For an odd composite and a unit modulo , is a Fermat pseudoprime to base whenIt is an Euler pseudoprime to base whenwhere the right side is the Jacobi symbol.
By the Chinese remainder theorem,and . The condition is automatic modulo and . Modulo it hassolutions. Thus there are Fermat bases, giving proportion
For the Euler condition, modulo , so the Jacobi symbol must be . The power condition is automatic modulo , while modulo it again restricts to the two solutions of . For each of those two residues, exactly half of the choices modulo and have Jacobi symbol . Hence there are Euler bases and proportion
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The th Chebyshev polynomial is defined on byThe cosine addition formula givesInduction therefore shows that every is a polynomial. Its defining cosine formula also gives
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The assertion is clear for . If has degree and leading coefficient , the recurrence shows that the leading term of isthe lower-degree polynomial cannot cancel it. Hence
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For ,Both sides are polynomials in . Since they agree on an interval, the polynomial identity theorem extends the equality to every real . Thus is even for even and odd for odd .
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The roots of are distinct and lie in . Repeated use of Rolle's theorem shows that every root of , for , also lies in . Its leading coefficient is positive, soTaking shows thatfor ; when , the derivative is the positive constant . This is the positivity of Chebyshev derivatives beyond the unit interval.
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Solved by gpt-5.6-sol high.
Binary Huffman coding repeatedly merges the two least probable current symbols, assigns opposite bits to the two children of every merge, and reads each original symbol's codeword from the root. The resulting prefix code minimizes expected word length.
The merge weights here may be chosen asOne corresponding code isIts expected word length is
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Take the productionsand the word . There is only one parse tree: its root uses and each child uses . There are nevertheless exactly two derivations,andaccording as the left or right occurrence of is replaced first. This illustrates that derivations record replacement order while a context-free grammar parse tree does not.
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The first displayed tree supplies the productions and , as well as an -parse tree producing . By assumption there is also an -parse tree producing . Substitute these trees as follows:The resulting yield is
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The displayed trees provide -parse trees producing , , and , together with the same root productions as above. Thereforewhose yield is
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Assume that is context-free and let be its pumping length. Apply the pumping lemma for context-free languages toWrite , with and . The substring meets at most two of the three constant-letter blocks.
If and affect only the first block, only the middle block, or only the last block, pumping down immediately makes the final block length differ from the minimum of the first two lengths. If they meet the first and second blocks, pumping down decreases at least one of those block lengths while leaving the final length , again violating the defining minimum.
It remains that they meet the second and third blocks. Let pumping change their lengths by and , respectively. Pumping down fails unless . If , pumping up gives lengthswhose last entry is not . Thus some pumping exponent always leaves , contradicting the lemma. Hence
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A generalized linear model has three components:
- a random component in which independent responses belong to an exponential dispersion family;
- a systematic component ;
- a link function satisfying , where .
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Write the exponential-dispersion density asWith the canonical link, . ThereforeKnown prior weights replace by .
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In the Poisson GLM the responses are independent andThe Poisson canonical link is logarithmic, so
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For , the nonnegative equilibria areSincethe zero equilibrium is unstable and is asymptotically stable.
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For , , so solutions increase monotonically toward . For , , so they decrease monotonically toward . The solution remains at zero. Thus a phase-line sketch has arrows away from and toward ; a time-series sketch has all positive curves tending to the same horizontal asymptote . This is the cubic saturation population model.
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With the same low-density rate and carrying capacity, the two per-capita growth rates arefor the cubic model andfor logistic growth. The logistic correction is linear in a small population, whereas the cubic correction is quadratic. Consequently the cubic trajectory initially follows pure exponential growth more closely and lies above the logistic trajectory before both approach . Plotting measured per-capita growth against distinguishes a linear decline from a curve with zero slope at the origin.
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For singularities , the Cauchy principal value iswhere the assumed tail integrals make the two unbounded pieces meaningful. Equivalently, remove a symmetric interval of radius about each and take the limit of the remaining integral.
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Using the convention adopted here, the Hilbert transform isThe convention with denominator differs by a minus sign.
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For , contour integration or partial fractions givesunder the convention in part (b). Therefore
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Let be the angle from the downward vertical to the hoop's centre, measured at the suspension point, and let be the absolute angle from the downward vertical to the bead's radius from the hoop centre. The bead position is the sum of two vectors of length . Including the hoop's moment of inertia about the pivot giveswhileThus one suitable Lagrangian is
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To quadratic order about ,andFor a normal mode, put . The characteristic equation isso or . The small oscillations of a hoop with a sliding bead therefore have
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Solved by gpt-5.6-sol high.
From and ,The slow-roll approximation fails when this kinetic contribution is comparable with , giving
The number of e-folds isUsing the estimate above,For and the roughly e-folds needed for the flatness problem,This is the monomial slow-roll e-fold count.
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Solved by gpt-5.6-sol high.
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A final oracle call evaluates on the definite input :Since modulo two is the parity of the Hamming weight of , this form also determines the last-qubit measurement.
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Measuring the first register does not disturb the product-state last register. Its state is
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If has odd Hamming weight, then and the final bit is , so the probability is . If has even Hamming weight, then and the final bit is , so the probability is . Thus
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For a received word , the ideal-observer rule chooses a message maximizing the posterior probabilityMaximum-likelihood decoding chooses maximizingand minimum-distance decoding chooses a codeword minimizing its Hamming distance from .
Bayes' formula givesEqual message priors therefore make ideal-observer and maximum-likelihood decoding identical. On a binary symmetric channel, if , thenFor , this strictly decreases with , so maximum likelihood and minimum distance agree.
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Choose withA greedy packing construction gives binary length- codes of minimum distance greater than and size at leastTheir asymptotic rate is at leastwhere is binary Binary entropy. Minimum-distance decoding corrects every error pattern of weight at most . Since a channel error count is , the law of large numbers givesThus a fixed positive rate is achievable with error tending to zero, proving that the operational capacity is nonzero. This is the positive-rate coding bound below one-quarter crossover.
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Shannon second coding theorem states that the operational capacity of a discrete memoryless channel equalsevery rate below is achievable with error probability tending to zero, while rates above are not.
Put . If , then , so is recovered exactly and bit. If , the two output supportsare disjoint, so again determines and .
If , one output value is common to both inputs and occurs with probability independently of the input, while either of the other two values reveals the input. The channel is therefore a binary erasure channel with erasure probability , whose capacity is bit. Hence
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The upper register index is the largest register number occurring in an instruction of , with value zero if only register is used. A configuration records the current state and the contents of every register up to that index.
For input , let be the initial configuration: the designated initial state, the words of in the input registers, and the empty word in every remaining register. Recursively, if is halting, keep it fixed; otherwise let be the unique configuration into which transforms it. The resulting sequenceis the computation sequence.
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Choose an input word of length at least . The final value has length at most one. Every symbol initially in register must either be deleted or transferred elsewhere, and either action begins with a remove instructionNo other instruction can lower the length of register . Consequently at leastsuch remove instructions occur in this computation. Since words of arbitrary length exist, the assertion follows.
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Two registers suffice. Use register for the input and register as a stack of markers.
The finite control first rejects the empty word. While the next input symbol is , remove it from register and append one marker to register . On seeing the first , enter a second phase. For every removed from register , remove one marker from register ; reject if a marker is unavailable or if an is encountered in this phase. Accept exactly when both registers become empty simultaneously.
The first phase stores precisely the number of 's, and the second compares it with the number of 's. Register is the only scratch register, so the construction is a one-register-machine computation in the question's terminology. Therefore
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Consider computations while a terminal block of 's is removed from register . Until that block has disappeared, the available instruction and next state depend on the current state and on the visible , not on the untouched prefix .
Take a block longer than . Record the state after each successive has been removed. Two records have the same state , by the pigeonhole principle. If the corresponding removed tail lengths are , the same finite instruction sequences work in front of every prefix . Thus there are fixed times such thatfor every word .
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Suppose a zero-register machine decided , and choose as in part (d). Take and setThenwhereasPart (d) puts both computations into the identical configuration . Determinism forces their subsequent computations and outputs to agree, a contradiction. ThereforeThis is the one-register separation for equal block lengths.
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Solved by gpt-5.6-sol high.
Let be the design matrix and write . The displayed estimate in row isWithits standard error isThe -value and two-sided -value arerespectively.
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The nested-model -test has hypothesesIts statistic isThe reported -value gives strong evidence against : weight and width are jointly useful.
Neither individual coefficient is significant at . This is consistent with the predictor correlation : strong multicollinearity makes the two partial effects difficult to distinguish and inflates their individual standard errors, even though their joint contribution is clear.
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With a well-fitting Gaussian linear model, the residual-versus-fitted plot should be an unstructured horizontal band around zero with roughly constant width. The normal Q-Q plot should lie close to a straight line.
Here the residual spread grows with the fitted value and the response's discreteness produces pronounced bands, indicating nonconstant variance. The Q-Q plot bends strongly upward in the upper tail, indicating right-skewness or heavy positive tails and failure of Gaussian residuals. Thus both homoscedasticity and normality are doubtful.
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Two natural improvements are:
- fit a count-response GLM, initially a Poisson model with log link, or a negative-binomial model if the data are overdispersed;
- allow nonlinear predictor effects, for example quadratic terms or smooth functions of weight and width, with model selection or validation used to control complexity.
The first addresses discreteness and mean-dependent variance; the second addresses systematic lack of fit in the conditional mean.
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A system is causal if outputs up to time depend only on inputs up to time . For a time-invariant convolution system this is equivalent to an impulse response that vanishes for .
It is BIBO stable if every bounded input produces a bounded output. For a causal convolution system, absolute integrabilityis the standard stability criterion.
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Taking Laplace transforms and using givesHence the transfer function isIts pole is at , and its causal impulse response isIt is absolutely integrable exactly when
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For ,Its only pole is , so direct inspection gives stability exactly whenapart from the excluded boundary.
For the Nyquist stability criterion, let . The open loop has no right-half-plane poles, so . On the clockwise right-half-plane contour, the winding number of about zero, equivalently of about , satisfieswhere is the number of unstable closed-loop poles. The Nyquist locusis the circle with diameter joining and on the real axis, completed by its conjugate half.
If , this circle does not wind around , so , , and the loop is stable. If , it winds once with , so , and the loop is unstable. Nyquist therefore gives precisely the same condition .
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The radial equation isMultiplying by and integrating givesSince is an energy density,Set , divide the energy equation by , and defineThen
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Differentiate the Friedmann equation and useAfter cancelling the curvature term with the original Friedmann equation, one obtains the Friedmann acceleration equation
The Newtonian derivation does not explain why pressure gravitates through the term; that input enters only through a relativistic-looking continuity law. It also treats space and time as Euclidean and absolute, so it cannot supply the spacetime meaning of curvature , horizons, or the global geometry of the cosmological model.
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Radiation conservation givesConsequentlyEvaluating at , where , shows thatPutThen . Choosing the big bang as and integrating givesThereforewhere
At early times, , so , as in a radiation-dominated universe. At late times,the expected de Sitter expansion with .
Acceleration begins when the radiation deceleration and cosmological-constant acceleration balance:Thus , which in the exact solution means . HenceThis is the radiation-to-cosmological-constant transition.
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The soundness theorem for propositional logic says that if , then every valuation satisfying every member of also satisfies .
The proposed function need not respect the connectives. For example, if a primitive proposition is independent of , then neither nor is provable from , so the definition gives
Order the consistent supersets of by inclusion. The union of a chain is consistent, since a finite proof of a contradiction would already use assumptions from one member of the chain. Zorn lemma therefore gives a maximal consistent extension . It is deductively closed: if , adjoining preserves consistency, so maximality forces . Moreover, for every , exactly one of and belongs to . They cannot both belong by consistency; if neither belonged, the inconsistency of both proper extensions would give and , again a contradiction. The usual induction on formulae now shows thatdefines a valuation satisfying , and hence .
Now suppose every finite subset of has a model. By soundness every finite subset is consistent. Any proof of a contradiction from uses only finitely many assumptions, so itself is consistent. Applying the preceding maximal-consistent-extension construction gives a model of . This proves the propositional compactness theorem.
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For distinct and distinct , take all clausesThe first family says that each is paired with at most one ; the second says that each is paired with at most one . There is no existence clause, so the domain may be any subset of . Thus the relations are exactly the injective partial functions from to .
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Start with the two families of uniqueness and injectivity clauses from part (i), and for every add the finite clauseThis clause is a legitimate proposition because is finite and nonempty. It makes every have a value in , while the earlier clauses make that value unique and make the resulting function injective. Conversely, every injection with satisfies all these clauses.
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No such set of propositions exists. Suppose that had precisely the total injections as its models, fix , and adjointo . Every finite subset of the enlarged theory has a model. Indeed, it excludes only finitely many possible values for . Starting with any injection , either , or one may choose with and swap the values of and .
The propositional compactness theorem would therefore give a model of the whole enlarged theory. Its relation is a model of but has no value at , contradicting the assumed description of the models of . This is the compactness obstruction to expressing totality over an infinite codomain.
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Letbe a longest path. Every neighbour of either endpoint lies on . Among the possible cuts between consecutive vertices, mark a cut when is an edge and also mark it when is an edge. There are at leastmarks, so some cut receives both marks. The path edges together with and form a cycle through all vertices of .
The degree assumption makes connected: two components would each contain at least vertices. If , connectedness gives an edge from a vertex outside the cycle to a vertex on it; breaking the cycle there produces a path with vertices, contrary to maximality. Hence , so is Hamiltonian. This proves the Dirac theorem in this case.
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Let be a longest path. All neighbours of lie on , in the colour class opposite to , so . If , the first edges give the required path. Otherwise , and all vertices of the opposite colour on must be neighbours of ; in particular is an edge, giving a cycle of length . The graph has minimum degree but only vertices, so it has no path of length .
For the stronger assertion, assume there is no -cycle. Rotate a longest path about each edge from to obtain possible endpoints in the colour class of . Every neighbour of each rotated endpoint lies on , since otherwise the corresponding path could be extended. In a -cycle-free bipartite graph, two vertices in one colour class have at most one common neighbour. The neighbourhood bound for a square-free bipartite graph therefore shows that the colour class opposite to contains at least vertices of . If the endpoints have opposite colours, repeating the argument from gives the same bound for the other class. If they have the same colour, their class has one more vertex on than the opposite class. In either case has at least vertices and length at least . Consequently contains either such a path or a -cycle.
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Let be the common minimal polynomial. Evaluation givesso composing the two isomorphisms gives and sends to .
Take . The field is real and contains the two roots of , but not . Hence exactly two -automorphisms are possible, while the degree is four.
In general, after choosing one isomorphism , every other one is uniquely for a -automorphism of . ThusBy the automorphism-count divisibility theorem, this order divides . Therefore always divides the degree.
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Put . If the result is immediate, so suppose with . The field norm is multiplicative, sends an element of to its th power, and commutes with powers. ThereforeChoose integers with . ThenThe expression in parentheses belongs to , so is an th power in . This is coprime-degree descent for powers.
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If for some , then is a root of of degree at most , so is reducible. Conversely, if it is reducible, thenSince is prime, implies . Applying coprime-degree descent for powers to and shows that is a th power in . Hence
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A complex representation of is a complex vector space together with a homomorphismIt is faithful when , equivalently when is injective. Every finite group has a faithful complex representation: in the regular representation, permutes the basis byand a group element fixing every basis vector must be the identity.
If is conjugate to , then is similar to . Thus the two matrices have the same spectrum, while an eigenvalue of gives the eigenvalue of . Hence
Now take a -cycle . It is conjugate to for every . Faithfulness makes have order , so its spectrum contains a nontrivial th root of unity . The preceding implication puts all the distinct valuesin the spectrum. Therefore . This is the spectrum orbit bound for a faithful symmetric-group representation.
Finally let be the group of all permutations of . It has no faithful finite-dimensional complex representation. For every , contains a subgroup generated by disjoint transpositions. In a -dimensional complex representation, commuting involutions are simultaneously diagonalizable and hence map into the group of diagonal sign matrices, which has order . A faithful restriction would require for every , an impossibility.
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An algebraic number is an algebraic integer when it is a root of a monic polynomial in .
If and are algebraic integers, the ring is a finitely generated -module. Multiplication by preserves this module, so the algebraic integer module criterion shows that is an algebraic integer.
The ring of integers of a quadratic field givessince . For a direct verification, if with is integral, then its trace and norm are integers. Writing and reducing the norm condition in lowest terms shows first that can have denominator at most ; a denominator with odd numerator would require , which is impossible. Thus , and then the norm condition forces even, so . Conversely, every with is integral because is integral and algebraic integers form a ring.
Now let have degree and roots . Sinceand , the integer cannot be ; hence . Thus is monic up to sign and is an algebraic integer.
Let be the product of all roots with modulus greater than one, counting multiplicity. Complex roots occur in conjugate pairs, so is real up to the signs of the real roots andAs a product of algebraic integers, is an algebraic integer; the equality forces . Thereforeis the absolute value of the product of the remaining conjugates, is rational, and is an algebraic integer. It is consequently a nonzero rational integer. Every remaining factor has modulus at most one, so this integer is at most one. It must equal one, and henceThis is the mahler-measure norm argument at measure two.
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A covering space is a map such that every has an open neighbourhood for whichand every restriction is a homeomorphism.
For path lifting, cover the compact image of by evenly covered sets. The Lebesgue number lemma supplies a subdivisionfor which each lies in one such set. Starting in the sheet containing , lift the first segment with the inverse of that sheet. Its endpoint selects the sheet for the next segment, and induction constructs a continuous lift. Two lifts starting at the same point agree on the first segment because the relevant sheet map is injective, and the same argument at successive endpoints proves uniqueness.
Write for the quotient map. The identity on , where is the quotient defining , proves continuity of by the quotient property. Away from the two gluing regions, a small open set lifts to one copy in every level. Near a glued point choose and use the matched pairAfter the prescribed identifications, each such pair maps homeomorphically to , and the pairs are disjoint for different . Thus is a covering map.
Each copy of is path-connected, and adjacent copies meet through the identified copies of the nonempty set , so is path-connected. Translationis a deck transformation. Its powers act freely and transitively on every fibre, so the covering is regular. The covering-space subgroup and deck-group quotient then gives
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At the first subdivision interval, choose the unique sheet containing and use its inverse to define the lift. This makes by construction; every later segment begins at the endpoint already obtained.
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On each subdivision interval the lift is the inverse of one restriction , so there and therefore on all of . If two such lifts agree at the start of an interval, injectivity on the selected sheet makes them agree throughout it. Induction proves uniqueness.
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The closest point theorem in a Hilbert space states that every nonempty closed convex subset of a Hilbert space has a unique point nearest to any given .
Let and choose with . The parallelogram identity and convexity giveso is Cauchy. Completeness and closedness give a limit with . If were both minimizers, the same identity with their midpoint would force .
Apply the theorem to a closed subspace . For , let be closest and put . For every , minimality of at for real and imaginary gives . HenceThe intersection is zero, so .
If is a shift with orthonormal basis , it is an isometry,Conversely, suppose these three properties hold. Choose a unit vector spanning and set . Isometry makes this sequence orthonormal. Iterating the orthogonal decompositiongivesA vector orthogonal to every lies in every and is therefore zero. Thus is an orthonormal basis and , so is a shift. This is the wandering-vector characterization of a unilateral shift.
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Tonelli's theorem and the triangle inequality giveApplying Holder inequality in the variable for each fixed yieldsand gives the claimed inequality. This is the duality proof of the Minkowski integral inequality.
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For , the substitution givesHomogeneity of and the substitution giveApply part (a), or equivalently the Minkowski integral inequality, to this integral and use the preceding scaling identity:
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A covering map is locally a disjoint union of homeomorphisms onto the base. A space is simply connected when it is path-connected and every loop is null-homotopic. By the uniformization theorem, the simply connected Riemann surfaces areup to analytic isomorphism.
A lattice is a discrete subgroupwith . The Weierstrass elliptic functionconverges normally on compact subsets of , defines a meromorphic map , and is nonconstant because it has a double pole at every lattice point. Reindexing the normally convergent derivative series shows that is -periodic; evenness fixes the integration constants, so .
The invariance makeswell-defined and unique on . It is analytic because the quotient projection is locally biholomorphic.
Neither map is a covering. For any nonzero , periodicity and oddness of giveso . The map is not a local homeomorphism there; since the quotient projection is locally biholomorphic, the descended map fails for the same reason.
There is no covering . The torus is connected, while every connected covering of the simply connected sphere is a homeomorphism. A torus is not homeomorphic to a sphere, for example because their fundamental groups are and .
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A nonempty topological space is irreducible when it is not the union of two proper closed subsets, equivalently when any two nonempty open subsets intersect.
The Zariski topology on is Noetherian because satisfies the ascending chain condition on ideals. Suppose a closed set that is not a finite union of irreducible closed sets were minimal among such counterexamples. It is reducible, say with both proper closed subsets. Minimality expresses each as a finite union of irreducible closed sets, and combining those decompositions contradicts the choice of . Thus every closed has a finite irreducible decomposition.
Using , the second defining polynomial reduces toConsequentlyEach component is the image of and is isomorphic to , hence irreducible. In characteristic two the two displayed components coincide.
Suppose a polynomial vanishes on every . Thenas an entire function. These exponential-polynomial functions are linearly independent: applying kills the term with largest exponent, while it acts injectively on for ; induction on the number of terms finishes the proof. Hence every is zero, so no nonzero polynomial vanishes on the graph. Its Zariski closure is all of .
Finally refine an open cover of an affine variety by distinguished opens , choosing one inside an original member around each point. Since these distinguished opens cover,The Hilbert Nullstellensatz implies that the generate the unit ideal. Thusfor finitely many of them, so cover . The corresponding original open sets form a finite subcover. This is quasi-compactness of an affine variety.
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Choose a smooth unit normal . For , the first fundamental form and second fundamental form arewhere the shape operator is . The principal curvatures are the eigenvalues of ; the mean curvature and Gaussian curvature areThe surface is minimal when everywhere.
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Solved by gpt-5.6-sol high.
Put . An upward-pointing Gauss map isFor tangent vectors , differentiation ofgivesThe Weingarten map is self-adjoint and , so the right side is . HenceAlternatively differentiating givesThereforeThis is the fundamental forms of a graph surface.
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The inverse first-fundamental-form matrix isThus vanishes exactly whenThis is the minimal surface equation for a graph.
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The area element is , soFor the Lagrangian , stationarity under every compactly supported variation gives the Euler-Lagrange equationMultiplication by expands this intorecovering part (d).
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A measure on is -finite whenThe -finite uniqueness theorem says that two measures agreeing on a generating -system agree on the generated -algebra, provided the space is covered by countably many sets in that system having finite common measure. Equivalently, a -finite premeasure has at most one extension to the generated -algebra.
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Fix and define . This is a -finite measure on the Borel sets. For every half-open interval,The half-open intervals form a generating -system, so the -finite uniqueness theorem gives . Thus Lebesgue measure is translation invariant.
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Let have the stated properties. Translation invariance and the disjoint partition of into intervals of length giveFinite additivity then gives for every positive rational . Continuity from below and above extends this to every real , and translation invariance yieldsHence and agree on the half-open intervals. Both are -finite, so uniqueness of extension gives on the Borel -algebra.
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Solved by gpt-5.6-sol high.
Let . The generalized-inverse identitygivesand similarly . Thus the coupled variables have the required marginal distributions.
At every continuity point of the nondecreasing function , convergence of the distribution functions at continuity points of impliesIndeed, values just below and above can be chosen at continuity points of and trap the two generalized inverses. A monotone function has at most countably many discontinuities, so this convergence holds for Lebesgue-almost every . Therefore almost surely. This is the quantile coupling for convergence in distribution.
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Conditioned on the jump-chain states, the successive holding times are independent exponentials with rates . Henceequals the integral over with ofThis simplex integral is unchanged by reversing the time portions and the rates attached to them. It is thereforeas required. This is holding-time reversal along a fixed CTMC jump path.
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The Markov property at deterministic times givesThus is a discrete-time Markov chain with transition matrixwhen the minimal chain is nonexplosive, .
For an irreducible chain, state is recurrent in continuous time exactly whenand it is recurrent for the skeleton exactly when . If , the event of staying at suppliesIntegrating over each interval shows that the integral diverges exactly when the series does. Irreducibility then makes recurrence equivalent for the two chains. This is recurrence equivalence for a CTMC and its fixed-time skeleton.
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On the finite state space, andThereforeThe matrix semigroup satisfies . Integrating from to gives the backward integral equation
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Under the standard differentiability, identifiability, moment, and nonsingularity assumptions,Here the one-observation score isand the Fisher information matrix is
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Solved by gpt-5.6-sol high.
For ,Hence, for ,ThusThis is the endpoint asymptotics of the symmetric-uniform maximum likelihood estimator.
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Factorizing and using part (c),by the Slutsky theorem, since in probability. Thus the limiting variable is a negative scaled exponential, with .
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No. Part (c) shows that , and thereforeEvery distributional limit is the point mass at zero and has variance zero. The regular maximum-likelihood central limit theorem fails because the support depends on .
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In discounted terms, an arbitrage is a portfolio with zero initial value whose terminal payoff is nonnegative in every state and strictly positive with positive probability. A risk-neutral measure is a probability measure equivalent to the physical measure under which every discounted asset price is a martingale. The one-period fundamental theorem of asset pricing says that a finite one-period market is arbitrage-free exactly when it has a risk-neutral measure.
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If and , thenbut strict positivity of and the nonzero vector make the left side positive. Thus the two sets cannot both be nonempty.
Conversely, suppose . The subspace is disjoint from the compact simplexStrict separation gives a vector that vanishes on and is positive on all of . The first property says ; testing the vertices of shows every . After normalization , this gives . This is Stiemke theorem in normalized form. Therefore
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Let be the state-by-asset matrix of discounted gains and identify with its state vector. Fix . If , , and , thenbelongs to . The assumption and passage to the limit imply for every nonnegative .
The finite-state superhedging alternative now gives withThis residual cannot vanish identically, since then every would have . Hence it is strictly positive in at least one state, which has positive physical probability. This is the required inequality.
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The same mixing argument with a fixed shows thatfor every in , including boundary vectors. By the finite-state superhedging alternative, there is such thatwhich is the asserted almost-sure inequality. No strict residual is required here.
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Let be independent Rademacher signs. For the set of evaluation vectorsthe empirical Rademacher complexity isFor an independent sample ,
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For points , letThe shattering coefficient and VC dimension areThus a set of points is shattered when every binary labeling occurs on it.
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Take any points . For each coordinate , choose a point attaining the largest th coordinate. At most points are chosen, so some point is not among them.
Consider the labeling that assigns to every chosen coordinate maximizer and to . Any lower orthantcontaining all the chosen points must have for every , and hence contains as well. This labeling is impossible. No points are shattered, soThis is the VC dimension bound for lower orthants.
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Put and define the loss classSince minimizes ,The expectation of the second term is zero. Symmetrization of the first givesTherefore the expected excess-risk bound for empirical risk minimization gives
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Condition on the sample. The set of vectorshas at most distinct members, each with Euclidean norm at most . The Massart finite-class lemma, the Sauer-Shelah growth bound, and giveTaking expectations and substituting this into part (i) yields
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In Glendinning's definition, a continuous interval map is chaotic when has a horseshoe for some . Thus there are two disjoint subintervals whose images under each cover their union, producing full two-symbol itinerary dynamics.
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A map is chaotic in Devaney's sense when it is topologically transitive, its periodic points are dense, and it has sensitive dependence on initial conditions. Explicitly, transitivity means that for every nonempty open some has , while sensitivity means that one works so that arbitrarily close initial points eventually separate by more than .
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Write the period-three points in increasing order and take the two intervals between consecutive points. For either possible cyclic ordering, the interval-covering transition graph is, after interchanging its vertices,The loop at the first vertex gives a fixed point. For every , the closed itineraryhas least period . The interval-covering periodic-orbit theorem supplies a point with that itinerary and therefore a cycle of least period . Thus has periodic orbits of every positive period. This is the period-three case of the Sharkovsky theorem.
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For the Fibonacci transition matrix above,where is the th Lucas number. It counts closed symbolic itineraries of length . Since is prime, the itineraries fixed by the seventh shift have least period either or . Hence the number of cyclic classes of primitive length-seven itineraries isDistinct primitive cyclic itineraries give distinct cycles, so has at least four distinct -cycles. This is the fibonacci transition-graph cycle count.
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An itinerary fixed by the eighth shift has least period dividing . Those with period dividing are exactly the itineraries fixed by the fourth shift. Thus the primitive length-eight itineraries formpointed words. Each cycle has eight cyclic shifts, so they givedistinct -cycles. Therefore at least five such cycles are forced.
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Differentiate the spatial equation with respect to and the temporal equation with respect to . Substitution ofinto cancels every term involving , , and , leavingThe left side is by differentiating , so consistency is exactly . This is a scalar Lax pair formulation.
Taking the half-line Fourier transform and integrating twice by parts givesMultiplication by and integration in time yields
Replace by and subtract. The unknown Neumann boundary value cancels:For , Fourier inversion of the zero extension givesInverting the preceding identity therefore givesThusThis elimination is the global relation for the half-line free Schrodinger equation.
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Set . The off-diagonal Hermiticity identity holds automatically, whilemust be real. Thusis necessary and sufficient. For , put . Since the two normalized spanning vectors are linearly independent, .
The normalized eigenvectors and eigenvalues areDirect application of verifies the eigenvalue equations. Their unnormalized inner product isso the distinct eigenvectors are orthogonal, as required for a Hermitian operator. If , and every vector is an eigenvector.
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Now , so is real andThe perturbation is diagonal in this basis:Hence the instantaneous eigenvalues are and with time-independent eigenvectors, so Hamiltonians at different times commute. In units , putExpanding the initial state and evolving its two components givesTaking its overlap with and simplifying gives the exact transition probabilityWith explicit , each phase in the final sine is divided by .
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For real , conservation of the radial probability current, equivalently constancy of the radial Wronskian, equates the incoming and outgoing fluxes and givesFor a real potential, the regular radial solution depends on through . Comparing its asymptotic form at and therefore givesThe first identity places on the unit circle, sofor a real phase shift. Choosing the phase continuously, the second identity givesThese are the unitarity and reflection identities for a partial-wave S-matrix.
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At small ,Since ,The scattering length and low-energy total cross-section are therefore
The poles at and lie on the positive imaginary axis. They represent two bound states, with energiesThere are no resonance poles away from the imaginary axis in the lower half-plane. Positivity of puts the poles on the physical bound-state axis, where decays; changing its sign would move them to the unphysical half-plane. This illustrates the bound-state poles of a partial-wave S-matrix.
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A canonical ensemble describes a system with fixed particle number and external parameters that exchanges energy with a heat bath at fixed temperature . With ,
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With , setThenPart (b) givesFor identical classical non-interacting particles,Using ,whereThis is the canonical partition function for an ultrarelativistic gas in a power-law trap.
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Write . Since contains ,Consequentlyin the thermodynamic limit: relative energy fluctuations vanish.
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The normalized one-particle spatial density gives the local number densityThe radial probability density is proportional toIts logarithmic derivative vanishes whenso the most likely radius is
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Varying the potential givesAntisymmetry impliesAfter integration by parts and omission of the boundary term,Stationarity for arbitrary compactly supported therefore gives the Proca equation
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Lorentz invariance requires and to transform as four-vectors, as a scalar, and as scalars, and the integration domain and boundary conditions to respect the transformation. Then every contracted term and are Lorentz invariant.
Under , the field strength is unchanged. The source term changes by a boundary term pluswhich vanishes for a conserved current and suitable boundary behaviour of . The mass term is not gauge invariant. Thus the action has the usual local gauge invariance whenwith the gauge function or its boundary contribution suitably controlled. For , the mass term breaks this gauge symmetry.
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Take the divergence of the field equation. Commuting derivatives and antisymmetry of giveCurrent conservation then yieldsFor ,This is the Lorenz constraint in Proca theory; it follows dynamically rather than being a gauge choice.
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Usingand writingthe temporal and spatial components give, with the stated metric conventions,For , part (c) sets . For , is the Lorenz gauge condition.
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For the static point source, take and . The scalar equation becomesIts spatial Fourier transform satisfiesThe stated inverse transform therefore giveswhere absorbs the transform normalization and source strength. This is the Yukawa potential: a nonzero vector-field mass screens the interaction beyond the range . As , it tends to the long-range Coulomb potential . The same limit removes the mass term that broke gauge invariance in part (b).
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The Killing vectors and give conserved specific energy and angular momentum,The normalization then rearranges toso the displayed radial energy is also constant. This is the effective potential for timelike Schwarzschild geodesics.
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For a circular orbit, the derivative ofvanishes. ThusA real finite angular momentum therefore requires
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For a circular orbit, normalization and the value of giveConsequentlyThis is the relativistic form of the circular-orbit Kepler third law.
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Substitute and into the conserved radial energy. Differentiation with respect to givesAfter division by and continuity through turning points,
Put and substituteKeeping the leading nontrivial powers of and terms through first order in , the constant and oscillatory terms giveThereforeThe radial oscillation has angular period , so successive periapses advance byto leading order. This is the Schwarzschild perihelion precession.
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Take downward velocity as positive. Lubrication theory reduces the axial momentum equation to a constant pressure gradient, and the no-slip conditions are , . Twice integrating givesThe flux per unit circumference and the total gap flux areThe shear at the cylinder iswith the fluid traction on the falling cylinder opposing its motion.
The descending solid displaces volume at rate , so closed-container mass conservation givesSince , the Couette-flux term is smaller, andThe pressure or form drag isUsing the pressure-dominated part of , the side shear force is of orderso . Balancing form drag against the excess weight givesThis is annular lubrication drag on a settling cylinder.
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Let , , and be first-order perturbations. Linearized mass and momentum conservation and the homentropic relation areDifferentiate the first equation in time and use the divergence of the second to obtainThe perturbation is irrotational, so write . Integrating the momentum equation spatially, with a purely time-dependent constant absorbed into , gives
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Use complex fields with time factor and put . The outgoing potential in isContinuity of pressure and velocity at givesHenceThe piston condition , with , givesThis is the transmitted velocity potential from a piston through an acoustic interface.
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For the outgoing wave, the pressure and velocity amplitudes are and . Its time-averaged acoustic energy flux is thereforeIf , then andIf , thenandWhen and , the half-integer family is strongly resonantly enhanced relative to the integer family by approximately at equal .
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Expanding the square and using orthogonality of Fourier modes,Finite truncations justify the calculation directly, and passage to the limit proves Parseval identity for every square-summable sequence.
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Fourier transformation in turns the recurrence intoAn amplification factor therefore satisfiesFor , the quadratic Schur stability criterion giveswhere and . Thus both roots lie in the closed unit disk; roots on it at are simple. At , the roots are . Parseval's identity then gives stability precisely forwhich is the full stated parameter range.
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The matrix exponential is the absolutely convergent seriesMultiplying the two expansions givesOn the other hand,Subtracting yieldsThis is the leading Lie-Trotter splitting commutator error.
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Expanding the numerical propagation matrix,Its difference from isTherefore the one-step local truncation error isand the method is first-order accurate globally.
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If , the splitting commutator vanishes, but the backward-Euler resolvents still contributeThus commutativity alone does not change the order: the local error remains and the global method remains first order, barring an additional special cancellation.
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