Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 31 2 Solution Created 2026-10-03 Updated 2026-10-14
In the truncated tensor algebra , multiplication isLet be the Lie algebra generated by the degree-one space, with commutator and every term of degree greater than set to zero. The free step-N nilpotent Lie group isIts operation is the truncated tensor product, its identity is , and . Truncated multiplication is associative; the finite Lie exponential and logarithm identify this group with the free nilpotent Lie algebra as a manifold.
The Chow theorem says that on a connected manifold a smooth bracket-generating family of vector fields joins every pair of points by a piecewise smooth horizontal path. Applied to the degree-one left-invariant fields on this group, it says that every is for a piecewise smooth, and hence suitably parametrized Lipschitz continuous, control path starting at zero.
For , every Lie element is , with and . The step-2 planar group coordinates giveWe realize this element explicitly. First traverse the rectangleIf , omit the loop. Its displacement is zero, and its second-level entries areThus the loop signature is . Follow it by the straight segment from zero to , whose signature is . By the Chen identity, concatenation has signaturebecause the commutator lies in the central second layer. Every group element has therefore been realized, proving this case of Chow's theorem.
The Carnot-Carathéodory distance is the infimum of lengths of horizontal controls realizing the relative group element. The construction gives the upper bound . Conversely, a control of length has displacement at most , and its antisymmetric area satisfiesHere the control starts at zero, so its maximum Euclidean distance from zero is at most . These estimates show that the homogeneous group norm is comparable to .
The given path is the pure-area rough path . Centrality givesThe graded dilations scale horizontal lengths by . Inversion preserves the norm. Hence, with ,Thus the path is exactly -Hölder continuous: on a compact time interval it has every exponent at most , and none greater.
Its p-variation is finite precisely when . Indeed, the th power of the variation sum is . For it is bounded by ; for , the partition into equal intervals gives . In the usual step-two rough-path range it is weak geometric for , including . For , the same formula in gives the additional levels and a weak geometric -rough path there. The original data alone are a truncated object when those additional levels are required.
