Yes. The arbitrary variable-lag condition forces the Cauchy sequence property. Suppose otherwise. Then some has the property that, for every , there exist with . In particular, for each , choose such . By the triangle inequality, at least one satisfies or . That index must be strictly greater than , since the difference at itself is zero.
It follows that the following positive integer is defined for every :
For this particular function, for every , contradicting the assumed limit zero. Therefore is a Cauchy sequence, and the completeness of the real numbers proves it converges to a finite real limit. This is convergence from arbitrary variable-lag increments; the quantifier over every function is much stronger than the fixed-lag condition in the previous part.
For the unit-modulus prime values in this question, the Granville-Soundararajan distance is
The second identity uses . Thus it is the Euclidean distance between the finite weighted vectors and . Nonnegativity, symmetry and the triangle inequality follow from that norm representation, and it vanishes exactly when the two prime-value vectors agree. This proves the prime-restriction metric for pretentious distance.
On whole arithmetic functions at fixed it is a pseudometric. For example and have identical values at every prime and zero distance for every , but different values at four. Thus the literal identity-of-indiscernibles assertion needs the prime-restriction quotient.
Since ,
For completeness, partial summation and the prime-counting form of the Prime number theorem give
To verify the constant and the error, replace by in the first expression. Differentiating shows its two contributions combine to plus a constant. The error integral converges absolutely because , and . This proves the Mertens second theorem in the form needed here. In particular the pretentious distance between one and the Möbius function satisfies
For the last request, retain the earlier prime normalization ; the proof also works with the weaker assumption . Without a bound on prime values, the original definition and the absolute convergence of the displayed measure need not apply to an unrestricted multiplicative arithmetic function. For example is multiplicative and squarefree-supported, but for the displayed measure has infinite positive mass: its prime terms alone are , which diverges by the Prime number theorem.
Put , , and use the Fourier transform convention . Since is supported on squarefree integers, the defining property of a multiplicative arithmetic function gives the absolutely convergent Euler product
The bound on prime values gives for squarefree , so the total variation norm of a measure is bounded by ; thus is a finite measure. Expanding the logarithm of the modulus, with an absolute remainder since , gives
All constants here are uniform in . Moreover
using the pole of the Riemann zeta function. The nonnegative deficits give
Indeed, the replacement of by for costs at most
by the Mertens first theorem, while discarding the terms costs nothing in this lower bound. Thus the large Fourier coefficient criterion for pretentiousness is
In particular,
The comparison function is the Archimedean character with this sign because our Fourier transform uses .
A precise useful form of the principle is the type I–type II inverse principle for Möbius correlation. Normalize , and suppose
For any positive integer cutoffs with , define
Then , where is the divisor function, and at least one of the following two sums has modulus at least :
The first is correlation against a controlled linear combination of indicators of multiples of small moduli, each a periodic function: this is the “somewhat periodic” branch. The second is a bilinear sum with independently weighted factors, both larger than the cutoffs: this is the “somewhat multiplicative” branch. The statement concerns these precise correlations, not an assertion that must itself be periodic or multiplicative.
For clarity, the Vaughan identity for the Möbius function proves this version immediately. Split and likewise at . Since ,
Multiply by and sum. The first two terms contribute at most in modulus, and the remaining terms are . The triangle inequality gives the stated dichotomy. It is valid at finite and for any chosen cutoffs in the indicated range.
We now prove the required orthogonality without appealing to a stronger uniform exponential-sum theorem. Write and . The Diophantine bound for the square root of two is
where is distance to the nearest integer. If is that nearest integer, then , while ; dividing proves the bound.
Use the preceding Dirichlet convolution identity with . The two short terms are . For the type I sum, the exponential geometric sum bound gives
Consequently
using from counting factor pairs.
For the type II sum, perform a dyadic decomposition into , , keeping . Nonempty blocks have , while . A block satisfies, by the Cauchy-Schwarz inequality and the divisor-square summatory bound,
To justify the cutoff, after expanding the square the permissible for a pair still form an interval, with upper endpoint . Its exponential sum has the same geometric bound. Diagonal pairs supply ; for each nonzero difference there are pairs.
The points modulo one are separated by at least . Counting points in consecutive distance bands around zero therefore gives
Substitution yields the bilinear cancellation for badly approximable phases estimate
There are blocks, so . The divisor-square bound itself can be obtained elementarily from prime-power by prime-power and ; no uncontrolled coefficient bound is being suppressed.
Combining the short, type I and type II terms,
Hence
The empirical spectral measures of the two real symmetric matrices are
where is the Dirac measure at . Thus . Pair the eigenvalues in the specified increasing order and apply the triangle inequality followed by Lipschitz continuity with bound :
This deterministic estimate uses only the Lipschitz bound; no entry independence or distributional hypothesis is needed here.
Put . For a real eigenvalue ,
The spectral theorem for real symmetric matrices therefore gives and , since is a sum of with nonnegative coefficients given by squared eigenvector coordinates of . This is the positive imaginary part of a Stieltjes matrix resolvent. Hence
Apply the triangle inequality to the identity above, and add and subtract the minor trace:
The allowed principal minor resolvent trace bound, with the printed normalization, bounds the second average by . Thus the explicit conclusion is
In particular, the final term is with a constant independent of . The upper-half-plane restriction gives the displayed positive denominators; in the lower half-plane the analogous bound uses .
The chosen centering also has a probabilistic meaning. The column vector is independent of the minor, has mean zero and coordinate variance , so its conditional expectation satisfies
This explains why the bound isolates fluctuations of a quadratic form around the minor trace. Mean centering alone is not a concentration estimate; no unrequested limiting assertion is being assumed.
Fix any estimator and put , and . The triangle inequality for the metric gives . Hence
The larger of the two risk functions dominates their average. Using nonnegativity to replace both probability density functions by their minimum,
The right side is independent of the estimator, so taking the infimum proves
This metric squared-loss two-point bound uses overlap of the observation laws to quantify how hard it is to distinguish the two separated parameters.
There is a genuine qualification: the first printed inequality is valid as a useful general assertion for , but is false for arbitrary . Also the displayed likelihood ratio presupposes . We first prove the intended bound and then give a counterexample to the unrestricted quantifier.
For any estimator , set . By the triangle inequality, on , while on . Hence
Let with . On , . Therefore
The last step is Markov inequality. Taking the supremum over the model and then the infimum over estimators proves the intended metric two-point risk bound. At the right side is zero. For a negative right side is also harmless, but a positive right side need not be a lower bound.
Here is an explicit counterexample with positive probability density functions and . Let , , and take the model consisting of
Use the L2 norm metric, for which , and take for every . The majority-half decision selects if at least two observations lie in . Each error probability is , so its maximum normalized risk function is . This is also the likelihood-ratio test, giving . At the proposed right side is , contradicting the risk of this explicit estimator. Thus the intended range restriction cannot be omitted.
For the second request use the intended L2 norm metric . The PDF defines its square, not the square itself as a metric. Put
Both probability density functions belong to the model, and . The two-point choice may depend on , because the lower bound is applied separately at each sample size. Under , the product likelihood ratio satisfies
This is the product chi-squared divergence. By Cauchy-Schwarz inequality, . With , the proved metric two-point risk bound has normalized right side greater than . Consequently
The proof works for every despite the introductory . Measurability of the functions defining the probability density functions is understood. This establishes the requested lower bound; it does not assert a matching upper bound over this unrestricted class.
Reduce the Hamiltonian cycle decision problem to the metric travelling salesman problem. Given a simple graph on vertices, form the complete graph with distance on original edges and distance on nonedges. These symmetric distances satisfy the triangle inequality, since a direct distance is at most and any two positive edge distances sum to at least .
A tour has edges, each of cost at least . It has cost at most exactly when every edge is an original graph edge, that is, exactly when the original graph has a Hamiltonian cycle. The construction and threshold are polynomial in the input size. Thus the metric travelling salesman problem is NP-hard; its rational-cost threshold version is also in NP because a tour is a polynomial-size certificate.
Allowing repeated vertex visits does not reduce the optimum for a complete metric instance. Given a closed walk visiting every vertex, keep the vertices in order of first appearance and shortcut the portions between them, including the final return. The triangle inequality makes the resulting Hamiltonian tour no more expensive. Conversely a Hamiltonian tour is an allowed closed walk. Hence the two optimal costs are equal, and the repeated-visit metric version remains NP-hard. If travel is described on a sparse graph, taking its shortest-path metric gives the corresponding closed-walk formulation rather than an easier exact problem.
Combining the EPR criterion of reality with perfect predictive correlations and locality motivates pre-existing values for the locally selectable observables. The general local hidden-variable theory additionally assumes a complete shared variable and conditional factorization
The second condition is measurement independence. The reality criterion alone does not prove this factorization for arbitrary imperfect correlations: it motivates the local completion whose consequences are being tested.
A deterministic local hidden-variable model may be used without loss of generality by putting local random seeds into . For each , write its setting responses as . Integrating with the same setting-independent distribution and using the triangle inequality gives
Exactly one of and vanishes and the other has magnitude two. Hence the requested CHSH bound is two. No assumption about the spacelike quantum state enters this local-model derivation.
The triangle inequality gives . Taking its negative reciprocal gives
In fact independence excludes the equality case , so the inequality is strict under the stated independence hypothesis. The weaker requested bound holds for every permitted pair.
Two nonzero vectors are linearly independent when forces . Their linear span then has dimension two. If they are linearly dependent, one is a nonzero scalar multiple of the other, and their span has dimension one. Thus the two requested dimensions are .
The Euclidean scalar product and its norm are and . To prove the Cauchy-Schwarz inequality, first handle trivially. Otherwise the squared norm
gives
Equality holds exactly when the residual vector is zero, meaning the vectors are linearly dependent; this includes the zero-vector cases. Expanding and applying Cauchy-Schwarz then gives
Taking nonnegative square roots proves the triangle inequality.
For the unit-vector optimization, let . Independence ensures . The variable part of is , which Cauchy-Schwarz bounds below by . Equality occurs only for the antiparallel unit vector. Thus
This is minimizing a linear functional on a sphere. The two consequences follow below.