A ring is a set with an abelian-group addition, associative multiplication and both distributive laws; here we use rings with multiplicative identity. A field is a nonzero commutative ring in which every nonzero element has a multiplicative inverse.
The positive integers form neither a ring nor a field. They do not contain an additive identity zero, and they also lack additive inverses.
After division by , the coefficients are
Their only finite singularities are and . At either point , the products and are analytic, so both points are regular singular points. All other finite points are ordinary.
The lowest power after substituting the Frobenius series gives . The coefficient of then gives
For both exponents the denominator is nonzero for every , so each arbitrary nonzero determines a series. Unless it terminates, its coefficient ratio tends to , proving convergence for . For the half-integer exponent choose a square-root branch. Their leading powers and show that the two local solutions are linearly independent.
If is a positive integer, choose . The recurrence numerator is nonzero for and vanishes at . Thus , , and all later coefficients vanish: a polynomial solution of exact degree exists. It is proportional to the Chebyshev polynomial , since the substitution transforms the equation into .
First classify nonzero polynomial solutions of the differential equation itself. If has degree and leading coefficient , the coefficient of is . Hence is necessary.
An analytic solution at zero belongs to the exponent-zero Frobenius branch. Its odd-power coefficients vanish, because and the recurrence relation preserves parity. For the even-power coefficients,
All denominators are nonzero for . With , the coefficients through are nonzero when , the next coefficient vanishes, and every subsequent coefficient vanishes. This proves sufficiency as well as the restriction to even polynomial degree:
For example, setting gives when , when , and when . A polynomial cannot instead begin with a positive integer power: its lowest power must have an indicial exponent, and the only integer indicial exponent is zero. This also proves that no odd-degree family was missed. The finite-series mechanism is a terminating Frobenius series.
If the additional endpoint conditions from part (b) are imposed on this part too, there is no nonzero polynomial solution: every nonzero polynomial just classified has . The displayed family and degree answer therefore concern the differential equation without those extra endpoint conditions.
Mathematical induction consists of an induction base case and an inductive step for every positive integer . To derive it from the well-ordering principle, suppose the set of counterexamples were nonempty and take its least element . The base case excludes . If , minimality gives , and the step then gives , a contradiction. Hence there are no counterexamples.
For the stated integer congruence, the base case is . If , multiplication and give
completing the induction.
The purported shifted-sum proof has a correct conditional successor calculation, but the base case is missing and false: at it would assert . An inductive step without a true induction base case cannot establish any instance.
Van der Waerden theorem. Given positive integers , there is a finite such that every finite colouring of with at most colours has a monochromatic arithmetic progression of length and positive common difference. In particular, every finite colouring of the positive integers contains such progressions of every finite length.
Here is a colour-focusing proof of Van der Waerden theorem. We induct on , simultaneously for all numbers of colours. The assertion for is immediate. Suppose exists for every , and fix . We construct bounds , for , with this property: every colouring of either has a monochromatic progression of length , or has progressions of length , of distinct colours, which share a next point . Write those progressions as
with positive steps and all displayed points in .
For , put and . A monochromatic progression of length in has its next point in , since its step is at most ; for choose step . This establishes the initial focusing property.
Suppose has been constructed. Put and . Divide the first integers into consecutive blocks of size . Colour a block by its full colour profile, an -tuple having at most possible values. The induction hypothesis on gives block indices
with the same colour profile. For use any one block and . Suppose that the whole interval has no monochromatic progression of length . Its repeated profile has focused length- progressions with positions and distinct colours . The colour of position differs from every , since equality would complete a length- progression in the block.
Set and . The index is at most , so this focus is in the full interval. For , the point
is in one of the chosen blocks and has colour . Also is at position in that block and has colour . We have produced focused length- progressions of distinct colours. This proves the recursive focusing property. At , the focus itself must have one of the colours, so one of the progressions extends to length . Thus is a valid bound, completing the mathematical induction and the requested proof.
To obtain the equation criterion, we first prove the small strengthening of Van der Waerden theorem that we need. For any positive integers , there is a finite bound forcing a monochromatic configuration
This is the Brauer progression theorem, and the following argument proves it from the theorem just established. Induct on . One colour is immediate. Given a bound for colours with the same , let and colour an interval at least as long as . Find a monochromatic progression in , of colour ; take if this progression has one term. If some , , has colour , its first suitably spaced terms and the point give the configuration. Otherwise the colouring of the indices obtained from uses at most colours. The induction hypothesis supplies indices of one colour. Multiplication by gives the desired configuration with step . This completes the strengthening without assuming any Rado theorem.
Multiply the rational coefficients by a common positive denominator, so that all are nonzero integers; this does not alter the equation or partition regularity. By definition, the row is partition regular when every finite colouring admits positive monochromatic satisfying . The variables need not be distinct.
For necessity, choose a prime number . Write each positive uniquely as , with , and colour by . This is a finite colouring with colours. If a monochromatic solution exists, let and . Dividing the equation by and reducing modulo gives
where is the common colour. Thus . Its absolute value is strictly less than , so . The index set is nonempty. This proves the leading-residue obstruction to partition regularity.
Conversely, suppose for a nonempty . If is all indices, taking every variable equal to any one positive integer already gives a monochromatic solution. Otherwise fix , put , , and define integer offsets
Let and choose . The proved Brauer progression theorem gives a monochromatic configuration consisting of and a length- progression starting at . Set
All variables are positive and of one colour. Their weighted sum is
This explicitly gives a Brauer configuration for a one-row zero-sum equation. We conclude
Both directions have been proved independently of the general Rado theorem.
We take . An ultrafilter on is a proper filter on a set which decides every subset: it contains but not , is closed under finite intersections and passage to supersets, and contains exactly one of and for every . A principal ultrafilter has the form ; all other ultrafilters are nonprincipal ultrafilters.
To prove existence, start with the cofinite filter and order its proper filter extensions by inclusion. The union of a chain is again a proper filter on a set: the finitely many sets involved in an intersection all belong to one member of the chain, and no member contains the empty set. Thus Zorn's lemma supplies a maximal proper filter . If , adjoining must make the generated filter improper; equivalently, some has . Then , so . This proves that is an ultrafilter. It contains the complement of every finite set and hence no finite set. In particular, it contains no singleton and is nonprincipal.
The Stone-Čech compactification of the natural numbers is the set of all ultrafilters with basic open sets
We have and , so these basic sets define a topology and are clopen sets. If , choose . The disjoint basic neighbourhoods and separate them. Thus the space is Hausdorff.
For compactness, it suffices to show every basic open cover has a finite subcover, since an arbitrary open cover can be refined by basic open sets. Suppose has no finite subcover. The complements have the finite intersection property: if a finite intersection were empty, the corresponding finite family of would cover every ultrafilter. Their generated proper filter on a set extends to an ultrafilter, by the same Zorn's lemma argument. This ultrafilter contains every , and therefore belongs to none of the alleged cover members, a contradiction. We have proved that is a compact Hausdorff space. The map embeds the discrete natural numbers densely: any nonempty contains for some .
For addition on the Stone-Čech compactification of the natural numbers, define
and put
The map preserves intersections and complements, because translation does and is an ultrafilter. It also sends to and the empty set to itself. Consequently the displayed rule defines an ultrafilter . On principal points it satisfies , so it extends ordinary addition.
Write to mean that . The ultrafilter addition rule is then an iterated quantifier, with its order fixed. Expansion gives
Ordinary addition is an associative operation, and the quantifiers are in the same order on both lines. Thus . This argument does not interchange ultrafilter quantifiers and does not assert that this extended addition is commutative.
For fixed , the translation has
a basic clopen set. Therefore addition is continuous in its left variable. This is the left-continuity convention used here: right translations are continuous, giving a left-topological semigroup. Continuity in both variables jointly is not part of the assertion.
Hindman's theorem says that every finite colouring of the positive integers has an increasing sequence whose finite-sums set
is monochromatic. Assume, as permitted, that the addition just defined has an idempotent ultrafilter , so . This ultrafilter is nonprincipal: a principal would satisfy for positive . Hence every member of is infinite and every cofinite set belongs to .
Exactly one cell of the finite colour partition belongs to . Define its star set by
Since , we have and therefore . Moreover, for each , the set belongs to . Idempotence gives , and translation of the defining formula shows
This proves the idempotent-ultrafilter star-set lemma rather than merely invoking it.
Choose . Suppose have been chosen with every nonempty finite sum in . Choose from
This is a finite intersection of members of the ultrafilter , and so it is nonempty. The new sums are and ; all lie in by the choice. Mathematical induction yields an increasing infinite sequence with
Thus the assumed idempotent gives the full Hindman theorem, with distinct increasing generators and all their nonempty finite sums of one colour.
Use the inclusive convention: a set is countable if it admits an injective function into . This includes every finite set and the empty set. If is injective and , its restriction to is still injective, proving directly that every subset of a countable set is countable.
Enumerate pairs by diagonals. The positive-integer Cantor pairing function
is a bijection : on the diagonal , its values are through , each once, and these consecutive blocks partition . This proves countability without assuming any product theorem.
For a sequence of countable sets , choose injections . For in their union, let be the least index containing . The map
is injective: its encoded index and the injective within-set code recover . Thus a countable union of countable sets is countable. Selecting the injections for an arbitrary given family uses the usual axiom of countable choice; when the encodings are supplied, the displayed construction is entirely explicit.
For finite Cartesian powers, start with the identity injection on and recursively encode as . This proves that is countable for every positive integer and is the constructive proof of the finite Cartesian power of a countable set property.
For each positive integer , let consist of the functions for which is a period. Restriction to the residues is a bijection : any tuple extends uniquely to all of by taking residues modulo , including negative arguments. Hence is countable. Every periodic function belongs to some , so
There is no need to assume the chosen period is minimal; multiple descriptions only create overlap, which does not invalidate the union argument. This is an instance of the cardinality of integer-periodic function spaces principle.
For integers not both zero, their greatest common divisor is the greatest positive integer dividing both. For the degenerate pair use the conventional value zero. A number divides both exactly when it divides both : one direction uses closure of divisibility under sums; the reverse subtracts . The positive common-divisor sets are therefore identical, proving
This also holds for under the stated convention and does not depend on the signs of the integers.
Bezout identity states that there exist integers such that . If a prime divides but does not divide , then , so choose with . Multiplying by gives . Both terms on the left are divisible by , so . Thus
which proves the Euclid lemma from the requested identity. The separately numbered entries use these arithmetic facts for the Fibonacci numbers.
For a finite alphabet , a combinatorial line in has a nonempty active set , fixed letters outside , and the same variable letter at every coordinate in . The Hales-Jewett theorem states that for every alphabet size and number of colours , some makes every r-colouring of contain a monochromatic combinatorial line.
We first prove the alphabet insensitivity lemma with a concrete bound. Fix two distinct letters , a desired dimension , and a colouring . A combinatorial subspace of dimension has disjoint nonempty active blocks and fixed other coordinates. It is -insensitive when exchanging in any one variable leaves the colour unchanged, whatever the other variable letters are.
Choose consecutive blocks of lengths recursively by
Process these blocks from right to left. When block is reached, the later blocks already have one variable each; the earlier coordinates are still entirely unrestricted. For each of the words in block , form its complete colour profile over all earlier words and all assignments to the later variables. There are at most profiles. The pigeonhole principle gives with equal profiles. Fix the first coordinates of this block to , the coordinates after to , and make the interval from to variable. Substitution of gives the chain word indexed by , and substitution of gives the one indexed by ; they have identical profiles. Thus this variable is insensitive to for every remaining context. Previously constructed later variables remain insensitive, because their colour equalities held for every possible earlier word. After all blocks, we have the required insensitive combinatorial subspace. This proves the explicit block bound for alphabet insensitivity.
Now induct on , simultaneously for every . The case is immediate with . For , assume the Hales-Jewett theorem for the alphabet of size , and take large enough for that theorem with colours. Apply the proved alphabet insensitivity lemma to the letters , obtaining a d-dimensional combinatorial subspace . On , the induced colouring has a monochromatic combinatorial line. Its value at letter has the same colour as its value at : change the active variables one at a time and use insensitivity. The union of their nonempty active blocks is the active set of a combinatorial line in the original word space. All its k points have one colour, completing the induction and the proof.
To deduce the Van der Waerden theorem, take and pull a colouring of the positive integers back through
A combinatorial line with active set maps to
Hence every finite colouring has a monochromatic arithmetic progression of every prescribed finite length. In finite form, if is a word-length bound for the Hales-Jewett theorem, then is a valid interval bound.
The Strengthened Van der Waerden theorem also puts the common difference in the colour class:
Here is a finite proof by induction on the number of colours. For choose . For choose in . For , let be a bound for the strengthened theorem with colours, put , and let be an ordinary Van der Waerden theorem bound. Work in . Its first points contain a monochromatic progression
of colour . Every , , lies in . If some has colour , then , together with its difference , gives the answer. Otherwise the colouring of uses only colours. Pull it back to and apply the induction hypothesis to get a monochromatic set . Multiplication by gives the required configuration in the original colouring. This proves the strengthened theorem, including finite bounds.
The Gallai theorem for an integer lattice states that every finite colouring of contains a monochromatic homothetic copy of every prescribed finite nonempty pattern , where is a positive integer. The positive-lattice version holds for finite as well. Write and colour by the colour of
A monochromatic combinatorial line maps to , with . Thus the Hales-Jewett theorem supplies the copy, with nonzero dilation . Choosing large and positive places all these word sums in the positive lattice if required. This sum map from words to homothetic copies also proves the real-vector-space version: replace by and allow an arbitrary finite real pattern, while retaining positive integer dilations.
For a rational matrix with columns , partition regularity means that every finite colouring of the positive integers admits a positive monochromatic vector with . Repeated coordinates are allowed. The columns condition is an ordered partition into nonempty blocks such that
Rado's theorem says that is partition regular if and only if it satisfies the columns condition. We prove both directions.
For necessity, clear denominators so the columns are integer vectors. For every pair of disjoint index sets with for which is not in the rational linear span of the I-columns, choose an integer linear functional that vanishes on those I-columns but not on that sum. Such a functional exists by finite-dimensional linear algebra; clear its rational denominators. There are only finitely many pairs, so choose a prime number dividing none of the nonzero integers
If there are no offending pairs, any prime number suffices.
Colour a positive integer , , by . This is the last nonzero digit coloring, using colours. Partition regularity gives a positive monochromatic solution. Group its coordinate indices by their distinct P-adic valuations , writing . All units have the same nonzero residue modulo .
For each , let . If its block sum failed the required span condition, apply the chosen to . The earlier terms vanish exactly, not just modulo a power of . Divide by ; terms with later valuations are still divisible by . Reduction modulo then yields
contrary to the choice of . Thus every required span relation holds, and with the first block sum is zero. This is the finite separating-functional proof of the columns condition; it avoids an unjustified passage from congruences to rational equality.
For sufficiency, assume the columns condition. Choose rational coefficients , for and , such that
Choose a positive integer clearing every denominator, and a positive integer , taking if the list is empty. By the allowed monochromatic m-p-c set theorem, there are positive generators such that all numbers
are positive and have one colour. This is a full m-p-c set; positivity is part of its definition, not a rule discarding negative expressions. For , put
These coordinates all belong to that monochromatic m-p-c set. Collecting coefficients of gives
Thus the Rado solution inside an m-p-c set proves partition regularity and completes the theorem.
To obtain the Finite sums theorem from Rado's theorem, introduce a positive variable for every nonempty and impose
Partition the columns of this system into . The -column sum is zero: in a row indexed by containing , the contributions of and cancel, and other rows receive neither. For , the -column sum is
where is the column of . Those columns lie in earlier blocks. Hence the columns condition holds. A monochromatic positive solution gives and , proving
For the system has no rows and the conclusion is immediate. The construction is also visible directly in the sufficiency proof: a monochromatic -set contains every nonempty sum of its generators, classified by the smallest chosen index.
Write for the space of infinite subsets of the natural numbers, with each subset identified with its increasing enumeration. In the homogeneous-cone convention, a family is a Ramsey family in the homogeneous-cone sense when some infinite satisfies
The stronger Ramsey set of infinite subsets convention asks for such an infinite inside every given infinite ground set . We will prove the open-set assertion in this stronger form, and our Ramsey-but-not-completely-Ramsey example will satisfy it as well. Thus the distinction in conventions does not affect any of the conclusions below.
For a non-Ramsey example, declare if their symmetric difference is finite, and choose a representative from each equivalence class using the axiom of choice. Set
for the representative of the class of . Removing one point reverses this colour, because its symmetric difference with changes by exactly one point. Consequently every cone contains the oppositely coloured sets and . Either colour class of this finite-symmetric-difference parity colouring is not a Ramsey family in the homogeneous-cone sense. No definability is claimed for the representative selection.
The ordinary topology on infinite subsets, denoted , has basic cylinders , where is a finite stem of the increasing enumeration. Let be a -open family and fix an arbitrary infinite ground set . We give a complete fusion proof of a homogeneous cone inside .
Use the convention . For finite and an infinite reservoir above , say that accepts if , where
Say that rejects if no infinite subset of accepts . There is always a refinement deciding : choose an accepting subreservoir if one exists, and otherwise retain , which rejects. Both decisions persist under further thinning.
A first fusion produces an infinite deciding every finite on its tail . First decide the empty stem. Choose the first point, and thin the remaining reservoir successively to decide every subset of the selected prefix. Repeat after choosing each new point. There are finitely many subsets to decide at each stage. The diagonal sequence of chosen points has the required property, since its tail after the largest point of any stem lies in the reservoir where that stem was decided. The empty-stem decision persists too. This is deciding all finite stems by fusion.
If accepts the empty stem, and we are done. Suppose it rejects. For a rejected finite , only finitely many can have accepting . Otherwise let be their infinite set. Every infinite starts with some such , and its remaining tail lies in , so . Then accepts , contradicting rejection. This proves finitely many accepting extensions of a rejected stem.
A second fusion constructs whose every finite subset is rejected. If a finite prefix of chosen points has been selected, all its subsets are rejected by induction. Avoid the union of their finitely many accepting successor sets when choosing the next point. The first fusion already decides every successor, so every new subset is rejected. An infinite reservoir remains after each finite exclusion.
If some belonged to , openness would give an initial segment with . Its reservoir would then accept , contradicting the second fusion. Therefore . In either case we have a homogeneous cone inside the arbitrary ground set . Every -open family is a Ramsey set of infinite subsets, under both conventions.
A completely Ramsey set requires more: for every finite and infinite reservoir above , there is an infinite such that
The finite stem must be kept fixed. These are the basic neighbourhoods of the Ellentuck topology, also called the star topology.
Let be the even positive integers, and construct the finite-symmetric-difference parity colouring on . Define
For any infinite ground set , the set is still infinite and its whole cone misses . Thus is a Ramsey set of infinite subsets even in the stronger convention. But inside , every infinite refinement gives the two sets and of opposite colours. Hence no such refinement is homogeneous. The family is Ramsey but not completely Ramsey. The stem-supported Ramsey family need not be completely Ramsey construction explains this example: forgetting the stem is precisely what loses the obstruction.
Finally take . It is nonempty and star-open, since it equals . It is -closed: if an infinite set contains an odd integer, an initial segment witnessing that integer has a cylinder disjoint from . Its -interior is empty: after any finite stem of even integers, append an arbitrarily large odd integer and then infinitely many further points. Thus
This is the cone on an infinite coinfinite ground set. Choose its subset . Since , is also -nowhere dense. Nevertheless every with infinite contains both and , of opposite colours. Hence is not completely Ramsey. We have proved explicitly that ordinarily nowhere-dense sets need not be completely Ramsey; the topology in the nowhere-dense hypothesis cannot be silently changed to the star topology.
The given relation implies
Take isogeny degrees and cancel the positive integer . Multiplicativity of isogeny degree gives
As above, and . The degree parallelogram law on now yields
Substitution proves
Equivalently, their Frobenius traces are negatives of one another. The isogeny degree argument works over the algebraic closure, so it does not wrongly assume that is defined over ; the stated quadratic-extension hypothesis is compatible with the anticommutation relation.
The empirical distribution function gives each observation mass :
The Glivenko-Cantelli theorem asserts the uniform, almost sure convergence
No 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, whence
Take 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 is
where 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 . Then
To 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.
For a nondegenerate distribution function , membership in its maximum domain of attraction means that there exist such that
at every continuity point of . A max-stable distribution satisfies: for each positive integer , there exist such that . Thus a maximum of independent copies has the same probability distribution after a change of location and scale.
Suppose first that . For fixed , the distribution functions have the two nondegenerate limits
The given convergence-of-types result supplies constants such that . Equality extends from continuity points to all points by right continuity. Substitute to obtain , which proves max-stability with . Conversely, if is max-stable, take and its max-stability constants for . Then exactly for every , proving . Therefore the maximum domain of attraction is nonempty exactly when is max-stable.
For the particular logarithmic tail, complete the distribution function by taking for . Let be the unique solution of , and take . Equivalently , including with . For each fixed , eventually , and
Here follows directly from its defining equation. Since as , it follows that . For , the probability is zero. Consequently
This is the shape-one Fréchet distribution, and the calculation proves the limit at every real without needing a regular variation theorem.
The function is strictly increasing on . For every integer , , so . The defining equation now gives . Taking logarithms yields , whose right side is positive, so
Multiplying by and squeezing gives . Slutsky theorem applied to the normalized sample maximum therefore gives the simpler logarithmic-tail Fréchet normalization
Since , the ring of integers is with discriminant . Write and . Reduction of modulo two gives a double root, and modulo five gives the roots . Thus , , and . Directly , since . The element belongs to and and has field norm ten, so equality of ideal norms gives
The Minkowski bound is , so every ideal class contains an integral ideal of ideal norm at most five. Three is inert and gives no prime ideal of ideal norm three; ideals of ideal norm four are , principal. Thus the class group is generated by , and the displayed relations make every class either trivial or . The class is nontrivial: a generator would have field norm , but would give or , neither a quadratic residue. Hence the class number is two.
The unit has field norm . To show it is fundamental, suppose is a positive real embedding of a unit . Its conjugate is , so is a positive integer less than two. Thus , and forces . Only is greater than one, contrary to the strict inequality. Therefore no smaller unit exceeds one. Multiplying any positive unit by a suitable power of puts it in , proving that all units are .
An element of field norm has principal ideal or by prime ideal factorization. The first is generated by ; the second by , of field norm . Two generators of the same principal ideal differ by a unit. Therefore all, and only, the integer solutions are
The two displayed signs are independent; multiplication by a norm-minus-one unit exchanges the two field norm signs.
For a real number , set and . If , define . The resulting simple continued fraction is , where is an integer and subsequent are positive integers. It terminates when a complete quotient is integral; otherwise its convergents tend to .
For the continued fraction of the square root of nineteen, the complete quotients after are
Their integer parts are . Taking the reciprocal after subtracting from the last quotient returns the first one, so
The dominated convergence theorem states that if measurable functions converge almost everywhere and their absolute values are bounded by a single Lebesgue integrable function, their limit is integrable and their integrals converge to its integral.
Put . The hypothesis makes summable. On the positive integers with counting measure define . For each fixed it tends to zero and . Dominated convergence gives
the stated Kronecker lemma.
For a bounded interval union , has density bounded by . Hence , and
By Tonelli's theorem, the nonnegative series is finite almost surely. Kronecker lemma then makes the empirical occupation fraction of tend to zero. The family of finite rational-endpoint interval unions is countable, so intersecting their probability-one events proves simultaneous convergence for all of them. For the whole line, every indicator is one. Thus
There is no countably additive Borel measure extending these values: would have measure zero by continuity from below, contrary to its assigned measure one. The escaped empirical mass cannot be captured by a probability measure on the real line.
Write and let be the Identity for Dirichlet convolution. The Möbius function uses the empty-product convention ; the Von Mangoldt function has . We first establish all the arithmetic function identities needed below. Every integer divisor of contributes one to , so . If has distinct prime factors, the squarefree divisors correspond to their subsets and
At the sum is one. Thus . Writing , the only divisors with nonzero Von Mangoldt function are , and hence
The Dirichlet convolution is commutative by replacing with , and associative because either bracketing sums over . Consequently
These are consequences of the definitions, rather than unproved invocations of Möbius inversion.
To identify the constant, integrate on each interval :
The tail is , since the integrand is at most for . Summation therefore gives , where is the harmonic number, and . Thus this is Euler's constant.
Put . Counting pairs of positive integers whose product is at most , and subtracting the square counted twice, gives the Dirichlet hyperbola method identity
Since , the harmonic number estimate yields
The increasing natural logarithm also satisfies by comparison with its integral. Subtracting proves
For the second implication, denote the Mertens function by and the Second Chebyshev function by . Apply the proved Dirichlet convolution identities to :
Summing this identity over integers up to gives the exact relation
Fix an integer . The contribution to from has absolute value at most
For , group by . This gives exactly
under the assumed cancellation ; extending that assumption from integers to real uses . Therefore . Letting proves the prime number asymptotic from Mertens cancellation:
Here is the matrix form of Rado's theorem. A matrix with entries in the rational numbers and columns is a partition regular matrix if every finite coloring of the positive integers admits a vector whose coordinates are monochromatic and for which . Its columns condition asks for an ordered partition into nonempty blocks , with
Rado's theorem states that these two conditions are equivalent. Coordinates need not be distinct; positivity is required for every coordinate.
First prove necessity using the finite separating-functional proof of the columns condition. Clearing denominators does not change either the kernel or the columns condition, so assume that has integer entries. For each pair of disjoint index sets , with nonempty, for which is outside the rational linear span of the -columns, choose an integer linear functional such that
Such a linear functional exists: extend a basis over the rational numbers of the indicated linear span by , prescribe values zero on the former basis and one on , extend to a basis of the ambient vector space over the rational numbers, and then clear the functional's denominators. There are only finitely many pairs . Choose a prime number larger than the absolute values of all their nonzero evaluations; if there are none, choose any prime number.
Color by its last nonzero digit coloring value, namely
where is the P-adic valuation. By partition regularity, choose a positive solution all of whose coordinates have the same nonzero digit . Group its indices into nonempty blocks according to increasing distinct P-adic valuations .
Suppose that a block sum is outside the rational linear span of the earlier columns, and put , taking for . Apply the selected linear functional to . The earlier terms vanish exactly. Divide the remaining integer equality by and reduce modulo . Later blocks vanish modulo , while each coordinate in contributes its common digit . We obtain
which is impossible by the choice of and because . Thus each block sum lies in the earlier linear span. For the first block, this span is zero, so . This proves the columns condition.
For sufficiency, assume the columns condition and choose rational coefficients , for , such that
Choose a positive integer clearing all these coefficients' denominators and a positive integer with for every coefficient. Use the permitted monochromatic m-p-c set theorem, in the suffix convention for an m-p-c set, to obtain positive generators such that the full set
is positive and monochromatic. The positivity of the full m-p-c set is important: we do not discard expressions that happen to be negative. For , set
All these coordinates belong to , so they are positive and monochromatic. On collecting coefficients of each , their matrix product is
This explicit Rado solution inside an m-p-c set proves sufficiency and completes the proof of Rado's theorem.
To deduce the Finite sums theorem directly from the columns condition, introduce one positive variable for each nonempty and impose
For there are no equations and any positive integer works. For , write for the column belonging to . Partition the columns into blocks in the order . Consider the row indexed by a set with . The sum of the columns in has row value
For this is always zero. For it equals one exactly for those with and . Each such is the negative coordinate vector in row , and it belongs to an earlier block. Therefore
which verifies the columns condition, rather than assuming the desired Finite sums theorem. Apply Rado's theorem to this system. Its monochromatic positive solution satisfies with , and hence
A nilpotent endomorphism satisfies for some positive integer . A nilpotent Lie algebra has a terminating lower central series of a Lie algebra: with and , one has for some . These are different conditions: the first concerns a particular linear map, whereas the second concerns repeated Lie brackets.
The representation form of Engel theorem says that if a finite-dimensional Lie subalgebra consists entirely of nilpotent endomorphisms, with , then contains a nonzero vector annihilated by every element of . Consequently there is a basis in which every element of is strictly upper triangular. No assumption on the characteristic of a field or algebraic closure is required.
We prove the common-vector assertion by induction on , simultaneously for every nonzero finite-dimensional representation space. The zero algebra is immediate. First, nilpotence of commutation by a nilpotent endomorphism follows from
If , the right-hand side vanishes for , in every characteristic of a field. For any proper Lie subalgebra , its Adjoint representation on therefore consists of nilpotent endomorphisms. Its image has dimension at most , so the inductive assertion gives a nonzero class annihilated by . Equivalently and . Thus the Engel normalizer lemma gives .
Choose a maximal proper Lie subalgebra . Its normalizer of a Lie subalgebra must be all of , so is an ideal of a Lie algebra. Moreover has dimension one: otherwise a one-dimensional Lie subalgebra of this quotient would have a proper inverse image strictly between and . By induction the space is nonzero. It is invariant under , since . Write . The restriction of the nilpotent endomorphism to has a nonzero kernel, and any vector in that kernel is annihilated by all of . This completes the induction. Apply the assertion repeatedly to to obtain a complete invariant flag with . A basis adapted to that flag makes every matrix strictly upper triangular.
A nilpotent abstract Lie algebra need not act by nilpotent matrices. For , the scalar algebra is an abelian Lie algebra, hence a nilpotent Lie algebra, but . No change of basis makes strictly upper triangular. The failed implication is precisely the distinction described in nilpotent Lie algebras need not act nilpotently.
If is a nilpotent Lie algebra, then , so every is a nilpotent endomorphism. Conversely, apply Engel theorem to acting on . Its invariant flag is lowered by every Adjoint representation matrix, so every product of such matrices vanishes. Since is spanned by expressions , the lower central series of a Lie algebra terminates. Therefore
Finally suppose is an algebraically closed field. If some is not a nilpotent endomorphism, it has a nonzero eigenvalue and an eigenvector , giving . The vectors are linearly independent and span a nonabelian two-dimensional Lie subalgebra. Conversely, a Lie subalgebra of a nilpotent Lie algebra is nilpotent because its lower central series of a Lie algebra lies termwise in the ambient series. A nonabelian two-dimensional Lie algebra has a basis with : choose spanning the nonzero derived algebra and rescale a complementary vector. Its Adjoint representation has the nonzero eigenvalue , so it is not nilpotent. This proves the two-dimensional subalgebra criterion for Lie algebra nilpotence: