Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 10 3 b Solution Created 2026-10-03 Updated 2026-10-14
Put . If , the linear functional is zero and is positive. Otherwise, for a nonzero let . Then and , so boundedness givesPositive rescaling gives . Thus is a positive linear functional. This is the scalar form of the unital contraction positivity criterion.
Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 10 3 d Solution Created 2026-10-03 Updated 2026-10-14
Write with , where is real valued. The normalization and the operator norm bound imply, for every real ,The left side is , soDivide by and let to obtain . Divide by , reversing the inequality, and let to obtain . Thus for every real-valued . The first-order term in is what forces reality; this is the complex-functional step in the unital contraction positivity criterion.
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 2015 iii Paper 7 2 Solution Created 2026-10-03 Updated 2026-10-06
On a compact metric space , a conservative Feller semigroup is a strongly continuous semigroup of positive linear maps on satisfying . Positivity means . These conditions imply sup-norm contraction. Conversely, for a contraction semigroup with and , differentiation on the generator domain gives , so . On the real space , if , then , implying . Scaling proves positivity for every nonnegative . This is the unital contraction positivity criterion. For complex the same conclusion follows because each functional has norm one and value one on , hence is a positive linear functional.
For each , the Riesz-Markov-Kakutani representation theorem represents that functional by a unique Borel probability measure :Continuity of gives weak continuity of . Approximating indicators of open sets increasingly by continuous functions proves Borel measurability in ; a monotone-class argument then gives a Markov kernel. The semigroup property and uniqueness of representing measures yield and the Chapman-Kolmogorov equationThese are the required transition probabilities.
An invariant probability measure for a semigroup satisfies for every and . Equivalently its distribution is preserved by the Markov kernel. For , Jensen inequality gives pointwise. Integrating and using invariance provesAlso . Continuous functions are dense in these spaces for a finite Borel measure on a compact metric space, so the contraction extends to a strongly continuous semigroup on .
For real with , the kernel form of Jensen inequality gives , with equality at . Take its right derivative to obtain the generator square inequalityThis is nonnegativity of the associated carré du champ.
Each time-average functional is positive with , hence represents a Borel probability measure . The compactness of probability measures on a compact metric space gives a subsequence converging weakly to a probability measure . Explicitly, is a separable Banach space, so Banach-Alaoglu theorem and a countable dense family give a subsequence converging on every continuous function, rather than merely a net. For fixed , the semigroup property gives the Krylov-Bogolyubov time-average argument:Its absolute value is at most . Pass to the subsequential limit, observing that , to get . Thus the limiting measure is invariant.
Positive extension from a unital subspace of C(K) Created 2026-10-07 Updated 2026-10-14
A real positive linear functional on a vector subspace of containing extends positively to all of . Its norm is by order bounds. If this is positive, apply the Hahn-Banach theorem to obtain an extension of the same norm, normalize it to value one at , and use the unital contraction positivity criterion. If , the functional is zero and its zero extension suffices.