4. Let $C_m \in \mathbb{R}[Y]$ be the characteristic polynomial of $M_m$. a. Verify that $C_1 = Y$, $C_2 = Y^2 - 2$ and $$C_m = Y C_{m-1} - m(m-1) C_{m-2}, \quad m \geq 3$$ b. Calculate the determinant of $M_m$. c. Prove that, if $e_m$ denotes the integer part of $m/2$, $$C_m = \sum_{k=0}^{e_m} (-1)^k c_{m,k} Y^{m-2k}$$ with $$c_{m,0} = 1; \quad c_{m,k} = \sum_{(a_1, \ldots, a_k) \in J_k(m)} a_1(a_1+1) a_2(a_2+1) \cdots a_k(a_k+1), \quad 1 \leq k \leq e_m;$$ where $J_k(m)$ denotes the set of $k$-tuples of integers from $\{1, \ldots, m-1\}$ such that $a_i + 2 \leq a_{i+1}$ for $1 \leq i \leq k-1$.

Let $F$ be a vector subspace of $E$ stable under $u$. Show that the orthogonal complement $F^{\perp}$ of $F$ is stable under $u$.

Justify that the mapping $f$ establishes a bijection from the interval $\left[ - 1 , + \infty \left[ \right. \right.$ onto the interval $\left[ - e ^ { - 1 } , + \infty [ \right.$, where $f : \mathbb{R} \rightarrow \mathbb{R}$, $x \mapsto x\mathrm{e}^{x}$.

Let $W$ denote the inverse of the bijection $f|_{[-1,+\infty[}$, where $f(x) = xe^x$. That is, for every real $x \geqslant -\mathrm{e}^{-1}$, $W(x)$ is the unique solution of $f(t) = x$ with $t \in [-1,+\infty[$. Justify that $W$ is continuous on $\left[ - \mathrm { e } ^ { - 1 } , + \infty \left[ \right. \right.$ and is of class $\mathcal { C } ^ { \infty }$ on $] - \mathrm { e } ^ { - 1 } , + \infty [$.

Let $\mathbf{B}$ be a basis of $E$. Show that
$$\left\{\nu(u) \mid u \in \mathcal{N}_{\mathbf{B}}\right\} = \{\nu(u) \mid u \in \mathcal{N}(E)\} = \llbracket 1, n \rrbracket$$

Let $u \in \mathcal{L}(E)$. We are given two vectors $x$ and $y$ of $E$, as well as two integers $p \geq q \geq 1$ such that $u^{p}(x) = u^{q}(y) = 0$ and $u^{p-1}(x) \neq 0$. Show that the family $(x, u(x), \ldots, u^{p-1}(x))$ is free, and that if $(u^{p-1}(x), u^{q-1}(y))$ is free then $(x, u(x), \ldots, u^{p-1}(x), y, u(y), \ldots, u^{q-1}(y))$ is free.

Let $u \in \mathcal{N}(E)$, with nilindex $p$. Deduce from the previous question that if $p \geq n-1$ and $p \geq 2$ then $\operatorname{Im} u^{p-1} = \operatorname{Im} u \cap \operatorname{Ker} u$ and $\operatorname{Im} u^{p-1}$ has dimension 1.

We consider a Euclidean vector space $(E, (-\mid-))$. Given $a \in E$ and $x \in E$, we denote by $a \otimes x$ the map from $E$ to itself defined by:
$$\forall z \in E, (a \otimes x)(z) = (a \mid z) \cdot x$$
We fix $x \in E \backslash \{0\}$. Show that the map $a \in E \mapsto a \otimes x$ is linear and constitutes a bijection from $E$ onto $\{u \in \mathcal{L}(E) : \operatorname{Im} u \subset \operatorname{Vect}(x)\}$.

We consider a Euclidean vector space $(E, (-\mid-))$. Given $a \in E$ and $x \in E$, we denote by $a \otimes x$ the map from $E$ to itself defined by:
$$\forall z \in E, (a \otimes x)(z) = (a \mid z) \cdot x$$
Let $a \in E$ and $x \in E \backslash \{0\}$. Show that $\operatorname{tr}(a \otimes x) = (a \mid x)$.

We consider an $\mathbf{R}$-vector space $E$ of dimension $n > 0$. Let $\mathcal{V}$ be a nilpotent vector subspace of $\mathcal{L}(E)$ containing a non-zero element, with generic nilindex $p := \max_{u \in \mathcal{V}} \nu(u)$. In questions 8 to 11, we are given two arbitrary elements $u$ and $v$ of $\mathcal{V}$.
Let $k \in \mathbf{N}^{*}$. Show that there exists a unique family $(f_{0}^{(k)}, \ldots, f_{k}^{(k)})$ of endomorphisms of $E$ such that
$$\forall t \in \mathbf{R}, (u + tv)^{k} = \sum_{i=0}^{k} t^{i} f_{i}^{(k)}$$
Show in particular that $f_{0}^{(k)} = u^{k}$ and $f_{1}^{(k)} = \sum_{i=0}^{k-1} u^{i} v u^{k-1-i}$.

Let $a < b$ be two real numbers and $f : [a,b] \rightarrow \mathbb{R}$ be an infinitely differentiable function. Let us call (H) the following hypothesis: there exists a unique point $x_0 \in [a,b]$ where $f$ attains its maximum, we have $a < x_0 < b$, and $f''(x_0) \neq 0$.
Show that under hypothesis (H), we have $f''(x_0) < 0$.

We consider an $\mathbf{R}$-vector space $E$ of dimension $n > 0$. Let $\mathcal{V}$ be a nilpotent vector subspace of $\mathcal{L}(E)$ containing a non-zero element, with generic nilindex $p := \max_{u \in \mathcal{V}} \nu(u)$. In questions 8 to 11, we are given two arbitrary elements $u$ and $v$ of $\mathcal{V}$.
Show that $\sum_{i=0}^{p-1} u^{i} v u^{p-1-i} = 0$.

Let $a < b$ be two real numbers and $f : [a,b] \rightarrow \mathbb{R}$ be an infinitely differentiable function. Let us call (H) the following hypothesis: there exists a unique point $x_0 \in [a,b]$ where $f$ attains its maximum, we have $a < x_0 < b$, and $f''(x_0) \neq 0$.
Under hypothesis (H), show that for all $\delta > 0$ such that $\delta < \min(x_0 - a, b - x_0)$, we have the asymptotic equivalence, as $t \rightarrow +\infty$, $$\int_a^b e^{tf(x)} \mathrm{d}x \sim \int_{x_0 - \delta}^{x_0 + \delta} e^{tf(x)} \mathrm{d}x.$$

We consider an $\mathbf{R}$-vector space $E$ of dimension $n > 0$. Let $\mathcal{V}$ be a nilpotent vector subspace of $\mathcal{L}(E)$ containing a non-zero element, with generic nilindex $p := \max_{u \in \mathcal{V}} \nu(u)$. In questions 8 to 11, we are given two arbitrary elements $u$ and $v$ of $\mathcal{V}$.
Given $k \in \mathbf{N}$, give a simplified expression for $\operatorname{tr}(f_{1}^{(k+1)})$, and deduce from this the validity of Lemma A: for $u, v \in \mathcal{V}$, $\operatorname{tr}(u^{k} v) = 0$ for every natural integer $k$.

Let $a < b$ be two real numbers and $f : [a,b] \rightarrow \mathbb{R}$ be an infinitely differentiable function. Let us call (H) the following hypothesis: there exists a unique point $x_0 \in [a,b]$ where $f$ attains its maximum, we have $a < x_0 < b$, and $f''(x_0) \neq 0$.
We admit the identity $\int_{-\infty}^{+\infty} \exp(-x^2) \mathrm{d}x = \sqrt{\pi}$.
Under hypothesis (H), show the asymptotic equivalence, as $t \rightarrow +\infty$, $$\int_a^b e^{tf(x)} \mathrm{d}x \sim e^{tf(x_0)} \sqrt{\frac{2\pi}{t|f''(x_0)|}}$$

We consider an $\mathbf{R}$-vector space $E$ of dimension $n > 0$. Let $\mathcal{V}$ be a nilpotent vector subspace of $\mathcal{L}(E)$ containing a non-zero element, with generic nilindex $p := \max_{u \in \mathcal{V}} \nu(u)$. We introduce the subset $\mathcal{V}^{\bullet}$ of $E$ formed by vectors belonging to at least one of the sets $\operatorname{Im} u^{p-1}$ for $u$ in $\mathcal{V}$, and the vector subspace $K(\mathcal{V}) := \operatorname{Vect}(\mathcal{V}^{\bullet})$. In questions 8 to 11, we are given two arbitrary elements $u$ and $v$ of $\mathcal{V}$.
Let $y \in E$. Prove that $f_{1}^{(p-1)}(y) \in K(\mathcal{V})$. Using a relation between $u(f_{1}^{(p-1)}(y))$ and $v(u^{p-1}(y))$, deduce that $v(x) \in u(K(\mathcal{V}))$ for every $x \in \operatorname{Im} u^{p-1}$.

We admit the identity $\int_{-\infty}^{+\infty} \exp(-x^2) \mathrm{d}x = \sqrt{\pi}$.
(a) Show that for all integer $n \in \mathbb{N}$, we have $$n! = \int_0^{+\infty} e^{-t} t^n \mathrm{d}t$$
(b) Using the preceding results, recover Stirling's formula giving an asymptotic equivalent of $n!$.

We consider an $\mathbf{R}$-vector space $E$ of dimension $n > 0$. Let $\mathcal{V}$ be a nilpotent vector subspace of $\mathcal{L}(E)$ containing a non-zero element, with generic nilindex $p := \max_{u \in \mathcal{V}} \nu(u)$. We introduce the subset $\mathcal{V}^{\bullet}$ of $E$ formed by vectors belonging to at least one of the sets $\operatorname{Im} u^{p-1}$ for $u$ in $\mathcal{V}$, the vector subspace $K(\mathcal{V}) := \operatorname{Vect}(\mathcal{V}^{\bullet})$, and given $x \in E$, $\mathcal{V} x := \{v(x) \mid v \in \mathcal{V}\}$.
Lemma B states: Let $x$ be in $\mathcal{V}^{\bullet} \backslash \{0\}$. If $K(\mathcal{V}) \subset \operatorname{Vect}(x) + \mathcal{V} x$, then $v(x) = 0$ for every $v$ in $\mathcal{V}$.
Let $x \in \mathcal{V}^{\bullet} \backslash \{0\}$ such that $K(\mathcal{V}) \subset \operatorname{Vect}(x) + \mathcal{V} x$. We choose $u \in \mathcal{V}$ such that $x \in \operatorname{Im} u^{p-1}$.
Given $y \in K(\mathcal{V})$, show that for every $k \in \mathbf{N}$ there exist $y_{k} \in K(\mathcal{V})$ and $\lambda_{k} \in \mathbf{R}$ such that $y = \lambda_{k} x + u^{k}(y_{k})$. Deduce that $K(\mathcal{V}) \subset \operatorname{Vect}(x)$ and then that $v(x) = 0$ for every $v \in \mathcal{V}$.

Show that $$\lim_{a \rightarrow +\infty} \int_0^a |\sin(x^2)| \mathrm{d}x = +\infty$$

With $K = J_{n}$, $\varphi(X,Y) = X^{\top} J_{n} Y$, and $P$ a symplectic and orthogonal matrix with columns $X_{1}, \ldots, X_{2n}$ satisfying the properties of Q13: Show that, for all $i \in \{1,\ldots,n\}$, $X_{i+n} = -J_{n} X_{i}$.

Show that the determinant of a symplectic matrix equals either 1 or $-1$.
Recall: A matrix $M \in \mathcal{M}_{2n}(\mathbb{R})$ is symplectic if and only if $M^{\top} J_{n} M = J_{n}$.

Show that the inverse of a symplectic matrix is a symplectic matrix.

Show that the product of two symplectic matrices is a symplectic matrix. Is the set $\mathrm{Sp}_{2n}(\mathbb{R})$ a vector subspace of $\mathcal{M}_{2n}(\mathbb{R})$?

Let $M \in \mathcal{S}_{2n}(\mathbb{R}) \cap \mathrm{Sp}_{2n}(\mathbb{R})$. Let $\lambda \in \mathrm{sp}_{\mathbb{R}}(M)$ and $p = \dim E_{\lambda}$. Let $(X_{1}, \ldots, X_{p})$ be a basis of $E_{\lambda}$. Show that $(J_{n} X_{1}, \ldots, J_{n} X_{p})$ is a basis of $E_{1/\lambda}$ and that $$\dim(E_{\lambda}) = \dim(E_{1/\lambda}).$$

Let $Y_{1}, \ldots, Y_{p}$ be vectors of $\mathcal{M}_{2n,1}(\mathbb{R})$. Let $Y \in \mathcal{M}_{2n,1}(\mathbb{R})$. Show the implication $$Y \in \left(\operatorname{Vect}(Y_{1}, \ldots, Y_{p}, J_{n} Y_{1}, \ldots, J_{n} Y_{p})\right)^{\perp} \Longrightarrow J_{n} Y \in \left(\operatorname{Vect}(Y_{1}, \ldots, Y_{p}, Y, J_{n} Y_{1}, \ldots, J_{n} Y_{p})\right)^{\perp}.$$