Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 208 / 3 / b / Solution

For $k\ge 0$, take $f_k(x)=1_{\{x\ge k+1\}}$ and write $q_k=\mathbb{P}(X\ge k+1)$. Since $f_k^2=f_k$,Its discrete derivative is nonzero only at $k$, soFor a Poisson distribution, $p_{k+1}/p_k=\lambda /(k+1)$ and $q_k\sim p_{k+1}$ as $k\to \infty$. Hencewhere the final estimate follows from Stirling formula. No finite constant $C$ can therefore make the proposed inequality hold for every $f$.