Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 8 2 ii Solution Created 2026-10-03 Updated 2026-10-14
Write . Split the integral in the assumed tail bound according to whether or :The finite-superlevel hypothesis permits subtraction of the first term. With , this becomesThus satisfies part (i), which proves finiteness and the preliminary estimateNow integrate the original tail bound against . The layer cake representation and Tonelli theorem givewhere the second step is Hölder's inequality. The preliminary estimate justified the finiteness needed here. If the result is immediate; otherwise divide by its st power. This proves the Lp bound from a tail domination inequality:The printed strict signs cannot hold when : both sides are zero. The universally valid formulation therefore has non-strict inequalities. If , the sharper estimate is actually strict, as follows.
Suppose equality held and . Equality in Hölder's inequality and the norm relation force almost everywhere; equality in the preceding integrated tail inequality forces equality in that tail inequality for almost every . Put and . The layer-cake identity on gives , so equality impliesBecause and , is finite for positive , locally absolutely continuous, and almost everywhere. It follows that , whose solutions on are . If , then almost everywhere, and diverges. If , then almost everywhere. Both contradict the assumed nonzero finite equality case. If but , strictness is immediate.