Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 28 5 a Solution Created 2026-10-03 Updated 2026-10-14
The force from one location is defined almost surely, since the uniform distribution assigns probability zero to the origin. Symmetry of that uniform distribution makes its characteristic function real:Near zero the integrand is bounded by . For large it is at most . The monotone convergence theorem therefore gives the finite integralIndependence of the locations gives the characteristic function of the total force as . For fixed , is bounded, so Taylor expansion of the logarithm givesThe logarithm is legitimate for all sufficiently large .
For , substitute . The cosine integral for a symmetric stable exponent, evaluated directly in part (b), givesAt both sides vanish. The limiting characteristic function is continuous at zero, so the Lévy continuity theorem proves weak convergence of random variables to the symmetric stable distribution of index withThe coefficient reflects the spatial density . Symmetry was used in the characteristic function, without assuming that the singular force has a finite mean.
Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 28 5 b Solution Created 2026-10-03 Updated 2026-10-14
Interpret the signed inverse-power force as , so noninteger is meaningful on either side of the origin. Write . Exactly as in part (a), the one-star characteristic function is , whereThe integrand is bounded near zero and is at most at infinity. The condition thus makes its integral finite. Independence and the logarithm calculation in part (a) give the limiting characteristic function , withHere we substituted . The integral for is finite because its integrand is at zero and at infinity.
To determine the constant rather than leave it as an unevaluated integral, use the Gamma function representationThe integrand multiplied by is nonnegative, so the Tonelli theorem permits exchanging the integrals. For the inner integral isConsequently, substituting and using the Euler beta function and Gamma reflection formula,Since , this givesEvery factor in is positive in the stated range. The Lévy continuity theorem gives weak convergence of random variables because this characteristic function is continuous at zero. The limit is strictly stable: if are independent copies of it, the characteristic function of iswhich is the characteristic function of . This proves the asserted index, as well as identifying the symmetric stable distribution. In particular gives , while gives , the centered Cauchy distribution with that scale.
Place equal masses at points of a homogeneous Poisson point process of intensity on the line, and truncate their signed inverse-power forces symmetrically at radius . For force , with , the characteristic exponent tends to . The cosine integral for a symmetric stable exponent evaluates it as displayed. Thus the weak limit is a symmetric stable distribution. Symmetric truncation is important when the far-field force series is not absolutely summable.