its denominators and taking its norm gives the opposite boundFor sufficiently large initial , the terms on the right are uniformly for every : and . Thus every doubled-grid value must be zero. Iterating doubles the grid indefinitely. This supplies quadratically many distinct zeros in disks of linearly growing radius, whereas Jensen's formula and the exponential-polynomial growth bound allow only zeros for a nonzero . The contradiction proves the theorem. This is the Schneider lattice proof of the Gelfond–Schneider theorem.
Now fix any logarithms of algebraic . Their values are nonzero. If were algebraic irrational, then would be algebraic, contradicting the theorem with base . HenceFor arbitrarily many logarithms the qualitative Baker theorem on algebraic linear combinations of logarithms states that logarithms of algebraic numbers which are linearly independent over remain independent over , even after adjoining one to the list. Equivalently a nonzero homogeneous algebraic-coefficient linear combination of such logarithms is transcendental. Rational relations are therefore the only source of homogeneous algebraic relations among the chosen logarithms.
Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 29 5 Solution Created 2026-10-03 Updated 2026-10-14
Use the following fixed-number form of a logarithmic estimate: for chosen logarithms of fixed nonzero algebraic numbers , a nonzero form with integer coefficients satisfies , for fixed positive constants . This follows from the Baker lower bound for a homogeneous linear form in logarithms.
By the Dirichlet unit theorem, write units as and , with finitely many roots of unity and fixed fundamental units. If the unit rank is zero, there are already only finitely many choices. Otherwise put . The real logarithmic embedding of the free unit group has full rank and lies in the product-formula hyperplane. Equivalence of norms in that finite-dimensional space shows that a unit with exponent size has some archimedean conjugate of modulus at most : a large positive logarithmic coordinate forces a comparably large negative one, and a large negative coordinate itself suffices.
Interchanging the two terms if necessary, choose such a conjugate for . At this embedding the equation makes with . For large define the logarithm near one. It is nonzero because , andOn fixed branches it isfor an integer . The bound on follows from summing the fixed imaginary parts and then reducing to the near-one branch. There are only finitely many possible embeddings and roots of unity, so the stated lower bound applies uniformly with coefficients . It contradicts the exponential upper bound when is large. Hence the exponents are bounded and in . This is the unit equation over a number field proof; “unit” here means an algebraic-integer unit, not an arbitrary nonzero field element.
For the Thue theorem, let be irreducible homogeneous of degree and let be fixed. In a splitting field , write with distinct roots. Choose a fixed integer so that each is integral and is a nonzero integer. For a solution the nonzero algebraic integers satisfy . Their principal ideals therefore divide a fixed ideal and have only finitely many possibilities. For each occurring principal ideal choose a generator , so with a unit.
Any three distinct roots give the identityDivide by the third term and absorb the finitely many generator ratios into the coefficients. This is a fixed-coefficient unit equation in and , so it has finitely many solutions for each generator choice. Thus has finitely many values. The relation fixes a rational direction whenever an integer solution exists; simply gives . On each such direction, for a primitive integer pair, and allows finitely many . This proves the desired finiteness. When , irreducibility excludes a nonzero rational root direction, leaving only .
The argument also proves finiteness for any binary form with at least three distinct projective roots: irreducibility was used only to guarantee distinct roots and to dispose of the zero-value case. A rational invertible change of variables can move every projective root away from infinity; after clearing its fixed denominators, the resulting pairs lie in an integer lattice and the same proof applies. This stronger nonzero-value version will apply to the binomial forms in question 6.
Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 29 6 Solution Created 2026-10-03 Updated 2026-10-14
The abc conjecture asserts that for every there is such that coprime positive integers satisfywhere the radical is the product of the distinct prime divisors.
For a primitive positive Fermat triple, the three integers are pairwise coprime. Apply the conjecture to . Since , . Taking yields . For and this simultaneously givesThus there are finitely many primitive triples and exponents. The primitivity restriction is essential to this abc argument: a nonprimitive triple is a common multiple of a primitive one, and the conjecture normalizes that factor away rather than bounding it. Consequently the intended finiteness conclusion counts primitive triples, or scaling classes. The literal unrestricted Fermat assertion is true for the independent reason that Fermat's last theorem gives no positive solutions for ; it does not follow from the displayed primitive height bound alone.
There is a genuine exception to the second printed assertion. If , then solves the equation for every ; for example gives an infinite family. The correct uniform finiteness statement excludes .
For that corrected statement put and . Since their difference is , . Apply abc to . Its radical is at most , and its largest term is at least . ThereforeWith , enlarge the fixed right side to . For the exponent is at least , soThis proves finiteness of all nonconstant-power solutions, without requiring coprime.
For an unconditional proof, the diagonal case satisfies and is elementary. If , the unequal-variable gap is at least , also bounding . In the remaining case interchange variables and coefficients, changing the sign of if necessary, to have andThe nonzero real logarithmic form satisfies . Once , , so . The two-logarithm Baker lower bound for a homogeneous linear form in logarithms, with the fixed height of and height of at most , givesHence because , and is bounded. The omitted case has bounded exponent and variables directly. For each of the finitely many exponents, has at least three distinct projective roots. The stronger nonzero-value Thue theorem argument from question 5 therefore gives finitely many pairs, whether or not that binomial form is irreducible. This establishes the exponent bound for a binomial power equation and the corrected finiteness statement with no unproved hypothesis. The constant-power family remains the unavoidable exception.
Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 33 1 Solution Created 2026-10-03 Updated 2026-10-14
Use a fixed logarithm base , and write . All relative entropies below use this same base. Adopt and for .
For Gibbs inequality, if at some point, the relative entropy is infinite and the required conclusion is immediate. Otherwise let . The elementary inequality , with equality only at , gives, for every ,ConsequentlyThis argument applies to a countable discrete probability distribution too: the difference between the two sides of the pointwise inequality is nonnegative, and the negative part of the entropy summand is bounded by , hence summable. Thus no subtraction of divergent series is involved. Equality forces both and equality in every pointwise inequality; hence on and off . Conversely plainly gives zero. Therefore .
For the log-sum inequality, set , , and normalize to the probability distributions , . When is nonempty, positivity ensures , and direct expansion givesThus normalization reduces the log-sum inequality to Gibbs inequality. Equality holds exactly when . The empty-set case is the zero identity under the usual zero-mass convention.
For the final bound, partition the alphabet using and put , . Since the total signed difference is zero,Apply the log-sum inequality separately to and its complement. The same normalization argument works for countable sets of finite total mass, using the countable Gibbs inequality just proved. It yields the binary partition bound for relative entropyZero block masses are interpreted by the stated conventions; a positive mass divided by zero makes the bound infinite. The given binary estimate now impliesThis is Pinsker's inequality. Equivalently, for the total variation distance , the bound is . The factor keeps the statement valid for either bits or natural-logarithm units.