Fekete's Subadditive Lemma
A real sequence is called subadditive if
Prove that exists in and that
Follow-up (one line, once you have the lemma): For a square matrix and any submultiplicative norm , show that exists.
Answer: Fekete's Subadditive Lemma
Key Idea / Intuition
Subadditivity says that splitting a long block into shorter blocks can only increase the total cost. Fix a good block length , one where is close to the infimum. Any large can be tiled by about copies of that block plus a short leftover piece. The average cost of the tiling is therefore close to . The leftover piece is shorter than , so it adds only a bounded amount, and that amount disappears after dividing by . The whole proof is the division algorithm .
Formal Proof / Solution
Let .
Lower bound. Every term satisfies , so
Upper bound. Fix . For , write with and . Applying subadditivity repeatedly gives with the convention that the term is absent when . Set which is a constant depending only on . Then
Now let with fixed:
- Since , we have .
- Since is fixed, .
Therefore
This holds for every , so we may take the infimum over :
If , this already says . Otherwise, combining with the lower bound gives
Follow-up.
- If for some , then for all , so the limit is .
- Otherwise for every . Indeed, would force for all . So we may set , which is finite. Submultiplicativity gives so is subadditive. By Fekete's lemma, converges to , where the value is allowed. Exponentiating, converges to .
Gelfand's formula identifies this limit as the spectral radius . Fekete's lemma gives existence of the limit for free.
Remarks.
- The same argument shows that the connective constant exists for self-avoiding walks, where counts walks of length . The key inequality is .
- The lemma is the deterministic seed of Kingman's subadditive ergodic theorem.
Source: Fekete (1923); classical folklore (e.g., Pólya–Szegő, Problems and Theorems in Analysis I, Part I, Problem 98)