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2.6. Asymptotic behavior: β i → ∞ 71Then, as shown at the beginning of the proof of Proposition 2.6.5, we haveP [X d = k] =[∞∑ d∑] [ d∑]P G i = j P H i = j + k = 〈u (d) , τ k u (d) 〉i=1i=1j=0w<strong>here</strong> 〈·, ·〉 is the scalar product of H. We now use the Cauchy–Schwarz inequality and the factthat τ k is norm preserving to conclu<strong>de</strong> that√P [X d = k] = 〈u (d) , τ k u (d) 〉 < 〈u (d) , u (d) 〉〈τ k u (d) , τ k u (d) 〉 = 〈u (d) , u (d) 〉 = P [X d = 0] .(Remark that the Cauchy–Schwarz inequality is strict <strong>here</strong> because u (d) and τ k u (d) are notproportional when k ≠ 0.)Combining Lemmas 2.6.6 and 2.6.7, we then get the monotonicity of P d in d.Proposition 2.6.8. For d ≥ 1,P d > P d+1 .Proof.P d+1 = P [X d+1 = 0] = P [X 1 + X d = 0]==

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