Math Challenge - September 2021

  • Challenge
  • Thread starter fresh_42
  • Start date
  • Featured
  • #36
julian
Gold Member
732
220
Well, I tried to provide hints in my previous post. I would be happy if you used less ##G's## and ##\Gamma 's## in your prove. This only creates confusion.
The only reason I considered ##\Gamma_n (x)##'s was to prove for finite ##n## that these functions are convex, which would then imply that the limit function ##\lim_{n \rightarrow \infty} \Gamma_n (x)## is convex. I was proving that the limit function stated in the problem satisfies the properties stated in the problem.

I then wanted to prove that it is is the only function that satisfies the properties (uniqueness proof part) and so I necessarily had to introduce an arbitrary function ##G (x)## that also satisfies the properties stated in the problem.

(I made a few edits to my partial solution to make it a bit clearer and correct some typos)
 
  • #37
julian
Gold Member
732
220
I think that a U-shaped function over a unit interval, repeated would produce a continuous periodic function satisfying ##\frac{d^2 d (x)}{dx^2} \geq 0## as so would spoil the uniqueness part of my proof. I will later attempt to modify my proof to incorporate such functions.
 
  • #38
fresh_42
Mentor
Insights Author
2022 Award
17,643
18,283
Would you mind answering the following remarks?

An idea of a proof of the Bohr-Mollerup theorem:

Let

\begin{align*}
\Gamma_n (x) = \frac{n! n^x}{x (x+1) \cdots (x + n)}
\end{align*}

\begin{align*}
\log \Gamma_n (x) = \log (n!) + x \log n - \sum_{m=0}^n \log (x + m)
\end{align*}

We have

\begin{align*}
\frac{d^2}{dx^2} \log \Gamma_n (x) = \sum_{m=0}^n \frac{1}{(x + m)^2} \geq 0 .
\end{align*}
Note to self: there is no restriction on the domain. ##x## is arbitrary here.
meaning that it is a convex function. As the limit of a sequence of convex functions is convex we have that the log of ##\Gamma (x)## is convex. ##\Gamma (0) = 1##.
This is why I dislike the use of ##\Gamma(x)## here. We need ##\Gamma(1)=1## to be a solution.
Also,

\begin{align*}
\Gamma (x + 1) = \lim_{n \rightarrow \infty} \frac{n! n^x n}{(x + 1) (x+2) \cdots (x + n + 1)} = \lim_{n \rightarrow \infty} \frac{n! n^x}{x (x+1) \cdots (x + n)} \cdot x \frac{n}{x + n + 1} = x \cdot \Gamma (x)
\end{align*}

So ##\Gamma (x)## satisfies the required conditions specified in the problem.

Note that

\begin{align*}
\lim_{x \rightarrow \infty} \frac{d^2}{dx^2} \log \Gamma (x) = 0 .
\end{align*}

To attempt to prove uniqueness consider

\begin{align*}
d (x) = \log G(x) - \log \Gamma (x)
\end{align*}
Come on! ##d## as a function name where you use differentials, too? Really?

My problem, however, is another one. You have shown (or tried to) that the limit fulfills the functional equations. How can you (logically) use this limit again (hidden in ##\Gamma(x)##) to prove uniqueness? All you are allowed to use are the functional equations, not the form of a single solution.

##\Gamma(x)## shouldn't occur anymore from here on.

Or do you want to show that any other solution is arbitrarily close to the given one? In which metric? Pointwise? It would help a lot if you would explain what you want to do.


or

\begin{align*}
e^{d (x)} = G (x) / \Gamma (x)
\end{align*}

where ##G (x)## has the same properties as listed in the problem, which we just proved for ##\Gamma (x)##.

We easily have that ##d(0) = 0##. Also ##d (x+1) = d (x)## and so ##d (x)## is periodic.

Write

\begin{align*}
\frac{d^2}{dx^2} d (x) = \frac{d^2}{dx^2} \log G(x) - \frac{d^2}{dx^2} \log \Gamma (x) .
\end{align*}

Suppose that ##d (x)## is not constant. If we can then show that there exists an ##x_0## such that

\begin{align*}
\frac{d^2}{dx^2} d (x_0) < 0 ,
\end{align*}

then, using the periodicity of ##d (x)## we would have

\begin{align*}
\frac{d^2}{dx^2} d (x_0) & = \lim_{n \rightarrow \infty} \frac{d^2}{dx^2} d (x_0 + n)
\nonumber \\
& = \lim_{n \rightarrow \infty} \frac{d^2}{dx^2} \log G (x_0 + n) - \lim_{n \rightarrow \infty} \frac{d^2}{dx^2} \log \Gamma (x_0 + n)
\nonumber \\
& = \lim_{n \rightarrow \infty} \frac{d^2}{dx^2} \log G(x + n) \geq 0
\end{align*}

producing a contradiction. We would then have that ##d (x)## is constant. Since ##d(0) = 0##, ##d (x) =0## for all ##x##. Implying ##G (x) = \Gamma (x)##.

Say we always had that

\begin{align*}
\frac{d^2}{dx^2} d (x) \geq 0 ,
\end{align*}

then this would rule out periodic functions that are convex in places and concave in other places. But there are most likely going to be counter examples to these functions. I think I can think of some already.

The idea is correct. Maybe you should consider the following: Assume ##d(x)## is not constant, then there are ##x,y>0## with e.g. ##g(y)>g(x).## By periodicty we may assume ##x<y<x+1.## Now consider the second divided difference
$$
-\dfrac{\log f(x)}{x-y}+\dfrac{\log f(y)}{(y-x)(y-x-1)}-\dfrac{\log f(x+1)}{x-y+1}
$$
 
Last edited:
  • #39
MathematicalPhysicist
Gold Member
4,699
369
##n>0## can be assumed since we consider a limit with ##n \to \infty ##.
You first show ##f(x+n)=(x+n-1)(x-n-2)\cdots (x+1)xf(x).##
Note that ##f## is defined by properties. And these properties are all we are allowed to use. Using too many ##\Gamma 's## makes the proof unreadable!

Next, we have to show with the help of this formula, that for any ##y=x+N\in (N,N+1]## holds ##f(y)=\Gamma(y)## where a) remember that ##\Gamma(y)## is defined as a limit here (see problem statement, and not as the gamma function) and which is b) the first essential part of the proof.

Then we can take log's and show (remember that ##\Gamma## is a limit): ##L_n\leq f(x) \leq R_n## with ##L_n,R_n\to \Gamma(x)##.

This is at least the proof structure of my solution. I am skeptical if ##\Gamma 's## are used to make it misty because everybody has the faculty in mind.

The theorem says:
Gauß's definition of the gamma function as a limit is a necessary consequence of the functional requirements.

It's necessity which is the crucial point, not that it suffices.
And why can we assume that ##x<1##?
@fresh_42 I am referring to the proof in Askey's red book on special functions.

I can copy the proof from the book, but should I bother?
 
  • #41
Not anonymous
143
58
And here I am getting lost. What is ##K## meant to be? As I see it, we can simply say ##K=n## and ##j## is a counterexample. It is neither the maximal nor the minimal index that violates the condition. You always say "some".

Just as I feared, my answer caused more confusion than clarification with its use of indices. I tried to keep the use of different indices to the minimum but couldn't avoid using ##i, j, K, K', n## with the way I tried to explain. Admittedly, my proof is too verbose and not the most elegant. I had in fact tried to get a more formulaic proof such as by transforming all labels by subtracting the average (similar to your hint, though without ##k## multiplying the average), but didn't think deep enough along that line to get to a proof; and I am not a quick problem solver. The proof I gave is more procedural and came more naturally when I tried to solve, Also, I shouldn't have called it proof by induction, though my method shares some similarities with an inductive proof. Let me try explain my proof in less mathematical terms, through a sequence of logical statements. If there is some error or gap in these statements, please do let me know so that I can learn and correct, and will attempt to solve using the hint you have provided later.

1. For any sequence ##A=(a_1, ..., a_n)##, we define ##S_k(A) = \sum_{i=1}^k a_i (k=1,...,n)##. We say an index ##j## is a "violating index" if ##S_j(A) > j-1##.
2. If the sequence does not have a violating index, then we have already got a sequence that defines the cut in a straightforward way - cut the necklace between ##a_n## and ##a_1## to get the desired string.
3. If ##A## corresponds to labels of the ##n## consecutive beads starting from an arbitrarily chosen bead in the necklace, all we can say is that if it has one or more violating indices, those indices are upper-bounded by ##n-1##, since ##S_n(A) = n-1## and so ##n## can never be a violating index. We may denote by ##K## this upper bound, and in this start case, ##K=n-1## (minor difference from earlier posted solution - there I used ##K=n## to denote 1 + upper bound)
4. Now, if ##A## has 1 or more violating indices upper bounded by ##K##, we take the smallest violating index ##j## and based on that define a rotated sequence ##B = (a_{j+1}, a_{j+2, ..., a_n, a_1, ..., a_j})##. As proved in my earlier post, this rotated sequence cannot have any violating index that falls in the "tail" subsequence ##(a_1, ..., a_j)## (that subsequence that moved from being at the start of ##A## to the end of ##B##) or even ##a_n##. Any violating index, if present, should lie in the head subsequence ##(a_{j+1}, ..., a_{n-1})##, i.e. in that part of the earlier sequence ##A## that has now been shifted left. Hence, the upper bound on violating indices has also shifted left when we formed ##B##, so the upper bound index ##K'## (corresponding to ##B##) must be smaller than ##K## of ##A##.
5. The above observations imply that we will always able to rotate any sequence with a violating index to form another sequence whose violating indices will have a smaller upper bound. Thus, we can start from any randomly chosen bead in the necklace and by performing a finite number of rotations (at most ##n-1##, to be more specific), we can reach a sequence that has no violating offset. This sequence gives the desired string and the cut to be performed on the necklace is chosen accordingly.
 
Last edited:
  • #42
fresh_42
Mentor
Insights Author
2022 Award
17,643
18,283
Just as I feared, my answer caused more confusion than clarification with its use of indices. I tried to keep the use of different indices to the minimum but couldn't avoid using ##i, j, K, K', n## with the way I tried to explain.
This is ok as long as you rigorously define them. "Some" is insufficient.

Admittedly, my proof is too verbose and not the most elegant. I had in fact tried to get a more formulaic proof such as by transforming all labels by subtracting the average (similar to your hint, though without ##k## multiplying the average), but didn't think deep enough along that line to get to a proof;
The idea with the sum ##S(k)## I mentioned is basically similar to what you did, only without bothering the many possible locations ##i,j,K,K',n.##

Observe that ##S(0)=S(n)=0##. Then some index has to be the maximum (or minimum, depending on the signs in ##S(k).##) The maximum now defines the split, and all you have to do is, to show, that this choice of ##x_n## works.

Very similar to your argument.
and I am not a quick problem solver. The proof I gave is more procedural and came more naturally when I tried to solve, Also, I shouldn't have called it proof by induction, though my method shares some similarities with an inductive proof. Let me try explain my proof in less mathematical terms, through a sequence of logical statements. If there is some error or gap in these statements, please do let me know so that I can learn and correct, and will attempt to solve using the hint you have provided later.

1. For any sequence ##A=(a_1, ..., a_n)##, we define ##S_k(A) = \sum_{i=1}^k a_i (k=1,...,n)##. We say an index ##j## is a "violating index" if ##S_j(A) > j-1##.
2. If the sequence does not have a violating index, then we have already got a sequence that defines the cut in a straightforward way - cut the necklace between ##a_n## and ##a_1## to get the desired string.
3. If ##A## corresponds to labels of the ##n## consecutive beads starting from an arbitrarily chosen bead in the necklace, all we can say is that if it has one or more violating indices, those indices are upper-bounded by ##n-1##, since ##S_n(A) = n-1## and so ##n## can never be a violating index. We may denote by ##K## this upper bound, and in this start case, ##K=n-1## (minor difference from earlier posted solution - there I used ##K=n## to denote 1 + upper bound)
4. Now, if ##A## has 1 or more violating indices upper bounded by ##K##, we take the smallest violating index ##j## and based on that define a rotated sequence ##B = (a_{j+1}, a_{j+2, ..., a_n, a_1, ..., a_j})##. As proved in my earlier post, this rotated sequence cannot have any violating index that corresponds to the "tail" subsequence ##(a_1, ..., a_j)## (that subsequence that moved from being at the start of ##A## to the end of ##B##). Any violating index, if present, should lie in the head subsequence ##(a_{j+1}, ..., a_n)##, i.e. in that part of the earlier sequence ##A## that has now been shifted left. Hence, the upper bound on violating indices has also shifted left when we formed ##B##, so the upper bound index ##K'## (corresponding to ##B##) must be smaller than ##K## of ##A##.
5. The above observations imply that we will always able to rotate any sequence with a violating index to form another sequence whose violating indices will have a smaller upper bound. Thus, we can start from any randomly chosen bead in the necklace and by performing a finite number of rotations (at most ##n-1##, to be more specific), we can reach a sequence that has no violating offset. This sequence gives the desired string and the cut to be performed on the necklace is chosen accordingly.
 
  • #43
julian
Gold Member
732
220
I'm extremely tired right now so go easy on me. Let me clarify the method of proof I'm attempting:

----

First I establish that the limit function:

\begin{align*}
\lim_{n \rightarrow \infty} \frac{n! n^x}{x (x+1) \cdots (x + n)}
\end{align*}

satisfies all the conditions stated in the question:

Let ##f## be a function defined on ##(0, \infty)## such that for all ##f (x) > 0## for all ##x > 0##

\begin{align*}
\log f (x) \text{ is convex} , \quad f (x+1) = x \cdot f (x) , \quad f(1) = 1 .
\end{align*}

Next I prove that the limit function (which I denote by ##\Gamma (x)##) is the only function that satisfies the above conditions. I do this the standard way. I introduce an arbitrary function that satisfies the above conditions and then I form the difference between the logs:

\begin{align*}
d (x) = \log G (x) - \log \Gamma (x)
\end{align*}

and then prove that ##d (x) = 0## for all ##x > 0## (which here is done by first proving that ##d (x)## is a constant). A lot of the time you do this by proof by contradiction. I'm allowed to use properties of the function ##\Gamma (x)## in doing this, if fact you must somehow use properties of ##\Gamma (x)## in doing this.

----

I've used the functional conditions to obtain properties of ##d (x)## and I'm attempting to use these together with asymptotic behaviour of ##d^2 \Gamma (x) / dx^2## (and the assumption that ##G (x)## is convex) to obtain a contradiction thereby proving ##d (x)## to be constant.

(Note: most of the time you consider the difference between the functions rather than the difference between their logs, it doesn't matter here).
 
  • #44
julian
Gold Member
732
220
Hi @fresh_42. Here are my comments in relation to post #38.

(a)

I said:

“We have

\begin{align*}
\frac{d^2}{dx^2} \log \Gamma_n (x) = \sum_{m=0}^n \frac{1}{(x + m)^2} \geq 0 .
\end{align*}”

This is because in the question you say the function is defined on ##(0 , \infty)##. Are you saying I should have mentioned this in my proof?

(b)

##\Gamma (0) =1## is a typo.

(c)

##d (x)## doesn't stand for differential. I choose ##d## to denote the function because I was considering the difference between two functions.

I think I have shown the limit function satisfies the functional conditions. I forgot to mention that the limit function is ##> 0## for ##x \in (0 , \infty)##.

(d)

@fresh_42 said:

“Or do you want to show that any other solution is arbitrarily close to the given one? In which metric? Pointwise? It would help a lot if you would explain what you want to do. ”

That is kind of the idea. I'm doing the standard thing of introducing an arbitrary function, ##G (x)##, that satisfies the above functional conditions and then forming the difference between the log of ##G (x)## and the log of ##\Gamma (x)##:

\begin{align*}
d(x) = log⁡G(x) − log ⁡\Gamma (x)
\end{align*}

and then attempting to prove that ##d(x)=0## for all ##x>0## (which here is done by first proving that ##d(x)## is a constant).


Given that the limit function (##=: \Gamma (x)##) is the only function that satisfies the functional conditions, how can you talk about other solutions converging to it? (It has been proven other ways that it is the only function satisfying the functional conditions).

So I'm not attempting to prove that other solutions converge to the limit function (##=: \Gamma (x)##). I'm attempting to outright prove that the limit function is the only solution to the functional conditions. I'm (attempting) to do this by proving that if any alternative solution exists you would get a contradiction.

(e)

I know about polynomial interpolations, including Newton's polynomial and how to establish that its coefficients are the ##n-##th divided difference via algebra and proof by induction. I know that in the limit that where point become nodes converge you get ##\frac{1}{n!} d^n f (x) / dx^n## for the ##n-##th coefficient. I'm really tired right now. I'll have to think about it later.


LAST remark: you are a a lot of the time you are just saying that my explanation could be clearer?
 
Last edited:
  • #45
fresh_42
Mentor
Insights Author
2022 Award
17,643
18,283
Hi @fresh_42. Here are my comments in relation to post #38.

(a)

I said:

“We have

\begin{align*}
\frac{d^2}{dx^2} \log \Gamma_n (x) = \sum_{m=0}^n \frac{1}{(x + m)^2} \geq 0 .
\end{align*}”

This is because in the question you say the function is defined on ##(0 , \infty)##. Are you saying I should have mentioned this in my proof?
Forget it. I just saw the first differential and wondered where ##\log n## has gone to. It's late here, too.
(b)

##\Gamma (0) =1## is a typo.

(c)

##d (x)## doesn't stand for differential. I choose ##d## to denote the function because I was considering the difference between two functions.

I think I have shown the limit function satisfies the functional conditions. I forgot to mention that the limit function is ##> 0## for ##x \in (0 , \infty)##.
Yes, you did. Modulo the typo and my disability to do two differentiations in mind.
(d)

@fresh_42 said:

“Or do you want to show that any other solution is arbitrarily close to the given one? In which metric? Pointwise? It would help a lot if you would explain what you want to do. ”

That is kind of the idea. I'm doing the standard thing of introducing an arbitrary function, ##G (x)##, that satisfies the above functional conditions and then forming the difference between the log of ##G (x)## and the log of ##\Gamma (x)##:

\begin{align*}
d(x) = log⁡G(x) − log ⁡\Gamma (x)
\end{align*}

and then attempting to prove that ##d(x)=0## for all ##x>0## (which here is done by first proving that ##d(x)## is a constant).

Sure. But it is an unlucky choice. You could have used ##\Delta## or ##\operatorname{dist}.##


Given that the limit function (##=: \Gamma (x)##) is the only function that satisfies the functional conditions, how can you talk about other solutions converging to it? (It has been proven other ways that it is the only function satisfying the functional conditions).

So I'm not proving that other solutions converge to the limit function (##=: \Gamma (x)##). I'm attempting to outright prove that the limit function is the only solution that satisfies the functional conditions. I'm (attempting) to do this by proving that if any alternative solution exists you would get a contradiction.

(e)

I know about polynomial interpolations, including Newton's polynomial and how to establish that its coefficients are the ##n-##th divided difference via algebra and proof by induction. I know that in the limit that where point become nodes converge you get ##\frac{1}{n!} d^2 f (x) / dx^2## for the ##n-##th coefficient. I'm really tired right now. I'll have to think about it later.


LAST remark: you are a a lot of the time that my explanation could be clearer?
Yes, sorry. That is why your proofs cannot be read without a lot of brainwork or with paper and pencil in hand. And I have had one of the less bright days today.

Reading a proof (which wasn't my version) requires a lot of care in order to get possible loopholes. And if it isn't written for dummies, then it is sometimes quite exhausting. You probably have seen a few textbooks in your life, yet. Did you ever notice that some authors have a writing style that suits you better than others?

Last remark: How do you know that ##G(x)## is twice differentiable? Newton's interpolations avoid that problem.
 
  • #46
julian
Gold Member
732
220
I don't know if Randall R. Holmes has written any books but he has written notes. I've gone through a lot of notes and algebra and Galois theory. It is all laid out clearly, not overly wordy, and it's like he often he knows where you brain is going to go next and steps in.
 
  • #47
jbergman
172
74
I don't understand what 1 is asking? Are you looking for a proof that f(x) is what you said it was?
 
  • #48
fresh_42
Mentor
Insights Author
2022 Award
17,643
18,283
I don't understand what 1 is asking? Are you looking for a proof that f(x) is what you said it was?
Yes. Given a function with properties 1,2,3, prove that it is this limit.
 
  • #49
jbergman
172
74
5. A group ##G## together with a topology, such that the mapping on ##G\times G## (equipped with the product topology) to ##G## given by ##(x,y)\longmapsto xy^{-1}## is continuous, is called a topological group (e.g. a Lie group). Prove
  1. ##G## is a topological group if and only if inversion and multiplication are continuous.
  2. The mappings ##x\longmapsto xg## and ##x\longmapsto gx## are homeomorphisms for each ##g\in G.##
  3. Each open subgroup ##U\leq G## is closed, and each closed subgroup ##U\leq G## of finite index is open. If ##G## is compact, then each open subgroup is of finite index.
  4. Let ##H \leq G## be a subgroup equipped with the subspace topology, ##K\trianglelefteq G## a normal subgroup, and ##G/K## equipped with the quotient space topology. Then ##H## and ##G/K## are again topological groups and the projection ##\pi\, : \,G \twoheadrightarrow G/K## is open.
  5. ##G## is Hausdorff if and only if ##\{1\}## is a closed set in ##G.## ##G/K## is Hausdorff for a normal subgroup ##K\trianglelefteq G,## if and only if ##K## is closed in ##G.## If ##G## is totally disconnected, then ##G## is Hausdorff.
  6. Let ##G## be a compact topological group and ##\{X_j \;(j\in I)\}\subseteq G## a family of closed subsets such that for all ## i ,j\in I## there is a ##k\in I## with ##X_k\subseteq X_i\cap X_j.## Then we have for any closed subset ##Y\subseteq G##
    $$Y\cdot \left(\bigcap_{i\in I}X_i\right) = \bigcap_{i\in I} YX_i $$
1. If ##G## is a topological group then, ##inv(g) = (e,g) \longmapsto eg^{-1} = g^{-1}## is continuous. Also, ## (g, inv(h)) \longmapsto gh## is continuous, since it is the composition of continuous maps. The other direction is trivial because ##gh^{-1} ## is again the composition of continuous maps and hence gives the required continuous map for a topological group.

2. The kernel of both maps is empty since group operations are invertible. We can exhibit an inverses ##x \longmapsto xg^{-1}## and ##x \longmapsto g^{-1}x## respectively.
 
  • #50
julian
Gold Member
732
220
Just want to make a comment, before moving on to proving that the limit function is the unique solution of the functional conditions.

I wanted to prove that the limit function:

\begin{align*}
\lim_{n \rightarrow \infty} \frac{n! n^x}{x (x+1) \cdots (x + n)} =: \Gamma (x)
\end{align*}

satisfies all the conditions stated in the question. In particular I wanted to prove that the limit function is log-convex. So I began by proving the sequence of functions:

\begin{align*}
\Gamma_n (x) = \frac{n! n^x}{x (x+1) \cdots (x + n)}
\end{align*}

are log-convex. You then can then apply Theorem 1.6 of Artin's notes:

http://inis.jinr.ru/sl/vol1/UH/_Ready/Mathematics/Advanced calculus/Artin E. The Gamma function (1931)(L)(23s).pdf

which states that "A convergent sequence of log-convex functions has a log-convex limit function, provided the limit is positive". These conditions are satisfied and so the limit function is log-convex. Verifying the other functional conditions was straightforward.

I now want to prove that the limit function (##\Gamma (x)##) is the only function that satisfies the functional conditions, but first I need to give some definitions and theorems

Some definitions and theorems:

Given data points ##(x_0 , f (x_0)) , (x_1 , f (x_1)) , (x_2, f (x_2))##, the first divided difference is defined by

\begin{align*}
f [x_0,x_1] = \frac{f (x_1) - f (x_0)}{x_1 - x_0} = f [x_1,x_0]
\end{align*}

The second divided difference is defined by

\begin{align*}
f [x_0,x_1,x_2] & = \frac{f [x_1,x_2] - f [x_0,x_1]}{x_2 - x_0}
\nonumber \\
& = \frac{\frac{f (x_2) - f (x_1)}{x_2 - x_1} - \frac{f (x_1) - f (x_0)}{x_1 - x_0}} {x_2 - x_0}
\nonumber \\
& = \frac{f (x_0)}{(x_1 - x_0) (x_2 - x_0)} - \frac{f (x_1)}{(x_2 - x_1) (x_1 - x_0)} + \frac{f (x_2)}{(x_2 - x_1) (x_2 - x_0)} \quad (*)
\nonumber \\
& = \frac{(x_2 - x_1) f (x_0) + (x_0 - x_2) f (x_1) + (x_1 - x_0) f (x_2)}{(x_0 - x_1) (x_1 - x_2) (x_2 - x_0)}
\end{align*}

The last line demonstrates that the second divided difference is invariant under permutation of the arguments ##x_0 , x_1 , x_2##.

If we permute ##x_0## and ##x_1## and use ##f [x_1 , x_0] = f [x_0 , x_1]## then we have;

\begin{align*}
f [x_0,x_1,x_2] & = \frac{f [x_0 , x_2] - f [x_0 , x_1]}{x_2 - x_1}
\end{align*}

The function ##f (x)## is convex (on the interval ##(a,b)##) if for every number ##x_0## of the interval, ##f [x_0 , x_2]## is a monotonically increasing function of ##x_2##. This means that for any pair of numbers ##x_2 > x_1## distinct from ##x_0## the inequality ##f [x_0 , x_2] \geq f [x_0 , x_1]## holds; in other words ##f [x_0,x_1,x_2] \geq 0##. Since the value of ##f [x_0,x_1,x_2]## is not changed by permutation of the arguments, the convexity of ##f## is equivalent to the inequality

\begin{align*}
f [x_0,x_1,x_2] \geq 0
\end{align*}

for all triples of distinct numbers on the interval (as explained in Artin's notes, though I'm using slightly different notation). This demonstrates that the "second divided difference" does encode whether a function is convex or not.

We will need the mean value theorem for divided differences:

https://en.wikipedia.org/wiki/Mean_value_theorem_(divided_differences)

For the case ##n = 2## it states that For any ##3## pairwise distinct points ##x_0 , x_1 , x_2## in the domain of a twice differentiable function ##f## there exists an interior point ##\xi##

\begin{align*}
\xi \in (\min \{ x_0 , x_1 , x_2 \} , \max \{ x_0 , x_1 , x_2 \})
\end{align*}

where the ##2##nd derivative of ##f## equals ##2!## times the ##2##nd divided difference at this point:

\begin{align*}
f [x_0,x_1,x_3] = \frac{f'' (\xi)}{2!}
\end{align*}

Proof of uniqueness:

I now prove that the limit function (##\Gamma (x)##) is the only function that satisfies the functional conditions. I do this the standard way. I introduce an arbitrary function, ##G (x)##, that satisfies the functional conditions and then I form the difference between the logs:

\begin{align*}
r (x) = \log G (x) - \log \Gamma (x)
\end{align*}

and then prove that ##r (x) = 0## for all ##x > 0##. We do this by considering the second divided difference of the above function:

\begin{align*}
r [x_0 , x_1 , x_2] = \log G [x_0 , x_1 , x_2] - \log \Gamma [x_0 , x_1 , x_2]
\end{align*}

and by using the functional conditions, the properties of ##\Gamma (x)##, and the mean value theorem for divided differences.

It was proven in a previous post, using the functional conditions, that ##r## is periodic: ##r (x+1) = r (x)## and that ##r (1) = 0##. Suppose that ##r## is not constant, then there are ##x,y > 0## with ##r(y) > r(x)##. By periodicity we may assume ##x < y < x + 1##. Let ##x_0 = x##, ##x_1 = y##, and ##x_2 = x + 1## in equation ##(*)## where we are taking ##f## to be the function ##r##. Then using the periodicity of ##r## we establish the inequality

\begin{align*}
r [x , y , x + 1] & = \frac{r(x)}{y - x} - \frac{r (y)}{(x + 1 - y) (y - x)} + \frac{r (x + 1)}{x + 1 - y}
\nonumber \\
& = \frac{r (x) - r (y)}{(y - x) (x + 1 - y)} < 0
\end{align*}

As ##\Gamma (x)## is log-convex on ##(0, \infty)## we have

\begin{align*}
\log \Gamma [x_0 , x_1, x_2] \geq 0 .
\end{align*}

for all triples of distinct numbers. Same statement applies to the function ##G (x)##.

By the periodicity of ##r## we have that

\begin{align*}
r [x , y , x + 1] & = r [x + n , y + n , x + n + 1]
\nonumber \\
& = \log G [x + n , y + n , x + n + 1] - \log \Gamma [x + n , y + n , x + n + 1] .
\end{align*}

Rearranged we have

\begin{align*}
r [x , y , x + 1] + \log \Gamma [x + n , y + n , x + n + 1] = \log G [x + n , y + n , x + n + 1] \qquad (**)
\end{align*}

By the mean value theorem for divided differences, we have that:

\begin{align*}
\log \Gamma [x + n , y + n , x + n + 1] & = \frac{1}{2} \frac{d^2}{dx^2} \log \Gamma (\xi) \qquad \text{for some } \xi \in (x + n , x + n + 1)
\nonumber \\
& \leq \frac{1}{2} \max_{z \in (x + n , x + n + 1)} \frac{d^2}{dx^2} \Gamma (z)
\end{align*}

In a previous post we demonstrated that ##\lim_{x \rightarrow \infty} \frac{d^2}{dx^2} \Gamma (x) \rightarrow 0##. By choosing ##n## large enough the LHS of ##(**)## becomes negative and we have a contradiction since ## \log G [x + n , y + n , x + n + 1]## is supposed to be non-negative. Therefore, ##r (x)## must be a constant. Given that ##r (1) = 0## this means that ##r (x) = 0## for all ##x \in (0 , \infty)## and so ##\Gamma (x)## is indeed the unique solution to the functional conditions.
 
Last edited:
  • #51
fresh_42
Mentor
Insights Author
2022 Award
17,643
18,283
1. If ##G## is a topological group then, ##inv(g) = (e,g) \longmapsto eg^{-1} = g^{-1}## is continuous. Also, ## (g, inv(h)) \longmapsto gh## is continuous, since it is the composition of continuous maps. The other direction is trivial because ##gh^{-1} ## is again the composition of continuous maps and hence gives the required continuous map for a topological group.

2. The kernel of both maps is empty since group operations are invertible. We can exhibit an inverses ##x \longmapsto xg^{-1}## and ##x \longmapsto g^{-1}x## respectively.
Kernel is an unlucky term in this context. The idea can be summarized by ##\mu^{-1}_{g}=\mu_{g^{-1}}## with ##\mu_g(x)=xg.##
 
  • #52
jbergman
172
74
5. A group ##G## together with a topology, such that the mapping on ##G\times G## (equipped with the product topology) to ##G## given by ##(x,y)\longmapsto xy^{-1}## is continuous, is called a topological group (e.g. a Lie group). Prove
  1. (solved by @jbergman ) ##G## is a topological group if and only if inversion and multiplication are continuous.
  2. (solved by @jbergman ) The mappings ##x\longmapsto xg## and ##x\longmapsto gx## are homeomorphisms for each ##g\in G.##
  3. Each open subgroup ##U\leq G## is closed, and each closed subgroup ##U\leq G## of finite index is open. If ##G## is compact, then each open subgroup is of finite index.
  4. Let ##H \leq G## be a subgroup equipped with the subspace topology, ##K\trianglelefteq G## a normal subgroup, and ##G/K## equipped with the quotient space topology. Then ##H## and ##G/K## are again topological groups and the projection ##\pi\, : \,G \twoheadrightarrow G/K## is open.
  5. ##G## is Hausdorff if and only if ##\{1\}## is a closed set in ##G.## ##G/K## is Hausdorff for a normal subgroup ##K\trianglelefteq G,## if and only if ##K## is closed in ##G.## If ##G## is totally disconnected, then ##G## is Hausdorff.
  6. Let ##G## be a compact topological group and ##\{X_j \;(j\in I)\}\subseteq G## a family of closed subsets such that for all ## i ,j\in I## there is a ##k\in I## with ##X_k\subseteq X_i\cap X_j.## Then we have for any closed subset ##Y\subseteq G##
    $$Y\cdot \left(\bigcap_{i\in I}X_i\right) = \bigcap_{i\in I} YX_i $$
Moving on to the first part 5.3

If ##U## is an open subgroup in ##G## and ##c## is a limit point of ##U##, then the function ##f(g) = gc^{-1}## is a homeomorphism as we showed in 5.2, that also maps ##c## to ##e##.

Since ##c## is a limit point of ##U##, every open set containing ##c##, contains points in ##U##.

Now if we take an open set of the identity ##V##, then ##f^{-1}(V)## is an open set containing ##c## and points in ##U##.

Since ##U## also contains the identity we can take the intersection of an open set in ##U## containing the identity and ##V##, call it ##W##

However, that means that ##hc^{-1}\in U## for some point ##h \in W## which implies that ##U## contains all of its limit points and is closed, because ##h^{-1}## inverse is also in ##U## which shows that ##c^{-1}## is in ##U## hence ##c## is in ##U##.
 
  • #53
fresh_42
Mentor
Insights Author
2022 Award
17,643
18,283
Moving on to the first part 5.3

If ##U## is an open subgroup in ##G## and ##c## is a limit point of ##U##, then the function ##f(g) = gc^{-1}## is a homeomorphism as we showed in 5.2, that also maps ##c## to ##e##.

Since ##c## is a limit point of ##U##, every open set containing ##c##, contains points in ##U##.

Now if we take an open set of the identity ##V##, then ##f^{-1}(V)## is an open set containing ##c## and points in ##U##.

Since ##U## also contains the identity we can take the intersection of an open set in ##U## containing the identity and ##V##, call it ##W##

However, that means that ##hc^{-1}\in U## for some point ##h \in W## which implies that ##U## contains all of its limit points and is closed, because ##h^{-1}## inverse is also in ##U## which shows that ##c^{-1}## is in ##U## hence ##c## is in ##U##.
A bit complicated.

A shorter version is:
Let ##U\leq G## be an open subgroup, and ##g\in G-U.## Then ##gU\subseteq G-U## is open because left multiplication is a homeomorphism, and
$$
G-U = \bigcup_{g\in G-U}g = \bigcup_{g\in G-U}gU
$$
is a union of open sets, i.e. open, i.e. ##U## is closed.

I will wait for the other parts.
 
  • #54
jbergman
172
74
Continuing 5.3.

If ##U## is closed then each coset is also closed, again because left multiplication is a homeomorphism.

Since ##U## has finite index, ##G## is the union of ##U##'s cosets. Also, cosets are disjoint, so the complement of any individual coset ##gU## is ##G\backslash gU##. But ##G\backslash gU## is just the union of the other cosets which implies it is closed and it's complement must be open, hence ##gU## must be open since it equals the complement.

Still thinking about the compact case.
 
  • #55
fresh_42
Mentor
Insights Author
2022 Award
17,643
18,283
Continuing 5.3.

If ##U## is closed then each coset is also closed, again because left multiplication is a homeomorphism.

Since ##U## has finite index, ##G## is the union of

finitely many

##U##'s cosets. Also, cosets are disjoint, so the complement of any individual coset ##gU## is ##G\backslash gU##. But ##G\backslash gU## is just the union of the

finitely many

other cosets which implies it is closed and it's complement must be open, hence ##gU## must be open since it equals the complement.

Still thinking about the compact case.

Well, compact means finite subcover, finite index means finitely many cosets of the open subgroup. Now combine these.


The finite index is crucial. In formulas it is

Let ##A\leq G## be a closed subgroup of finite index. Then
$$
G-A = \bigcup_{g\in G-A}g = \bigcup_{g\in G-A}gA = \bigcup_{g=1}^n gA
$$
is a finite union of closed sets, hence ##G-A## is closed and ##A## is open.
 
  • #56
jbergman
172
74
Thanks, I had the finite in there earlier, but dropped them in my edits.
 
  • #57
jbergman
172
74
finitely many



finitely many



Well, compact means finite subcover, finite index means finitely many cosets of the open subgroup. Now combine these.


The finite index is crucial. In formulas it is

Let ##A\leq G## be a closed subgroup of finite index. Then
$$
G-A = \bigcup_{g\in G-A}g = \bigcup_{g\in G-A}gA = \bigcup_{g=1}^n gA
$$
is a finite union of closed sets, hence ##G-A## is closed and ##A## is open.
Thanks for the hint. Let ##A\leq G## be an open subgroup of the compact space ##G##.

Assume ##A## is not of finite index. Then the cosets of ##A## are again open because left multiplication is a homeomorphism and
$$
G = \bigcup_{g\in G} gA
$$
But since the cosets, ##gA## are distinct and open, they form an open cover of ##G## of which there is no finite subcover which is a contradiction. Hence ##A## must be of finite index.
 
Last edited:
  • #58
fresh_42
Mentor
Insights Author
2022 Award
17,643
18,283
Thanks for the hint. Let ##A\leq G## be an open subgroup of the compact space ##G##.

Assume ##A## is not of finite index. Then the cosets of ##A## are again open because left multiplication is a homeomorphism and
$$
G = \bigcup_{g\in G} gA
$$
But since the cosets, ##gA## are distinct and open, they form an open cover of ##G## of which there is no finite subcover which is a controduction. Hence ##A## must be of finite index.
Right. Just two remarks. You can write this without contradiction. Simply consider all ##gA##. They are an open cover. Therefore, there is a finite subcover. Since all cosets are disjoint, the cosets in the subcover all possible cosets, i.e. finite index. I'm not 100% sure whether this convention is the same in English literature. Here we use ##U,V## or even sometimes ##O## for the open sets, and ##A,B## for the closed ones. Of course this doesn't change anything, but it is easier to read.
 
  • #59
jbergman
172
74
Right. Just two remarks. You can write this without contradiction. Simply consider all ##gA##. They are an open cover. Therefore, there is a finite subcover. Since all cosets are disjoint, the cosets in the subcover all possible cosets, i.e. finite index. I'm not 100% sure whether this convention is the same in English literature. Here we use ##U,V## or even sometimes ##O## for the open sets, and ##A,B## for the closed ones. Of course this doesn't change anything, but it is easier to read.
Yes, in most of the books I have see ##U,V## for open sets. I am less familiar with the notation for closed sets.
 
  • #60
jbergman
172
74
Yes, in most of the books I have see ##U,V## for open sets. I am less familiar with the notation for closed sets.
BTW, you have some nice insight articles! I am going to have to look through them. I've want to get a handle on representation theory.
 
  • #61
fresh_42
Mentor
Insights Author
2022 Award
17,643
18,283
Yes, in most of the books I have see ##U,V## for open sets. I am less familiar with the notation for closed sets.
My suspicion is that it has historical reasons. Topology was first developed and researched by Russian and German mathematicians. One could even say that Cantor and Dedekind kind of started the field:
https://www.physicsforums.com/threa...for-the-particular-names.962018/#post-6102165

A neighborhood is usually open, and Umgebung is the German word for neighborhood. Closed is abgeschlossen in German. I guess the abbreviations ##U## and ##A## came in handy for a quick distinction.
 
  • #62
jbergman
172
74
My suspicion is that it has historical reasons. Topology was first developed and researched by Russian and German mathematicians. One could even say that Cantor and Dedekind kind of started the field:
https://www.physicsforums.com/threa...for-the-particular-names.962018/#post-6102165

A neighborhood is usually open, and Umgebung is the German word for neighborhood. Closed is abgeschlossen in German. I guess the abbreviations ##U## and ##A## came in handy for a quick distinction.

What is the meaning of ##\trianglelefteq## in 5.4?
 
  • #63
fresh_42
Mentor
Insights Author
2022 Award
17,643
18,283
What is the meaning of ##\trianglelefteq## in 5.4?
##K\trianglelefteq G## means that ##K## is a normal subgroup of ##G,## i.e. ##gKg^{-1}\subseteq K## for all ##g\in G.## Normality is crucial, because it makes
$$
\varphi \, : \,G/K \times G/K \longrightarrow G/K\, , \,\varphi (gK,hK)=gh^{-1}K
$$
a well-defined function.

Hint: You could start with an open set ##\overline{V} \subseteq G/K##.
 
Last edited:
  • #64
jbergman
172
74
##H## is obviously a topological group because restriction of a continuous map to a subset with the subspace topology is continuous.

Let ##m## and ##m'## represent the multiplication maps on ##G## and ##G/K## respectively.

Then,

$$\pi(m(g, h))=m'(\pi(g),\pi(h))$$

Sine the left is the composition of continuous maps, the right is continuous. ##\pi## is surjective onto ##G/K##. Therefore ##m'## must be continuous, because if ##m'^{-1}(U)## mapped into a closed set in ##G/K\times G/K##, ##\pi^{-1}\times\pi^{-1}## would also map to a closed subset since ##G/K## has the quotient topology.

Still thinking about how to show that ##\pi## is open. It must have something to do with the interplay of ##H##. But, I'm not quite clear on how subgroups and a normal group interact.
 
  • #65
Not anonymous
143
58
11. Let ##S## be a set of real numbers that is closed under multiplication (that is, if ##a## and ##b## are in ##S##, then so is ##ab##). Let ##T## and ##U## be disjoint subsets of whose union is ##S##. Given that the product of any three (not necessarily distinct) elements of ##T## is in ##T## and that the product of any three elements of ##U## is in ##U##, show that at least one of the two subsets ##T, U## is closed under multiplication.
Proof by contradiction: Suppose neither of ##T, U## is closed under multiplication. Then there must exist ##t_1, t_2 \in T## (not necessarily distinct) such that ##x \equiv t_1 t_2 \notin T \Rightarrow x \in U## (since ##T \cup U = S## and ##x \in S##) and similarly there must exist ##u_1, u_2 \in U## such that ##y \equiv u_1 u_2 \notin U \Rightarrow y \in T##. Now consider the product ##xy##.

Since ##xy = t_1 t_2 y## and ##t_1, t_2, y \in T## and it is given that product of any three elements of ##T## is in ##T##, we must have ##xy \in T##. (1)

But the product ##xy## is also expressible as ##xy = x u_1 u_2##. Since ##x, u_1, u_2 \in U## and it is given that product of any three elements of ##U## is in ##U##, we must have ##xy \in U##. (2)

Conditions (1) and (2) are contradictory since ##T## and ##U## are disjoint subsets and hence ##xy## cannot belong to both the sets. The contradiction arises due to the assumption neither ##T## nor ##U## is closed under multiplication. Hence it must be the case that at least one of ##T, U## is closed under multiplication.

Addendum: While at least one of ##T, U## will be closed under multiplication given the conditions stated in the question, it is not always necessary that both will be closed under multiplication. For example, if ##S## is the set of all integers, ##T## is the set of all negative integers and ##U## is the set of all non-negative integers, then both ##T, U## meet the condition that the product of any three elements from the set is also in the same set, but only ##U## and not ##T## is closed under multiplication.
 
  • #66
fresh_42
Mentor
Insights Author
2022 Award
17,643
18,283
##H## is obviously a topological group because restriction of a continuous map to a subset with the subspace topology is continuous.

Let ##m## and ##m'## represent the multiplication maps on ##G## and ##G/K## respectively.

Then,

$$\pi(m(g, h))=m'(\pi(g),\pi(h))$$

Sine the left is the composition of continuous maps,
Why is ##\pi ## continuous? It is an algebraic function, not a topological.
the right is continuous. ##\pi## is surjective onto ##G/K##. Therefore ##m'## must be continuous, because if ##m'^{-1}(U)## mapped into a closed set in ##G/K\times G/K##, ##\pi^{-1}\times\pi^{-1}## would also map to a closed subset since ##G/K## has the quotient topology.
What is ##U##? And closed is not the opposite of open!
Still thinking about how to show that ##\pi## is open. It must have something to do with the interplay of ##H##. But, I'm not quite clear on how subgroups and a normal group interact.
 
  • #67
jbergman
172
74
Why is ##\pi ## continuous? It is an algebraic function, not a topological.
A quotient topology requires a surjective map from ##f: X \mapsto Y##. Then the open sets ##U \in Y## are the sets such that ##f^{-1}(U)## is open in ##X##. In our case ##\pi## is the map used to define the quotient topology on ##G/K##.
What is ##U##? And closed is not the opposite of open!
##U## is in an open set in ##G/K##.
 
  • #68
fresh_42
Mentor
Insights Author
2022 Award
17,643
18,283
A quotient topology requires a surjective map from ##f: X \mapsto Y##. Then the open sets ##U \in Y## are the sets such that ##f^{-1}(U)## is open in ##X##. In our case ##\pi## is the map used to define the quotient topology on ##G/K##.

##U## is in an open set in ##G/K##.
Ok, right so far. Now simply "calculate" what ##\pi (U)## is and use the fact that arbitrary unions of open sets are open. You do not need something closed.
 
  • #69
jbergman
172
74
Ok, right so far. Now simply "calculate" what ##\pi (U)## is and use the fact that arbitrary unions of open sets are open. You do not need something closed.
Can't I just replace closed with not open in my argument?

To restate, my argument is the following.

We know that
##m'(\pi(g), \pi(h))## is continuous from my argument above, where ##m' : G/K \times G/K \mapsto G/K##

For an open set ##U \in G/K##, ##m'^{-1}(U)## maps to a set ##X \times Y \in G/K \times G/K##.

If ##X## or ##Y## is not open, then ##\pi^{-1}(X)## or ##\pi^{-1}(Y)## because of the definition of the quotient topology. But we know that, ##\pi^{-1}(X) \times \pi^{-1}(Y)## is open since ##m'(\pi(g), \pi(h))## is continuous. Hence, ##X## and ##Y## must have been open.

I know it's stated a bit clumsy, but I am not versed in the working with products.
 
  • #70
fresh_42
Mentor
Insights Author
2022 Award
17,643
18,283
Can't I just replace closed with not open in my argument?

To restate, my argument is the following.

We know that
##m'(\pi(g), \pi(h))## is continuous from my argument above, where ##m' : G/K \times G/K \mapsto G/K##

For an open set ##U \in G/K##, ##m'^{-1}(U)## maps to a set ##X \times Y \in G/K \times G/K##.

If ##X## or ##Y## is not open, then ##\pi^{-1}(X)## or ##\pi^{-1}(Y)## because of the definition of the quotient topology. But we know that, ##\pi^{-1}(X) \times \pi^{-1}(Y)## is open since ##m'(\pi(g), \pi(h))## is continuous. Hence, ##X## and ##Y## must have been open.

I know it's stated a bit clumsy, but I am not versed in the working with products.
You were done when you showed that ##m'## is continuous. This means that ##m'^{-1}(U)## is open. It is the definition of a continuous function.

To show that ##\pi## is open, take an open set ##V## and calculate ##\pi(V)=VK=\ldots .##

We have defined a topological group by continuity of ##(g,h)\mapsto gh^{-1}##. So you have to show that ##\varphi ## as defined in post #63 is continuous.
 

Suggested for: Math Challenge - September 2021

  • Last Post
3
Replies
93
Views
8K
  • Last Post
2
Replies
42
Views
5K
  • Last Post
2
Replies
61
Views
6K
  • Last Post
3
Replies
93
Views
5K
  • Last Post
4
Replies
114
Views
4K
  • Last Post
3
Replies
102
Views
5K
  • Last Post
2
Replies
56
Views
5K
  • Last Post
2
Replies
67
Views
6K
  • Last Post
3
Replies
86
Views
8K
  • Last Post
2
Replies
52
Views
8K
Top