Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 36 1 b Solution Created 2026-10-03 Updated 2026-10-07
Put . By differentiability in quadratic mean, andin L2 space. The second limit follows because the first gives .
Both probability density functions integrate to one. Consequently the L2 inner product satisfiesThe Cauchy-Schwarz inequality permits passage to the limit in this inner product, givingThus every score function is a mean-zero function. This proof uses square-root differentiability in quadratic mean, without requiring differentiation under the density integral.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 36 2 d Solution Created 2026-10-03 Updated 2026-10-07
For a pathwise differentiable statistical functional, an influence-function representer is a mean-zero function such that every admissible score function satisfies . The efficient influence function, also called the canonical gradient, is the unique such representer in the statistical tangent space. Equivalently, it is the orthogonal projection of any representer onto that statistical tangent space. The Pythagorean theorem in an inner-product space shows that it has the smallest squared L2 norm among all representers.
Here the statistical tangent space is all of . To verify the closure explicitly, take , truncate it to , and set . Then is bounded and centered, and in , by dominated convergence and the Cauchy-Schwarz inequality. Part (c) supplies a representer already in this space. HenceIts variance is .
The closure must be taken in the density-weighted space . An unweighted reading of in the printed hint is false. For example, when , the function has and , so bounded centered truncations converge to it in ; nevertheless . This illustrates density of bounded centered scores and fixes the measure in the closure statement.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 36 2 e Solution Created 2026-10-03 Updated 2026-10-07
For the bounded density tilt , differentiate the polynomial in :Since every score function is centered, the centered representer isA bounded baseline makes this a bounded mean-zero function, hence an element of . Thus it is the efficient influence function for the density fourth-power functional relative to the regular bounded density tilts. Its squared L2 norm is .
A bounded baseline alone does not make this functional differentiable along every quadratic-mean differentiable path. The derivative above is the intended regular-path answer. To see the need for the qualification, let and put on , extended by zero outside. For , defineEach is a nonnegative continuous probability density function, because its narrow bump has mass . Moreover,It is therefore a differentiable-in-quadratic-mean path with zero score function. YetThe density fourth-power functional is not even continuous along this statistical path, although every is individually bounded. Consequently no efficient influence function represents derivatives over the unrestricted class of all such paths.
One sufficient additional condition is a common bound for all small . Taylor expansion then bounds the fourth-power remainder by , whileTogether with the quadratic-mean to L1 density derivative, this gives . Under this local bound, or when the chosen statistical paths are the bounded density tilts, the boxed canonical gradient is fully justified. The counterexample is a spike obstruction to density-power differentiability.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 111 3 Solution Created 2026-10-03 Updated 2026-10-06
Use the following normalization for Fourier analysis on a finite group. Choose one unitary irreducible representation from each equivalence class, including the trivial representation. For a scalar function , putThis convention uses , rather than , in the Fourier transform on a finite group; it makes the normalized convolution on a finite group preserve multiplication order.
The needed representation theory consists of Maschke's theorem and unitarization of a finite-group representation, together with the Schur orthogonality relations:The regular representation contains copies of each , so . Thus the scaled matrix coefficients , and also their complex conjugates, form an orthonormal basis of all scalar functions on . These facts imply Fourier inversion on a finite group and the Parseval identity on a finite group in the formsand henceIn particular, the transform is an isomorphism onto the direct sum of the matrix algebras , with the displayed weighted Hilbert-Schmidt inner product.
Define the normalized convolution on a finite group bySubstituting and using the group representation identity yields the convolution theorem on a finite groupUnlike normalized convolution on a finite group on an abelian group, this product need not commute. If , then . For left translation of a group function and right translation of a group function and ,For an abelian group, every irreducible representation is one-dimensional; this reduces to Fourier analysis on a finite abelian group with characters relabelled by their inverses. These formulas establish the basic scalar theory, with all normalizations and multiplication orders fixed.
Now suppose every nontrivial irreducible representation has . If is a mean-zero function, its component at the trivial representation is zero. The Parseval identity on a finite group gives, for each other ,Using the convolution theorem on a finite group, the Hilbert-Schmidt norm inequality , and the Parseval identity on a finite group once more gives the product mixing in a quasirandom group estimateWrite for the subset density values of , respectively, and let , be balanced subset indicators. Since both are mean-zero functions, . Their squared norms are and . Also , so the Cauchy-Schwarz inequality yieldsIf , the final bound is strictly smaller than . Thus the normalized number of pairs with is positive. Equivalently,This is the desired conclusion for a quasirandom group; the strict inequality ensures positivity rather than merely a nonnegative lower bound.
Product mixing in a quasirandom group 2026-10-06
For an -quasirandom group, uniform expectations, and the normalized convolution on a finite group, a scalar mean-zero function satisfiesThe Fourier analysis on a finite group proof bounds each nontrivial matrix component of in operator norm using its weighted Hilbert-Schmidt norm. For subsets of subset density values , the error in their normalized product count is at most . In particular guarantees a solution of in the three subsets.