Past exam of the mathematics course of the University of Cambridge 2010 ii Paper 2 22H Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 33 6 c Solution Created 2026-10-03 Updated 2026-10-07
For the simple symmetric random walk, the increments have mean and variance . Use the polygonal interpolation from (b). The maximum functional is Lipschitz in the supremum norm, sinceEach interpolating segment is linear, so its maximum occurs at a grid endpoint. The continuous mapping theorem applied to the Donsker invariance principle givesThe limiting maximum has no atom at by the Brownian reflection principle, so the closed-tail probabilities converge at this threshold. Including does not change the event because . Therefore the random-walk maximum limit from Donsker invariance isHere is the standard normal distribution function. The normalization and the positive-threshold condition are those in the PDF; the TeX aid's is not the printed expression.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 39 6 Solution Created 2026-10-03 Updated 2026-10-07
A map is Hadamard differentiable at if there is a continuous linear functional such that, whenever with , in , and ,For tangential Hadamard differentiability, the limit directions are restricted to a specified tangent subspace and the derivative is continuous linear on that subspace. The domain condition is indispensable.
Assume almost surely and use the usual measurable, separably supported setting for norm-valued convergence in distribution, with the limit in the tangent space. The functional delta method givesTo justify this by Skorokhod representation theorem, a sufficient precise version is: for weakly convergent random elements in a separable complete metric space, one can construct copies of the whole sequence and its limit on one probability space which converge almost surely in the metric. More generally the separable-limit-support version of the representation theorem can be used. Apply it to , obtaining almost surely. The variables have the same laws as and lie in on a common probability-one event. The definition of Hadamard differentiability, with , gives convergence almost surely of the transformed quotients to , and hence the claimed convergence in distribution. If is a Gaussian measure, the limit is Gaussian because the derivative is linear. Without membership of in , the expression in the question is not defined.
The final function space is with supremum norm; it is not separable as a whole. This does not affect the deterministic differentiability proof below. Any statistical application of the preceding representation argument must use its separability or tightness hypotheses, rather than assuming that every normed space automatically satisfies them.
Fix admissible and set . The candidate derivative, defined even for continuous directions without derivatives, isThis follows formally from the product rule and integration by parts. We now establish the uniform-direction limit required by Hadamard differentiability.
Let and belong to the stated domain, with , in supremum norm. The domain gives and , while uniformly. We first claim that, for every continuous on ,For a continuously differentiable test function , integration by parts gives convergence directly from uniform convergence of : both boundary terms and converge. By the Weierstrass approximation theorem, approximate uniformly on by a polynomial . The difference between the two integrals introduced by this approximation is at most , by the uniform bounded variation bounds. Letting the approximation error decrease proves the claim. This is weak convergence of bounded-variation integrators.
Now decompose the quotient in the order that retains the bounded-variation bound:The first term differs from by at most , so it tends to . For the second term, integration by parts yieldswhich tends to the corresponding expression with . Hence the quotient tends to for every admissible perturbation sequence. Finally,This proves that the derivative is a continuous linear functional on the product space. Therefore is Hadamard differentiable at every point of the stated domain. The bounded-variation restriction is what controls the apparently dangerous interaction between uniformly small perturbations and possibly large perturbation derivatives; no convergence of or has been assumed.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 5 2 Solution Created 2026-10-03 Updated 2026-10-07
Write a finite binary word as and denote its prefix cylinder set byMore generally, a cylinder set fixes finitely many coordinates, or prescribes a subset of their finite coordinate product, leaving all other coordinates free. Each coordinate factor is discrete, so finite-coordinate inverse images are both open and closed. Thus cylinders are clopen. The basic open sets of the product topology restrict only finitely many coordinates, so cylinders form a base. Any finite-coordinate cylinder is a finite union of prefix cylinders of one sufficiently long common length; the prefix cylinders therefore also form a base.
The Bernoulli space here is Cantor space, with compatible metricIt is a compact metric space: from any sequence, choose successively subsequences constant in the first, second and subsequent coordinates, and take the diagonal subsequence. Agreement on the first coordinates bounds the distance by , proving convergence. Compactness also follows from Tychonoff theorem.
Every cylinder indicator function is continuous because the cylinder is clopen. Hence is a vector subspace of the space of continuous functions on a compact space. To prove density, fix and . By uniform continuity, choose so that implies . Choose a point in each length- prefix cylinder and putThen and . This proves cylinder-function density in Cantor space:
Positivity of implies monotonicity. The pointwise bounds therefore giveEvaluation on attains equality, so is continuous and has norm one. This is the norm of a positive functional on C(K).
The object extended to open sets is the set function , rather than the functional itself. Positivity gives , and linearity gives finite additivity on disjoint cylinders. To construct its extension directly, use the disjoint cylinder decomposition of open subsets of Cantor space. For an open , take the shortest prefixes for which . They are prefix-free, their cylinders are disjoint, and their union is . DefineFor , use the empty prefix; for , use the empty sum.
This value is independent of the chosen disjoint prefix-cylinder decomposition. Indeed, compare two such decompositions and . For each fixed , its intersections with the give a disjoint open cover of the compact cylinder . Compactness reduces this to finitely many nonempty intersections. Each intersection is a prefix cylinder or is empty, so finite additivity gives . Sum over and rearrange the nonnegative double sum. Doing the same with each proves equality of the two totals.
For disjoint open sets , combine their disjoint cylinder decompositions to obtain one for . Rearrangement of nonnegative sums proves countable additivity on this family of open sets. The extension is unique because any countably additive extension must have the prescribed sum on every disjoint cylinder decomposition. Open sets are not themselves a sigma-algebra; countable additivity here concerns disjoint open families and their open union.
For the Borel probability measure, let be the algebra of finite unions of prefix cylinders. It is also the algebra of clopen sets, because every clopen set is compact and has a finite cylinder cover. Define on . If with all sets in , compactness of gives a finite subcover by the . Disjointness makes all remaining members empty. Thus finite additivity already establishes the premeasure condition.
The Caratheodory extension theorem gives a unique measure on . This is the Borel sigma-algebra, since the cylinders are a countable base; . Its values on open sets agree with the extension above. For cylinder simple functions,Both sides are continuous in the supremum norm, so cylinder-function density in Cantor space givesAny other Borel probability measure with this property agrees on every cylinder indicator function, hence on , and uniqueness in the Caratheodory extension theorem makes it equal to . This proves the Cantor-space representation of positive functionals without assuming the general representation theorem.
Now let be the supplied continuous surjection. The pullbackis a unital isometric embedding: surjectivity gives . On the vector subspace , define . This is well-defined, has norm one and satisfies .
The real Hahn-Banach theorem extends to on all of with the same norm. Norm preservation alone does not automatically mean positivity, so verify it. If , then andScaling proves positivity for every nonnegative . This is the unital contraction positivity criterion, giving a positive extension from a unital subspace of C(K).
Represent by the already constructed Borel probability measure on and take the pushforward measure . Continuity of makes its Borel inverse images measurable, and . The pushforward integral identity givesThis is compact-metric representation by Cantor-space pullback. The hypothesis already excludes an empty . The measure is on the Borel sets; no uniqueness claim on an unspecified larger collection of subsets is needed.
Past exam of the mathematics course of the University of Cambridge 2013 ib Paper 2 3F Solution Created 2026-09-24 Updated 2026-10-07
Both maxima exist by continuity on the compact set . Their sum is nonnegative and vanishes only for . The identities and the triangle inequality follow by applying the corresponding supremum norm facts to and . This proves that is a norm.
For , . Hence the first unit ball has image contained in : derivative evaluation is a bounded linear functional for this norm.
For the supremum norm alone, take . These smooth functions satisfy , but . Thus the second image is unbounded. The distinction is the unboundedness of derivative evaluation in the supremum norm, not a failure of differentiability of the individual functions.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 61 1 1 Solution Created 2026-10-03 Updated 2026-10-07
Take . In the normalization used here, the Dirichlet kernel has the finite expansionAveraging a finite number of the integral formulas for the Fourier partial sums is legitimate by linearity of the integral. Hence the Fejér sum is convolution withTo obtain the nonnegative form of the Fejér kernel, expand a squared geometric sum:The coefficient counts pairs of indices whose difference is . Dividing by and summing the geometric progression givesAt the ratio has its continuous limiting value . Thus this is a continuous, nonnegative trigonometric polynomial, not a kernel with genuine singularities.
Integration over a full period kills every nonconstant cosine term, soTranslation invariance of integration over the circle consequently gives, for every ,The first step is the integral triangle inequality, the second uses nonnegativity, and the last uses the mass just computed. Taking the supremum norm provesIn particular, Fejér summation is a uniform-norm contraction. The factor , rather than , is essential for the half-normalized Dirichlet kernel and Fejér kernel in this problem.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 61 4 a Solution Created 2026-10-03 Updated 2026-10-07
For a periodic function use the modulus of continuityOn the interval, take the supremum over pairs of points whose distance is at most . The mean value theorem applied to cosine, whose derivative has absolute value at most one, givesBoth cosine values lie in , so for ,Taking the supremum provesThe cosine substitution for polynomial approximation is also a linear isometry in the supremum norm, since cosine maps a full period onto ; its image consists of even continuous periodic functions.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 61 5 1 Solution Created 2026-10-03 Updated 2026-10-07
Write , and let . We use the standard interpolation convention of distinct ordered sites . Together with , the Schoenberg–Whitney theorem makes the B-spline collocation matrix invertible. Equivalently, its invertibility is implicit in the existence of the interpolation operator for every data vector.
If distinctness is not understood, the printed positivity condition alone is insufficient. For the order-two basis on spline knots , take . Both diagonal B-spline values are , but the two rows of coincide. Arbitrary data cannot then be interpolated uniquely. The norm statement below concerns the intended well-defined interpolation operator.
Spline interpolation determines the coefficient vector by , and henceNonnegativity and the subpartition of unity for B-splines giveFor completeness, extend the finite spline knot sequence beyond both ends. For the full sequence the order-one interval indicators sum to one. Summing the Cox-de Boor recurrence and shifting the index in its second term combines the two coefficients of each lower-order B-spline to one, so induction gives partition of unity at every order. Our finite collection is a subset of that nonnegative collection, and thus has sum at most one. Repeated spline knots are handled by the standard zero-term convention or a knot limit. This argument controls the entire interval, not only the basic knot interval.
Since , the operator norm upper bound isHere the matrix operator norm is the maximum absolute row sum. For the lower bound, choose a row of with maximum absolute row sum and a data vector whose components are the signs of that row's entries. Then andA continuous piecewise-linear function taking these values at the distinct ordered sites, and constant outside their range, has supremum norm one. Apply the given uniform-norm stability of a B-spline basis to its coefficient vector:ThereforeThe construction of the bounded continuous data extension is what permits the matrix norm to give a lower bound for a function-space operator norm.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 61 6 a Solution Created 2026-10-03 Updated 2026-10-07
We work in the usual real-valued setting of the Chebyshev alternation theorem. For and an algebraic polynomial of degree at most , the theorem says that is a best uniform approximation if and only if its error has ordered points with alternating maximal values:If , the zero-error case is included directly.
Existence follows, for example, by taking a minimizing sequence: its supremum norms are bounded, all norms on the finite-dimensional polynomial space are equivalent, and a convergent coefficient subsequence attains the infimum. To prove uniqueness of best uniform polynomial approximation, let both attain the minimum error . Their average has error at most by the triangle inequality and therefore exactly by minimality.
If , both polynomials equal and are equal. Otherwise apply the Chebyshev alternation theorem to . At every alternating extremal point, is either or . But it is the average of and , each lying in . An average attains an endpoint of this interval only when both entries equal that endpoint. Hence at all points. The difference is a degree-at-most- polynomial with more than distinct zeros, so it is identically zero. The best approximating polynomial is unique.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 6 1 b Solution Created 2026-10-03 Updated 2026-10-07
Put and . On a small closed time interval and a closed ball around the initial point, let bound and let be its spatial Lipschitz constant. The mapsends the corresponding closed ball of continuous paths into itself when the time length times is at most the ball radius. If the time length times is less than one, it is a contraction in the supremum norm. The Banach fixed-point theorem gives a local solution and uniqueness; differentiating its integral equation gives the ordinary differential equation. Overlapping local solutions agree by this uniqueness.
For continuation, the growth assumption gives, on any bounded time interval,for forward time, with the analogous reversed-time bound. The Gronwall inequality bounds the trajectory on that interval. A finite terminal time is impossible: within the resulting compact ball the field is bounded, so the path has a limit at the endpoint, and the local construction restarts there. This proves the global characteristic flow under linear growth. No differentiability of the flow with respect to its initial point is needed for this existence and uniqueness proof.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 6 2 d Solution Created 2026-10-03 Updated 2026-10-07
Fix an arbitrary finite and use the Banach space of bounded continuous functions with the supremum norm. Set . For in this space, the velocity integralis bounded by . If , the integrands converge pointwise and are bounded by the integrable function . The dominated convergence theorem proves continuity. Thus the rank-one gain on bounded continuous functions, , is continuous and bounded. The same theorem applied to the time integral shows that maps this space into itself, including at .
Time ordering gives the factorial bound for a Volterra iterate:Consequently the Volterra series for the linear Boltzmann equationconverges uniformly on the whole finite time slab, so its sum is continuous and bounded and satisfies the fixed point equation. Tracking the damping factors gives the sharper pointwise bound . This proves existence for every finite , without requiring or uniform continuity of . Boundedness on finite slabs does not assert a uniform bound over infinite time.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 36 2 Solution Created 2026-10-03 Updated 2026-10-06
In the Gaussian white noise model, observe the entire pathwhere is standard Brownian motion and the deterministic drift belongs to L2 space on . Equivalently, . For every deterministic , the observed stochastic integral satisfiesThe noise is an isonormal Gaussian process. In particular its variance is . Gaussian white noise is interpreted through these integrals, rather than as an ordinary random function with a pointwise value at every time. No smoothness of is needed.
Here is the Gaussian maximum bound without independence. Put . It is integrable since it is bounded by . For every ,The second inequality uses only the moment-generating function of the standard normal distribution, so independence is unnecessary. Jensen inequality gives , henceMinimizing at proves
For the dyadic partition, let , , putting the endpoint into the final interval. The Haar scaling functionsform an orthonormal basis of the space of functions constant on each interval. The Haar wavelets can be written asFor , the constant function together with , , is another orthonormal basis of . Indeed, each successive level splits a cell's two constants into their sum and difference; the number of basis elements is . Thus the Haar projection is the orthogonal projectionOn cell its value is . The first formula also applies to .
Estimate each coefficient by its observed stochastic integral:This is the Haar projection estimator in Gaussian white noise. The noise integrals over disjoint intervals form a Gaussian vector with zero off-diagonal covariance. The principle that uncorrelated jointly Gaussian variables are independent then makes these coefficients independent. ThereforeTaking expectations shows that is an unbiased estimator of , both coefficientwise and pointwise for the stated step-function representatives.
Only one scaling function is nonzero in each cell, so the supremum norm of the error has the exact formThe endpoint convention ensures the same identity at . Apply the Gaussian maximum bound without independence with to obtain the supremum norm risk of a Haar projection estimator:The factor comes from cellwise scaling, while the extra square root of comes from taking the maximum over Gaussian errors.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 6 3 Solution Created 2026-10-03 Updated 2026-10-06
All vector spaces in this solution are complex, while convex combinations use real coefficients. An extreme point of a convex set is one for which , and , forces . Equivalently, is not the midpoint of two distinct points of .
The Krein-Milman theorem says that every nonempty compact convex set in a Hausdorff locally convex space is the closed convex hull of its extreme points. Here is a proof. A face of a convex set is a convex set such that whenever an interior point of a segment in belongs to , both endpoints belong to . Consider nonempty compact faces, ordered by reverse inclusion. A chain has nonempty intersection by compactness and the finite intersection property; that intersection is again a compact face. The Zorn lemma therefore gives a minimal nonempty compact face .
If contains distinct , a continuous real linear functional on the underlying real locally convex space distinguishes them. Such a linear functional exists because the space is Hausdorff and locally convex, by the Hahn-Banach theorem. The maximizers of on form a nonempty proper compact face of . A face of a face is a face of , contradicting minimality. Therefore is a singleton, yielding an extreme point. The same argument inside any nonempty compact face of supplies an extreme point of lying in that face.
Let be the closed convex hull of the extreme points of . It is a nonempty closed subset of compact , hence compact. If , the Hahn-Banach separation theorem provides a continuous real linear functional with . Its maximizer set on is a nonempty compact face, which contains an extreme point of . But and , a contradiction. Thus , proving Krein-Milman theorem.
For a nonempty compact Hausdorff space , the extreme points of the dual unit ball of C(K) areThis is the permitted description without proof, with denoting the complex space of continuous functions on a compact space equipped with the supremum norm. If is empty, and the closed unit ball of its continuous dual space has the single extreme point instead.
The complex Banach–Stone theorem states that a surjective complex-linear isometric isomorphism of normed spaces has the formwhere and is a homeomorphism. Conversely, every such map is a surjective complex-linear isometric isomorphism of normed spaces for the supremum norm.
To prove this, suppose first that are nonempty. The Banach-space adjoint is a bijective isometric isomorphism of normed spaces on the continuous dual spaces, so it bijects their closed unit balls and preserves extreme points. The displayed extreme point description gives uniquelyUniqueness follows by evaluating at the constant function , and then using that continuous functions separate points of a compact Hausdorff space. Evaluation gives the required formula for , and is continuous. Surjectivity of on extreme points proves surjectivity of : the preimage of any is for some . If , every function in the range of has equal values at these two points after division by ; surjectivity of and separation of points force . Thus is bijective.
For every , is continuous. The evaluation map , , is a continuous injection of a compact Hausdorff space into a Hausdorff product topology, hence a homeomorphism onto its image. Continuity of every coordinate proves continuity of . A continuous bijection between compact Hausdorff spaces is a homeomorphism. Conversely the weighted-composition formula plainly preserves the supremum norm, and its inverse isIf one compact space is empty, a surjective isometric isomorphism of normed spaces forces the other to be empty, and the empty homeomorphism gives the corresponding trivial case. This completes Banach–Stone theorem.
Neither the space of sequences converging to zero nor can be isometrically a continuous dual space of a Banach space. Indeed, every nonzero continuous dual space has a nonempty weak-star compact closed unit ball by Banach-Alaoglu theorem, and Krein-Milman theorem then guarantees an extreme point. A bijective linear isometry preserves extreme points of closed unit balls.
The closed unit ball of has no extreme points. Given with , choose with and . The two distinct elements remain in that closed unit ball and have midpoint .
The closed unit ball of the complex Lp space also has no extreme points. An element of norm less than one can be perturbed by a sufficiently small nonzero Lp space element in both directions. If , the non-atomic measure admits a measurable set of mass ; for example the continuous function attains . Put . For , the distinct functions both have Lp normwith the two coefficients interchanged for the minus sign. Their midpoint is . Thus neither proposed space is isometrically a Banach dual.
Finally, is a connected space, whereas is disconnected. They cannot be homeomorphic. By Banach–Stone theorem, and are not isometrically isomorphic as complex Banach spaces.