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1G (Number Theory)

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a

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Solution

Words: 14
Starting at , one immediately finds
Therefore
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b

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Solution

Words: 39
Since , its nontrivial difference-of-squares representation is
As is prime, every earlier square difference would give another nontrivial factorization, which is impossible. Thus the first successful value is , and
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2I (Topics in Analysis)

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Solution

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Liouville approximation theorem states that if an irrational algebraic number has degree , then some satisfies
for every rational with .
The omitted term is rational and does not affect transcendence. Let
The decimal expansion has ones at the increasingly separated positions and zeros elsewhere, so it is not eventually periodic and is irrational. Moreover,
For every fixed , the exponent eventually exceeds by an arbitrarily large amount, so this upper bound is smaller than . Liouville's theorem therefore rules out every finite algebraic degree, proving that is transcendental.
There are only countably many integer polynomials and each has finitely many roots, so the algebraic numbers are countable. Since is uncountable, its complement, the set of transcendental numbers, is uncountable.
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3K (Coding & Cryptography)

Words: 109 Articles: 1

Solution

Words: 109
For a binary prefix code with word lengths , choose . Each codeword is the prefix of exactly words of length , and these descendant sets are disjoint. Hence
This is Kraft inequality. Conversely, if integer lengths satisfy this inequality, place words greedily as leaves of the binary tree; the unused capacity ensures that the requested leaves can all be chosen, giving a prefix code.
For Shannon--Fano coding, order symbols by probability and assign
Kraft's inequality applies because and therefore . Thus codewords of those lengths exist. Since
the expected length obeys
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4F (Automata & Formal Languages)

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Solution

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The closure table is
For the context-free intersection failure, take
Both are context-free, but is not. If context-free languages were also closed under complement, their closure under union and De Morgan's law would imply closure under intersection, so complement closure also fails. Finally, the halting set is computably enumerable but its complement is not, disproving complement closure for computably enumerable languages.
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5K (Statistical Modelling)

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Solution

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The change of variable has derivative , so
For fixed this is
Thus the sample's sufficient statistic is .
Since ,
The log likelihood, up to constants, is . Differentiating gives the unique maximum
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6A (Mathematical Biology)

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a

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Solution

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The interaction converts supporters into opponents. The interaction converts opponents into undecided people, while converts undecided people into opponents. Summing the three equations gives , as required for a fixed population.
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b

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Solution

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Let the conserved population be . At equilibrium , so and cannot both be positive. The other equations then force . The only equilibria are
Near , using as coordinates gives the linearization
Its determinant is , so is a saddle and is unstable. Near , coordinates give the triangular linearization with eigenvalues and . Hence is asymptotically stable.
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c

Words: 50 Articles: 1

Solution

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No positive parameter choices can make everyone eventually favour the proposition for every initial condition. The all-opposed state is itself an equilibrium, and part (b) shows that an entire neighborhood is attracted to it. Thus initial conditions in that neighborhood cannot converge to .
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7E (Further Complex Methods)

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Solution

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The Cauchy principal value deletes symmetric intervals around the real poles and and takes a symmetric limit at infinity:
The integrand is even. The standard principal-value beta integral gives
Taking , , and reversing the denominator,
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8B (Classical Dynamics)

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a

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Solution

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The Lagrangian is
Writing , the center of mass is
All internal forces cancel, so and
If the molecule is released from rest, the middle term vanishes.
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b

Words: 50 Articles: 1

Solution

Words: 50
Since , , elimination of the middle coordinate by the center of mass gives
After substitution,
The antisymmetric coordinate is decoupled. Its Euler--Lagrange equation is
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9E (Cosmology)

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a

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Solution

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Successive radial wave crests travel the same fixed comoving distance, so
To first order, . Since wavelength is proportional to the period,
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b

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Solution

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Each photon loses a factor in energy, and cosmological time dilation reduces the photon arrival rate by another factor . Hence
so . The physical area of the sphere today is , giving flux
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a

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Solution

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Immediately before the final Hadamard, the state is
The outcome-one component after that Hadamard is . Thus, with ,
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b

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Solution

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For every product vector,
Product vectors span the two-register state space, so the single gate equals parallel application of to the first register and to the second. Unitarity guarantees that both descriptions are valid quantum circuits.
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c

Words: 75 Articles: 1

Solution

Words: 75
Both and are unitary and Hermitian, so their expectations are real. Run the real-part Hadamard test twice, once with controlled and once with controlled . If the respective ancilla outcome-one probabilities are and , then
The identity in part (b) implements each controlled tensor product by gates on its two target wires with the common control. By linearity,
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11K (Coding & Cryptography)

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a

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Solution

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Huffman's algorithm repeatedly merges the two least probable current symbols, labels the two new edges , and replaces the pair by a compound symbol whose probability is their sum. Reading paths from the final root gives a prefix code.
For optimality, first observe that in some optimal full binary tree the two least probable symbols are sibling leaves at maximum depth: exchange them with any deepest sibling pair, putting the smaller probabilities at no smaller depths, without increasing expected length. Contract that sibling pair to one symbol of combined probability. The original expected length equals the contracted tree's expected length plus the pair's combined probability. Induction on the alphabet size now proves that choosing the two least probabilities and recursing is optimal, which is precisely Huffman's algorithm.
If a symbol has length one, it must be . At the three-weight stage, the other two weights must be merged while survives, so . Thus , proving . Therefore forces every length to be at least two.
For the other bound, suppose is first merged at the three-weight stage, with weights , where . The preceding merge created from two weights no larger than the surviving , so . Since also , we have , and hence
Thus this can happen only when . If , it survives until the final merge and receives a length-one word. At equality, ties can support either tree shape.
For code (a), take
Huffman merging produces lengths and expected length .
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b

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Solution

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For the same distribution , the balanced code has every length equal to two and hence expected length . Part (a) exhibited a Huffman code with that same expected length, so the balanced code is also optimal. Thus both listed codes are optimal for this distribution, after assigning their words in nondecreasing length order to nonincreasing probabilities.
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12F (Automata & Formal Languages)

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a

Words: 104 Articles: 6

i

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Solution
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For , one writes if there is a total computable function such that
for every . This is a computable many-one reduction.
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ii

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Solution
Words: 13
One writes when both and .
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iii

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Solution
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Fix an effective coding of machines and write for the computably enumerable language recognized by code . A set of codes is an index set when membership depends only on the recognized language:
It is nontrivial when it is neither empty nor all of .
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b

Words: 60 Articles: 1

Solution

Words: 60
Let and let be any index for the empty language. The proof of Rice theorem gives
In either case choose a language on the opposite side of the nontrivial property and switch from the empty enumerator to its enumerator if the simulated diagonal computation halts.
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c

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Solution

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The empty language belongs to , so the second case applies:
It does not belong to , so the first case applies:
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d

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Solution

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The set of codes of even length is not an index set because code length is syntactic rather than a property of . By the padding lemma, every computably enumerable language has equivalent machine descriptions of arbitrarily many lengths, in particular descriptions of both parities. Hence equal recognized languages need not give equal membership.
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e

Words: 52 Articles: 1

Solution

Words: 52
Since the empty language does not lie in
Rice's construction gives . Conversely, is computably enumerable: dovetail the enumerator for until two distinct words appear, then accept. The diagonal halting set is many-one complete for computably enumerable sets, so . Therefore
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f

Words: 105 Articles: 1

Solution

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For , map to a machine that initially enumerates nothing and, if the simulation establishing halts, enumerates every word. Its language is cofinite exactly when .
For , map to a machine that enumerates successively longer finite initial segments of while simulating . If the simulation never halts, every word is eventually enumerated; if it halts, enumeration stops with a finite language and therefore an infinite complement. Thus the constructed language is cofinite exactly when .
The parameter theorem makes both code transformations total and computable.
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13K (Statistical Modelling)

Words: 236 Articles: 10

a

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Solution

Words: 30
Conditionally on , the log likelihood differs from
only by terms independent of . Differentiation gives the weighted normal equations
and therefore
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b

Words: 57 Articles: 1

Solution

Words: 57
Dividing row of both and by transforms the model to one with covariance . Ordinary least squares without an intercept on these transformed data is exactly the estimator in part (a). In R, the unweighted estimator is returned by
R
fit2 <- lm(Y ~ X - 1)
fit2$coefficients
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c

Words: 66 Articles: 1

Solution

Words: 66
Write , where conditionally and . Then
The law of large numbers sends the matrix to
while the vector tends to zero, proving consistency. The central limit theorem and Slutsky's theorem give
Similarly, with and ,
These conclusions require the displayed matrices to be finite and nonsingular.
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d

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Solution

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For , part (c) gives
Consequently
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e

Words: 60 Articles: 1

Solution

Words: 60
Weighted least squares uses the known conditional variances and should be at least as efficient, so . Indeed, apply Cauchy--Schwarz to
It gives
which is exactly . Equality holds precisely when is constant on the part of the support where , up to null sets.
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14E (Further Complex Methods)

Words: 269 Articles: 6

a

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Solution

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Use the Hankel contour about the negative real axis: it starts at below the cut, circles the origin counterclockwise, and returns to above the cut. Take . For , the small circle vanishes and the two banks give
The gamma reflection formula then gives
Near zero,
Subtracting any desired number of these terms makes the local contour integral converge in successively larger left half-planes. The resulting apparent singularities are removable after multiplication by , so the Hankel formula analytically continues to all .
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b

Words: 62 Articles: 1

Solution

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At a nonpositive integer, the branch disappears and the collapsed Hankel contour extracts the residue at zero. For ,
For , the coefficient of in
is ; multiplication by gives
When , the integrand is times an even power series, so it has no coefficient. Hence
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c

Words: 109 Articles: 1

Solution

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The nonzero poles are
Their paired residues sum to
The paired series converges for by the alternating-series test, and absolutely for . Therefore
Using the stated contour closure, the Hankel integral is times this sum. Substitution into part (a) gives
Now and , so
It was derived on a nonempty half-plane. Both sides have analytic continuations, with the apparent gamma poles cancelled by the sine factor or the trivial zeros from part (b); the identity theorem therefore extends it to every .
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15E (Cosmology)

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a

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i

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Solution
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At fixed time and angles, proper radial distance is
Thus
These are respectively flat Euclidean, positively curved spherical, and negatively curved hyperbolic spatial geometries.
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ii

Words: 43 Articles: 1
Solution
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Define conformal time by . The radial coordinate and the angular-radius function are
Substitution yields the stated conformal metric. A radial null ray satisfies
so and .
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b

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i

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Solution
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With , the continuity equation becomes
hence is constant. Since , one has . The Friedmann equation is therefore
where
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ii

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Solution
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The expanding branch obeys
Integrating from at gives
Solving for ,
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iii

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Solution
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Setting gives
At the present epoch,
so
For , this tends to , giving . For , it tends to , giving .
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iv

Words: 56 Articles: 1
Solution
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From the explicit solution, . Since and ,
Because an open universe has , this is strictly greater than . It approaches only in the zero-curvature limit, so this model cannot attain for the permitted parameters and therefore cannot reproduce .
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16H (Logic and Set Theory)

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a

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Solution

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For a well-order , define recursively
Transfinite recursion makes an isomorphism from onto a transitive set of transitive sets, hence onto an ordinal. If two ordinals were isomorphic, the first point where the isomorphism differed from the identity would contradict preservation of their initial segments. Thus this ordinal is unique.
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b

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Solution

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The ordinal is the ordered concatenation of its initial segment and its tail . If the tail has order type , this concatenation has order type . Hence .
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c

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Solution

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Every proper initial segment of is countable, while the whole tail is uncountable. Its order type is therefore the least uncountable ordinal itself:
Equivalently, part (b) gives , and the unique possible uncountable initial ordinal is .
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d

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Solution

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Write the nonzero ordinal in Cantor normal form
where and . Taking , , and
gives with .
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e

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Solution

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Use the shuffle bound: if a well-order is partitioned into subsets of order types and , its order type is at most the Hessenberg natural sum . This follows by merging the two induced well-orders and comparing their Cantor-normal-form terms.
If both and had order type strictly below , each would have leading Cantor exponent below . Their natural sum would still be below . The shuffle bound would then give
a contradiction. Thus at least one part has order type .
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f

Words: 76 Articles: 1

Solution

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The shuffle bound gives . By part (d), write
Natural addition doubles corresponding Cantor coefficients, so
On the other hand, ordinary ordinal addition absorbs each intermediate lower-order remainder, giving
Consequently .
The stronger inequality with two copies is false. Take , , let be the first block and the second. Both have order type , but .
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17F (Graph Theory)

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a

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Solution

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Menger theorem says that the maximum number of pairwise vertex-disjoint -- paths equals the minimum size of an -- separating vertex set, with the standard convention that the path endpoints lie in . The connectivity is the minimum number of vertices whose deletion disconnects or leaves a single vertex; .
The vertex form says that for distinct nonadjacent vertices , the maximum number of internally vertex-disjoint -- paths equals the minimum size of an -- separator disjoint from . It follows from the set form by splitting off the endpoints, or by applying it to their neighbor sets after deleting .
Now let be a longest cycle. If , some component of exists. Its neighbor set is a vertex separator, so it contains at least vertices. No two of these attachment vertices can be consecutive on : a path through the connected component between consecutive attachments would replace their edge by a path of at least two edges and create a longer cycle. Thus contains at least one nonattachment between each of at least attachments, and , a contradiction.
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b

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Solution

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The edge connectivity is the minimum number of edges whose deletion disconnects . Deleting all edges incident with a minimum-degree vertex proves . For a minimum edge cut separating vertex sets , its endpoints on either suitable side give a vertex separator of size at most the number of cut edges; the complete-graph convention gives the same conclusion. Hence
To realize prescribed , take two disjoint copies of . Add a bipartite set of exactly cross edges whose maximum matching has size : include for , and, when , add for . This is simple because , has a matching of size , and all its edges are covered by .
Vertices untouched by cross edges have degree , so . The cross edges form an edge cut of size ; every cut that splits either clique uses at least clique edges, hence . By König's theorem, the cross graph has a vertex cover of size , whose deletion separates the two surviving clique pieces. Deleting fewer than vertices leaves each clique connected and at least one cross edge, so .
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18J (Galois Theory)

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a

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Solution

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For a monic polynomial with roots , its discriminant is
Here . Both and the Vandermonde product in the are alternating homogeneous cubics. Evaluation at fixes the constant and gives
Using , , and , direct expansion gives
Consequently
and
Thus
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b

Words: 53 Articles: 1

Solution

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Solve the quadratic resolvent:
Choose cube roots with . Inverting the discrete Fourier transform gives
These expressions use only square and cube roots. A general cubic is first translated to remove its quadratic term, proving the existence of a formula by radicals.
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c

Words: 82 Articles: 1

Solution

Words: 82
For an irreducible cubic over , the Galois group is when its discriminant is a rational square and otherwise. The rational-root test shows that the first two cubics are irreducible.
For ,
is not a square, so the Galois group is .
For ,
so the Galois group is .
Finally,
whose remaining roots are . Its splitting field is and its Galois group is .
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19J (Representation Theory)

Words: 269 Articles: 8

a

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Solution

Words: 48
Over , the operator representing has an eigenvector with eigenvalue . The relation gives
Therefore is a nonzero -invariant subspace of dimension at most two. If is irreducible it equals this subspace, so .
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b

Words: 90 Articles: 1

Solution

Words: 90
In one dimension the defining relations force
giving four characters.
Every irreducible two-dimensional representation is, after a choice of basis,
where . It is irreducible because the two distinct -eigenlines are interchanged by . Conversely, part (a) gives this basis from . If the only eigenvalue of were , its eigenspace would be -invariant and contain a -eigenvector, contradicting irreducibility. Parameters and give isomorphic representations, and there are no other identifications.
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c

Words: 68 Articles: 1

Solution

Words: 68
The quotient adds the relation . All four one-dimensional characters factor through some such quotient: choose even when acts as . A two-dimensional representation from part (b) factors through exactly when . Hence the irreducible representations that never arise from a finite dihedral quotient are precisely the two-dimensional ones for which is not a root of unity.
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d

Words: 63 Articles: 1

Solution

Words: 63
Take and . Then and
so these matrices define a representation. The line is fixed by both matrices and is a one-dimensional subrepresentation.
Any complementary line has a generator . But
which cannot lie on the same line. Thus no complement is -invariant, and therefore no -invariant complement exists.
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20G (Number Fields)

Words: 285 Articles: 10

a

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Solution

Words: 92
Use the module criterion: an element is an algebraic integer if and only if it lies in a nonzero finitely generated -module with .
Let the coefficients of the monic polynomial be and put . A ring generated by finitely many algebraic integers is a finitely generated -module. If is a root, then
is finitely generated, and the monic relation
shows that . The criterion proves that every root is an algebraic integer.
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b

Words: 43 Articles: 1

Solution

Words: 43
Since is square-free and , the standard quadratic-field integral-basis theorem gives
Indeed, the displayed generator has monic polynomial , and the discriminant of this basis is , the field discriminant; no larger order is possible.
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c

Words: 36 Articles: 1

Solution

Words: 36
One has and
If belonged to , multiplicativity would give
which is impossible because . Therefore and .
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d

Words: 59 Articles: 1

Solution

Words: 59
If , all of its -conjugates are algebraic integers, so their sum and product give
Conversely, if these two quantities lie in , then is a root of
a monic polynomial whose coefficients are algebraic integers. Part (a), or transitivity of integral dependence, implies .
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e

Words: 55 Articles: 1

Solution

Words: 55
Let . The nontrivial -automorphism sends to , so
Also is integral, hence is integral, and
But has norm , so it is a unit of . Multiplying by its inverse proves .
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21F (Algebraic Topology)

Words: 227 Articles: 1

Solution

Words: 227
The simplicial Mayer-Vietoris theorem says that if a simplicial complex for subcomplexes , there is a natural long exact sequence
The reduced version extends through dimension zero.
For every simplex of , all faces of are either faces of or have the form with a face of , so they lie in . Each is a cone and hence a simplicial complex. For distinct , the rays in the last two coordinates through and are not positive multiples. Thus the two cones meet exactly in , so their simplices have common faces only in . Hence is a simplicial complex.
Topologically, is the union of three cones on along their common base. The first two cones form the suspension . Attaching the third contractible cone along the equatorial copy of gives
This also follows by applying reduced Mayer--Vietoris twice: every cone has zero reduced homology, and the two inclusion maps from the common base are null-homotopic inside the cones. Therefore
for every , with the convention that negative reduced homology vanishes. Since is nonempty, is connected, so explicitly
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22I (Linear Analysis)

Words: 239 Articles: 9

a

Words: 178 Articles: 6

i

Words: 83 Articles: 1
Solution
Words: 83
The dual is the vector space of bounded linear maps , with norm
If is Cauchy in this norm, then is Cauchy in the complete scalar field for every . Define . Pointwise passage to the limit preserves linearity. Given , choose such that for ; sending gives
Thus is bounded and . Hence is Banach, even if was only normed.
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ii

Words: 77 Articles: 1
Solution
Words: 77
Let and . Every defines
Hölder's inequality gives , and equality follows by using a normalized sequence proportional to .
Conversely, for put . On the first coordinates, choose the same norming vector to obtain
Letting shows . On finitely supported sequences, linearity gives ; density of those sequences in extends this identity to all . Therefore
isometrically.
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iii

Words: 18 Articles: 1
Solution
Words: 18
The endpoint duals are
under the same coordinate pairing .
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b

Words: 61 Articles: 1

Solution

Words: 61
Yes. For , let and define
The tail tends to zero, so , and . Conversely, for , define
This sequence converges to and has norm at most . The formulas are inverse bounded linear maps, so and are isomorphic Banach spaces.
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23H (Analysis of Functions)

Words: 151 Articles: 7

a

Words: 113 Articles: 4

i

Words: 59 Articles: 1
Solution
Words: 59
Since and both measures are finite, the Radon--Nikodym theorem supplies a measurable such that
for every measurable . Moreover,
so is finite -almost everywhere and is -integrable. The reverse absolute continuity implies -almost everywhere: if on , then , hence .
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ii

Words: 54 Articles: 1
Solution
Words: 54
For , the elementary bound gives
No exponent is forced. On with Lebesgue measure, take . Then is positive and integrable, so defines a finite measure mutually absolutely continuous with , but
Thus the required range is exactly .
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b

Words: 38 Articles: 1

Solution

Words: 38
Yes. Define the probability measure
Countable additivity follows by Tonelli's theorem and . If , every nonnegative term is zero, so for every . Hence every .
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24G (Riemann Surfaces)

Words: 259 Articles: 6

i

Words: 143 Articles: 1

Solution

Words: 143
A Riemann surface is a connected, Hausdorff, second-countable topological space with an atlas to open subsets of whose transition maps are holomorphic.
Every open connected subset inherits the restricted charts and the other topological properties, so it is a Riemann surface. Removing finitely many points gives an open subset because points are closed. It remains connected: a Riemann surface is path connected, and a path meeting finitely many deleted points can be perturbed inside coordinate discs around those points. Countably many points may also be removed successfully; for example, is open and connected and hence is a Riemann surface.
The sphere is the Riemann sphere. Stereographic projection from the north and south poles gives two complex charts, and their overlap map is up to the chosen conjugation convention, which is holomorphic after choosing compatible orientations.
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ii

Words: 46 Articles: 1

Solution

Words: 46
Projection onto the first two coordinates is a homeomorphism
because the last two coordinates are uniquely recovered as . Identifying with transports the standard Riemann-surface structure of to . Topologically this is a cylinder.
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iii

Words: 70 Articles: 1

Solution

Words: 70
The equation factors as
Thus is the union of the two complex lines and , meeting at . A sufficiently small neighborhood of the intersection, with that point removed, has two connected components, whereas a punctured disc is connected. The intersection therefore has no neighborhood homeomorphic to an open subset of . Hence cannot be a Riemann surface.
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25J (Algebraic Geometry)

Words: 250 Articles: 1

Solution

Words: 250
A rational map between irreducible projective varieties is an equivalence class of morphisms from nonempty open subsets of to , with representatives identified when they agree on a nonempty open subset. It is regular at if some representative is defined on a neighborhood of .
For
the coordinates vanish together exactly at and . Near the first point, the paths and have limiting images and ; near the second, the paths and have limiting images and . No continuous extension exists there. Elsewhere the coordinates do not vanish together, so the map is regular.
Define
Where all coordinates are nonzero,
and similarly is the identity. Thus is birational and is an isomorphism on .
For irreducibility of , dehomogenize at . Over this is, up to a unit,
The rational function on the right is not a cube, since its valuation at either root of is one. The cubic is therefore irreducible over ; Gauss's lemma gives irreducibility in . Since does not divide , homogenization preserves irreducibility.
Writing transforms the equation into
Its partial derivatives are , , and up to common signs. Simultaneous vanishing forces , impossible projectively, so is nonsingular. The inverse restricts on dense open subsets, proving that and are birational.
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26I (Differential Geometry)

Words: 322 Articles: 9

a

Words: 102 Articles: 1

Solution

Words: 102
A critical point of a smooth map is a point where its derivative is not surjective; its image is a critical value. A regular value is a target value all of whose preimages have surjective derivative.
For with ,
Thus is critical exactly when , and every critical point has value zero. Hence zero is the only possible critical value; it is a critical value precisely when is singular. If is singular, every point of its kernel is critical, so there can be infinitely many critical points; if is invertible, only the origin is critical.
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b

Words: 64 Articles: 1

Solution

Words: 64
Let be the skew-symmetric by matrices and define
Then , and
At a symplectic , put . The derivative becomes . Given skew , choosing gives , so the derivative is surjective.
The preimage theorem makes the level set a submanifold. Since
its dimension is .
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c

Words: 156 Articles: 4

i

Words: 105 Articles: 1
Solution
Words: 105
If and , the spectral theorem gives eigenvalues . Thus is orthogonal projection onto a line and
for a unit vector ; the only choices are and .
The smooth map , , has image and fibers . Near , restrict to the hemisphere ; there is one-to-one and has smooth inverse obtained by choosing the positive local unit eigenvector. Combining this with a chart of supplies two-dimensional local parametrizations. Hence is a two-dimensional submanifold, diffeomorphic to .
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ii

Words: 51 Articles: 1
Solution
Words: 51
No. The set is closed and bounded in the finite-dimensional space , hence compact and nonempty. A global parametrization would be a homeomorphism from a nonempty open subset of onto this compact surface, but no nonempty open subset of is compact.
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27H (Probability and Measure)

Words: 123 Articles: 8

a

Words: 42 Articles: 1

Solution

Words: 42
Lévy's continuity theorem states that if characteristic functions converge pointwise to a function continuous at zero, then is a characteristic function and the corresponding laws converge weakly to its law. Conversely, convergence in distribution implies pointwise convergence of characteristic functions.
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b

Words: 15 Articles: 1

Solution

Words: 15
For ,
Independence therefore gives
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c

Words: 38 Articles: 1

Solution

Words: 38
Uniformly for the arguments involved,
Hence
because and the error is . The limiting characteristic function is that of . Lévy's theorem gives
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d

Words: 28 Articles: 1

Solution

Words: 28
Since ,
Thus differs by a factor tending to from . Slutsky's theorem and part (c) yield
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28L (Applied Probability)

Words: 131 Articles: 6

a

Words: 34 Articles: 1

Solution

Words: 34
Let . The infinitesimal definition gives the forward equations
with . Solving recursively gives
so .
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b

Words: 50 Articles: 1

Solution

Words: 50
Conditionally on , the arrival times are the order statistics of independent variables. For , the last jump occurs before exactly when every point lies before that time, so the probability is
The number falling in is therefore
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c

Words: 47 Articles: 1

Solution

Words: 47
A particle arriving at time survives until with probability . Independently retaining each Poisson arrival with this time-dependent probability is Poisson thinning. Hence the number alive at time is Poisson with mean
Thus
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29L (Principles of Statistics)

Words: 182 Articles: 12

a

Words: 20 Articles: 1

Solution

Words: 20
The delta method gives
If , this denotes the degenerate distribution at zero.
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b

Words: 71 Articles: 4

i

Words: 16 Articles: 1
Solution
Words: 16
The log likelihood is
Its strictly concave maximizer is
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ii

Words: 55 Articles: 1
Solution
Words: 55
Since and , the central limit theorem gives
Applying the delta method to yields
Thus, with , an asymptotic interval centered at the MLE is
optionally intersected with . Slutsky's theorem gives coverage tending to .
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c

Words: 91 Articles: 4

i

Words: 54 Articles: 1
Solution
Words: 54
For ,
so is geometric with success probability . The log likelihood is
Its score equation gives
and hence
When , the extended MLE is ; this event has probability tending to zero.
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ii

Words: 37 Articles: 1
Solution
Words: 37
Put . The geometric moments are
For , one has and
The central limit theorem for followed by the delta method therefore gives
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30K (Stochastic Financial Models)

Words: 188 Articles: 6

a

Words: 28 Articles: 1

Solution

Words: 28
For ,
The objective has gradient and Hessian , which is negative definite. Its unique maximizer is therefore
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b

Words: 91 Articles: 1

Solution

Words: 91
Put and decompose any in the -inner product as
Then
For fixed , a nonzero leaves the mean unchanged and strictly raises variance, so strict monotonicity of excludes it from a maximizer. If and , the zero portfolio has a larger mean and smaller variance, so this is also impossible. Hence every maximizer is
If , the unique variance-minimizing maximizer is , which is the same conclusion with .
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c

Words: 69 Articles: 1

Solution

Words: 69
Assume first that . Since ,
and for ,
The least-squares affine-regression coefficients are therefore
The minimum is
where
This matrix is symmetric and positive semidefinite. If , then , one may take and arbitrary , and the minimum is , corresponding to .
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a

Words: 56 Articles: 1

Solution

Words: 56
For a fixed sample and independent Rademacher signs ,
The Rademacher complexity is
The contraction lemma says that if each is -Lipschitz and , then
Subtracting constants handles maps not vanishing at zero.
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b

Words: 37 Articles: 1

Solution

Words: 37
For a positive semidefinite matrix, the sum of the eigenvalues is its trace. Thus
If and , then and
Hence is convex.
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c

Words: 53 Articles: 1

Solution

Words: 53
For fixed put . Then
Jensen's inequality and cancellation of cross terms between independent signs give
Therefore
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d

Words: 71 Articles: 1

Solution

Words: 71
The hinge loss is one-Lipschitz. Centering it at zero and applying the contraction lemma gives
For an empirical risk minimizer and a population minimizer, the standard expected ERM inequality with the Rademacher convention used in part (a) is
Part (c) consequently yields
Thus for this normalization of Rademacher complexity.
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32A (Dynamical Systems)

Words: 297 Articles: 9

a

Words: 116 Articles: 1

Solution

Words: 116
A function near an equilibrium at the origin is a Lyapunov function if , for , and
The First Lyapunov theorem says these conditions imply stability. The second says that if the last inequality is strict away from the origin, then the origin is asymptotically stable.
To prove the first, fix a sufficiently small ball of radius . Positive definiteness and compactness give
Continuity at zero gives such that implies . Since cannot increase along a trajectory, that trajectory cannot meet the sphere , where . It therefore remains in the -ball for all forward time, which is stability.
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b

Words: 181 Articles: 6

i

Words: 30 Articles: 1
Solution
Words: 30
The Jacobian at the origin is , whose two eigenvalues are . The linearization theorem for a hyperbolic equilibrium therefore implies that the origin is asymptotically stable.
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ii

Words: 68 Articles: 1
Solution
Words: 68
Set
Direct substitution of the system gives the exact factorization
Cauchy--Schwarz in the ellipsoidal norm gives
Thus if , then and . Every trajectory beginning in remains in a compact smaller sublevel set and tends to the only point where , namely the origin. Hence the basin contains the stated region.
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iii

Words: 83 Articles: 1
Solution
Words: 83
Yes. On the same inequality gives , so the closed ellipse is positively invariant. Equality in occurs only at the origin and at the boundary point
At that point the vector field is
so is not invariant. The largest invariant subset of is therefore the origin. LaSalle's invariance principle shows that every trajectory in the closed ellipse converges to the origin. The inequality may consequently be extended to .
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33D (Integrable Systems)

Words: 123 Articles: 8

a

Words: 20 Articles: 1

Solution

Words: 20
Equality of the mixed derivatives gives
For a fundamental matrix solution this is equivalent to the zero-curvature condition
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b

Words: 32 Articles: 1

Solution

Words: 32
Substituting the displayed matrices into makes every off-diagonal entry vanish. The two nonzero diagonal entries are opposites, the first being
Thus compatibility is equivalent to the Tzitzeica equation
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c

Words: 38 Articles: 1

Solution

Words: 38
The flow of is
Under the induced action on solutions, acquires the factor , while is unchanged. The equation is invariant for every exactly when
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d

Words: 33 Articles: 1

Solution

Words: 33
For , the invariant of the characteristic equations is , so an invariant solution has . Then
The invariant solutions are therefore characterized by
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a

Words: 75 Articles: 6

i

Words: 27 Articles: 1
Solution
Words: 27
Using and ,
Thus is a projection and its eigenvalues are and .
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ii

Words: 36 Articles: 1
Solution
Words: 36
The state has norm
and satisfies . Hence it is the normalized ground state, denoted . Also
so
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iii

Words: 12 Articles: 1
Solution
Words: 12
In the ordered basis ,
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b

Words: 111 Articles: 6

i

Words: 29 Articles: 1
Solution
Words: 29
The product states , , are exact eigenvectors, with
Thus the energies attached to are respectively
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ii

Words: 20 Articles: 1
Solution
Words: 20
In the ordered basis ,
and are their transposes, and
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iii

Words: 62 Articles: 1
Solution
Words: 62
For , the eigenspaces of energies and are each two-dimensional because is free. Degenerate perturbation theory requires diagonalizing within each space. It is already diagonal in the product basis, with eigenvalues . Therefore the first-order eigenvectors remain
and their energies are , respectively. These are the exact answers, so all higher corrections vanish.
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c

Words: 88 Articles: 4

i

Words: 27 Articles: 1
Solution
Words: 27
Define . Since is the Pauli operator on the first oscillator, the exact eigenvectors are
with energies
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ii

Words: 61 Articles: 1
Solution
Words: 61
Within each degenerate unperturbed eigenspace of fixed , the perturbation has matrix
Its eigenvectors are and , with first-order shifts and . Thus degenerate perturbation theory gives exactly the states and energies found in part (i); again, all higher corrections vanish because the perturbation commutes with the second-oscillator Hamiltonian and is exactly diagonalized within each degenerate block.
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a

Words: 63 Articles: 1

Solution

Words: 63
Put
Away from , this satisfies . Its first derivative has jump , so, distributionally,
Applying to the proposed integral equation therefore gives
Since , this is precisely the stated Schrodinger equation. The term is the incident wave and the choice gives outgoing waves on both sides of each source point.
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b

Words: 161 Articles: 1

Solution

Words: 161
Set
The integral equation becomes
Evaluating it at the three delta functions gives
Thus
For , all three Green-function terms are proportional to . Hence
Now define , so that . If denotes the matrix multiplying , direct evaluation gives
The displayed algebraic equation is therefore exactly the condition that the finite-dimensional scattering system become singular. Its solutions are poles of the analytically continued scattering amplitude.
To see the imaginary-axis poles directly, write with . When , the equation reduces to
and its nonzero root is , or
This is the bound state of the coincident potential . When , the three centres decouple and the roots approach
with exponentially small splitting. A pole at has energy and an exponentially decaying wavefunction, so these upper imaginary-axis singularities represent bound states.
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36C (Statistical Physics)

Words: 228 Articles: 9

a

Words: 68 Articles: 1

Solution

Words: 68
For discrete states of energy , the canonical partition function is
For a classical continuous system the sum is replaced by the appropriately normalized phase-space integral, including the Gibbs factor for identical particles.
It packages the equilibrium probabilities and hence all canonical thermodynamics. In particular,
and .
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b

Words: 160 Articles: 6

i

Words: 51 Articles: 1
Solution
Words: 51
The one-particle partition function is
where . Thus
Canonical differentiation now gives
and
Therefore
The factor consists of from kinetic energy and from gravitational potential energy.
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ii

Words: 41 Articles: 1
Solution
Words: 41
The normalized one-particle height density is exponential:
Consequently
The number density and local ideal-gas pressure are
This also obeys hydrostatic balance .
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iii

Words: 68 Articles: 1
Solution
Words: 68
Since ,
Using and gives
This has the Sackur-Tetrode form with the effective volume , but its additive constant is rather than . The extra unit arises because the atmosphere's vertical extent grows with temperature and its mean gravitational energy per atom is .
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37B (Electrodynamics)

Words: 175 Articles: 4

i

Words: 101 Articles: 1

Solution

Words: 101
Assume and put
The nonzero four-velocity equations are
with and . Hence
Integrating from the origin gives the uniformly accelerated trajectory
The light ray has . At interception, , so
A finite solution exists exactly when
Then
and, writing ,
At interception is approached only as , and for it never occurs. The limiting backward light ray is the Rindler horizon of the accelerated particle.
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ii

Words: 74 Articles: 1

Solution

Words: 74
Again let . For , the Lorentz-force equations are
The sum is constant and initially equals . Therefore
A further integration gives
Eliminating between and yields
a semicubical parabola, with the physical branch selected by for the signs shown.
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38E (General Relativity)

Words: 203 Articles: 6

a

Words: 72 Articles: 1

Solution

Words: 72
Write . The geodesic Lagrangian is
Its equation is
Spherical symmetry lets us rotate the conserved angular-momentum plane into . Equivalently, initial data , solve this equation for all .
The cyclic coordinates give
Using the timelike normalization gives
After separating the constant terms,
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b

Words: 66 Articles: 1

Solution

Words: 66
A geodesic passing through must have . Its radial equation is then
On the outgoing and returning portion it is the harmonic solution
It reaches
when and returns to the origin at
The return time is independent of the launch energy, a characteristic focusing property of global anti-de Sitter spacetime.
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c

Words: 65 Articles: 1

Solution

Words: 65
A circular orbit at requires , hence
This can be satisfied for every . Moreover,
so every such circular orbit is stable. The radial energy equation gives
and future direction selects . Therefore
so proper time and coordinate time differ only by an additive constant on the orbit. Also .
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39D (Fluid Dynamics)

Words: 360 Articles: 11

a

Words: 52 Articles: 1

Solution

Words: 52
The steady Stokes equations are linear and contain no inertial term. If every imposed boundary velocity and body force is reversed, then the velocity and pressure departure from any uniform reference pressure reverse sign. Thus every fluid particle retraces its path in the reversed experiment. This is the principle of kinematic reversibility.
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b

Words: 114 Articles: 1

Solution

Words: 114
Reflect the configuration in the horizontal plane through the cylinder axis. The wall and cylinder geometry are unchanged. Downward translation becomes upward translation, a possible wall-normal migration velocity is unchanged, and the axial angular velocity changes sign because it is an axial vector.
On the other hand, reversing the original Stokes flow makes all three velocities change sign: translation becomes upward, wall-normal migration reverses, and rotation reverses. The reflected and reversed problems therefore have the same forcing and geometry except that their wall-normal velocities have opposite signs. Uniqueness of Stokes flow forces that velocity to equal its own negative, so it is zero. The rotational velocities already agree under the two operations, so this argument places no restriction on rotation.
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c

Words: 194 Articles: 6

i

Words: 32 Articles: 1
Solution
Words: 32
At vertical displacement from the axis, the gap is
For ,
so
The narrow-gap length scale is therefore .
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ii

Words: 101 Articles: 1
Solution
Words: 101
Take upward, let measure distance from the wall, and work in the cylinder frame. The wall at moves upward with speed . Choose the sign of so that the near-cylinder surface at moves upward with speed . Lubrication theory gives
Thus
The vertical volume flux per unit cylinder length is independent of and equals
Therefore
Because , its integral over vanishes. With
the quoted integrals give
It follows that
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iii

Words: 61 Articles: 1
Solution
Words: 61
Pressure acts normally to the circular cylinder and so has no moment about its axis. To leading lubrication order, the tangential shear at the cylinder is
Substitution of the pressure gradient gives
A torque-free cylinder requires . Also,
Using , the torque condition reduces to
Hence
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40A (Waves)

Words: 321 Articles: 11

a

Words: 58 Articles: 1

Solution

Words: 58
Let and be the density and pressure perturbations. Homentropy gives . The linearized mass and momentum equations are
For potential flow, , and the momentum equation integrates to
where a function of time has been absorbed into . Substitution into mass conservation yields
so
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b

Words: 44 Articles: 1

Solution

Words: 44
Multiply the wave equation by and use product rules. This gives
Therefore
These are respectively the kinetic-plus-compressional acoustic energy density and its flux.
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c

Words: 219 Articles: 6

i

Words: 71 Articles: 1
Solution
Words: 71
Choose membrane displacement positive into the fluid. The linear boundary conditions at are
A wave localized near the membrane has complex form
The wave equation requires
so localization requires . If , the kinematic condition and give
Eliminating yields
On squaring and writing , we obtain
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ii

Words: 66 Articles: 1
Solution
Words: 66
For real physical fields of period , define
Equivalently, for complex amplitudes,
Here
Their product is purely imaginary, so
Pressure and normal velocity are in temporal quadrature: energy is stored and returned by the evanescent field, but none is transported away from the membrane on average.
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iii

Words: 82 Articles: 1
Solution
Words: 82
The physical root of the dispersion relation is
For ,
This is a weakly localized, nearly grazing acoustic wave with speed close to the bulk sound speed.
For ,
Now , the decay rate is , and the fluid is effectively incompressible. A layer of depth supplies added mass per area of order , whose balance with the spring stiffness gives the final scaling.
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41D (Numerical Analysis)

Words: 373 Articles: 7

a

Words: 144 Articles: 1

Solution

Words: 144
Starting with , suppose columns have already been reduced to tridiagonal form. Let be the part of column in rows . A Householder reflection on these coordinates can map to . Extend it by the identity on the first coordinates and call the resulting orthogonal matrix .
The update
zeros every entry below row in column . Because it is an orthogonal similarity, it preserves eigenvalues; because the same transformation is applied on both sides, it preserves symmetry and zeros the corresponding row entries without disturbing earlier columns. After such steps,
is symmetric and tridiagonal and has the same eigenvalues as . Every reflector is obtained from finitely many matrix entries using finitely many arithmetic operations and a square root, so this is a finite construction.
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b

Words: 229 Articles: 4

i

Words: 57 Articles: 1
Solution
Words: 57
The spectral expansion gives
For , the coefficient tends to zero because . Thus every possible limit belongs to
The identical argument with the coefficients proves
The statement is conditional because, when , the component along generally alternates rather than converges.
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ii

Words: 172 Articles: 1
Solution
Words: 172
Let and
Because is the QR factorization of , is the span of the first two columns of .
The first row of the tridiagonal eigenvalue equation is
In the generic case , the two dominant coefficient vectors are independent, since
Here , since otherwise the displayed eigenvalue equation and the nonzero would force all eigenvalues to equal . The strict spectral gap below the dominant pair now implies
This is two-dimensional subspace iteration. If the dominant eigenvalue is repeated, acts as a scalar on ; the same QR argument either captures all of or separates its missing direction from the strictly smaller eigenspaces, and the conclusion below is unchanged.
Since and ,
The space is invariant under , so
Shifting the index does not affect the limit, and therefore
Thus the unshifted QR algorithm asymptotically deflates a block associated with the equal-modulus dominant pair.
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