MATHEMATICAL TRIPOS Part IA 2024

List of Courses

Analysis
Differential Equations
Dynamics and Relativity
Groups
Numbers and Sets
Probability
Vector Calculus
Vectors and Matrices
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Paper 1, Section I
3F Analysis I P∞
P∞ Let (a n ) and (bn ) be two sequences of positive real numbers such that n=1 an and
n=1 bn converge.

P∞ 2
(a) Show that the series n=1 an converges.
P∞ √
(b) Show that the series n=1 an bn converges.
P √
(c) Show that the series ∞ n=1 an n
−p converges if p > 1/2. Give an example to show

that this series need not converge for p = 1/2.

[You may use any results from the course provided you state them clearly.]

Paper 1, Section I
4D Analysis PI∞
(a) Let n=0 an z n be a power series with complex coefficients. Show that there
exists R ∈ [0, ∞], the ‘radius of convergence’ of the series, such that the series is convergent
when |z| < R and divergent when |z| > R.
(b) Now suppose that
P∞the annare real
P∞and 2positive, with an → ∞. Can it happen
n
that the two power series n=0 an z and n=0 an zP have the sameP finite non-zero radius
of convergence? What about the two power series ∞ n=0 a n z n and ∞ an n
n=0 an z ?

Paper 1, Section II
9F Analysis I

(i) State and prove the ratio test about the convergence of series.

(ii) Let (an ) be a sequence of positive real numbers. If an+1 /an → L for some L ∈ R,
1/n
show that an → L.
P
(iii) Show that ∞ n
n=1 n!/n converges.

(iv) Compute limn→∞ n/(n!)1/n .

Part IA, Paper 1

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Paper 1, Section II
10E Analysis
Suppose that f : R → R and g : R → R and a is a real number.
(a) What does it mean to say that f is differentiable at a? If f is differentiable at
a what is the value of f ′ (a), the derivative of f at a?
(b) Let f · g : R → R be the pointwise product of f and g:

(f · g)(x) = f (x)g(x) for all x ∈ R.

(i) Suppose that f and g are both differentiable at a. Show that f · g

is differentiable at a. What is the value of (f · g)′ (a) in terms of
f (a), f ′ (a), g(a) and g ′ (a)?

(ii) Suppose that f and f · g are both differentiable at a with (f · g)′ (a) ̸= 0.
Must g be differentiable at a? Justify your answer.

(c) (i) Suppose now that f is differentiable at a and g is differentiable at f (a).

Show that the composite g◦f is differentiable at a. What is the relationship
between (g ◦ f )′ (a), g ′ (f (a)) and f ′ (a)?

(ii) Suppose that g is differentiable at f (a) and g ◦ f is differentiable at a with

(g ◦ f )′ (a) ̸= 0. Must f be differentiable at a? Justify your answer.

(iii) What does it mean to say that f is twice differentiable at a? Suppose now
that f is twice differentiable at a and g is twice differentiable at f (a). Show
that g ◦ f is twice differentiable at a.

Paper 1, Section II
11E Analysis
State and prove the intermediate value theorem.
(a) Suppose that f : C → R is a continuous function that takes both positive and
negative values. Show that there exists z ∈ C such that f (z) = 0.
(b) Let n be a positive integer and let a be a positive real number. Suppose that
g : [0, na] → R is a continuous function such that

g(na) = g(0) + na.

Show that there exists x ∈ [0, (n − 1)a] such that g(x + a) = g(x) + a.

Part IA, Paper 1 [TURN OVER]

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Paper 1, Section II
12D Analysis I
(a) (i) Let f : [0, 1] → R be a bounded function. Define the upper and lower
integrals of f , and explain what it means for f to be Riemann integrable.

(ii) Show that every continuous function is Riemann integrable.

(b) Let f : [0, 1] → R be a non-negative function that is unbounded. We say that

f is improperly integrable with integral I (where I is a real number) if,R for each positive
real r, the function fr (x) = min(f (x), r) is Riemann integrable, with fr (x)dx → I as
r → ∞.

(i) If f is continuous at all points of (0, 1), must f be improperly integrable?

(ii) If there exists a countable set A ⊂ [0, 1] such that f is bounded on the set
[0, 1] \ A, must f be improperly integrable?

(iii) Given x ∈ [0, 1], we write x in decimal as 0.a1 a2 a3 . . . (choosing say the
terminating-in-9s form in case of ambiguity), and we set f (x) = k if ak
is the first digit that is 5 and f (x) = 0 if no digit is 5. Prove that f is
improperly integrable. What is the integral of f ?

Part IA, Paper 1

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Paper 2, Section I
1A Differential Equations
(a) Find all solutions of the differential equation for y(x)

xyy ′′ − xy ′2 = yy ′ .

[Hint: you may find the substitution z(x) = y ′ (x)/y(x) helpful.]

(b) For n ̸= 0, 1, show that the substitution z = y 1−n transforms the differential
equation for y(x)
y ′ + P (x)y = Q(x)y n
into a linear differential equation that you should state explicitly.
Hence, or otherwise, solve the differential equation for x(t) > 0
1 3 √
√ ẋ = 2te−t − 6t2 x
x

subject to the condition x(1) = 4.

Paper 2, Section I
2A Differential Equations
A real-valued function f (x) is differentiable on some interval (−a, a). For any
x, y ∈ (−a, a) such that x + y ∈ (−a, a), the equality

f (x) + f (y)
f (x + y) =
1 − f (x)f (y)

holds.

(i) Show that f (0) = 0.

(ii) By considering the definition of the derivative as a limit, or otherwise, show that
there exists a number C such that f ′ (x) = C(1 + f 2 (x)) everywhere on the interval
(−a, a).

(iii) Hence find the most general form of f (x). Also, find f (x) that satisfies f ′ (0) = 2.

Part IA, Paper 1 [TURN OVER]

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Paper 2, Section II
5A Differential Equations
Let φ1 (x) and φ2 (x) be non-trivial solutions of the equations

φ′′1 + q1 (x)φ1 = 0

and
φ′′2 + q2 (x)φ2 = 0,
where q1 (x) and q2 (x) are continuous functions such that q1 (x) ⩽ q2 (x) for all x.

(i) Let x1 and x2 with x1 < x2 be consecutive zeroes of φ1 . By considering

Z x2
(q1 (x) − q2 (x))φ1 (x)φ2 (x) dx
x1

or otherwise, show that if both φ1 (x) and φ2 (x) are strictly positive on (x1 , x2 ) then
q1 (x) ≡ q2 (x) on (x1 , x2 ).

(ii) Hence prove that between any two consecutive zeroes x1 and x2 of φ1 (x), there
exists at least one zero of φ2 (x), unless q1 (x) ≡ q2 (x) on (x1 , x2 ).

(iii) Hence show that any solution of the equation

y ′′ + (2 + cos 3x)y = 0

has at least one zero on the interval [−1, π − 1].

(iv) Show that each non-trivial solution of the equation

p
1 + x3 y ′′ + y = 0

has at most one zero on the interval [2, 6].

Part IA, Paper 1

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Paper 2, Section II
6A Differential Equations
Define the generating function G(x) for a difference equation F (un , un−1 , . . . , u0 ) = 0
as
G(x) = u0 + u1 x + u2 x2 + · · · .

(a) Consider the difference equation un + un−1 − 6un−2 = n for n ⩾ 2. Find the
solution of this equation, given u0 = 0, u1 = 2.
Show that
x
(1 + x − 6x2 )G(x) = x +
(1 − x)2
and use this expression to find the power series expansion of G(x). Verify that this
expansion is consistent with the un determined directly above.
1
[Hint: it may be helpful to note that 1 + 2x + 3x2 + 4x3 + · · · = (1−x)2
.]
(b) Find the generating function G(x) for the difference equation
jnk
un − 2un−1 = , n ⩾ 1, u0 = 1,
2
where ⌊ n2 ⌋ is the greatest integer less than or equal to n
2. Hence solve this equation.

Part IA, Paper 1 [TURN OVER]

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Paper 2, Section II
7A Differential Equations
Consider the following system of equations involving two functions, x(t) and y(t):

ẋ = y + kx(x2 + y 2 ),
ẏ = −x + ky(x2 + y 2 ),

where k is a constant.

(i) Show that there exists a function F (x(t), y(t)) (which you should state explicitly in
terms of x(t) and y(t)) such that

dF
= 2kF 2 .
dt
Solve this equation assuming that F = 1 at t = 0.

(ii) Find the equilibrium point of this system and show that the linearised system has
a centre at this point. Taking into account the nonlinear terms, deduce for which
values of k this equilibrium point is stable, and why. Do the trajectories rotate
clockwise or anticlockwise as t increases, and why?

(iii) By changing variables to polar coordinates, via x(t) = r(t) cos θ(t) and y(t) =
r(t) sin θ(t), find f (r) and g(θ) such that

ṙ = f (r),
θ̇ = g(θ).

Integrate these equations to find r(t) and θ(t) if r(0) = 1 and θ(0) = 0.

(iv) Now the system is modified to:

ẋ = y + x − 2x(x2 + y 2 ),
ẏ = −x + y − 2y(x2 + y 2 ).

At t = 0, the system is at a point on the circle x2 + y 2 = 1. Determine x2 + y 2 as a

function of t. Find limt→∞ (x2 + y 2 ).

Part IA, Paper 1

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Paper 2, Section II
8A Differential Equations
The dynamicspof a gas is described by a partial differential equation for the complex
function ψ(x, t) = ρ(x, t) exp[iS(x, t)] as

∂ψ ∂2ψ
−2i = + (1 − |ψ|2 )ψ. (∗)
∂t ∂x2
Let v(x, t) = ∂S/∂x.

(i) Determine the real-valued equations describing the gas dynamics in terms of ρ and
v as
∂ρ ∂A
= ,
∂t ∂x
∂v ∂B ∂C
= + ,
∂t ∂x ∂x
where you should specify the functions A that depends only on ρ and v, B that
depends only on ρ and its derivatives in x, and C that depends only on v.
p
(ii) Write down the ordinary differential equation for a(x) = ρ(x, t) in the case of a
stationary gas (S = constant). What is the constant solution a(x) = d > 0 of this
equation?

(iii) There are solutions of (∗) of the form ψ(x, t) = ψ0 (ξ) where ξ = x − U t with U a
constant satisfying 0 ⩽ U < √12 . Determine the ordinary differential equation that
√
ψ0 (ξ) satisfies if it is known that Im(ψ0 (ξ)) = 2U for all ξ and |ψ0 (ξ)| → d as
ξ → ±∞.

(iv) Plot |ψ0 (ξ)|2 for the solutions when U = 0 and when U = 1/2 as a function of ξ,
and discuss how these solutions evolve in time.

Part IA, Paper 1 [TURN OVER]

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Paper 4, Section I
3C Dynamics and Relativity
(a) State the parallel axis theorem for a rigid body. Now consider rigid bodies A
and B and let C denote the rigid body obtained by connecting A to B with a massless
rod. For T = A, B, C, denote by MT the mass, by xT the centre of mass and by IT (x) the
moment of inertia about an axis passing through x in a given fixed direction d̂. Derive an
expression for MB in terms of IA (xA ), IB (xB ), IC (xC ), xA , xB , xC , and MC .
(b) For a two-dimensional rigid body lying in the (x, y) plane, prove the perpendic-
ular axis theorem, namely the relation Iz = Ix + Iy , where Ix , Iy and Iz are the moments
of inertia about the x, y and z axes. Using this relation or otherwise, compute Ix , Iy and
Iz for a uniform-density ellipse of mass M and semi-major and semi-minor axes a and b.

Paper 4, Section I
4C Dynamics and Relativity
Consider three distinct events A, B and C in 1+1 spacetime dimensions.
(a) For each of the following statements provide an explicit algebraic proof that they
always hold or a counterexample:

(i) If B is in the future lightcone of A and C is in the future lightcone of B

then C is in the future lightcone of A.

(ii) If B is in the future lightcone of A and C is in the future lightcone of A

then C is in the future lightcone of B.

(iii) If B is in the future lightcone of A and C is in the past lightcone of A then

B is in the future lightcone of C.

(iv) If A and B are lightlike separated and A and C are lightlike separated then
B and C are lightlike separated.

(b) Assume that B is in the future lightcone of A, that C is in the future lightcone
of B and that |xC − xA | < |xC − xB | in some inertial frame S. Prove that there exists an
inertial frame S ′ in which |x′C − x′A | > |x′C − x′B |.

Part IA, Paper 1

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Paper 4, Section II
9C Dynamics and Relativity

(a) Consider a rigid rod of length 2L spinning on the horizontal plane about its
centre at a constant angular velocity ω = ωẑ, where ẑ is an upward unit vector. A
second rod of length a, which is light, connects one end of the first rod to a particle
of mass m. The rods lie in the same vertical plane and the second rod makes an
angle ϕ with the downward vertical direction −ẑ, as in the figure. Compute the
constant angular velocity ω for which ϕ takes a constant value ϕ1 . Check that your
result is dimensionally correct, and briefly discuss the dependence of the result on m and L.

(b) The second rod is now substituted by a spring of rest length a, which at
displacement from rest x has potential energy V = (k/2)x2 . Assuming again that ϕ
takes a constant value ϕ2 , solve for x and hence compute the constant angular velocity
ω in terms of ϕ2 and the parameters of the problem. Contrast this result with the one
obtained in part (a).

Part IA, Paper 1 [TURN OVER]

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Paper 4, Section II
10C Dynamics and Relativity
(i) Consider a particle of mass m moving in a potential V . State which standard
quantity is conserved for a central potential V = V (r). Hence, starting from the
radial equation of motion in polar coordinates,
dV
m(r̈ − rθ̇2 ) = − ,
dr
derive the orbit equation for the variable u = 1/r.

(ii) For the potential V = −km/r, where k is a positive constant, solve the orbit
equation and show that the integration constants can be chosen such that the orbit
satisfies the equation of an ellipse in Cartesian coordinates.

(iii) Evaluate the orbit equation for the case of a potential V = −km/(r − r0 ), where
k and r0 are positive constants and r > r0 . Discuss the existence of circular orbits
and their stability.

(iv) Expand the above orbit equation up to first order in small r0 . Show that this
expanded equation has a solution of the form

u(θ) = X [1 + A cos(ωθ)] ,

for any 0 < A < 1, where ω and X are parameters you should determine. Hence
compute the angle between two successive periapses.

Part IA, Paper 1

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Paper 4, Section II
11C Dynamics and Relativity
(a) For a collection of particles of masses mi and positions xi , define the centre of
mass R, the total momentum P and the total angular momentum L about the origin.
Prove that

LCoM = L − R × P ,

where LCoM is the total angular momentum about the centre of mass.
(b) (i) At some initial time t = 0, particles with a total mass of m form a circle
of radius R in the (x, y) plane at z = 0 and have a velocity v tangential to
the circle. Compute the moment of inertia I of the system.

(ii) At later times, the particles will form a circle of radius R(t). Compute R(t)
and the total angular momentum with respect to the origin for all times,
and hence deduce the angle θ(t) by which the circle has rotated at time t.

(c) (i) A disc of radius R and negligible mass is filled uniformly with a mass m0
of water. Compute the moment of inertia I of the disc.

(ii) As the disc spins, with angular velocity ω(t), from each point of the
boundary of the disc water is sprayed out in the tangential direction to
the boundary at a relative velocity u. By mimicking the derivation of the
rocket equation, or otherwise, derive a first order differential equation in
time for the angular velocity ω(t) of the disc that depends on R, u and the
mass of water m(t) that remains inside the disc at time t. [You may assume
that the remaining water m(t) is always uniformly distributed inside the
disc.]

(d) Assume now that water is leaking out at zero relative velocity, u = 0, and at a
constant rate ṁ(t) = −µ. Compute the time it takes for the disc to stop spinning from
an initial angular velocity ω0 .

Part IA, Paper 1 [TURN OVER]

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Paper 4, Section II
12C Dynamics and Relativity
(a) Write down the relativistic four-momenta of a massive and a massless particle.
For the decay of particle 1 into particles 2 and 3 (all massive), where particle i has mass
mi and energy Ei , use relativistic invariants to compute all energies in the frame where
E1 = m1 c2 . Derive the condition on the masses for the decay to be kinematically allowed.
(b) Now consider a particle Q of mass m and N + 1 different types of particle,
R0 , . . . , RN , of masses (nM + m0 ), for n = 0, 1, . . . , N respectively, where m0 < m and
M = λm with λ > 1. For each n > 0, particle Rn decays into particle Q and particle
Rn−1 , as long as this is kinematically allowed. If we start with one RN particle, what
is the end product after all allowed decays have happened, and how much rest mass has
been converted into energy?
(c) Consider the relativistic scattering of particles A and B into C and D. Write
down the relativistic kinematic invariants that can be written as bilinear functions of the
4-momenta Paµ for a = A, B, C, D. Express each kinematic invariant in terms of the masses
ma and of the following variables

s = (PA + PB )2 , t = (PA − PC )2 , u = (PA − PD )2 .

Show that the sum s + t + u depends only on a certain combination of the masses.

Part IA, Paper 1

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Paper 3, Section I
1D Groups
Prove that every Möbius map sends circles and straight lines to circles and straight
lines. [You may use any statement from the course about generating sets for the group of
Möbius maps, provided that you state it precisely.]
Is the subgroup of the Möbius maps consisting of those that send circles to circles
a normal subgroup?

Paper 3, Section I
2D Groups
(i) Define the groups SO(n). Prove that every element of SO(2) is a rotation about
the origin, and that every element of SO(3) is a rotation about some axis. [You
may assume simple facts about orthogonal maps and rotations and reflections, but
if you wish to quote any statement of the form ‘these elements generate this group’
then you must prove it.]

(ii) Explain why SO(2) has a subgroup isomorphic to Z. Does it have a subgroup
isomorphic to Z × Z? Justify your answer.

Paper 3, Section II
5D Groups
(i) Define the sign of a permutation σ ∈ Sn , explaining why it is well-defined. Show
also that it gives a homomorphism from Sn to {±1}.

(ii) Prove that A5 is simple. [You may assume facts about conjugacy classes in A5 ,
provided that you state them precisely.]

(iii) Show that there is no surjective homomorphism from A5 to {±1}.

(iv) Is there a surjective homomorphism from A5 × A5 to {±1}? Justify your answer.

Paper 3, Section II
6D Groups
(i) A group G is called n-dicyclic, where n > 1, if it is generated by elements a and b
such that a has order 2n and b2 = an and bab−1 = a−1 . Prove that such a group
must have order 4n. Show that, for each n, there exists an n-dicyclic group. [Hint:
find it as a subgroup of GL2 (C), choosing a as a suitable diagonal matrix.]

(ii) Find 5 pairwise non-isomorphic groups of order 12, explaining carefully why your
groups are non-isomorphic.

Part IA, Paper 1 [TURN OVER]

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Paper 3, Section II
7D Groups
(i) State and prove Cayley’s theorem.

(ii) State and prove Cauchy’s theorem.

(iii) For each n > 1 that is a prime power, exhibit a group G of order n such that G is
not a subgroup of Sn−1 .

(iv) Let G be a finite group of order n, where n > 1 is not a prime power. Show that G
is a subgroup of Sn−1 . [Hint: for two suitable subgroups H and K of G, consider
the standard actions of G on the left cosets of H and of K.]

Paper 3, Section II
8D Groups
(a) State and prove the orbit-stabiliser theorem for a finite group.
(b) (i) Let G be the group of all isometries of a cube in R3 . By considering the
action of G on the vertices of the cube, show that |G| = 48. To which
standard group is the stabiliser of a vertex isomorphic?

(ii) Now consider the action of G on the edges of the cube. How large is the
stabiliser of an edge? To which standard group is it isomorphic?

(iii) Now consider the action of G on the main diagonals of the cube. How
large is the stabiliser of a main diagonal? To which standard group is it
isomorphic? Is this action faithful?

(iv) Are every two elements of G of order 3 conjugate? Are every two elements
of G of order 2 conjugate? Justify your answers.

[Throughout this question you may assume standard properties of isometries, rota-
tions, reflections, etc.]

Part IA, Paper 1

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Paper 4, Section I
1E Numbers and Sets
State and prove Wilson’s theorem. State Fermat’s little theorem.
Calculate the residue of 28! · 729 modulo 31.

Paper 4, Section I
2E Numbers and Sets
What is a relation on a set S? What is an equivalence relation?
For each of the following relations determine whether or not ∼ defines an equivalence
relation on R:
(i) x ∼ y if and only if xy > 0;
(ii) x ∼ y if and only if xy ⩾ 0;
(iii) x ∼ y if and only if x − y ∈ Z;
(iv) x ∼ y if and only if x − y ⩾ 0.
For any cases (i)-(iv) where ∼ is an equivalence relation, describe the set of
equivalence classes.

Part IA, Paper 1 [TURN OVER]

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Paper 4, Section II
5E Numbers and Sets
State and prove the Fermat–Euler theorem.
For a (k + 1)-digit positive integer written in base 10,

n = ak ak−1 · · · a0

with each ai ∈ {0, 1, 2, . . . , 9} and ak ̸= 0, a cyclic permutation of n is a number of the

form
cj (n) = ak−j ak−j−1 · · · a0 ak · · · ak−j+1 with j = 0, . . . , k.
For example
c0 (120) = 120, c1 (120) = 201 and c2 (120) = 012 = 12.
For each natural number d > 1, a number n is d-cyclic-divisible if every cyclic permutation
of n is a multiple of d.

(i) Show that every multiple of 3 is 3-cyclic-divisible.

(ii) Show that if d = 2 or 5, n is d-cyclic-divisible if and only if every digit of n is a

multiple of d.

(iii) Show that if n is 7-cyclic-divisible then either all its digits are equal to 7 or its
number of digits is a multiple of 6.

(iv) Suppose that p > 7 is a prime. Show that p − 1 has a factor l such that, if the
number of digits of n is a multiple of l, then n is p-cyclic-divisible if and only if n is
a multiple of p.

Part IA, Paper 1

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Paper 4, Section II
6E Numbers and Sets
The Fibonacci numbers are defined for all non-negative integers by

F0 = 0, F1 = 1, Fn+1 = Fn + Fn−1 for all n ⩾ 1.

Prove the following properties of the Fibonacci numbers by induction:

(i) Fn+1 Fn−1 − Fn2 = (−1)n for all n ⩾ 1;

(ii) Fn+l Fn+m − Fn Fn+m+l = (−1)n Fm Fl for all n, m, l ⩾ 0.

Deduce that if j ⩾ k ⩾ 0 then

(Fj+k − Fj−k )(Fj+k + Fj−k ) = F2k F2j

and
2 2
Fj+k+1 + Fj−k = F2k+1 F2j+1 .

Paper 4, Section II
7E Numbers and Sets
Given a non-empty bounded subset S of R, what is its supremum sup S?
What does it mean to say that a sequence (xn ) of real numbers converges?
(a) (i) Show that an increasing sequence of real numbers converges if and only if it
is bounded.
 2 +4

(ii) Does the sequence 12 − 1000n
1.1n converge? Carefully justify your answer from
first principles.
(b) Suppose that S and T are non-empty bounded subsets of R.

(i) If S + T = {s + t : s ∈ S, t ∈ T }, then must sup(S + T ) = sup S + sup T ?

(ii) If ST = {st : s ∈ S, t ∈ T }, then must sup ST = (sup S)(sup T )?

(iii) If all the elements

of S are positive and S T = {st : s ∈ S, t ∈ T }, then
must sup S = (sup S)(sup T ) ?
T

Part IA, Paper 1 [TURN OVER]

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Paper 4, Section II
8E Numbers and Sets
(a) What does it mean to say a set is countable?
Show that a countable union of countable sets is countable. Deduce that Q is
countable. Show that if A and B are countable then A × B is countable.
Show that R is not countable.
(b) A line in R2 is a subset of the form

{(x, y) ∈ R2 : ax + by + c = 0}

for some a, b, c ∈ R with (a, b) ̸= (0, 0).

(i) Must a collection of lines whose intersection is non-empty be countable?

Justify your answer carefully.

(ii) Must a collection of lines each of which contains at least two distinct
elements of Q2 be countable? Justify your answer carefully.

Part IA, Paper 1

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Paper 2, Section I
3F Probability
(a) State Markov’s inequality. Prove that for any random variable X and any t > 0,

P(X ⩾ x) ⩽ e−tx MX (t) ,

where MX (t) = E(etX ) is the moment generating function of X.

(b) Let X1 , X2 , . . . , Xn be i.i.d. Poisson random variables with mean 1. Let
S = X1 + · · · + Xn .

(i) Compute the moment generating function of S. Find the distribution of S.

(ii) Prove that

P(S ⩾ 2n) ⩽ (e/4)n .

[You may use the fact that the moment generating function MX (t) of a Poisson random
t
variable X with mean λ is eλ(e −1) .]

Paper 2, Section I
4F Probability
Let (X1 , X2 ) have a bivariate normal distribution with E(Xi ) = µi , var(Xi ) = σi2
for i = 1, 2 and corr(X1 , X2 ) = ρ.

(a) Write down the joint probability density function of (X1 , X2 ).

(b) Find the conditional probability density function of X1 |X2 .

(c) If σ1 = σ2 = σ, show that X1 + X2 and X1 − X2 are independent random variables.

Find their distributions.

Part IA, Paper 1 [TURN OVER]

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Paper 2, Section II
9F Probability
Let S1 , S2 , . . . be independent exponential random variables with means E(Si ) =
1/qi for i = 1, 2, . . .. Let T = min{S1 , S2 , . . . , Sn } and let K be the value of i for which
Si = T .

(i) Find P(K = k, T ⩾ t) for k ∈ {1, 2, . . . , n}, t ⩾ 0.

(ii) Find the distributions of the random variables K and T . Show that K and T are
independent.

Now assume that qi = 1 for all i = 1, 2, . . ..

Pn
(iii) Show that for all n ⩾ 1, the probability density function of Xn = i=1 Si is given
by
xn−1 −x
f (x) = e , x > 0.
(n − 1)!

(iv) Let N be a geometric random variable independent of the sequence S1 , S2 , . . ., with

P(N = n) = p(1 − p)n−1 for n = 1, 2, . . .. Define
N
X
Y = Si .
i=1

Find E(eθY ) for θ < p. Hence or otherwise, find the distribution of Y .

[You may use the fact that the moment generating function MX (t) of an exponential
random variable X with mean 1/λ is λ/(λ − t) for t < λ.]

Part IA, Paper 1

 23
Paper 2, Section II
10F Probability
A fair n-sided die is rolled repeatedly so that each roll is independent. We say a
match occurs if the face i appears on the i-th roll.

(i) Find the probability pn that at least one match occurs in the first n rolls. What is
the value of limn→∞ pn ?

Now let Tn be the minimum number of rolls required until all the n faces have appeared
at least once.

(ii) Show that Tn is the sum of n independent geometric random variables.

(iii) Find the expectation E(Tn ).

P∞
(iv) Find the variance var(Tn ). Show that var(Tn ) ⩽ Cn2 where C = i=1 i
−2 .

[You may use the fact that the variance of a geometric random variable of parameter
p is (1 − p)/p2 .]

(v) Show that for any ε > 0 we have

 
Tn
lim P − 1 > ε = 0.
n→∞ n log n
P
[You may use the fact that ni=1 i−1 / log n → 1 as n → ∞. You may use standard
inequalities from lectures if you state them clearly.]

Part IA, Paper 1 [TURN OVER]

 24
Paper 2, Section II
11F Probability
Let (Sn : n ⩾ 0) be a simple random walk on Z with S0 = 0 and P(Sn −Sn−1 = 1) = p
and P(Sn − Sn−1 = −1) = q = 1 − p for all n ⩾ 1.

(i) Find the distribution of Sn .

(ii) Find bn , cn so that  

Sn − bn
P ⩽x → Φ(x)
cn
as n → ∞, where Φ is the standard normal distribution function.
[You may quote standard results from lectures.]

From now on, assume that p = q = 1/2.

(iii) Let T be the random number of steps taken by the random walk until it first hits
−a or b for some a, b ∈ N. Find E(T ).

(iv) Let Vn be the number of visits to the origin until time n, that is, Vn =
|{0 ⩽ i ⩽ n : Si = 0}|. Using Stirling’s formula or otherwise, prove that there exists
some c > 0 such that √
E(V2n ) ⩾ c n
for all n.

Part IA, Paper 1

 25
Paper 2, Section II
12F Probability
A graph on a set V is a set of some unordered pairs of (distinct) elements of V : we
call these the edges of the graph and the elements of V are called the vertices. The degree
of a vertex is the number of edges that contain it.
We form a random graph with n vertices v1 , v2 , . . . , vn by including the edge vi vj
with probability p for all i ̸= j independently.

(i) Find the distribution of the degree of the vertex vi .

We call a vertex isolated if its degree is 0. Let N be the number of isolated vertices.

(ii) Find the expectation E(N ).

(iii) Let p = c log n/n. Show that if c > 1, then P(N = 0) → 1 as n → ∞.

(iv) Show that if p is such that var(N )/E(N )2 → 0 as n → ∞, then P(N = 0) → 0 as

n → ∞.

(v) Find E(N 2 ). Now let p = c log n/n with c < 1. Show that P(N = 0) → 0 as n → ∞.

[You may want to use the inequalities e−x ⩾ 1−x for all x; and for any α > 1, e−αx ⩽ 1−x
for all x ⩾ 0 small enough (depending on α). You may use standard inequalities from
lectures if you state them clearly.]

Part IA, Paper 1 [TURN OVER]

 26
Paper 3, Section I
3B Vector Calculus
Let F and G be smooth vector fields in R3 .

(i) Define the divergence ∇ · F and the curl ∇ × F in the standard Cartesian basis ex ,
ey and ez .

(ii) Prove the following identities:

∇ · (F × G) = G · (∇ × F) − F · (∇ × G),
∇ × (F × G) = F(∇ · G) − G(∇ · F) + (G · ∇)F − (F · ∇)G.

[You may use standard properties of the antisymmetric tensor εijk .]

(iii) Prove that the identity F · (∇ × G) = ∇ · (G × F) is true or find a counterexample.

(iv) Compute ∇ · F and ∇ × F in the case that F = xex + yey + zez .

Paper 3, Section I
4B Vector Calculus
Define the curvature κ of a curve γ in R3 and describe its geometric significance.
Determine the curvature for the curve
√
γ (t) = (cos(2t), 5 t, sin(2t)), t ∈ [0, π]

as a function of its arclength (starting from the initial point γ (0)). What is the integral of
the curvature over the curve? Without performing any further computations, write down
the integral of the curvature for the curve

γe(t) = (cos(2t), 0, sin(2t)), t ∈ [0, π]

and explain why your result is different from the result for γ .

Part IA, Paper 1

 27
Paper 3, Section II
9B Vector Calculus
(a) Consider a bounded volume V in R3 with smooth surface ∂V = S. Show that if
f (x, y, z) and g(x, y, z) are smooth functions then there exists at most one smooth function
ϕ(x, y, z) that satisfies ∇2 ϕ = f in V and the Dirichlet boundary condition ϕ = g on S.
If we change the boundary condition to a Neumann boundary condition n̂ · ∇ϕ = g on S,
can there be more than one solution? (Here n̂ denotes the outward unit normal to the
surface S.)
(b) Now suppose that V , f and g all have spherical symmetry. Argue briefly why
any solution to the Dirichlet problem must be spherically symmetric.
(c) Compute the unique solution to the Dirichlet problem in each of the following
cases:

(i) V is the volume r ⩽ 1, f (r) = (r − 1)er and g(r) = 3.

(ii) V is the unbounded volume r ⩾ 1, f (r) = −1/r2 , g(r) = 1 and ϕ(r) → 0

as r → ∞.

(iii) V is the volume r ⩽ 1, f (r) = 1/(r2 + 1) and g(r) = −1.

Paper 3, Section II
10B Vector Calculus
State the divergence theorem.
Let S be the surface formed by the part of the paraboloid z = 1 − x2 − y 2 lying
above the xy-plane and let F(x, y, z) = (x2 , −y 2 , z 4 ). Calculate the flux of F across S (in
the upward direction). Do this in two ways:

(i) By direct calculation of a surface integral.

(ii) By computing the flux over a simpler surface and applying the divergence theorem.

[Hint: Use cylindrical polar coordinates for the surface integral.]

Part IA, Paper 1 [TURN OVER]

 28
Paper 3, Section II
11B Vector Calculus
(i) Prove that if ϕ is a smooth scalar field on R3 then

∇ × ∇ϕ = 0.

(ii) Prove that if A is a smooth vector field on R3 then

∇ · (∇ × A) = 0.

(iii) State Stokes’ theorem. State what it means for a vector field defined on some region
to be conservative. Prove that if a vector field F on R3 can be written as the gradient
of a function then it is conservative.

(iv) Consider the following vector fields on R3 \{x2 + y 2 = 0}:

 2 2 2

B1 (x, y, z) = 2xex cos(yz), −zex sin(yz), −yex sin(yz)


B2 (x, y, z) = −y/(x2 + y 2 ), x/(x2 + y 2 ), 0


B3 (x, y, z) = 2x/(x2 + y 2 + z 2 ), 2y/(x2 + y 2 + z 2 ), 2z/(x2 + y 2 + z 2 )

For each of these vector fields, compute the line integral around the curve C, where
C is the closed curve s 7→ (cos(s), sin(s), 0), s ∈ [0, 2π]. Which of these vector fields
are conservative and which can be written as gradients of functions? For those that
can be written as gradients of functions, give a suitable potential function.

Part IA, Paper 1

 29
Paper 3, Section II
12B Vector Calculus
For this question, all tensors are in R3 .

(i) Define a rank n tensor.

(ii) Define what it means for a tensor to be totally antisymmetric. For each integer
n ⩾ 2, find all the totally antisymmetric rank n tensors.

(iii) Define what it means for a tensor to be isotropic and state the general form of
isotropic rank 4 tensors.

(iv) Prove that

δil δim δin
εijk εlmn = δjl δjm δjn
δkl δkm δkn
and find εijk εijk .

(v) Find an isotropic rank 4 tensor (not identically zero) that can be written as a
contraction of two antisymmetric tensors. Write down a (not identically zero)
isotropic rank 5 tensor. Show that the most general isotropic rank 5 tensor must
have at least ten independent components.

Part IA, Paper 1 [TURN OVER]

 30
Paper 1, Section I
1A Vectors and Matrices
Consider a function of the complex variable z with z ̸= −1
az + b
f (z) = ,
z+1
where the coefficients a and b are complex numbers such that a ̸= b.
(a) Find a and b such that the equation f (z) = z

(i) has a unique solution z = i;

(ii) has exactly two solutions 3i and 1 + i.

(b) Sketch the locus of all z ̸= 0 satisfying

 
z−2 π
arg =
z 4

and find its Cartesian equation.

Paper 1, Section I
2C Vectors and Matrices
(a) Consider a 3 × 3 matrix A with elements Aij = i + aj + b, with a and b two
non-zero real constants and i, j = 1, 2, 3.

(i) Compute the determinant of A.

(ii) Compute the kernel of A and hence its nullity.

(iii) Compute the image of A and hence its rank.

(iv) State the rank-nullity theorem and verify it for A.

(b) Now consider an n × m matrix B with n, m > 1 and elements Bij = i2 + aj + b

for i = 1, . . . , n and j = 1, . . . , m, where a and b are two non-zero real constants. Show
that the nullity of B is m − 2.

Part IA, Paper 1

 31
Paper 1, Section II
5A Vectors and Matrices
(a) Use the summation convention and basic properties of the Levi-Civita symbol
and the Kronecker delta to prove that

(i) ϵijk ϵipq = δjp δkq − δjq δkp .

(ii) |x|2 |y|2 ⩾ |x · y|2 , for any vectors x and y in Rn .

(iii) a × (b × c) = b(a · c) − c(a · b), for any vectors a, b, c in R3 .

(b) Let y, z be two fixed linearly independent unit vectors in R3 . Define a scalar
function S of a unit vector x as

S = |x × y|2 + |x × z|2 + x · y + z · x.

Find F(y, z) such that every x that maximises S satisfies x × (y × z) = F(y, z).
Another scalar function S ′ of a unit vector x is defined by

S ′ = |R(θ1 )x × R(θ1 )y|2 + |x × z′ |2 + R(θ2 )x · R(θ2 )y + z′ · x,

where z′ = 2z, R(θ) is the matrix of rotation around the z−axis

 
cos θ − sin θ 0
R(θ) =  sin θ cos θ 0 ,
0 0 1

and θ1 , θ2 are two angles. Find G(y, z) such that every x that maximises S ′ satisfies
x × (y × z) = G(y, z).

Part IA, Paper 1 [TURN OVER]

 32
Paper 1, Section II
6C Vectors and Matrices
(a) Find an orthogonal linear transformation that maps the triangle formed by
√
P = (0, 0, 0) , Q = (0, 1, 0) , R = ( 3/2, 1/2, 0) ,

to the triangle formed by

√ √
P ′ = (0, 0, 0) , Q′ = (−1/2, 0, 3/2) , R′ = (1/2, 0, 3/2) .

(b) Consider
P4 the linear transformation M of R4 representing a reflection in the
hyperplane m=1 am xm = 0, where am are four real constants (not all zero). Write down
the matrix of M . Hence, or otherwise, compute its determinant.
(c) Consider the linear transformation A : R3 → R3 defined by A : b 7→ a × b
for some non-zero vector a. Write A as a 3 × 3 matrix and compute its trace and its
determinant.
(d) A tridiagonal matrix is a square matrix A such that Aij = 0 for |i − j| ⩾ 2.
For (ai ), (bi ) and (ci ) three infinite real sequences and n any positive integer, the n × n
(n) (n)
tridiagonal matrix A(n) is defined by Aii = ai for i = 1, . . . , n and Ai(i+1) = bi and
(n)
A(i+1)i = ci for i = 1, . . . , n − 1.

(i) Prove that the determinants dn = det(A(n) ) satisfy the recurrence relation

dn = Xn dn−1 + Yn dn−2 ,

for each n ⩾ 3, where Xn and Yn are parameters you should determine in

terms of (ai ), (bi ), (ci ) and n.

(ii) In the case ai = −2, bi = ci = 1 for all i, compute dn .

Part IA, Paper 1

 33
Paper 1, Section II
7B Vectors and Matrices

(a) Define the trace, Tr(A), of a complex n × n matrix A. If B is another complex

n × n matrix, show that Tr(AB) = Tr(BA). Is it always the case that Tr(ABC) =
Tr(ACB) for 2 × 2 matrices?

(b) Define the characteristic polynomial of a complex n × n matrix A, and define the
eigenvalues and eigenvectors of A.

(c) Let A, B be real n × n matrices such that det(A + iB) ̸= 0. Show that there exists
λ ∈ R such that A + λB is invertible. [Hint: Consider a suitable polynomial.]

(d) Prove that if C, D are real n × n matrices related by a complex similarity transform-
ation S (i.e., an invertible complex n × n matrix S with C = SDS −1 ), then they
are related by a real similarity transformation (i.e., an invertible real n × n matrix
T with C = T DT −1 ).

(e) Show that if a complex n × n matrix A has n distinct eigenvalues then it is

diagonalisable over C. Deduce that if a real n × n matrix A has n distinct real
eigenvalues then it is diagonalisable over R.

Part IA, Paper 1 [TURN OVER]

 34
Paper 1, Section II
8B Vectors and Matrices
(a) Prove that any complex n × n matrix A has at least one eigenvalue and
eigenvector.
(b) (i) Define the adjoint of a square matrix.

(ii) Define what it means for a complex n×n matrix U to be unitary and prove
that the eigenvalues of any such matrix have modulus 1.

A complex n × n matrix A is normal if it commutes with its adjoint.

(iii) Prove that if A is diagonalisable with a unitary change of basis matrix then
it is normal.

(c) Let A be an n × n normal matrix and let λ be an eigenvalue of A. Show that

there exists a unitary change of basis matrix U such that
 
∗ λ 0
U AU = , where B is an (n − 1) × (n − 1) normal matrix.
0 B

Hence prove by induction that any normal matrix A is diagonalisable with a unitary change
of basis matrix.
(d) A complex n × n matrix B is upper triangular if Bij = 0 for i > j.

(i) Prove that given any complex n×n matrix A, there exists a unitary matrix
U and an upper triangular matrix B such that U ∗ AU = B.

(ii) Find such a unitary matrix U for the matrix

 
4 5 0
A = 0 6 0 .
2 3 1

END OF PAPER

Part IA, Paper 1