Polya Analysis Solutions
Polya Analysis Solutions
Polya Analysis Solutions
[email protected]
Springer
Berlin
Heidelberg
New York
Barcelona
Budapest
Hong Kong
London
Milan
Paris
Santa Clara
Singapore
Tokyo
[email protected]
This picture shows
G. P61ya (r.) and
G. Szego (I.) delivering
their original manu-
script to Springer in
Berlin in 1925 (courtesy
of G. Alexanderson) .
George P61ya
Born in Budapest, December 13,1887, George P61ya initially
studied law, then languages and literature in Budapest. He came
to mathematics in order to understand philosophy, but the
subject of his doctorate in 1912 was in probability theory and
he promptly abandoned philosophy.
After a year in GOHingen and a short stay in Paris, he received
an appointment at the ETH in Zurich. His research was multi-
faceted, ranging from series, probability, number theory and
combinatorics to astronomy and voting systems. Some of his
deepest work was on entire functions. He also worked in con-
formal mappings, potential theory, boundary value problems,
and isoperimetric problems in mathematical physics, as well as
heuristics late in his career. When P61ya left Europe in 1940,
he first went to Brown University, then two years later to
Stanford, where he remained until his death on September 7,
1985.
Gabor Szego
Born in Kunhegyes, Hungary, January 20, 1895, Szego studied
in Budapest and Vienna, where he received his Ph. D. in 1918,
after serving in the Austro-Hungarian army in the First World
War. He became a privatdozent at the University of Berlin and in
1926 succeeded Knopp at the University of Konigsberg. It was
during his time in Berlin that he and P61ya collaborated on
their great joint work, the Problems and Theorems in Analysis.
Szego's own research concentrated on orthogonal polynomials
and Toeplitz matrices. With the deteriorating situation in
Germany at that time, he moved in 1934 to Washington Uni-
versity, St. Louis, where he remained until 1938, when he moved
to Stanford. As department head at Stanford, he arranged for
P61ya to join the Stanford faculty in 1942. Szego remained at
Stanford until his death on August 7, 1985.
[email protected]
George P61ya • Gabor Szego
Springer
[email protected]
George P6lya t
Gabor Szego t
Translator:
Dorothee Aeppli
1414 Chelmsfordn Street
St.Paul,MN 55108
USA
This work is subject to copyright. All rights are reserved, whether the whole or part of the material is
concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting,
reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or
parts thereof is permitted ouly under the provisions of the German Copyright Law of September 9, 1965,in its
current version, and permission for use must always be obtained from Springer-Verlag. Violations are liable
for prosecution under the German Copyright Law.
The use of general descriptive names, registered names, trademarks etc. in this publication does not imply,
even in the absence of a specific statement, that such names are exempt from the relevant protective laws and
regulations and therefore free for general use.
[email protected]
G. P61ya G. Szego
Translation by D. Aeppli
Corrected Printing
Springer -Verlag
Berlin Heidelberg New York 1978
[email protected]
George P6lya Gabor Szego
Department of Mathematics, Stanford University
Stanford, CA 94305/USA
This work is subject to copyright. AU rights are reserved, whether the whole or part of the material is
concerned, specifically those of translation, reprinting, re-use of illustrations, broadcasting,
reproduction by photocopying machine or similar means, and storage in data banks. Under § 54 of the
German Copyright Law where copies are made for other than private use, a fee is payable to
"Verwertungsgesellschaft Wort", Munich.
© by Springer·Verlag Berlin Heidelberg 1972
Softeover reprint of the hardcover 15t Edition 1972
Printing and Bookbinding: BrOhlsche UniversiUitsdruckerei, Giessen
2141!314().5432
[email protected]
Preface to the English Edition
[email protected]
Preface to the First German Edition
[email protected]
Preface to the First German Edition VII
General rules which could prescribe in detail the most useful disci-
pline of thought are not known to us. Even if such rules could be for-
mulated, they would not be very useful. Rather than knowing the correct
rules of thought theoretically, one must have them assimilated into
one's flesh and blood ready for instant and instinctive use. Therefore,
for the schooling of one's powers of thought only the practice of thinking
is really useful. The independent solving of challenging problems will aid
the reader far more than the aphorisms which follow, although as a
start these can do him no harm.
One should try to understand everything: isolated facts by collating
them with related facts, the newly discovered through its connection
with the already assimilated. the unfamiliar hy analogy with the accus-
tomed, special results through generalization, general results by means
of suitable specialization, complex situations by dissecting them into
their constituent parts, and details by comprehending them within a
total picture.
There is a similarity between knowing one's way about a town and
mastering a field of knowledge; from any given point one should be able
to reach any other point 1. One is even better informed if one can imme-
diately take the most convenient and quickest path from the one point
to the other. If one is very well informed indeed, one can even execute
special feats, for example, to carry out a journey by systematically
avoiding certain forbidden paths which are customary-such things
happen in certain axiomatic investigations.
There is an analogy between the task of constructing a well-integrated
body of knowledge from acquaintance with isolated truths and the
building of a wall out of unhewn stones. One must turn each new insight
and each new stone over and over, view it from all sides, attempt to
join it on to the edifice at all possible points, until the new finds its
suitable place in the already established, in such a way that the areas
of contact will be as large as possible and the gaps as small as possible,
until the whole forms one firm structure.
A straight line is determined by two points. Similarly, many a new
result is obtained by means of a kind of linear interpolation between
1 See e.g. problem 92 and the neighboring problems in Part VI, also problem 64
in Part VIII.
[email protected]
VIII Preface to the First German Edition
[email protected]
Preface to the First German Edition IX
Not all the subject matter of analysis is suitable for problems. A
collection in which all the more important fields of analysis were ex-
haustively. dealt with would necessarily become too extensive and awk-
ward. One can, of course, make a selection in many different ways. We
have placed the greatest weight on the central field of modem analysis,
the theory of functions of a complex variable. However, we have kept
ourselves somewhat apart from the common highway travelled by the
usual lectures, textbooks and collections of problems, and have, all
things being eqt:.al, given preference to those fields which lie closest to
our personal interests. We have also taken problems from more difficult
fields and such as are still very much in the developmental stage, which
have scarcely or not at all been considered as yet in the textbook litera-
ture. The table of contents will illustrate this in more detail. Certain
chapters may also be made use of by the specialist. But we have nowhere
attempted to attain the completeness of a monograph since we have
subordinated the selection of the material to our chief aim, which is to
present the material, to the best of our ability, in an arrangement that
provides guidance and suggestions to the reader.
The origin of the material is highly varied. We have made selections
from the classical body of knowledge of mathematics and also from
treatises of more recent date. We collected problems which had in part
already been published in various periodicals and in part communicated
to us verbally by their authors. We have adapted the material to our
purpose, completed, reformulated and substantially expanded it. In
addition we have published here for the first time in the form of problems
a number of our own original results. We thus hope to be able to offer
something new even to the expert.
[email protected]
x Preface to the First German Edition
[email protected]
Preface to the First German Edition XI
first (generalization, converse, application). Some paragraphs are devoted
to a more detailed presentation and examination of analogies l . Here the
problems are taken in turn from the two subjects which are placed in
parallel. They belong together in pairs and form what may be termed a
"continued proportion". This arrangement seems to us to be particularly
instructive.
[email protected]
XII Preface to the First German Edition
sessions the easier problems were discussed in the classroom and the
answers were given orally by the students, while the more difficult
problems were answered in writing by an appropriately set deadline.
Important problems serving as paradigms were solved by the instructor.
Within one semester it was possible to covel' approximately the material
of one chapter. Several chapters have been tested in this manner and in
part revised on the basis of the experience which we have gained. We
believe that we may in good conscience recommend for the organization
of practice sessions and seminars the method which we have followed:
to pose not isolated problems, but carefully considered connected se-
quences of problems. Nearly all the chapters of this book can be used as
a basis for such instruction. It is obvious that some care should be exer-
cised. Especially, for homework or examinations, it is advisable to
replace some problems by related ones.
A continuous reading of the work, in which immediately after each
problem the solution is also read, can be recommended only to more
experienced readers. On the whole this is not in the spirit of the book.
Nevertheless certain chapters are suitable for such continuou!l reading
and may be used essentially as a teaching text. However, for this pur-
pose the presentation is rather condensed; it was intended to allow some
time for thinking about the problem between its formulation and its
solution, and about the proposition between its statement and its proof.
[email protected]
Preface to the First German Edition xm
pest), E. Landau (Gottingen), E. Lasker (Berlin), K. Lowner (Berlin),
A. Ostrowski (Gottingen), M. Plancherel (ZUrich), H. Priifer (Jena) ,
T. Rad6 (Szeged), M. Riesz (Stockholm), A. Stoll (ZUrich), O. Toeplitz
(Kiel), A. Walther (Gottingen). We were also permitted to incorporate
some results from unpublished papers in the estate of A. Hurwitz, and
also in that of F. and Th. Lukacs. In particular we would like to thank
sincerely T. Carleman (Lund) and I. Schur (Berlin) for their valuable
problems and also A. and R. Brauer (Berlin), H. Rademacher (Ham-
burg), and H. Weyl (ZUrich) for their truly devoted co-operation. Our
sincere thanks are also due to the publisher who accommodated us in
every respect in spite of the present difficult times.
ZUrich and Berlin, October 1924
G. P6lya . G. Szego
[email protected]
Contents
Part One
Chapter 1
Problem Prob· Solu-
Numbers Operations with Power Series
lem tion
§1 (1-31). Additive Number Theory, Combinatorial Problems, Page Page
and Applications • . . . . . . . . . . . 173
§2 (31.1-43.1). Binomial Coefficients and Related Problems 6 183
§3 (44-49). Differentiation of Power Series 8 185
§4 (50-60). Functional Equations and Power Series 9 186
§5 (60.1-60.11). Gaussian Binomial Coefficients 11 188
§6 (61-64.2). Majorant Series . . . . . 13 189
Chapter 2
Linear Transformations of Series. A Theorem of Cesaro
§1 (65-78). Triangular Transformations of Sequences into Se-
quences 15 191
§2 (79-82). More General Transformations of Sequences into
Sequences ... 19 194
§3 (83-97). Transformations of Sequences into Functions. Theo-
rem of Cesaro , 20 195
Chapter 3
The Structure of Real Sequences and Series
§1 (98-112). The Structure of Infinite Sequences . 23 198
§2 (113-116). Convergence Exponent . . . . . . . 25 202
§3 (117-123). The Maximum Term of a Power Series 26 203
§4 (124-132). Subseries . . . . . . . . . . . . . 28 205
§5 (132.1-137). Rearrangement of the Terms . . . . 30 207
§6 (138-139). Distribution of the Signs of the Terms 32 208
Chapter 4
Miscellaneous Problems
§1 (140-155). Enveloping Series . . . . . . . . . . . . . . . 32 209
§2 (156-185.2). Various Propositions on Real Series and Sequences 36 212
§3 (186-210). Partitions of Sets, Cycles in Permutations 42 224
[email protected]
Contents XV
Part Two
Integration
Chapter 1 Prob- Solu-
Problem lem tion
Numbers The Integral as the Limit of a Sum of Rectangles Page Page
§1 (1-7). The Lower and the Upper Sum 46 230
§2 (8-19.2). The Degree of Approximation _ 49 231
§3 (20-29). Improper Integrals Between Finite Limits 51 236
§4 (30-40). Improper Integrals Between Infinite Limits _ 53 237
§5 (41-47). Applications to Number Theory. 55 239
§6 (48-59). Mean Values and Limits of Products 57 241
§7 (60-68). Multiple Integrals 59 244
Chapter 2
Inequalities
§1 (69-94). Inequalities _ 62 247
§2 (94.1-97). Some Applications of Inequalities 72 255
Chapter 3
Some Properties of Real Functions
§1 (98-111). Prope; Integrals _ 75 258
§2 (112-118.1). Improper Integrals 77 261
§3 (119-127). Continuous, Differentiable, Convex Functions _ 79 264
§4 (128-146). Singular Integrals. Weierstrass' Approximation
Theorem 81 270
Chapter 4
Various Types of Equidistribution
§1 (147-161). Counting Function. Regular Sequences 85 275
§2 (162-165). Criteria of Equidistribution _ 87 279
§3 (166-173). Multiples of an Irrational Number _ 88 280
§4 (174-184). Distribution of the Digits in a Table of Logarithms
and Related Questions 90 281
§5 (185-194). Other Types of Equidistribution _ 92 285
Chapter 5
Functions of Large Numbers
§1 (195-209). Laplace's Method 95 287
§2 (210-217.1). Modifications of the Method 98 291
§3 (218-222). Asymptotic Evaluation of Some Maxima 100 294
§4 (223-226). Minimax and Maximin . 101 295
Part Three
Functions of One Complex Variable. General piut
Chapter 1
Complex Numbers and Number Sequences
§1 (1-15). Regions and Curves. Working with C~mplex Vari-
abies. 103 297
§2 (16-27). Location of the Roots of Algebraic Equations _ 105 300
[email protected]
XVI Contents
Problem Prob· Solu·
Numben lem tion
§3 (28-35). Zeros of Polynomials, Continued. A Theorem of Page Page
Gauss 108 302
§4 (36-43). Sequences of Complex Numbers. • 109 305
§5 (44-50). Sequences of Complex Numbers, Continued: Trans-
formation of Sequences . 111 307
§6 (51-54). Rearrangement of Infinite Series 112 311
Chapter 2
Mappings and Vector Fields
§1 (55-59). The Cauchy-Riemann Differential Equations 113 311
§2 (60-84). Some Particular Elementary Mappings • 115 313
§3 (85-102). Vector Fields 119 317
Chapter 3
Some Geometrical Aspects of Complex Variables
§1 (103-116). Mappings of the Circle. Curvature and Support
Function . 1~5 322
§2 (117-123). Mean Values Along a Circle. 127 324
§3 (124-129). Mappings of the Disk. Area . . • 129 325
§4 (130-144). The Modular Graph. The Maximum Principle 130 326
Chapter 4
Cauchy's Theorem • The Argument Principle
§1 (145-171). Cauchy's Formula. 133 329
§2 (172-178). Poisson's and Jensen's Formulas 138 338
§3 (179-193). The Argument Principle 140 341
§4 (194-206.2). Rouche's Theorem. 142 344
Chapter 5
Sequences of Analytic Functions
§1 (207-229). Lagrange's Series. Applications 145 347
§2 (230-240). The Real Part of a Power Series . 150 354
§3 (241-247). Poles on the Circle of Convergence . 152 357
§4 (248-250). Identically Vanishing Power Series. 153 359
§5 (251-258). Propagation of Convergence 154 360
§6 (259-262). Convergence in Separated Regions . 156 363
§7 (263-265). The Order of Growth of Certain Sequences of Poly-
nomials 157 365
Chapter 6
The Maximum Principle
§1 (266-279). The Maximum Principle of Analytic Functions 157 367
§2 (280-298). Schwarz's Lemma . 160 369
§3 (299-310). Hadamard's Three Circle Theorem. 164 374
§4 (311-321). Harmonic Functions • 165 377
§5 (322-340). The Phragmen-Lindelof Method 166 379
[email protected]
Notation and Abbreviations
We tried to be as consistent as possible in regard to notation and abbreviations
and to denote quantities of the same nature by the same symbol, at least within a
section. A particular notation might be specified for one or two sections. Otherwise
the meaning of every letter is explained anew in every problem except whim a
previous problem is referred to. A problem that is closely related to the preceding
one is introduced by the remark "continued"; if it is related to some other problem
the relevant number is mentioned, e.g. "continuation of 288".
We denote Parts by roman, Chapters (if necessary) by arabic numerals. The
numbering of the problems recommences with each Part. The problem numbers
are in boldface. Within the same Part only the number of the problem is given; if,
however, we refer to another Part its number is indicated also; e.g. if we refer to
the problem (or solution) 123 of Part II in a problem (or solution) of Part II we
write "123"; in a problem (or solution) of any other Part we write "11123".
Remarks in square b~ackets [] mean hints in the problems and quotations in
the solutions (in particular at the beginning of the solutions) or references to other
problems that are used in the proof. All other remarks are in ordinary parentheses.
A problem number quoted refers to the problem as well as to the solution except
when the one or the other is stressed, e.g. [solution 38].
Almost always references to the sources are given only in the solution. Prob-
lems that appeared already in print are quoted as such. If the author but no biblio-
graphy is mentioned the problem has been communicated to us as new. Problems
whose number is preceded by the sign * (as *5 in Part II) or contains a decimal
point (as 80.10 in Part I) are new (that is, either not contained in the original
German edition, or contained there, but essentially modified in the present English
version). If the problem is the same as in the original, but the solution has some
essential new feature, the sign * is used only in the solution. The abbreviations of
the names of journals are taken from the index of Mathematical Reviews and, if
not listed there, from World List of Scientific Periodicals Published 1900-1960,
Peter Brown, British Museum, Washington Butterworths, 1963.
[email protected]
XVIII Notation and Abbreviations
The following textbooks are quoted repeatedly and they are cited by the name
of the author only or by a particular abbreviation (e.g. Hurwitz-Courant; MPR.):
E. Hecke: Vorlesungen fiber die Theorie der algebraischen Zahlen. New York:
Chelsea Publishing 1948.
E. Hille: Analytic Function Theory. Vol. I: Boston-New York-Chicago-Atlanta-
Dallas-Palo Alto-Toronto-London: Ginn & Co. 1959; Vol. II: Waltham/Mass.-
Toronto-London: Blaisdell Publishing 1962.
A. Hurwitz-R. Courant: Vorlesungen iiber allgemeine Funktionentheorie und ellip-
tische Funktionen. 4th Ed. Berlin-Gottingen-Heidelberg-New York: Springer
1964.
K. Knopp: Theory and Applications of Infinite Series, 2nd Ed. London-Glasgow:
Blackie & Son 1964.
G. Kowalewski: Einfiihrung in die Determinantentheorie. 4th Ed. Berlin: Walter
de Gruyter 1954.
G. P6lya: How to Solve It. 2nd Ed. Princeton: Princeton University Press 1971.
Quoted: HSI.
G. P6lya: Mathematics and Plausible Reasoning. Vols. 1 and 2. 2nd Ed. Princeton:
Princeton University Press 1968. Quoted: MPR.
G. P6lya: Mathematical Discovery. Vols. 1 and 2. Cor. Ed. New York: John Wiley &
Sons 1968. Quoted: MD.
E. T. Whittaker and G. N. Watson: A Course of Modern Analysis. 4th Ed. London:
Cambridge University Press 1952.
The following notation and abbreviations are used throughout the book:
an - a means: an tends to a as n _ 00.
an N b.. (read: lin is asymptotically equal to b.. ) means: b.. =1= 0 for sufficiently
a..
large nand - _ 1 as n _ 00.
b..
O(IIn). with an > O. denotes a quantity that divided by a.. remains bounded;
o(a.. ) a quantity that divided by lin tends to 0 as n _ 00.
Such notation is used analogously in limit processes other than n _ 00.
x _ a + 0 means x converges from the right (x _ a - 0 from the left) to a.
exp (x) = e". e is the base of natural logarithms.
Given 1J real numbers al' a l ..... a ... max (al. a2• .... an) denotes the largest (or
one of the largest) and min (al • a l •..•• a.. ) the smallest (or one of the smallest)
among the numbers al •. a l •..•• a... max f(x) and min f(x) have an analogous meaning
for a real function defined on the interval a. b. provided f(x) assumes a maximum
[email protected]
Notation and Abbreviations XIX
or a minimum on a, b. Otherwise we retain the same notation for the least upper
and the greatest lower bound resp. (similarly in the case of a complex variable).
sgn x stands for the signum function:
+1 for x > 0
sgnx= { Oforx=O
-1 for x < 0
[x): denotes the largest integer that is not larger than x (x - 1 < [x] ~ x).
Square brackets, however, are also used instead of ordinary parentheses if no
misunderstanding is expected. (Their use in a very special sense is restricted to
Part I, Chap. 1, § 5.)
if is the conjugate to the complex number z.
:For the determinant with general term a;.,,.., A,I4 = 1, 2, ... ,11, we use the
abbreviated notation
[email protected]
Problems
Part One
Chapter 1
[email protected]
2 Operations with Power Series
the same terms but in different order are regarded as different.} The
series
as a product.
8. Let £1' £2' ... , £8 assume the values -1, 0, 1. Modify problem 7
accordingly. Let D.. denote the number of different sums of value n
Find the factorization of the following expression (function of C)
99
~ D ..e".
,,--99
[email protected]
Pt. I. Chap. 1. No. 5-20 3
15. A set of weights 1, 3, 9, 27, 81, ... can be used to weigh any weight
that is a positive integral multiple of a given unit if both pans of the
scales are used, and this can be done in exactly one way.
16. Write
(1 + qC) (1 + qC2 ) (1 + q~) (1 + qC8 ) (1 + qC16 ) •••
= ao + alC + a2C2 + a3C3 + ....
= 1- a- b + ab - e + ae + be - abe - d + ....
What is the sign of the n-th term?
18. Prove the identity
18.1. The first and the third problem considered in the solution of 9
(concerned with A" and en respectively) are the extreme cases of a
common generalization which, properly extended, includes also 18.
Formulate such a generalization.
18.2. In a legislative assembly there are 2n + 1 seats and three
parties. In how many different ways can the seats be distributed among
the parties so that no party attains a majority against a coalition of
the other two parties?
19.
(1 + C) (1 + C2 ) (1 + C3 ) (1 +~) ... = (1 _ C) (1 _ C3) (~ _ C5) (1 _ C7) •.••
6, 1 + 5, 2 + 4, 1 + 2 + 3,.
with odd terms
1 + 5, 3 + 3, 1 + 1 + 1 + 3, 1 + 1 + 1 + 1 + 1 + 1.
[email protected]
4 Operations with Power Series
1 + 1 + 1 + 1, 1 + 1 + 2, 2 + 2, 1 + 3,
1+ 2 + 1, 3 + 1.
2 + 1 + 1,
22. The total number of non-negative integral solutions of the follow-
ing Diophantine equations is n 1: +
x + 2y = n, 2x + 3y = n - 1, 3x+ 4y = n - 2; ... ,
nx + (n + 1) y = 1, (n + 1) x + (n + 2) Y = O.
x + 2y = n - 1, 2x + 3y = n -+ 4y = n - 5, ...
3, 3x
is smaller than n + 2; moreover the difference n + 2 - N is equal to
the number of divisors of n + 2 (d. VIII, Chap. 1, § 5).
24. Prove that the total number of non-negative integral solutions
of the following Diophantine equations is n:
x + 4y = 3n - 1, 4x + 9y = 5n - 4, 9x + 16y = 7n - 9, ...
[email protected]
Pt. I. Chap. 1. No. 21-30 5
of
Then we have
. An 1
lim - - = .
n..,.~ n l - l a l a 2 ••• al(l - 1)!
-.!...
271:
J __+ 1)3 . 2s + 1
" (S
. l2n
n--t
. t
2_
sm--t
_ _2 _
. t
dt .
-" 5m 2 sm 2
[email protected]
6 Operations with Power Series
(~)-(~)+(;)-"'+(-1)'(:)' (_1)'(n~1).
32. (~y + cr+ (; r + ... + (: Y= (2:).
33. C;Y - c:r +C;Y - ... - (2n 2: 1Y + (::Y = (-1)" (2:).
34. Put
2: ak ;/' 2: bi = 2: e"z" ,
k=O l=O ,,=0
[email protected]
Pt. I, Chap. 1, No. iJ1-41 7
we have thejdentity
(x + y)"IIt = x"I" + (~) x,,-II 1t ylilt + (;) x,,-21" y211t + ... + y"I".
36 (continued). Prove the following generalization of the multinomial
theorem
r(:)x
11=0
[email protected]
8 Operations with Power Series
and
= {O for n =l= 2,
8 forn = 2.
43.1. Verify the identity
(_1),,-1 x"
:E--=e
00 -x 1 1
1:(1+-+-+
1) :/'
... +-~.
00
1 n! n 1 2 3 n n!
[email protected]
Pt. I, Chap. 1, No. 42-50 9
(z~)"_l_=
dz 1 - z
1"z + 2"Z2 + 3"Z3 + ... =~~,
(1 _ z)"+l
n = 1,2,3, ...
47. Let I(x) and g(x) be two arbitrary polynomials, assume however
that g(x) does not have any non-negative integral zeroes. The series
z(1 - z) dz 2
d2y
+ (1 - dy 1
2z) dz - ""4 y = O.
[email protected]
10 Operations with Power Series
11=1
t") = ~
8=-00
q""z", iqi < 1.
n (1- qll) =
~
n=1
~ (-1)" q-2-,
11=-00
iqi < 1.
55.
~ "(11+1)
1 - q8. 1 - 'I' . 1 - q8 ••• _
1 - q 1 - q8 1 - q5 -11=0
~q-2-
'
iqi < 1.
58. We have for iqi < 1 the relation
1-q 1_ q8 1_nII
_ . __ • __
1-'1'
't~ • _ _
1+q 1+q8 1+q8 1+'1'
••• = 1- 2q + 2q"• - 2q9 + 2q16 - .•.
•
57. Let iqi < 1. Define
G(z) = -q- (1 - z)
1-q
+ 1-
_q_Z_ (1 -
q8
z) (1 - qz)
[email protected]
Pt. I, Chap. 1, No. 51- 60.3 11
[~J = O.
We suppose initially that q avoids the roots of the denominators (certain
roots of unity). Sometimes we shall find it necessary to emphasize the
dependence on q; then we shall use the more explicit notation [:1
for [:J.
80.1. Show that
lim
q ..... l
[n]
k -
_ (n)
k •
Cf.10.
80.2. Show that
[email protected]
12 Operations with Power Series
60.4.
[n t 1J = [~J + [k ~ 1J qK-k+l.
60.5. Show that GJ which we have defined as a rational function
of q is, in fact, a polynomial in q, of degree k(n - k)
k(K-k)
[ ~ J= 2 CK,k,~q"·
~=O
(We may regard henceforth [~J as a polynomial, defined for all values
of q.)
60.6. According to the notation explained above [~l, is the ex-
pression which we obtain from [;J by sUbstituting q2 for q. Prove the
identity in z
iI (1 +
h=l
q2h-1Z) (1 + q2/o-1 z -1) = [2nJ + i [
n q' h=l
2n ]
n -" q'
q"'(z" + Z-h).
60.7. Let m, r, and 5 denote non-negative integers. For q = -1 the
[2;J_1 I
Gaussian binomial coefficients assume simple values:
0 when r odd
(7) when r = 25,
=
when n is even. [Call F(q, n) the proposed expression. Then you have to
prove that
F(q, n) = (1 - qK-1) F(q, n - 2). for n > 3.
[email protected]
Pt. I, Chap. 1, No. 60.4-60.11 13
80.10. The number of those zig-zag paths between the street corners
(0,0) and (1', s) the area under which is tx equals c""'''' (notation 80.5).
In order to specify one of the (:) zig-zag paths considered in 80.9
we view in succession the unit segments of which it consists starting from
(0,0) and we write x or y according as the segment viewed is parallel
to the x-axis or the y-axis. Thus the zig-zag path specified by the sequence
of letters
xxyxyyx
§ 6. Majorant Series
Let
[email protected]
14 Operations with Power Series
lao I < POI lall :=;: Pl' la2 1:=;: P2' ... , la,,1 :=;: P.. , ...
hold simultaneously for all n we use the notation
A(z) ~ P(z),
in words: "P(z) is a majorant of A (z)" or "A(z) is a minorant of P(z)".
61. If A (z) ~ P(z) and A *(z) ~ P*(z) then we have also
A(z) + A*(z) ~ P(z) + P*(z)
and
A (z) A *(z) ~ P(z) P*(z).
62. If n is a positive integer we have
63. Put
From
64.1. Let Zl' Z2' ... , z,. denote the zeros of the polynomial
z,. + alz,.-l + a2z"-2 + ... + an and define
Sk = ~ + ~ + ... + z!
[email protected]
Pt. I, Chap. 1, No. 61-64.2· Chap. 2, No. 65 15
for k = I, 2, 3, ... Assume that
Is" I <1 for k = I, 2, ... , n.
Then
Chapter 2
Poo,
Pro, Pw
P'IIJ' P21' P22'
Suppose that the numbers P,.. are non-negative and that the sum of
each row is 1:
P,.. > 0, p,.o + P,.l + ... + P.... = 1 for'll = 0, 1, ... , n; n = 0, 1, 2, ...
We transform any given sequence of numbers so' S1' S2' ••• , s,., ... into
a new sequence to' tl' tz, ... , t,., ... in setting
°
We have here an important particular case of a linear transformation
of a sequence into a sequence. In defining P,.. = for'll> n we extend
our triangular array into an infinite square array, the matrix of the trans-
formation (P... ) in which P,.. is the element in the n-th row and 'II-th
column.
[email protected]
16 Linear Transformations of Series. A Theorem of Cesaro
• 50 + 51 + 52 + ." + 5.. .-
lim = lim s...
"-+00 n+1 "-+00
68. If the sequence Pi' P2' ... , P.. , ... of positive numbers converges
to the positive value P then
"+1 _ _ _ __
lim
"-+00
VPOP1P2 ... P" = p.
68.1. The numbers ao, aI' aa, ... are positive and
a
lim _~+l = p.
K-+co a,..
"
Then lim ~ exists also and has the same value p.
[email protected]
Pt. I, Chap. 2, No. 66-74 17
Then
. ao + a 1 + a2 + ... + a"
lim = S.
n-+co bO + b1 + b2 + ... + bn
71. Assume IX > O. Reduce the computation of
lim 1,,-1 + 2,,-1 + 3"-1 + ... + ",,-1
"-+-00 n'"
to the computation of
lim (n + 1)" - n" •
"-700 nl%-l
lim P.. - 0 ·
11m q.. = 0.
n-+co Po + PI + P2 + ... + P" - , ,,-+00 qo + ql + q2 + ... + q"
Define a new sequence
r.. = Poq.. + Plq.. - l + P2q.. -2 + ... + P..qo' n = 0,1,2, ...
This sequence satisfies again the condition
.
lim "" = O.
"-+00 "0 + "1 + "2 + ... + ""
74. Let
Po' Pv P2' ... , P.. , ... ; .qo, qv q2' ... , q", ...
be defined as in 73, and let
[email protected]
18 Linear Transformations of Series. A Theorem of Cesaro
and
If both these limits exist they are equal. (The proposition is of special
interest if lim s.. does not exist. If lim s.. exists the proposition is a
fI~co 11-+00
consequence of 72.)
75. Let (J > o. If the series
is convergent. then
lim (al
....... 00
+ a2 + as + ... + a..) n -a = O•
(Series of this kind are called Dirichlet series. Cf. VIII. Chap. 1. § 5.)
76. Assume PI> O. Ps> o. Ps> 0•... and that the sequence
Pl' P 2• P a• •.•• p .. = PI + P2 + Ps + ... + P... ••. is divergent. and
limp..p,;l = o. Then
....... 00
[email protected]
Pt. I, Chap. 2, No. 75-82 19
§ 2. More General Transformations of Sequences into Sequences
79. Consider the infinite matrix
POO' POI' PO?' .,.
PlO' PU' P12' .,.
P2O> P21' P22' .•.
Suppose that all the numbers PM are non-negative and that the sum in
each row is convergent and equal to 1 (P ... > 0; 1: PM = 1, for n,
.=0
v = 0, 1, 2, ...). Let so' Sl' ••• , s..' '" form a bounded sequence. Defi.ne
a new sequence to' t1 , t2 , ••• , t.. , ... by setting
for each fixed v. (This is the necessary and sufficient condition of the
"regularity" of the transformation with matrix (P...); cf. 66.)
81. Assume that the series
c1 + 2c2 + 3cs + 4c4 + ... + nc.. + ...
converges. Then the series
cn + 2c"+1 + 3c"+2 + 4n.. +s + ... = t..
converges too and
lim t.. = O.
"-+00
[email protected]
20 Linear Transformations of Series. A Theorem of Cesaro
holds for every convergent sequence so' 51' 51' ..• for which lim s.. = 5
.. -+co
if and only if for each fixed ."
lim 11'.(t) = O.
'-+1-0
Then
/10 + alt + a2t2 + ... + a..t" + ... converges for It I < 1
and
[email protected]
Pt. I. Chap. 2. No. 83-91 21
86. If the series
ao + al + a2 + ... + a" + ... = s
is convergent then
lim (ao + alt + a2t2 + ... + a"r + ...) = s.
1-+1-0
87. Set
n = 0, 1, 2, 3, ...
If
• So + Sl + S2 + ... + s"
hm = s
"-+00 n +1
exists, then
lim (a o + alt + a2t2 + ... + ant" + ...) = s.
1-+1-0
f
1
dx C'V ~lo _1_ [II 202.]
V(1-x2)(1-k2x2) 2 gl-k'
o
91. Let A" and E" be the numerator and denominator, respectively,
of the n-th convergent of the infinite continued fraction
al al al A" al al al al
T1 + J3 + is + ... and so B" = T1 + J3 + is + ... + 12n _ 3' a> O.
Assume that this continued fraction converges. Find its value applying
85 and using the series
A B
-T x", = 1; -T x".
00 00
F(x) = 1; G(x)
,,=0 n. ,,=0 n.
[email protected]
22 Linear Transformations of Series. A Theorem of Cesaro
Then a o + alt + a2t2 + ... + ant" + ... converges too for all values of t
and in addition
. ao + alt + a2t 2 + ... + ai" + ...
lim 2 =s. (Cf. IV 72.)
1-+00 bo + bIt + b2t + ... + bnt" + ...
. (
hm
1-+00
So + Sl -1't.
+ S2.t2 t") -I
-2' + ... + s" , + ... e =
n.
S.
lo(x) = 1 - i!l!
1 (X)2 1 (X)4 (_1)m(X)2m + ....
2 + 2! 2! 2 -'" + m! mT '2
[email protected]
Pt. I, Chap. 2, No. 92-97· Chap. 3, No. 98-102 23
We have
Chapter 3
Then
an
lim - = W
n-+oo n
exists; w is finite and we have
wn - 1 < an < wn + 1.
100. If the general term of a series which is neither convergent nor
properly divergent tends to 0 the partial sums are everywhere dense be-
tween their lowest and their highest limit points.
101. Let an> 0, lim an = 0 and the series a1 + a2 + ... + an + ...
be divergent. Put a1 + a2 + '" + an = Sn and denote by [sn] the largest
n-+~
[email protected]
24 The Structure of Real Sequences and Series
103. Let "1' "2' ... , Vn , ••• be positive integers, "1 < "2 < V3 < ....
The set of limit points of the sequence
infinitely many subscripts n for which In is smaller than all the terms
ll' l2' l3' ... , In-1 preceding In' (In < lk' k = 1, 2, 3, ... , n - 1).
108. Let ll' l2' l3' ... , lm, ... be a sequence of positive numbers
(positive in the sense of > 0) and let lim lm = O. Then there ar.e infini-
m-+~
tely many subscripts n for which In is larger than all the terms In+!' In+2''''
following In' (In > lnH' k = 1, 2, 3, ... ). (Not only the conclusion but
also the hypothesis is different from the one in 107.)
109. Given two sequences
m = 1, 2, 3, ...
satisfying the conditions
lim 1m = 0,
m-+~
m-+~
Then there are infinitely many subscripts n such that two different kinds
of inequalities hold simultaneously:
lns" > In-1sn-1' lnsn > In-2 sn-2' ... , lnsn > l1S1' [107, 108.J
110. If the sequence ~\ ~2, ••• , ~, '" tends to + 00 and if A is
larger than its minimum [105J then there exists a subscript n (or several
[email protected]
Pt. I, Chap. 3, No. 103-112 25
subscripts n). n > 1, so that the quotients
L .. - L,,_1 L .. - L .. _ 2 L" - L,,_a L"
---- --2- --
3 - , .•. , n
1
are ~ A and the infinitely many quotients
L,,+1 - L .. L,,+2 - L .. L,,+S - L"
--1-- --- --
3 - ' ...
2
are all > A. [The quantities in question can be interpreted as the slopes
of certain connecting lines between the points with cartesian coordinates
(0, L o), (1, L 1 ), (2, L 2 ), ••• , (m, Lm), ... ; Lo = O.
This interpretation leads to a geometric proof of the statement.]
111. Assume that the sequence l]> l2' la' ... , lm' ... satisfies the sole
condition
lim lm = +00.
m-+oo
Let A be larger than II (A > ll)' Then there exists a subscript n, n > 1,
such that all these inequalities hold simultaneously:
1"_/1+1 + ... + 1"_1 + I" < A ~ 1"+1 + 1,,+2 + ... + 1,,+. ,
fI - - v
p = 1, 2, ... , n; 11 = 1, 2, 3, ....
If A tends to infinity then so does n.
112. Let the sequence ll' l2' ... , lm' ... satisfy the two conditions
lim lm
m-+oo
= 0,
m-+oo
and assume II > A > O. Then there exists a subscript n, n > 1, such
that the inequalities
1"_/1+1 + ... + 1"_1 + I" > A> 1"+1 + 1.. + 2 + ... + l,,+>,
fA - - v
p = 1, 2, ... , n; 11 = 1, 2, 3, ...
§ 2. Convergence Exponent
The convergence exponent of the sequence r1 , r2 , r a, ... , rm' ... where
o < r1 < r2 < "', lim rm = 00, is defined as the number;' having the
m .... oo
following property:
rIO' + riO' + riO' + ... + r;;;O' + ...
[email protected]
26 The Structure of Real Sequences and Series
converges for q > A. and diverges for q < A.. (For q = A. it may converge
or diverge.) For q = 0 the series is divergent, therefore A. >0. If the
series does not converge for any q then A. = 00.
113. Show that
. logm
lim sUP-I- =A..
"'-+00 og 1'",
114. Let Xl' X 2 ' X a' ••• , X"" ••• be arbitrary real numbers, x'" =1= O.
If there exists a positive distance IS such that IXI - xk I > IS, 1< k,
I, k = 1, 2, 3, ... , then the convergence exponent of Ix1 1, Ix2 1, Ix3 1, ... ,
IX", I, ... is at most l.
115. Let {J be larger than the convergence exponent of the sequence
'1' '2' '" Then there exist infinitely many subscripts n for which the
n - 1 ineqUalities
1 1
1'2
< (~)7i, ... , 1'.. _1 < (~)7i
1'.. n 1'.. n
are satisfied. [107.]
116. Assume that the convergence exponent A. of the sequence
'1' '2' 'a' ... , , "" ... is positive and 0 <IX < A. < {J. Then there are
infinitely many subscripts such that the two types of inequalities
1
1',. > (.!!....):¥" for p = n - 1, n - 2, ... , 1,
1'.. n
1
r.
1'..
> (~)7i
n
for v = n + 1, n + 2, n + 3, ...
hold simultaneously. [109.]
• I'm
lim-=oo.
m4-oo S'"
[email protected]
Pt. I, Chap. 3, No. 113-121 27
Then arbitrarily large values of nand r can be found for which the
following inequalities hold simultaneously [111]:
k = 0, 1, 2, 3, ...
(At the root of this fact, and of 122, lies the comparison of two power
series
Suppose that Po > 0, PI > 0, ... , Pm > 0, and that P. =l= for at
least one subscript i. Let e, e> 0, possibly e = 00, be the radius of
°
convergence of the power series
Po + PIX + P2 X2 + ... + Pmx'" + ....
The sequence
Po' PIX, P2x2, ... , Pm xm , ...
° °
converges to if < X < e. Therefore there exists [105J a maximum
term whose value is denoted by ,u(x). I.e.
Pmx'" ~ ,u(x), m = 0, 1, 2, ...
The central subscript v(x) is the subscript of the maximum term, i.e.
,u(x) = P'(X)x·(X). If several of the terms Pmxm are equal to ,u(x) we call
v(x) the largest of the corresponding subscripts. More details in IV,
Chap. 1.
119. For an everywhere convergent power series in X which is not
merely a polynomial the central subscript v(x) tends to CXJ with x.
120. The subscript of the maximum term increases as x increases.
(One might consider this situation as somewhat unusual: in the course
of successive changes the position of maximum importance is held by
more and more capable individuals.)
121. The series
Po + PIX + P2X2 + ... + Pmxm + ...
with positive coefficients and finite radius of convergence e (Pm> 0,
e > 0) is such that one term after the other, all terms in turn, become
maximum term. Then ~ is the radius of convergence of the series
(!
-+-+-+
1
Po
x
Pi
x
P2
... +-+
xm
2
Pm
....
[email protected]
28 The Structure of Real Sequences and Series
§ 4. Subseries
Let tl' t2, ts' ... , t.. , ... be integers, 0 < tl < t2 < ts < .... The series
a, + a, + a, + ... + a, +. ..
J I I "
is called a subseries of the series
al+~+a3+"·+a.. +"·,
124. From the harmonic series
~+.!..+~+ ... +~+ ...
1 2 3 n
remove all terms that contain the digit 9 in the decimal representation
of the denominator. The resulting subseries is convergent.
125. If all the subseries of a series converge then the series is absolu-
tely convergent.
126. Let k and 1 denote positive integers. Must the convergent series
a 1 + as + a3 + ... be absolutely convergent if all its subseries of the
[email protected]
Pt. I, Chap. 3, No. 122-131 29
form
a" + aHI + aH21 + aH31 + ...
(subscripts in arithmetic progression) converge?
127. Let k and l be integers, k :?: 1, l :?: 2. Must the convergent series
a 1 + all + as + ... be absolutely convergent if all its subseries of the
form
a" + a", + aid' + a"" + ...
(subscripts in geometric progression) are convergent?
128. Let q;(x) denote a polynomial assuming integral values for
integral x, q;(x) = cox' + C1x'-1 + ... [VIII, Chap. 2]. Assume that
the degree is l > 1 and that the coefficient Co of x' is positive (co> 0).
The values q;(0). q;(1). q;(2), ... form a generalized arithmetic progression
of order l; since Co > 0 only a finite number of terms of the progression
can be negative. Must a convergent series a1 + as + as + ... converge
absolutely if all its subseries whose subscripts form a generalized arith-
metic progression
a9'(O) + a9'(l) + a9'(2) + a9'(S) + ...
(omitting the terms with negative subscripts) converge?
129. If the series a1 + all + as +' ... converges absolutely and if
every subseries
a, + a21 + aSI + "', l = 1, 2, 3, ...
has the sum 0 then al = as = ... = o.
130. Consider the set of points determined by all the subseries of
222 2
3"9" 27 + + + .. , + 3" + ....
This set is perfect and nowhere dense (closed and dense in itself. but
nowhere dense in the set of all real numbers). (We have to consider all
the subseries. finite and infinite. including the "empty" subseries to
which we attribute the sum 0.)
131. Let the terms of the convergent series
[email protected]
30 The Structure of Real Sequences and Series
(1 + ~) (1 - !) (1 + !) (1 - ~) (1 + ~) ... = Pl,l
(1 +~)
P p,q = 2 (1 +~)
4 ... (1 +~)
2p
X(1-~)(1-~)"'(1--,1-)(1
3 5 2q + 1 .
+_1_)
2p + 2
...
in which blocks of P factors greater than 1 alternate with blocks of q
factors smaller than 1. (Factors of the same kind remain in the "natural"
order.) Show that
pp,q=Vf· [II 202.]
132.2. By rearranging the terms of the infinite series
Let r1, r2 , r3 , ••• , s1> S2' S3' ••. be two sequences of steadily increasing
natural numbers without common terms. Suppose furthermore that all
positive integers appear in one or the other of the two sequences
[email protected]
Pt. I, Chap. 3, No. 132-136 31
(r", < r"'+1' s.. < s"+1' r", Ee: s.. for m, n = 1, 2, 3, ...). The two series
0< QI < Q2 < ... < Q.. < ''', lim Q,. =
"-+00
00.
Then there exists a rearranged series p" + P., + P" + ... + P.,. + ...
such that P•, +' P., + ... + P',. <
= Q,. for n = 1,2,3 ...
[email protected]
32 Miscellaneous Problems
139. Suppose P.. > 0, PI ~ P" ~ Pa ~ ... and that the series
e1P) + e2P2 + eaPa + ... + e..p.. + ... ,
where e" is -lor +1, is convergent. Then
lim (e1
...... 00
+ e2 + ea + ... + e.. ) P.. = O.
Chapter 4
Miscellaneous Problems
§ 1. Enveloping Series
We say that the series Ilo + a1 + ~ + ... envelops the number A if
the relations
IA - (ao + a1 + a2 + ... + a..) I < Ia.. +1 I' n = 0, 1, 2, ...
[email protected]
Pt. I, Chap. 3, No. 137 -139 • Chap. 4, No. 140-145 33
arc tan x, 1
Jo(X) = 1 - ffIT 2"
(,,)2 + 2! 12! (,,)4
2" - ' " [141,142] .
[email protected]
34 Miscellaneous Problems
then the terms al> a2 , a3 , '" have alternating signs and A is enveloped
in the strict sense.
146. Let the function I(x) assume real values for real x, x > R > O.
If I(x) is enveloped fot x > R by the leal series a o + axl + xa~ + -~;,;- + ...
then the numbers aI' a2 , a3 , ••• have alternating signs and the series is
strictly enveloping.
147. Suppose that the real valued function I(t) is infinitely often
differentiable for t > 0 and that all its derivatives P')(t) (n = 0, 1, 2, ... )
have decreasing absolute values and converge to 0 for t -+ 00. Then the
integral
o
J
I(t) cos xt dt
- f'---xz
(0)
+ 1'"-;4
(0)
-
fV (0)
---;G + ---xs-
fVII (0)
- ....
(Example: I(t) = e- t .)
148. The number : is enveloped by the series
31313131
4 +
4 - "8 - "8 16 16 - 32 - 32 + + + ... ,
but not in the strict sense.
149 1• Plot the first seven terms of the series
i 1 i 1 i 1
e
i
=1+-----+-+----···
11 21 31 4! 51 61
1 In 149-155 the terms of the series are complex numbers; they are regarded
as points in the Gaussian plane (complex plane) [III 1 et seqq.J.
[email protected]
Pt. I. Chap. 4. No. 146-155 35
z =l= O.
I" 00 ,.
ao + a1z + a2z'l + ... + a..z" + ... , bo + blz + b2z2 + ... + b..z" + ...
envelop the values 91(z) and 1p(z) then the combined series
envelops the value 91(z) + 1p(z) for this z. (The same is true for enveloping
in the strict sense if all the coefficients and z are real.)
154. If z lies in the sectors described in 152 the function z coth z is
enveloped by its power series
zcothz=z e' + e-' = 1 +B (2z)2 _ B (2z~ + B. (2Z)B + ...
e' _ e -. 1 2! 2 4! ;s 6!
[email protected]
36 Miscellaneous Problems
[email protected]
Pt. I. Chap. 4. No. 156-167 37
162. Let al' a2 • ••• , a", ... be positive numbers and put
[email protected]
38 Miscellaneous Problems
r 3"
lim 1 Ins sin,. x = 1.
11-+00
for 0 < x < xo, where 1 < k < l and a, b positive. Put
~+~+V;+''''
[email protected]
Pt. I. Chap. 4. No. 168-180 39
where
V1 = sin x, V2 = sin sin x, ... , Vn = sin vn - 1' •••
s= COS3 P
1
- 3" COS3 &p + 31 COS3 32<p -
2
1
38 COS3 33 <p + ....
178. Let an' bn , bn =f= 0, n = 0,1, 2, 3, ... , be two sequences that
satisfy the conditions:
a) the power series I(x) = ~ a~xn has a positive radius of conver-
gence r.
b) the limit
. bn
lim--=q
"-+00 b.. + 1
179. Let
n = 1, 2, 3, ...
[email protected]
40 Miscellaneous Problems
i.e. for each k the inequalities Ia.." I : : ; A" hold simultaneously for all n.
Assume furthermore that
n = 1, 2, 3, ... ,
and assume that
SI + S2 + ... + s .. + ....
(The interesting point is that the absolute convergence of the double
series EEa." is not assumed.)
182. If ex is fixed, ex> 0, and n an integer increasing to + 00, then
I' v"'-I(n" -
co
v"}-2 ex>
1-.. ( )2
_n_!!.. .
• =1 3 ex
[email protected]
Pt. I, Chap. 4, No. 181-185.2 41
183. Let the numbers 80 , 81 , 82 , ••• , 8", ... assume one of the three
values -1, 0, 1. Then we have
1/ ,/ V
80r2+81r2+82 2+···=2sin 4~
(n 00 BOB)B2 "'B)
,,".
,,=0 2
(The left hand side must be interpreted as the limit of
80l/2 + 81 V V
2 + 82 2 + .. , + 8" V2, n = 0, 1, 2, ...
for n ~ 00. These expressions are well defined for all n. Non-negative
square roots are used throughout.)
184. Every value x of the interval [-2,2] can be written in the form
or
8,,+1 = -1, 8"+2 = -1,
185 (continued). The number x is of the form x = 2 cos kTt, k ra-
tional, if and only if the sequence 80 , 811 82; ... is periodical after a certain
term.
185.1. Construct a sequence of real numbers a1 , a2 , ••• , a", ... so that
the series
ai+a;+"·+a~+···
diverges for 1 = 5, but converges when 1is any odd positive integer differ-
ent from 5.
185.2 (continued). Let the set of all odd positive integers be divided
(arbitrarily) into two complementary subsets C and D (having no ele-
ment in common). Show that there exists a sequence of real numbers
a], a2 , ••• , an' ... such that the series mentioned converges when l belongs
to C and diverges when l belongs to D.
[email protected]
42 Miscellaneous Problems
Show that
T,,+! = (~) T" +(~) T"_1 + (;) T"_2 + ... + (:) To·
[email protected]
Pt. I, Chap. 4, No. 186-200 43
*195. Use 194 to prove 193 [34].
*196. Show that for n > 1
(Compare 200 with 190, 199 with 188, and again 199 with 191. See also
VII 54.2 and VIII 247.1.)
Define SZ as the number of partitions of a set of n elements into k
classes each of which contains more than one element.
I See, e.g., Garrett Birkhoff and Saunders MacIane: A Survey of Modern
Algebra, 3rd Ed. New York: Macmillan 1965, p. 137.
[email protected]
44 Miscellaneous Problems
(1)
DO ~"
~ ~ C'IJ ~ _ ("-I).
~ ~ J~ "I - e , (2)
"=o~:;;;,,
DO 11-'1
~
~ ~
~ "w z
s~--=
(1 -z)-. (3)
"=o~:;;;,, "I
either on the basis of the foregoing [10,190,200] or independently of the
foregoing.
[email protected]
Pt. I, Chap. 4, No. 201-210 45
(On the other hand, we could regard (1), (2) and (3) as defining (:),
S; and sk' respectively, and then take them as basis and starting point
for establishing the propositions, especially the combinatorial proposi-
tions, discussed in the section herewith concluded.)
[email protected]
Part Two
Integration
Chapter 1
belonging to the subdivision %0' Xl' X 2 ' ... , Xn_l' xn . Any upper'sum is
always larger (not smaller) than any lower sum, regardless of the sub-
division considered. If there exists only one number which is neither
smaller thar.. any lowel sum nor larger than any upper sum, then this
number, denoted by the symbol
b
J f(x) dx,
a
is called the definite integral of f(x) over the interval [a, b] and f(x) is
called (properly) integrable over [a, b] in the sense of Riemann.
[email protected]
Pt. II, Chap. 1, No. 1-2 47
Example:
1
I(x} = xl' a>O.
1 1 1
2"<;--X<-2-'
:r. .-1 • :r._1
consequently
We have
.. :r. - :r._1
"" = ~:r
.. (1
"" - - - = a- - -b.
1) 1 1
~:r:r
.=1 .-1. .=1 .-1 :r•
The number -!- - ! is therefore larger than any lower sum and smaller
than any upper sum. If we can prove that no other number with this
property exists we can conclude that
b
~-~=J~dx.
a b :r2
.
Since ~ is monotone the desired proof is. easy.
:r
Cf. e.g. G. B. Thomas: Calculus and Analytic Geometry, 2nd Ed.
Reading/Mass.: Addison-Wesley Publishing 1958, pp. 140-141.
1. Suppose that a > 0, r integer, r > 2. Show in a similar way as in
the previous example that
The points of division xo' xl' x2 ' ••• , x"_l' x,. form an arithmetic
progression if
[email protected]
48 The Integral as the Limit of a Sum of Rectangles
and consider the lower sum L,. and the upper sum U,. for the function
f(x) = ~ that belong to this subdivision. Show that
~
1 1 1
U1 = 1, Ll = 1 -"2' U2 = 1 - 2" +"3 '
and generally that the sequence Ul , L l , U2 , L 2 • " •• Un. Ln. ". is identical
with the sequence of the paltial sums of the series
1 1 1 1 1
1-"2+"3-"4+"·+2n-.-1-2n + ...
6. Consider the infinite sequence whose n-th term is the n-th partial
sum of the series
sin~ +sin2~ + ... +sinn~ + ...
1 2 n
[email protected]
Pt. II, Chap. 1, No. 3-12 49
1,1,,1 <:.
10. Suppose that the function I(x) has a bounded and integrable
derivative in the interval [a, b]. We write
b-a" (
,1" = f bI(x) dx - -n- ~ 1 a + v -b-a)
n- .
a .=1
Find lim n Lt".
"-+00
11. Assume that t{x) is twice differentiable and that /,,(x) is properly
integrable over [a, b]. Then the difference
Lt"
,
= fbt(x) dx - -n-
b-a" (
~t a + (2v - b-a)
1) ~
a 0=1
tends to zero like -; as n -+ 00. More precisely, lim n 2 Lt: exists; deter-
n n~~
mine its value.
12 (continued). The difference
find its value. Show, in addition, that Lt~ > 0 if f'(a) > 0 and /,,(x) > 0,
a <x ~ b.
[email protected]
50 The Integral as the Limit of a Sum of Rectangles
13. We write
1 1 1 2 2 2
U.. = n + 1+ n + 2+ ... + 2n' V" = 2n + 1+ 2n +3 + ... + 4#- 1.
Prove that
lim U" = log 2, lim V" = log 2,
,,-+00 "-+00
16. Suppose that {)(. is positive and that x" is the (only) root of the
equation
111 1
2x + x- 1+ x- 2+ ... + x - n = {)(.
in the interval (n, (0). Prove that
l/,(n) < i/(1) + 1(2) + 1(3) + ... + I(n -1) + l/(n) - J" I(x) dy - s < 0
1
[email protected]
Pt. II, Chap. 1, No. 13-19.2
1 - 2'
1
+ 3"1 - ... + 2n 1_ 1 -
1
2n + ... = log 2.
-~-~+
2 3
+~+~+~-
444
1 1 1 1
-5-"6-"7-"8+
+~+~+~+~+~-
99999
1 1 1 1 1 1
- 10 - TI - 12 - 13 - 14 - 15 +
+ ....
Take the terms in the order as you read a book: from left to right and
from top to bottom. This is essential since the series is not absolutely
convergent. Its terms are non increasing in absolute value.
[email protected]
52 The Integral as the Limit of a Sum of Rectangles
large values. Furthermore let I(x) be properly integrable over each closed
b
subinterv!ll of [a, b] that does not contain c. Then the integral I(x) dx J
is defined as the limit II
jl(x) dx =
II
lim (7·/(x) dx
.... -++0 II
+e+.·
//(x) dX).
lim
o tII-+DO II
One type of improper integral may be transformed into the other type
of improper integral by an appropriate substitution.
20. Assume that the function /(x) is monotone on the interval (0, 1).
It need not be bounded at the points x = 0, x = 1, we assume however
1
that the improper integral J I(x) dx exists. Under these conditions
o
[email protected]
Pt. II, Chap. 1, No. 20-30 53
26. Let the monotone function I(x) be defined on (0,1). Then the
equation
lim - 1"(21)
2: 1 "2- = JI(x) dx 1
,,~oo n .=1 n 0
Show that this is true also if I(x) is improperly integrable but monotone.
29. If I(x) is monotone for x > 0, lim B" = 0, c > 0, B" > ~ we find
"-00 n
JI(x) dx.
00 00
[email protected]
54 The Integral as the Limit of a Sum of Rectangles
31. The F-function is defined for IX > 0 (or mIX > 0) by the integral
C=
o
J e- z (1
00
1 - e- z
- - 1) dx.
x
Show that
-log 1 ~ t]'
33.
t 2- + - t 8 + ... + -t")
lim (1 - t) ( -t-
H1-0 1 + t +-
1 + t2 1 + t8
- +... =
1 + t"
log 2.
34.
lim (1 - t)2 ( -t- + 2-t
- + 3 -t - + ... + n -t")
- + ... =
2 8 1f2
-.
H1-0 1- t 1- t 1- t 2 1 _ t" 3 6
35. We have
lim
~~
V1- t(l + t + t 4 + t9 + ... + t'" + ...) = V;2
and more generally for IX > 0
. ~r;--.
lim V 1 - t (1 + t1" +.-,2" + t3" + ... + t"" + ... ) = 1F(-1).
-
' ......1-0 lX lX
36. Compute
2t
.
,!~oo t
( 1
+ t"z-+iii + t +2t 22 + ... + t 2
2
t)
+ n + ... . 2 2
J log (1 -
00
[email protected]
Pt. II, Chap. 1, No. 31-.41 55
sin t = eil - e- il = 11 (1
00
_~) .
t t n1rel
2 i.. =1
39. Compute the integral J" log x dx as the limit of an infinite sum
o
of rectangles corresponding to the points of division
,=0 1/ nn
[58]. Observe the particular cases k = 1, k = 2.
consequently
- ~,
n, > 2 thus [2nJ - 2 [~] =
II 1/
l''
[email protected]
56 The Integral as the Limit of a Sum of Rectangles
.+1
=!i!'!~K(.:: -'~1)
1 1
= 2 ( "3 - 4" + "51 - "61 + ...) = 2 log 2 - 1 = 0,38629 ...
42 (continued). Compute
lim
ft-+co
~ (nl
n 1
+ ng2 + na3 + .. , + nft).
n
43 (continued). Compute
. n1 + n2 + ns + ... + nft
lim
8-+00 n
2 •
f
1
l-X"
1 _ x dx. [VIII 4.]
o
45. Let O'.. (n) denote the sum of the tX-th powers of all the divisors
of n (VIII, Chap. 1, § 5) and
E .. (n) = 0'.. (1) + 0'",(2) + 0',,(3) + ... + O'.. (n) = •i=1 [: J". [VIII 81] .
Then we have for tX > 0
lim .E"i~~ = C(~ + 1) ,
ft ..... co n"+l ~ +1
where C(s) denotes Riemann's C-function (C(z) = ~ n-·, cf. VIII,
ft=l
Chap. 1, § 5). For tX > 1 we even have the inequality
1.E,,(n) _ C(Ot + 1)1 < 2C(~) - 1
n = 1, 2, 3, ...
InIX+! lX + 1 i= n '
[email protected]
Pt. II, Chap. 1, No. 42-48 57
46. Let 1'(n) = <To(n) denote the number of divisors of n. Then
lim n
1 11 1
"-+00
-+-+-+ ... +-
lIn 12n Isn I....
a
These three limits are called the arithmetic, geometric and harmonic mean
of thefunctionf(x). In the last two relations the greatest lower bound off(x)
should be positive. (To improper integrals apply with caution!)
[email protected]
58 The Integral as the Limit of a Su m of Rectangles
in a way different from I 89 and that the limit is equal to the geometric
mean of I(x) = x on the interval [0. 1]. i.e. = -.!...
e
50. Let a and d be positive numbers and cail A.. the arithmetic. and
+ d. a + 2d• ...• a + (n - l)d.
G.. the geometric. mean of the numbers a. a
Then we obtain
G.. 2
lim -=- .
....... 00 A.. e
51. Let A .. denote the arithmetic. and G.. the geometric. mean of
the binomial coefficients
53. Let l' be positive and smaller than 1; let x assume any value in
the interval [0.2n] and E denote the number closest to x for which
55. Compute
lim (nZ + 1) (nZ + 2) ." (nZ n) +
....... 00 (nZ - 1) (nZ - 2) .. , (nZ - n) ,
[email protected]
Pt. II, Chap. 1, No. 49-60 59
(1+ _ 1)(1 __
1 )(1 +
IX-I 2tx-1
_1
3tx-1
)(1 __
1 ) ...
41X-1
_ + 1) IX
(n • + 2) IX
(n (n + n) IX
(n + 1) IX - 1 (n + 2) IX - 1 (n + n) IX - l'
Whence there follows that the product on the left hand side extended
1 1 1 1
to infinity has the limit 2-;>, provided that (X =F 0, 1, "2' "3' "4' ...
[(2n)! = 2"n! 1· 3·5 .. · (2n -1).]
57. Let (x, {J, tJ be fixed, tJ > 0 and
b=I+ In
d
a=I+~,
n
, d= n-.
Show that
a<-fJ
lim ~ . a + d • a + 2d ••• a + (n - 1) d = (1 + tJ)-,,- .
"-+00 b b + d b + 2d b + (n - 1) d
§ 7. Multiple Integrals
60. Suppose that the function f(x, y) is the second mixed derivative
of a function F(x, y),
o2F(x. y) = f(x )
oxoy ,y,
in the rectangle R
c ~ y ~ d.
[email protected]
60 The Integral as the Limit of a SUIJl of Rectangles
upper sum U =
'" ..
1: 1: MI"(xl' - XI'_1) (y, - Y,-I)'
1'=1.=1
JJ
O~s~y~,.
log Isin (x - y) I ax ay = - ~ log 2.
[email protected]
Pt. II, Chap. 1, No. 61-68 61
84. The three-dimensional domain Il) is defined by the inequalities
-1:S;; x, y, z:s;; 1, -G:S;; X + y + z:S;; G.
Using 130 show that the volume of Il) is
66. Let 1%1' 1%2' ••• , I%/> be arbitrary positive numbers, define
I.(z) = l«,,-lZ + 2".-1,:2 + ... + na. -1z" + ... , " = 1,2, ... , P
and
11 (z) Mz) ••• I/>(z) = 1: a..z" .
.. -1
Show that
= II'" I~1-1~-1
1 2
••• ;r"'/>-1-1
/>-'1
(1- x1 - x 2 - ' " - X1>-1 )",/>-1
where the integral is taken over the domain described by the p inequa-
lities xJ ~ 0, x2 ~ 0, ... , x/>_l ~ 0, xJ + x2 + ... + X/>_l :s;; 1 (p - 1
dimensional simplex).
88 (continued).
II ••• I ~.-lX;.-J ... X;~11-J (1 - Xl - x2 - ••• - x/>_1)"'r 1
r(IX 1) r(IX2 ) '" r(IXp )
Xdx1 dx2 .. ·dx"_1=r(
r IX1
+ <X2 + ... + <X/>).
87. Work out the ploduct n" (1 + I"" 15,,) (same notation as in 48,
"=1
&4) as a polynomial of degree n in 15". Prove that the term containing t5!
converges to the limit
[email protected]
62 Inequalities
are properly integrable over the interval [a, b). Then we have
I j 11 (x)
b b
a
qJl (x) dx
a
f 11 (x) qJ2(X) dx f 11 (x) 'P,... (X) dx
"
a
f I... (X) qJ2(X) dx
a a
1 b ~ b IIJ (Xl) 11 (X2) •• , 11 (X... ) I qJI (Xl) qJI (X2) •• , qJl (X... )
= m! J j ... J Mx
a a a
j ) 12(x2.) .. , Mx... ) • qJ2(X1 ) qJ2(X2) '" qJ2(X... )
Chapter 2
Inequalities
§ 1. Inequalities
Let aI' a2 , " ' , an be arbitrary real numbers. Their arithmetic mean
~l(a) is defined as the expression
al + a2 + .. , + a,.
m:(a) = n
.
If all the numbers aI' a2 , .•• , an are positive we define their geometric
and harmonic means as
[email protected]
Pt. II. Chap. 1 . Chap. 2 63
respectively. If m denotes the smallest and M the largest of the numbers
Q i then
For &(a) and ~(a) we assume m> O. The three numbers represent
mean values of all a2 , ••• , a... The inequalities become equalities only if
all the a/s are equal. The mean values have the following properties:
_1 _ &(~) _1 _ ~(~)
&(a) - aI ' ~(a) - a'
~(a + b) = ~(a) + ~(b), &(ab) = &(a) &(b), log &(a) = ~ (log a).
Let the function I(x) be defined and properly integrable on the
interval [xl> X2J. We define the arithmetic mean ~(I) of I(x) as
1
f f(x) dx.
x,
~(/) = - -
X -X 2 I
x,
I X'dx
f(x)
x,
[48.J If m denotes the greatest lower and M the least upper bound of
I(x) on [Xl' x2J then
m< ~(I) < M, m < &(1) < M, m< ~(/) < M.
It is understood that m > 0 for &(1) and ~(I).
The following Ielations are obvious:
~(1 + g) = ~(/) + 2l(g) , &(Ig) = &(1) &(g); log &(1) = 2l(log I) .
Let ai' a2 , ... , a.. be albitrary positive numbers which are not all
equal. Then
i.e.
~(a) < &(a) < ~(a).
[email protected]
64 Inequalities
rc
Or. en premier lieu. on aura evidemment. pour n = 2.
A B = (A ~ By _ (A ; B < ~ By •
et l'on en conclura. en prenant successivement IJ = 4. /I = 8 •...• en fin /1 = 2m
A +B)I(C+D)I (A +B+C+D)'
ABCD< ( - 2 - -2- < 4 •
ABCDEFGH
(A+ B+ C + D)' (E + F+4 G + H)'
< -.----.--
< (A + B+ C + D; E+ F+ G + H)'
ABCD···< (
A+B+C+D+ .•• m
.
)2 (3)
2'"
En second lieu. si l' n'est pas un terme de la progression geometriquc
2.4.8,16 .....
on designera par 2'" un terme de cette progression superieur a 71, et l'on f('ra
A+B+C+D+ •..
K=;
n
puis. en revenant a la formule (3). et supposant dans Ie premier membre de cettc
formule les 2'" - n derniers facteurs egaux a K. on trouvera
[email protected]
Pt. II, Chap. 2, No. 69-71
69. Let the function I(x) be defined and properly integrable on the
interval [xJ' x2] and let I(x) have a positive lower bound. Then
(
'1 + '2 + ... + ,,,) < '1'('1 ) + '1'('2) + ... + '1'(',,)
IjJ n n
holds, where the to's are arbitrary but t, =1= t; for at least one pair i, j.
IjJ
('1 +2 II) :- ; ; '1'(1 1) + '1'('.)
2
IjJ ( Xz -
1
Xl
x.
Jf(x) dx
) ::;;; 1
X z _ Xl
x.
J1jJ[j(x)J dx •
.%, .%1
[email protected]
66 Inequalities
72. Suppose that the function qJ(t) is defined on the interval Em. M]
and that qJ"(t) exists and qJ"(t) > 0 on Em. M]. Inthis case qJ(t) is strictly
convex. If we have qJ"(t) ~ 0 only, then qJ(t) is convex. (A function can
be convex in an interval where its second derivative does not exist at
all points.)
73. The functions
r (0 < k < 1) and log t
are concave on any positive interval;
r (k < 0 or k> 1) and tlog t
are convex on any positive interval;
log (1 + e') and Ve s + t2 (e> 0)
are everywhere convex.
74. Assume that qJ(t) is a convex function defined on Em. MJ. that
Pl' PS' ...• P.. are arbitrary positive numbers and that tl , ts' ..• , t.. are
arbitrary points of the interval Em, M]. Then we have the inequality
Pl tl + Psts + ... + P..t,,) ~ P1rp(tl ) + P2rp(tS ) + ... + P..rp(t.. ) •
(
qJ PI + P2 + ... + P.. - PI + P2 + ... + P..
75. Assume that I(x} and P(x} are two functions which are properly
f P(x) dx>O.
%.
f P(x) dx f P(x) dx
%1 %1
76. Suppose that on the interval [m, M] the first and the second
derivative of qJ(t) exist and that qJ" (t) > O. Then we find for positive
Pl' P2' ... , P..
Pl tl + P2t2 + ... + P..t..) ~ Plrp(t1) + P2rp(tS) + ... + P..rp (I.. ) •
(
qJ PI + Ps + ... + P.. - PI + P2 + ... + p..
There is equality if and only if tl = t2 = ... = tro'
77. The functions I(x) and P(x) are assumed to be continuous on the
interval [xl> x2 ], P(x) IS sttictly positive and m < I(x) < M; the function
qJ(t) is defined on the interval em,
M], qJ(t) can be differentiated twice
[email protected]
Pt. II, Chap. 2, No. 72-79 67
and VJ"(t) > O. Then
moreover
s.
I P(%)/(,*)log/(,*)4%
'*1 -
%,
----
f Plex)(%) 4% I'*.p(~) f(~) d~
%1
I p(~) dx %1
11>(%)/(,*)4%
e %, <...:%'--- '*...:'---- <.6 %1
'*. '*.
J f(~)
p(~) d~ I p(~) dx
%,
[email protected]
68 Inequalities
80. Let aI' a2 , ••• , a.. , bl , b2.' ••• , b.. be arbitrary real numbers. Show
that they satisfy the ine-quality
The case of equality arises if and only if the numbers a, and b. are pro-
portionalto each other, i.e. Aa, + p.b, = 0 for v = 1, 2, ... , n, ,1.2 + p.2 > O.
(Cauchy's inequality.)
81. Suppose that I(x) and g(x) denote two functions that are properly
integrable over the interval [Xl' x 2 ]. Then
(Schwarz's inequality.)
81.1. The numbers aI' ~, ••• , a.. , bl , b2 , ••• , b.. , lX and fJ are positive,
lX + fJ = 1. Then
a~14. + a~14 + ... + a:~ ~ (al + ~ + ... + a..)'" (bl + b2 + ... + b.. )P.
(Holder's inequality; 80 follows from the particular case where lX = fJ.)
81.2. The functions I(x) and g(x~ and the numbers lX and fJ are posi-
tive,
lX+fJ=l,
r r·
and the functions are integrable in the interval [Xl' xs]. Then
[email protected]
pt. II. Chap. 2. No. 80-86 69
l
S, [/(x)]'" [g{x) JII ••• [hex) Jt dx :s; [l'(x)
s,
dx
] '" [ s, ]11 [S' ]!
l g(x) dx . . . ! hex) dx .
82. Let a1'~' ... ' a" be arbitrary positive numbers, not all equal.
Then the function
1
",(t) = (" +
a1 a2 + ... + a"
n
')'
is monotone increasing with t. Find the values of
i.e.
@S(a + b) ~ @S(a) + @S(b).
The relation becomes an equality if and only if a., = A.b., 11 = 1, 2, ... , n.
II. The functions I(x) and g(x) are properly integrable over the
interval [Xl' x.J and strictly positive. Then
1%' IS, IS,
- - %1Jlog(l(s) +I(s))4s ......... J
- - log/(s)4% J
- - logg(s)4s
eZI -%1
.::::.e
.1'.-%1 S
I +e
.1"1-%. %
I
i.e.
88. The functions 11 (X), 12(X); ••• , I".(x) are defined on the interval
[Xl' X.], properly integrable and strictly positive (there exists a constant
[email protected]
70 Inequalities
K such that 0 < K ::;; I.(x), 'JI = 1, 2, ... , m, Xl::;;:x::;; Xa)' Let
'A, Pa' ... , P". denote arbitrary positive numbers. Then
<M(P]ti + P2/2 + ... + p".!".) '2! PI &(11) + P2&(l2) + ... + P".&(/".).
87. Suppose that the functions I. (x), 'JI = 1, 2, ... , m, are of bounded
variation on the interval [xl> Xg] and that Pl' P2 , ••• , P". are arbitrary
positive numbers. Define
F(x) = Plf](x) + P2Mx) + ... + P".f".(x) •
PI +P2 + ... + P".
The lengths ofthe arcs of II(X), Mx), .... I".(x) are denoted by 11> 12 , .... I".,
the length of the arc of F(x) by L. (At a point of discontinuity the jump
must be included in the length of the arc.) Then we have
o
JP(E) dE
is positive and continuous; furtheFmore
I 2" 1 2"
2 I logF(z)dz 2 I logJ(z)dz
e"o >e"o
i.e.
&(F) '2! &(1).
89. Assume that I(x) is a periodic function with period 2n and that
P(x) is non-negative and properly integrable over the interval [0, 2n]
and that its integral is positive. If I(x) is of bounded variation then this
is true also for
2"
JP(E) f(E + x) dE
F(x) = 0'---:2'-"---
o
JP(E) dE
If I, L denote the lengths of the arcs of I(x) and F(x) on [0, 2n] then I and
L satisfy the inequality
L ::;; I.
[email protected]
Pt. II, Chap. 2, No. 87-93 71
90. The arbitrary numbers aI' a2 , ••• , a.. and bI , b2 , ••• , b.. are positive.
We define
I
9R,,(a) = (a~ + a~ + ... + a:)" .
Then
9R,,(a + b) S;; or > 9R,,(a) + 9R,,(b) ,
according as " > 1 or ,,< 1. Equality is attained only for a, = A.b.,
v = 1, 2, ... , n, or if " = 1. (What does the proposition mean in the
case" = 2?) (Minkowski's inequality.)
91. The function j(x) is defined on [Xl' x2J, properly integrable and
strictly positive. We introduce
I
1<
(ai + a~ + ... + a;l (bi + b~ + ... + b;)
(a l bl + a2 bz + ... + a.. b.. )2 S;;
(V~: + ffi)2
2 •
The first inequality is identical with 80. The second inequality becomes
an equality if and only if
A B
a b
k=TB n , l=TB n
-+-
a b
-+-
a b
are integers and if k of the numbers a. coincide with a and the remaining
1 (= n - k) of the a:s coincide with A, while the corresponding b:s
coincide with Band b resp.
93. Let a, A, b, B be positive numbers a < A, b < B. If the two
functions j(x) and g(x) are properly integrable over the interval [Xl' x2 ]
and if a < j(x) < A, b < g(x) S;; B on [Xl' x2] then
[email protected]
72 Inequalities
r
exist we find the inequalities
(Jx"+b fIx) ax
1- (a : ~ : lY < 1 0 1 - < 1.
f ,,24 f(x) dx f x 2b fIx) ax
o 0
The inequality on the right hand side is well known. The inequality on
the left becomes an equality if and only if I(x) is a constant.
[email protected]
pt. II, Chap. 2, No. 93.1-95.3 73
and dw the surface element,
II dw = 4n.]
94.3 (continued). The surface area of the ellipsoid is larger than the
surface area of the sphere with the same volume; that is
2
E> 4n(abe)S
unless a = b = e.
95. Let us call the ratio of the electrostatic capacity to the volume
of a conductor its "specific capacity". Show that the specific capacity
of an ellipsoid with three axes is always between the harmonic and the
arithmetic means of the specific capacities of the three spheres whose
radii are equal to the three semiaxes of the ellipsoid.
In analytic terms: we have to prove the inequalities
are real, they are all contained in the interval with the endpoints
~
na ± -",-
1 n - 1( 2
a1 - 2n
n _ 1 a2
)2 •
[email protected]
74 Inequalities
and that
. -5"- .
. ( -1 )1/" = I' = bm
lim
" ....... 00 s,.. ,,~co s"'+1
(If s1> S2' S3' ••• are given, we have here a "perfect" scheme for com-
putingI'. The- n-th step yields the lower bound S;;1/" and the upper bound
s,,/s"+1 for 1', the next step improves both bounds and both bounds
converge to the desired I' as n tends to 00.
Observe that
where
G(z) = jj (1 - Y.~)
.=1
and I' is the zero of G(z) nearest to the origin. Compare 197, III 342.)
95.4 (continued). Even if s,. is not given for all values of n but only
for n = 1, 2, 4, 8, ... , 2"', ... , we can devise a scheme for computing y.
Prove that
1 1 1 1
1 (1)2 <-
-<-
51 5a
(1)4 <"'<1'<"'<-
5,
(5,)4 <-
(5a )2 <- 58 5,
51
Sa
and that
lim -
11-+00
( 5" )1/" =1'.
S2ft
95.5. A wire which forms a closed plane curve C carries a unit electric
current and exerts a force F on a unit magnetic pole in the plane of, and
interior to, C. Given A, the area enclosed by C, prove that F is a mini-
mum when C is a circle and the magnetic pole is at its center.-[Assume
that C is star-shaped with respect to the magnetic pole [111109] which is
located at the origin of a system of polar coordinates r, qJ. Then
2"
F= fd;,
c
Express A.]
96. Assume that
ap .? 0, 1:" ap • = 1:" ap • = 1,
1'=1 .=1
and
p, " = 1, 2, ... , n,
[email protected]
Pt. II, Chap. 2, No. 95.4-97 . Chap. 3, No. 98-100 75
Then we have
Y1Y2'" y" ;;::: X 1X 2 ... x".
97. Let aI' a2, ... , a" be positive numbers, M be their arithmetic, G
their geometric mean and let e denote a proper fraction. Show that the
inequality
M-G
--c-<e
implies the inequalities
a·
1 + e < .,; < 1 + e', i = 1, 2, ... , n
where e and e' denote the only negative and the only positive root res-
pectively of the transcendental equation
(1 + x) e- x = (1 - e)" .
Chapter 3
I(x) = 1
0
q1
if
if
x is irrational
x is rational. x = - •
P
q
(p, q) = 1, q > 1.
[email protected]
76 Some Properties of Real Functions
101. Suppose that /(x) is properly integrable over [a, b] and qJ(x)
properly integrable over [a, b + a], a> o. Then
b b
lim
~~+Oa
f lex) qJ(X + 6) ax = af lex) qJ(X) ax.
102. Let /(x) denote a properly integrable function on [a, b]. There
exist to every positive number 8 two step-functions, 'I'(x) and 'P(x), such
that for the entire interval [a. b]
'I'(x) :5: /(x) :5: 'P(x)
and
b b
f 'P(x) ax - f 'I'(x) ax < 8.
a a
It is even possible to choose 'I'(x) and 'P(x) so that their points of discon-
tinuity are equidistant.
103 (continued). If lex) is of bounded variation 'I'(x) and 'P(x) may
be chosen so that the total variation of neither exceeds the total varia-
tion of /(x).
104. We define
4[x] - 2[2x] + 1 = s(x).
Then we have (1' integer) the limit relation
1
lim
ft~oo 0
f lex) s(nx) ax = 0
for any properly integrable function lex) on [0, 1]. [Sketch s(nx), VIII 3.J
106. Let /(x) be properly integrable over [a, b]. Then we can prove
that
b
lim f lex) sin nx ax = O.
" ...... 00 •
Suppose that the function /(x) is bounded on the interval [a, b] and
that this interval is subdivided by the points xo' Xl' x2 ' ••• , x.. _1 ' x.. '
[email protected]
Pt. II, Chap. 3, No. 101-113 77
whereby
The greatest lower and the least upper bounds of I(x) in the subinterval
[x._1' x.] are denoted by m. and M. respectively. Then M. - m. is
called the oscillation of I(x) on the v-th submterval. The function I(x) is
properly integrable over [a, b] if and only if to every pair e, 'Y/ of positive
numbers a subdivision of the interval can be found so that the total
length of the subintervals for which the oscillation is larger than e is
smaller than 'Y/. [Riemann's criterion, d. I.e. 105, Riemann, p. 226.]
107. The function (~ - [~]) XX is properly integrable over [0, 1]
for IX > O.
§ 2. Improper Integrals
J
co
lim
...... co
X H1 I(x) = o.
[email protected]
78 Some Properties of Real Functions
114. Determine those pairs of real values Pfor which the integral
r~
(x,
Icos xl# dx
o
is convergent.
114.1. Construct a function I(x) that takes positive values and is
bounded and integrable in any finite subipterval of [0,00) and such that
00
f [I(x))'" dx
o
converges for (X = 1 but diverges for any real value of (X different from 1.
115. The functions
iI(x), Mx), ... , I,.(x) ,
are properly integrable over any finite interval and they satisfy the
following conditions:
On every finite interval we :pave lim I,.(x) = I(x) uniformly in x.
"-+00
f
00
There is a function F(x) such that 1I,. (x) 1 :::;;: F(x) and F(x) dx
exists.
Then the limit and the integral can be interchanged:
00 00
lim
n~oo - 0 0
f I,.(x) ax = f
-00
I(x) ax.
[Analogous to I 180.J
116. Prove 58 using VI 31.
117. If the Dirichlet series [VIII, Chap. 1, § 5J
":J l- S + a22- s + as3- s + ... + a,.n- s + ... = D(s)
f
00
2
f f = -n_ f
+00 +00 +00
[email protected]
Pt. II, Chap. 3, No. 114-120 79
118.1. There are rational functions R(x) such that for an arbitrary
function I(x) of the real variable x
J I(R(x» dx = J I(x) dx
00 00
provided that the integral on the right hand side exists. Show that this
property belongs to those, and only to those rational functions that are
of the form
R(x) = 6(X -IX -~-~ -
X-IX1 X-IX2
••• -~)
X-IX"
where 6 = +1 or -1, IX, lXI' 1X2' ••• ,IX" are real, and PI' P2' ••• ' P.. are po-
sitive, numbers; n ;;;::: o. (The case n = 0 must be interpreted as meaning
R(x) = 6(X - IX).)
[email protected]
80 Some Properties of Real Functions
121. Assume that the function I(x) is differentiable on [a. bJ. but
not a constant and thatf(a) = f(b) =0. Then there exists at least one point €
on (a. b) for which
4
J I(x) dx.
b
II'(E) I > (b _ a)2
II
---
1
v-u .
J I(x) dx ~ W
v
[email protected]
Pt. II, Chap. 3, No. 121-129 81
125. Suppose that the real function f(x) is defined on a finite or
infinite interval and that it has there a continuous derivative I'(x).
Consider the points of intersection of all the horizontal tangents of the
curve y = lex) with the y-axis, i.e. the set M of all points
y = f(x) for which f' (x) = O.
Prove that the set M cannot fill out an entire interval. (This proposition
admits a farreaching generalization.)
126. If a monotone sequence of continuous functions converges on a
closed interval to a continuous function it converges uniformly. (Theo-
rem of Dini.)
127. Prove th~ following counterpart to 126: If a sequence of
monotone (continuous or discontinuous) functions converges on a closed
interval to a continuous function it converges uniformly.
holds for all functions f(t} continuous on [a, b] it is necessary and suffi-
cient that
lim
"-+00
(7"
a
P,,(t) dt + j P,,(t) dt) =
s+a
0
for all positive values of e for which a < x - e < x + e < b (if x = a
or x = b the first or second integral resp. under the limit sign has to be
omitted.) (Cf. 166, 180, 184.)
[email protected]
82 Some Properties of Real Functions
130. We have
J e-
00
provided that the integral on the left and the limit on the right hand side
exist.
131. If the integral
J (-1(1) dt
00
o
converges for A = IX and for A = p, IX < p, it converges for IX < A :s;; p
and it represents a continuous function of A on that interval.
132. We assume that
Pl(x,I), P2(x,I), ... , p,.(x,t), ...
are continuous functions of x and t, a :s;; ; :s;; b, and that for each n
b
p,.(x, t) > 0,
..J p,.(x, t) dl = 1.
lie between the minimum and the maximum of 1(1) on [a, b] for any x,
a < x < b; i.e. min I(x) :s;; I,.(x) :s;; max I(x). Furthermore
.. ~s~b .. ~s~b
lim "2-
, . ..... 00
1
nn 0
J I(t)
2,.
( x-t)2
_
sinn-
dt
2-
sin x_ _
t = I(x) ,
2
the convergence is uniform for all x.
[email protected]
Pt. II, Chap. 3, No. 130-141 83
135. Every function defined and continuous on the finite interval
[a, b] can be approximated uniformly on [a, b] by polynomials to any
degree of accuracy. (Weierstrass' approximation theorem.)
138. Every continuous function that is periodic with period 2:n: can
be uniformly approximated by trigonometric polynomials [VI, § 2] to
any assigned degree of accuracy. (Weierstrass' approximation theorem.)
137. Let I(x) denote a function that is properly integrable over [a, b]
([0, 2:n:]). Two polynomials (trigonometric polynomials), P(x) and P(x),
can then be found for any positive 8 so that for a < x < b (0 ::;; x ::;; 2:n:)
P(x) ::;; I(x) ::;; P(x)
and
b b
f f
2,. 2,. )
P(x) dx - P(x) dx < 8 (/ P(x) dx - / P(x) dx < 8 •
" "
138. The n-th moment of a function I(x} is given by
b
f I(e) f'de.
"
If all the moments of a function that is defined and continuous on the
finite interval [a, b] vanish then the function vanishes identically.
139. If all the moments
b
f I(e) f'de, n = 0, 1, 2, ... ,
[email protected]
84 Some Properties of Real Functions
J(ko) = J(ko +!%) = J(ko + 2£x) = ... = J(ko + n!%) = ... = 0, !% > o.
Then cp(x) vanishes identically.
143. The r-function
r(s) - lim S
n nl
- ,,-+co s(s + 1) ••• (s + n)
can be written as an integral [31]. Use this fact to prove that r(s) does
not have any zeroes. [r(s + 1) = sr(s), 142].
1= 1: (:) xV(1 -
>=0
x)"-V = EI + Ell,
where EI refers to the subscripts for which I'll - nx I < n 3f4 and Ell to
those for which I'll - nx I > n 3f', n > 1. Then
1
1 --
ElI <4"n 2.
[email protected]
Pt. II. Chap. 3. No. 142-146· Chap. 4. No. 147-150
Chapter 4
lim sup .log N(r) = lim sup log n , IimIn . £ log N(r) = ImIn
i · flog
- -n.
'-+00 log r "-+00 log r" '-+00 log r "-+00 log r"
[email protected]
86 Various Types of Equidistribution
L(r) = (log 1')"" (log2 1')"" ••• (log" 1')"''', IXl > O.
N(r) N rtL(r) ,
where L(r) is slowly increasing, 0 < A. < 00, then A. is the convergence
exponent of the sequence 1'1' r2 , 1'3' ••• , rn , •.•
A sequence r1 , 1'2' r8 , ••• , r.. , ... of the type considered in 153 will
be called a regular sequence in the sequel, 154-159. Later on (e.g. IV
A
59-IV 65) sequences for which N(r) N :'(r) will also be termed regular.
If we take the term in this broader sense also the prime numbers 2. 3, 5,
7, 11, ... form a regular sequence and the propositions 153-159 remain
valid without alteration.
154. The counting function of a regular sequence with convergence
exponent A. satisfies the relation
r N(cr) _ A
C> O.
r-!.~ N(r) - c,
156. The limit relation in 155 is also valid if t(x) denotes a properly
integrable function on [0, c].
157. Let N(r) denote the counting function of the regular sequence
r1 , r2 , •••• rn , ••• with convergence exponent A. and let IX > O. Then
lim N()
1
L:
(r~ )"'-A = J x",-A dx = -.
1 ).
A
'-+00 t' 'n~" r 0 ex
[email protected]
Pt. II. Chap. 4. No. 151-161 87
158 (continued).
lim- ~ ~
1 (1' )-"'-A =J X co
-",-A
-
A
A
dx=-.
'-+00 N(r)
',. > , l' 1 ex
159. Assume that N(r) is the counting function of the regular se-
quence 1']. 1'2' ••• , 1',., ••• with convergence exponent A, that I(x) is defined
for x> 0 and properly integrable over every finite interval [a, b],
o < a < b and that furthermore
I/(x) I < x"'-A In a neighbourhood of x = 0
and
I/(x) I < X-",-A in a neighbourhood of x = 00, IX> O.
Show that
liminf
'-+00
l
N (l') ~ 1(:")< I 1(x"+) dx < lim sup N l(r) ~ 1(:").
',.:;0' \ 0 '-+00 ' .. :;0'
[1115.]
[1116.]
§ 2. Criteria of Equidistribution
A sequence of the form
[email protected]
88 Various Types of Equidistribution
is called equidistributed in the interval [0, 1] if all the Xl' X 2 ' XS ' ••• , X .. ' '"
are on [0, 1] and if for every function that is properly integrable over
[0,1] the following equation holds:
(*) lim !(xI )
"-+00
+ !(x2 ) + ... + !(x.. )
n
= JI(x) dx.
0
°
The term "equidistribution" is explained by the following criterion:
162. A sequence Xl' X 2 ' XS ' ••• , X .. ' ••• , ~ x.. ~ 1, is equidistributed
on [0,1] if and only if the "probability" of a term x,. to fall into a certain
subinterval of [0, 1] is equal to the length of that subinterval. More
precisely, if the sequence has the following property: Let [IX, (3] be an
arbitrary subinterval of [0,1] and 'II,.(IX, (3) denote the number of x/s,
'11= 1, 2, ... , n, on [IX, {3], then
• V .. (<X , {J)
lim - - = {3 -IX. [102.]
n4-oo n
163. Let [IX, (3] be an arbitrary subinterval of [0,1] and S.. (IX, (3)
°
denote the sum of the x/s, '/I = 1, 2, , ... , n, that fall into [IX, {3]. A se-
quence Xl' X 2 ' Xs ' ... , x .. ' ... , < X < 1, is equidistributed if and only if
. 5,. (<X, Il) {Ji _ <xi
lim---=--.
°
"-+00 n 2
164. A sequence Xl' X 2 ' XS ' ••• , X .. ' ••• , < x,. < 1, is equidistributed
on [0, 1] if and only if for every positive integer k
•
k
Xl + X 2k + Xsk + ... + x..k 1
..li-+~ n =k+l' [137.]
165. A sequence Xl' X2 ' XS ' ••• , X.. ' ••• , °< x.. < 1, is equidistributed
on [0, 1] if and only if the two equations
°
" .... 00
[email protected]
Pt. II, Chap. 4, No. 162-172 89
[email protected]
90 Various Types of Equidistribution
°
(2) g(t) is monotone increasing to <X> as t ~ <x>;
(3) g' (t) is monotone decreasing to as t ~ <x>;
(4) tg' (t) tends to <X> as t ~ <x>.
Then the numbers
x" = g(n) - [g(n)J, n = 1, 2, 3, ...
°
are equidistributed on the interval [0, 1J.
175. Suppose that a > 0, < C1 < 1. The sequence
x,. = ana - [an"J
is equidistributed on the interval [0, 1J.
176. Let a > 0, C1 > 1. The numbers
x,. = a (log n)" - [a (log n)"J
*°
are equidistributed on [0, 1J.
°
177. For < a < 1, ~ the series
sin 1"~ + sin 2"~ + sin 3"~ + ... + sin n"~ + ...
~ ~ ~ ~
[email protected]
Pt. II. Chap. 4. No. 173-182 91
log q rt-<
if 0
if ~
<x<
<x <1,
~
[email protected]
92 Various Types of Equidist;ribution
[email protected]
Pt. II, Chap. 4, No. 183-189 93
determine an infinite number of rectangles with sides parallel to the
axes and congruent mod 1, i.e. they are congruent by translations
parallel to the axes through integral lengths. The equations x = a + (J1t,
y = b + (J.j, a, 81 , b, 8. constants, t time, define a linear uniform motion.
Let T(t) denote the sum of the time intervals up to time t the moving
point is spending in one of the above mentioned rectangles. In the case
where 81 : 82 is irrational we can establish the relation
The numbers
1 2 3 n
n' n' n' ... , -;-, n = 1, 2, 3, ...
lim
(1'n1") +1 (1'-n2") +1 (1'-n3") + ... +1 (1''1''')
1 - -
n = f
1
f(x) dx
"-+00 q>(n) 0
holds for any properly integrable function f(x) on [0, 1J. [VIII 35.]
189. We write down in increasing order all reduced fractions ~ 1
whose numerators and denominators are among the numbers 1, 2, 3, ... , n:
(Farey series
[email protected]
94: Various Types of Equidistribution
J (1Yn/ 2e-
Then
lim I(so.) + I(sl.. ) + l(s2.. ) + ... + I(s.... ) = dx .
Vn
00 2SI)
/
• ~DO -DO
191. Let
Xl .. , X 2.. , ••• , X .... ' -1 < x... < 1, " = 1, 2, ... , n,
be the zeros of the n-th Legendre polynomial p .. (x) [VI 97] and A be
real, A > 1. Then
[email protected]
Pt. II, Chap. 4, No. 190-194· Chap. 5, No. 195-197 95
The points x... are not equidistributed on the interval [-1,1] but the
values arccos x.. are equidistributed on [0, on]. We may interpret the
interval [-1, 1] as the horizontal diameter of a circle and each point x
as the normal projection of two points of the circumference onto the
diameter. We are facing here an equidistribution on the circumference
but not on the diameter.
Chapter [)
exists and it is equal to the largest among the numbers al' ~, ... , al .
196. Under the same hypotheses as in 195
197. Let /(x) be an arbitrary polynomial whose zeros are all real
and positive and for which
_f(~) = c
f(~) 0
+ ex
I
+ c2x2 + ... + ex"
..'
...
Show that
[email protected]
96 Functions of Large Numbers
198. The two functions <p(x) and f(x) are continuous and positive on
the interval [a, b]. Then
200. Let k be a positive constant and a < E< b. Show that for
a, b, E, k fixed and n -+ 00
Jbe-A"(%-E)' dXNYkn""'
1m
II
201. The functions f/J(x), h(x) and f(x) = e"(%) are defined on the
finite or infinite interval [a, b] and satisfy the following conditions:
(1) f/J(x) [I(x)]" = f/J(x) e""'*") is absolutely integrable over [a, b];
n = 0,1,2, ...
(2) The function h(x) attains its maximum only at the point E in
(a, b); moreover, the least upper bound of h(x) is smaller than h(E) on
any closed interval that does not contain E; there is, furthermore, a
neighbourhood of Ewhere hIt (x) exists and is continuous; finally hIt (E) < 0,
(3) f/J(x) is continuous at x = E, f/J(E) =1= O. Then the following asymp-
totic formula holds as n -+ 00 1
[email protected]
Pt. II. Chap. 5. No. 198-207 97
[We consider only a neighbourhood of E and expand h (x) in powers of
(x - E) up to terms of the second order.]
202. Let n be an integer, n ~ + 00. Using the fact that
,. ,.
2"
. 2.. X dX= f
f S10
2"
2..
cos x X=
d 1 • 3 ••• (2n - 1) n
2.4 ••• 2n 2'
o 0
prove that
1 • 3 ••• (2n - 1) 1
2·4···2n
N
V-'
nn
203. We assume thatA is real, A. > 1; p .. (x) denotes the n-th Legendre
polynomial. As 'n ~ 00
(A+~HI/2
P .. (A) N -1
V2nn , .
VA2 - 1
ei/cOSJ& = ]0 (t)
• =1
[email protected]
98 Functions of Large Numbers
-n!1 "+,,,yK"
0
J +P B ( 1 )
e-xx" dx = A + -= + 0 -=
Vn Vn
holds where
A =./-
1
J"'-"2
edt,
t'
-
B- ./-
_1_(f3 _ /X2 +
3
2) e- ~ .
r 21l -00 r 21l
211. We denote by A a positive proper fraction and by x" the only
positive root of the transcendental equation
x, x"
1 +-+-+
X
1! 2!
... +-=AC
n!
[V 42].
x" = n + V; + f3 +-0(1),
!X
2 dt = A, f3=-3-·
r 21l '"
212 (Continuation of 201). Let !X denote a real constant. Then, for
n-+oo,
213. The functions 9'(x) , h(x) and I(x) = eh(x) are defined on the finite
or infinite interval [a, bJ and satisfy the following conditions:
[email protected]
Pt. II, Chap. 6, No. 208-216 99
(1) tp(x) [I(x})" = tp(x) e"II(%) is absolutely integrable over [a, b],
n = 0, 1,2, ...
(2) The value of the function h(x} at a point Eof (a, b) is larger than
its least upper bound in any closed interval to the left of E which does
not contain E. Moreover there is a neighbourhood of E in which h"(x)
exists and is bounded. Finally h' (E) > O.
(3) tp(x) is continuous at x = E, tp(E) =1= o.
Prove, for n -+ 00, the asymptotic formula
H cdO~+l.
j "tp(x) [I(x)]" dx ~ :~~ ePlI'(e) • n""'(~)-l • e""(~),
.
where IX and {J stand for real constants.
214. Let E denote the only real root of the transcendental equation
e1HE = 1. Then we have for n -+ 00
1 ~"+"'log"+11
I
n.
J
0
ex" dx ~ nA B ,
A=IXI+~_~
~ 2 '
215. Suppose that n is odd and let-x" denote the only real root
of the equation
x x"
1 +-+-+ ... +-=0
X 2
I! 2! n!
[V 74].
[email protected]
100 Functions of Large Numbers
exists and is a continuous function of (¥ for 1 - " :s;; (¥ < 1 +" then
• log a..
lim - - = 1.
"-+00 g(n)
where the functions h1 (x), h2(X), ... , h.. (x) 3,(e positive on (a, b) and attain
their maximum at the same interior point E. Then we approximah.
h.(x) = h.(E) + i h;'(E) (x - E)2 + ... by h.(E) + 1h;'(E) (x - E)2
and the integral by
We have supposed that rp(E) :::j= 0, moreover h;(E) = 0, h:' (E) < 0 as
condition for the maximum at the point E, and
-h~(E) - h;(E) - ... - h~(E) = s. The method can be justified in
many instances and it is capable of adaptation and refinement.
217.
. 1"I ."
11m
"-+00
."
n! 2211COS"
." ."
(2ne' -.1) (2ne' - 2) (2ne' - 3) ••• (2ne' - n) I
df} = 2",.
[Put f} =
[email protected]
Pt. II, Chap. 5, No. 217-223 101
where a > 1, has the maximum M .. on the interval en, + 00). It can be
approximated by
M.. 1 1
-
nl
N -
J!2; ---."",-,
(a _ 1).. +1/2'
[16.]
219. The function
x{x2 - 12) (x 2 - ~) ••• (x2 _ n2) a-x,
where a > I, has the maximum M .. on the interval (n, + 00). It can be
approximated by
M .. N~(2Va)2"+1
n!1 2n a-1' [17.]
220. We define Vi = Qo(x),
V; (1 - ;) (1 - ;) ... (1 - =) = Q..(x), n= 1, 2, 3, ...
The sequence of functions
... ,
is uniformly bounded for x > 0 if a > 2; it is not uniformly bounded if
0< a< 2.
221. We define x = Po (x),
n = I, 2, 3, ...
lim -T
(M )"-1' = e- a •
""00 n.
is a continuous function of x.
[email protected]
102 Functions of Large Numbers
lim
"400
[r (I
a b
[f(x, y)]" dy)-l dX]
"= min max f(x, y) .
" Y
[email protected]
Part Three
General Part
Chapter 1
(a, b, IX, {J, R, R' real, Zo complex, a < b, IX < (J < IX+ 2..,;, 0 < R < R') 1
3. What sets of points in the z-plane are characterized by the condi-
tions
Iz - al + Iz - bl = k; Iz - al + Iz - bl::;, k, k > 01
[email protected]
104 Complex Numbers and Number Sequences
I1z -- iiza I
is either < 1, or = 1, or > 1, and so the whole plane is divided into
three subsets. Describe them.
6. Suppose t)la > O. For any point of the z-plane
I; ~ ;1
is either < 1, or = 1, or > 1, and so the whole plane is divided into three
subsets. Describe them.
7. Let (x, {J be real; a complex; (x, {J and a are fixed. Suppose that the
complex variables Zl and z, satisfy the relation
IXZ;Zl + aZ1Z2 + aZ1Z2 + {JZ2Z2 = O.
If (X{J - aii < 0 the points 2. lie on a circle, possibly a line segment. (The
Z2
left hand side of the equation is called a Hermitian form of the variables
Zl and Z2')
8. Let a and b be positive constants and the real variable t signify
time. Describe the curves given by the three equations
Zl = . + a,t
~a Z2 = -~ 'b e-it ,Z = .
~a + at - 1'b-
e it .
[email protected]
Pt. III, Chap. 1, No. 4-15 106
(exponential series in the complex plane) larger than the absolute value
of any other term? n = 0, 1, 2, ...
12. For what values of z is the absolute value of the n-th term of
the series
1 + ~ + z(z - 1) + z(z - 1) (z - 2) + ... +
1 1·2 1·2·3
+ 1) ~ (z)
+ z(z - 1) .. , (z - n
1.2 .. ·n +"'=kJ
,,=0 n
(binomial series for (1 + t)' with t = 1 and complex z) larger than the
absolute value of any other term of this series? n = 0, 1, 2, ...
13. We put
f f
00 00
e-(I+i<p(l»)dt = P, e- 2(1+i<p(I») dt = Q,
o o
then
14P2 - 2QI < 3.
Equality holds if and only if qJ(t) assumes the same value mod 2:17: at
all its points of continuity.
[email protected]
106 Complex Numbers and Number Sequences
Vn Ia. I;
3
Vn la 1, 2 ~, ••• J
[email protected]
Pt. III, Chap. 1, No. 16-25 107
also they are not larger than the largest of the numbers
k = 1. 2. 3••..• n;
and they are certainly smaller than the largest of the numbers
k = 1.2•...• n.
22. Assume
Po > PI > P2 .•. > P,. > O.
The polynomial
Po + P1z + P2 Z2 + '" + p,.z"
cannot have a zero in the unit disc 1z 1 ::;; 1.
23. Suppose that all the coefficients Pl' P2' ...• P,. of the polynomial
Poz" + P1z"-1 + ... + P,._lZ + P,.
are positive. Then the zeros of this polynomial lie in the annulus
IX < 1Z 1 < {3. where IX is the smallest. {3 the largest among the values
P,.
... ,
P,.-l·
24. Let ao• at. a2 • •••• a,. be digits (ill. the ordinary decimal notation.
that is integers between 0 and 9 inclusively) n > 1. a,.~ 1. Then the
zeros of the polynomial
ao + a1z + a2z2 + ... + a,.z"
are either in the open left half-plane or in the open disk
Izl<1+;:'.
The best upper bound that may replace the last number is between 3
and 4.
25. We assume that all the zeros of the polynomial
P(z) = + a1z,.-1 + ... + a,._lz + a..
aoz"
are in the upper half-plane 3z > O. Let a. = IX. + i{3.. IX.. (3. real.
11= O. 1. 2•...• n. and
U(z) = IXoz" + IX1z"-1 + ... + IX.. _1Z + IX,..
V(z) = {3oz" + {31z"-1 + .. , + {3.. -IZ + (3,..
Then the polynomials U(z) and V(z) have only real zeros.
[email protected]
108 Complex Numbers and Number Sequences
29. Suppose z]' Z2' ••• , z" are arbitrary complex numbers that add
up to zero. Any straight line t through the origin separates the nUJ1lbers
ZI' Z21 ••• , z" so that there are some z:s on each side of t unless all the z:s
lie on t itself.
30. Let zl' Z2' ••• , z" be arbitrary points of the complex plane,
m 1 > 0, m 2 > 0, ... , m" > 0, m 1 + m 2 + ....+ m" = 1 and
Z = m]z1 + m2z2 + ... + m"z".
Then there are points z. on both sides of any straight line through z
except when all the z;s lie on that straight line.
We can interpret the numbers m 1, m 2 , ••• , m" as masses fixed at the
points Z1' Z2' ••• , z". Then the point z defined in 30 is the center of gravity
of this mass distribution. If we consider all such mass distributions at
the points Z1' Z2' ••• , z" the corresponding centers of gravity cover the
interior of a convex polygon, the smallest one containing the points
ZI' Z2' ••• , z". The only exception arises when all the points are on a
straight line. Then the centers of gravity fill out the interior of the smal-
lest line segment that contains all the points Z1' Z2' ... , z".
31. The derivative P'(z) of P(z) cannot have any zeros outside the
smallest convex polygon that contains all the zeros of P(z) (considered
as points in the complex plane). Those zeros of P'(z) that are not zeros
[email protected]
Pt. III; Chap. 1. No. 26-36 109
of P(z) lie in the interior of the smallest convex polygon (the smallest
line segment) that contains the zeros of P(z).
32. Let z1' Z2' " ' , z,. be arbitrary complex numbers, z,. 9= z. for all
/-' 9= v, /-', v = 1. 2•...• n. We consider all the polynomials P(z) that
vanish only at the points z1' Z2' ••• ,z,. (having there zeros of arbitrary
order). The set of the zeros of the derivatives P'(z) of all these polynomials
is everywhere dense in the smallest convex polygon that contains
z1' Z2' ... , z,..
33. Let P(z) denote a polynomial. The zeros of cP'(z) - P(z), c 9= 0
lie in the smallest (infinite) convex polygon that contains the rays
parallel to the vector c starting from the zeros of P(z).
A zero of cP' (z) - P(z) appears on the boundary of this region only
in one of the following two cases: (a) the zero in question is also a zero
of P(z); (b) the region in question degenerates into a ray.
34. Let el' e2' ... , ep be positive numbers, a1' a2 , ... , a p arbitrary
complex numbers. and let the polynomials A (z) and B(z) of degree p
and p - 1 resp. be related by
B(z)
A (z)
=~ +~
z - al z - a2
+ ... +..-!L...
z- a p
Suppose that the polynomial P(z) is a divisor of
A(z) P"(z) + 2B(z) P'{z), i.e.
A(z) P"(z) + 2B(z) P'(z) = C(z) P(z),
where C(z) denotes a polynomial. Then the zeros of P(z) lie in the smallest
convex polygon that contains the numbers aI' a2 • ••• , ap '
36. If a polynomial f(z) whose coefficients are all real has only-real
zeros then this is true also for its derivative f'(z). If f(z) has complex
zeros then they appear in pairs. the two zeros forming a pair are mir-
ror images to each other with respect to the real axis; they are complex
conjugates. We draw all those disks the "vertical" diameters of which
are the line segments connecting the conjugate zeros of such pairs. If
I' (z) has any complex zeros they lie in these disks. [Examine the
imaginary part of j(~; .]
§ 4. Sequences of Complex Numbers
38. Assume that the numbers z1' Z2' ••• , z,., ... are all in the sector
-(X ~ arg z ~ < ~ . Then the series
(X. (X
[email protected]
110 Complex Numbers and Number Sequences
37. Suppose that the numbers Zl' Z2' .•• , z.. ' ... are all in the half-
plane 9lz > 0 and that the two series
+ Z2 + ... + z.. + ... and zi + ~ + ... + z! + ...
ZI
"-+00
·
I1m y-;;
-
n z(z - 1)(z -
2'n!
2) ... (z - n)
=e -/' .
[email protected]
Pt. III, Chap. 1, No. 37-46 111
§ 5. Sequences of Complex Numbers, Continued:
Transformation of Sequences
By means of the infinite triangular array
we transform an arbitrary infinite sequence zO' Zt •...• Z" • ••• into a new
sequence WOo wI' w2 • •••• w... ...
n = 0.1.2 •...
The triangular array is called convergence preserving if it transforms every
convergent sequence zO' Zt. Z2' •••• z" • ••• into a convergent sequence
WOo wI' w2 • •••• w" • ... (Cf. I. Chap. 2.) The array is convergence preserving
if it fulfills the following condition. consisting of two parts:
(1) lim a". = a. exists for all fixed v;
11-+ co
[email protected]
112 Complex Numbers and Number Sequences
converges.
48. The existence of
lim (u 1
"-+00
+ u2 + ... + U,,_t + CUll) =I¥
implies the existence of
lim (ut
"-+00
+ u 2 + ... + u.. _t + u..) = I¥
[email protected]
Pt. III, Chap. 1, No. 47-54 113
such that those t~rms of the series Zl. + Z2 + ... + z,. + ... that are
contained in the sector €X - e < arg z < €X + e constitute an absolutely
divergent sub series for any e > o.
53. If lim z,. = 0 and if the positive real axis is a direction of accu-
+ +
"~oo
mulation of the conditionally convergent series Zl Z2 Z3 ., .•••
then there exists a subseries Z" + z'. + z'. + ... the real part of which
diverges to + 00 and the imaginary part converges to a finite number.
54. If the series Zl + Z2 + Z3 + ... is convergent, but not absolutely
convergent, any value represented by a point of a certain straight line
can be obtained as the sum of the series rearranged in a suitable order.
[Consider two complementary subseries shifted relatively to each other;
52, 53, I 133, I 134.]
Chapter 2
[email protected]
114 Mappings and Vector Fields
axa (U +.) 1 a( .)
W =-;- 8y U + w =
dftl
dz •
55.3 (continued). Let tp(x, y) and 'I'(x, y} denote functions of the two
real variables x and y having continuous derivatives of first order;. they
can also be considered as functions of U and v where I'(z) =1= O. Verify that
Then
2 2
lP..
2
+ lPv
2=
lP.... + lPw
=
".
•.
lPz + lP" lPn + lP"" IJ
56. Find the analytic function of z that vanishes for z = 0 and has
the real part
U = 1 + 2X2 _ 2". + (x~ + ,,1)2 •
57. We denote by a and b, a < b, two fixed real numbers, by z a
variable point in the half-plane 3z > 0 and by w the variable angle
[email protected]
Pt. III, Chap. 2, No. 55-61 115
under which the interval [a, b] is seen from the point z. If possible find
an analytic function the real part of which is w.
58. Show that for any analytic function f(z) = f(x + iy)
[email protected]
116 Mappings and Vector Fields
62. Into which lines does the Mercator projection transform the
meridians and parallel circles? What are their images under the stereo-
graphic projection?
63 (continued). The point P of the unit sphere is stereographically
projected onto the point (x, y, 0) of the plane z = 0 and the image of P
under Mercator's projection is u, v on the cylinder. Express x + iy in
terms of u + iv.
64. Suppose z = eW • To what curves in the z-plane do the two fami-
lies of lines 9iw = const. and 3w = const. in the w-plane (which are
orthogonal to each other) correspond?
65. Along which curves of the z-plane is the real part of Z2 constant?
Along which curves is the imaginary part constant? The two families of
curves form an orthogonal system; why?
66. Which curves in the z-plane are transformed by w = Vi into
the lines 9iw = const. in the w-plane ? Same question for 3w = const.
67. The mapping ~ = cos z transforms the line 9iz = const.. of the
z~plane into hyperbolas, the lines 3z= const. into ellipses of the w-plane.
68. Consider the function z = w+ew , z = x + iy, w = u + iv. Find
the equations of the curves in the x, y-plane that are mapped onto the
lines u = const. and v = const. respectively. What corresponds to the
lines v = 0, v = n?
69. Given the function w = e' compute the area of the image of the
square a - e < x < a + e, -e < y < e, 0 < e < n, Z = x + iy. Find
the ratio of the two areas and its limit as e converges to O.
We define the linear enlargement (enlargement ratio, stretching, change
of scale) of the mapping w = /(z) at a point z where /(z) is regular to be
the ratio of the length of the line element at the point w = I(z) (in the
w-plane) to the length of the line element at the point z (in the z-plane).
[email protected]
Pt. III, Chap. 2, No. 62-73 117
This ratio is equal to 1t' (z) I. We define the area enlargement to be the anal-
ogous ratio of the area elements; it is equal to It'(Z) 12. A curveL in the
z-plane is therefore transformed into a curve in the w-plane of length
L
J It'(z) Ildzl·
An area A in the z = x + iy-plane is mapped onto an area in the w-plane
of size
JJ 1t' (z) 12 dx dy.
A
The change in direction of the line element under the mapping w = I(z)
is .equal to arg I.' (z). It is called the rotation at the point z and it is deter-
mined up to a multiple of 2n at any point where t' (z) ::!= O. The branch
for which -n < arg f'(z) ::;: n is usually adopted.
70. The function w = cos z, z = x + iy, yields a one to one con-
formal mapping of the rectangle
O< Xl
<
= X
<
= X2 < "2
n
'
onto a domain bounded by parts of confocal ellipses and hyperbolas
[67J. Compute the area of this domain.
71. Consider the function w = Z2. What is the locus of those points
at which the linear enlargement equals some given constant? Analogous
question for the rotation.
72. Let a be an increasing positive parameter. Determine the region
onto which the function w = e' , z = x + iy, maps the variable square
-a < x < a, -a < y < a. Up tc what value of a is this region covered
only once? For what values of a is the image covered exactly n times?
73. We examine the image of the closed disk 1 z 1 < r under the func-
tion w = eZ • Suppose r is continuously increasing. There is on the ray
arg w = IX a point that is covered by the image of the disk growing with
r at least as often as any other point of that ray for all values of r. Where
is this point?
The regular function w = I(z) is called schlicht (or univalent) in the
region ffi if it does not assume in ffi any value more than once. E.g. the
function I(z) = Z2 is schlicht in the upper half-plane 3z > 0; the function
V:Z is schlicht in the z-plane cut open along the positive real axis; the
function eZ is schlicht in the horizontal strip -n < 3z ::;: n but not in
any wider horizontal strip [72] etc. A schlicht function w = I(z) estab-
lishes a conformal one to one correspondence between the region ffi and
a region 6 of the w-plane. Very often it is useful to consider the point
[email protected]
118 Mappings and Vector Fields
[email protected]
Pt. III, Chap. 2, No. 74-84 119
§ 3. Vector Fields
We use a special notation (slightly different from the one used in
other parts of the chapter) to discuss vector fields that are defined by
analytic functions of a complex variable. The independent variable is
denoted by
[email protected]
120 Mappings and Vector Fields
expresses the fact that the rotation vanishes. (It is obvious that the other
two components of the rotation vanish.) Furthermore the vector field
is a solenoidal vector field: the second Cauchy-Riemann differential
equation
OU + Ov· = 0
ox &y
shows that the divergence vanishes. (The third term usually appearing
in the expression for the divergence is obviously 0.)
85. Show that
orp
v=-.
ey
(<p(X, y) is the potential of the vector field; the curves <p(x, y) = const.
are the level lines.) Furthermore
u=Ctp
8y'
v=-~. Uh
i.e. the line integral of the normal component of 70 is equal to the change
of the stream function (flux of force). (The normal to the curve L is
pointing to the right as one moves from Zl to Z2:
- i (cos l' + i sin 1') = sin l' - i cos 1'.)
The vector field generated by an analytic function can be interpreted
as an electrostatic, magnetostatic or gravitational field. The vector
[email protected]
Pt. III, Chap. 2, No. 85-92 121
field may also be interpreted as the field of a steady flow of heat or
electricity. In this case the vector w is the gradient and as such it is
proportional to the intensity of the flow. Finally the vector field can be
also thought of as the field of the irrotational steady flow of an in-
compressible fluid.
90. The steady flow of an incompressible fluid of constant density (!
and variable pressure p, subject to no forces, and moving parallel to the
complex plane is described by the equations I
uou+vau+~op=O u~+v(lv+~op=O
ox ox ' ex oy
+:
Oy g f! Oy ,
~: = O.
If w = u - iv is an analytic function the components of the vector
w= u +iv and
P = Po - : (uS + VI) (Bernoulli's equation)
(Po constant) satisfy these equations.
91. The function
1
w=-
z
determines a vector field. Find tbe direction and absolute value of w
at the point z = re,6, the potential, the conjugate potential, the level
lines and the stream lines. (That part of the vector field that lies in the
annulus 0 < rl < Iz I < rg can be considered as the electrostatic field
between two condenser plates of a Leyden jar, or as the field of the
heat flow in the chimney of a factory.)
92. Let qJ denote the potential and "P the conjugate potential of the
vector field described in 91. Suppose that Zl and Zg are arbitrary points
on the circles Iz I = r l and Iz 1= r g, respecth'ely, and that qJl and qJ2 are
the values of the potential at zl and Z2' Find
qJ2 - qJI
[email protected]
122 Mappings and Vector Fields
potential in z before. and "P' be the value after. describing L exactly once
in the positive sense. Evaluate
"P' -"P.
(Flow of force passing from one condenser plate of the Leyden jar to the
other.) Furthermore find
a~ - b~ = a~ - b~ = 1.
[email protected]
Pt. III, Chap. 2, No. 93-99 123
97. Suppose 0 < a < b, (X < {J < (X + 231;. In the domain defined
by the inequalities
a~lzl~b, (X<argz~{J
[email protected]
124 Mappings and Vector Fields
pillar? Rotate all the vectors of the field through 90°: Give a physical
interpretation of the vector field so obtained.
100. The figure represents the contours of a vector field determined
by the following conditions: The irrotational and solenoidal field covers
the entire upper, and part of the lower, half-plane; it is symmetric with
respect to the imaginary axis. For z = 00 the velocity Ui becomes -i,
for z = 0 we have Ui = O. The following stream lines are known: the
positive imaginary axis, the two pieces of real axis from z = 0 to z = 1
and from z = 0 to z = -I (C to A, A to B and A to D in the figure);
[email protected]
Pt. III, Chap. 2, No. 100-102· Chap. 3, No. 103-109 125
Chapter 3
I! Izf(z) I
[We are dealing with the angular velocity of the rotation of the tan-
gent.]
107 (continued). The sign of the curvature depends on the situation
of a fixed point (e.g. the origin) not on the trajectory of the moving point
w = t(z): The fixed point may be to the right or to. the left of this tra-
jectory and on its concave or convex side. Explain this dependency.
[Note the example w = z.. + a, n real, a complex.]
108. We assume that in the motion defined in 103 the point w = t(z)
describes in the positive direction a closed curve without double points.
This curve is everywhere convex (seen from outside) if and only if for
Izl =r
j"(z}
gtz f'(z) > -1.
[email protected]
126 Some Geometrical Aspects of Complex Variables
is a line of support-; its normal points away from Sf and forms the angle q;
with the positive u-axis. If Sf extends to infinity these definitions are
modified insofar as a finite maximum exists only in a sector with an
opening ::;; n. The two cases: the infinite strip and the half-plane are
exceptions; then there exist only two lines of support, or only one,
respectively.
112. Find the support function of the convex domain that consists
of the point a = 1ale"'" .
113. The function w = fez) establishes a one to one correspondence
between the disk Iz 1::;; r and the convex domain Sf. Suppose that I{z)
is regular and I'{z) =F 0 at a certain point z on the boundary, Iz 1 = r. In
this case a definite line of support (tangent) passes through the boundary
point w = fez) of Sf. Express the corresponding quantities q; any h{q;)
in terms of fez).
114. The function w = log (1 + z) maps the disk 1z 1 = 1 onto an
infinite domain contained in the strip - ~ <,3w < ;. Its support
function (defined only for - ~ < q; ::;; ;) is
h(q;) = cos q; • log (2 cos q;) + q; sin q;.
115. The function w = ~I arcsin iz maps the disk 1z 1 < 1 onto a
finite convex domain which has two corners and lies in the strip
[email protected]
Pt. III, Chap. 3, No. 110-118 127
I
-1'& ::;; 3w ::;; 1'&. Its suppOrt function is
cos rp log (V cos 2qJ + V2 cos rp)2 + 2 sin rp arcsin (Vi" sin rp) :If
.
tn t he sector '4
n < rp < 4'
7n 1't'IS gIven nc f orm
. ,tn paramet'
for k =F l,
for k=l.
The functions 1, z, Z2, zS, ... form an orthogonal system on the unit
circle.
118. Let fez) denote a regular function on the disk Izi ~,. The arith-
metic mean [II 48] of fez) on the circle 1z1 = , is defined by
1
"2
f2""1}
f(,e') d{} =
•
lim
fIr) + f(r(u,,) + f(rcu!) + ... + f(rcu:- 1 )
,
no "-+00 n
2",
where co" = e" . Show that
f- f f(,e'I}) d{}
no
2,.
= f(O) .
[email protected]
128 Some Geometrical Aspects of Complex Variables
119. Let the function I(z) be regular and different from zero for
Izi < 1'. Prove that the geometric mean of I/(z) Ion the circle Izl = l'
1 2,.
2" I log/f("'/)j4/) .. - - - - - - - , , - - -
e"o = lim VI/(r) I(rw.. ) I(rw;) "'/(rw:- 1= 1/(0) I.
...... 00
1)
(f(z) = (z - Z1) (z - Z2) ••• (z - z.. ) I·(z), I·(z) regular and different
from 0 for Izl < 1'.]
121. Under the hypothesis of 120 the geometric mean of I/(z) I on
the disk 1z I ::;; 1',
1 ,2",
,.,1 f f log/f(~,'/)/gdgd/)
g(r) = e 00
is always smaller than the geometric mean of I/(z) I on the circle Izl = 1',
1 2,.
2" f log/J("'/)/d/)
<M(r) = e "'0
We have in fact
.. ( /.,/1+/.,/1+ ... +/ ... /1)
9(1')
- - - e- -
2
1-
..,
1
(}I(,.) - •
122. Let I(z) = ao al z + a2 z2 + a..z" be a regular + '" + + ...
function for Iz I ::;; 1'. The arithmetic mean of I/(z) 12 on the circle
jzl=1'is
1
J I/(re'/)) 12 dD =
2,.
2n: lao 12 + la1 12 1'2 + la2 12 1'4 + ... + Ia.. 12 1'2" + ....
o
123. Assume that I(z) = ao + arz + a2 z2 + .,. + a..z" + ... is regu-
lar for Iz I ::;; 1. The partial sums
s.. (z) = ao + a1z + a2 z2 + ... + a..z", n = 0, 1, 2, ...
of the power series of I(z) have the following minimum property: If P(z)
denotes any polynomial of degree n the integral
2",
~ J I/(e
2n: 0
i /)) - P(e'/)) 12 dD
[email protected]
Pt. III, Chap. 3, No. 119-127 129
is a minimum if and only if P,,(z) = s,,(z). The minimum equals
la"+112+ la"+212+ la"+312+ ....
§ 3. Mappings of the Disk. Area
124. We assume that the function
/(z) = tlo + a1z + ~Z2 + ... + a"z" + ...
is regular for Izi ~.,. The mapping w = /(z) transforms the disk Izl ~.,
into a domain of the w-plane. The w-values to which several z-values,
Iz 1 <." correspond have to be counted with the proper multiplicity.
The area of the image is
n(lal 12r + 21~12.,4. + 31as12 -y6 + ... + n la,,1 2r" + ...).
(The area is the additive combination of the areas of the images of the
disk Izi =., under the functions w = a"z", n = 0, 1, 2, ... )
125. Let
co
W = /(z) = ~
~ a" z" = ... + a + a-"+1Z-,,+1 + ... + a -1Z-1
-II
z-"
"==-00
+ ao + a1z + ... + a"z" + ...
be regular in the annulus ., ~ Iz 1 ::s;; R. The area of the image (count
covering with the proper multiplicity) is equal to
co
n I n la,,12(R2" - r").
11=-00
[email protected]
130 Some Geometrical Aspects of Complex Variables
Lis
"=-00
The area is considered positive or negative depending on whether the
moving image w of the point z describing the circle in positive sense
leaves the area enclosed by L on the left or on the right.
128. Let I(z) be regular on the disk Izi < r and let ](e) denote the
area of the image of the disk Iz I :::;;: e, 0 < e < r, under the mapping
w = I(z). Then
f J~\ .r J/(ri6) 12
, 2,.
is regular outside the circle Iz I = r and that it maps the domain Iz J > r
univalently into the closed exterior of a curve L in the w-plane. We
assume a homogeneous mass distribution on the circle Izi = r and on
the curve L in the w-plane, a distribution such that arcs which correspond
to each other under the mapping w = qJ(z) carry the same mass. The
mass distribution defined in this way on L has a certain center of gravity
e (conformal center of gravity of L). We find
E=co'
[email protected]
Pt. III, Chap. 3, No. 128-137 131
The volume of that part of the cylinder that is contained between the
z-plane and the modular graph
[email protected]
132 Some Geometrical Aspects of Complex Variables
(PP. is the distance between the points P and P.) assumes its maximum
on the boundary.
138. Let t(z) be regular, single-valued and non-vanishing in the
domain ~. If t(z) is not a constant, It(z) I can assume its minimum only
at boundary points of ~.
139. We assume that the given points PI' P2 ' ••• , P,. are all inside a
circle of radius Rand P is moving along this circle. Then
,. ==--==---::
Vpp1
.pp ... pp
2,.
[email protected]
Pt. III, Chap. S, No. 1S8-144 • Chap. 4, No. 145-150 133
Chapter 4
~(ZI - zo) + ~(Z2 - ZI) + ... + ((z" - Z,,_I)' Zo = z". [II 1, II 2.]
147. Evaluate
¢1~z'
along the ellipse z = x + iy, x2 - xy + y2 + X + y = O.
148. Show that
"
J
2"
xdfJ :n:
xz+ sinlfJ = 2V1 + Xl
when x> O.
o
149. Prove the formula
J (1 +
2,.
2 cost'/o)"cosnfJ d-D =
1-1'-2I'cosfJ
2:n:
V1-21'-SI'I
(1 - I' - V1 -
21'2
21' - sr)" ,
o
1
-1<'<3' n=O,1,2" ..
150. Evaluate the curvilinear integral
tf. (1 - Xl - y2) Y dx + (1 + x 2 yl) X dy +
'j.J 1 + 2X2 - 2y2 + (X2 + )'2)2
along an ellipse with the foci (0, -1) and (0, 1),
[email protected]
134 Cauchy's Theorem. The Argument Principle
J
o
'"'
sin (?)
;r"
dx = _1_r(~)sin(~
n-l n n
:t)
2
f'"' e -"Pcosc< •
SlD
(../.I' ) .. dX = -
~. SlDlX X
1r(n-+-1) . (n + SlD----.
1) .ox
o P P P
Note the special case IX = pn.
154. Assume p > 0, x> 0, p fixed, x variable. Show that
+'"'
lim x'"'+l
%~'"'
f
0
e- IP cos xt dt = r(p + 1) sin ' ; .
155. Let a > O. The integral
along the straight line s = a + it, - 00 < t < 00, parallel to the imag-
inary axis converges absolutely for all real values of IX. The integral
turns out to be
if IX :::;;; 0,
if IX >0.
156. We call p(t) the largest term of the series
"I t"
1+-+-+'"+-+'''
11 21 n!
Assume A > 0 and let z be the only positive root of the equation
A - z - e-' = O.
Then
{I
[ -:t J
1
-,",
+ '"' sin ; ei("+I-lj..
u
du= 0
if
if
[email protected]
Pt. III, Chap. 4, No. 151-161 135
157. The Legendre polynomials can be defined as the coefficients of
the expansion into a power series [VI 91]
O<D< :n;.
(The square roots are positive.)
158. Let ~ denote the half-strip
ffiz > 0, -:n; < 3z < :n;
and L the boundary of ~ consisting of three straight pieces. We orient
L so that ~ is on the right hand side of L. The integral
-2'
.t f ~dC=E(z}
,e
'''' L .. - z
defines a function E(z) for points z on the left hand side of L. Show that
E(z) is an entire function which assumes real values for real z.
159 (continued). We find
1
2-: J ~e dC = 1.
nJ L
is bounded.
181. We define
2'
z(z-1)(r-2) ... (z-n) =I,,(z}.
[email protected]
136 Cauchy's Theorem. The Argument Principle
Show that
~/,,(I) dz
lim !_!=2" .
11-+00 ~1/,,(I)lldll=J,
1_1=2"
where the integrals are computed along the positively oriented circles.
[II 217.]
182. Assume that /(z) is regular in the disk 1z 1 ~ r and different from
oon the cire1e 1z 1 = r. The largest value oORz ~~:~ on 1z 1 = r is atleast
equal to the number of zeros of /(z) in Izl < r.
183. Let Zl' Z2' ••• , z" be arbitrary but distinct complex numbers
and L be a closed continuous curve without double points, enclosing all
the z:s. The function /(z) is supposed to be regular inside of. and on. L.
Then
P(z) = ~ ~ /(1;.) co(C) - co(z) de
2m 'j' co(C) C- Z '
L
185. Assume that the entire function F(%) satisfies the inequality
F(x
1 + iy) 1 < CIf!"!
in the entire %-plane. z = x + iy; C and (! are positive constants. Then
[email protected]
Pt. III. Chap. 4. No. 162-170 137
r 1/(e'")
2,.
1 d{) = 1.
IJ
j!
Let k> -1. Then
1 when k is an integer,
f
I
1 ,t/(x) dx :s;; 1
o ---- when k is not an integer.
21Rin knl'
169. Let IX > -2. The quadratic form of the infinitely many real
variables Xl' x 2, X 3, •••
i i X}.X,..
i; i; xAx,.. I<M
I}.=1 ,..=1 1 + I' + IX
whenever the variables xl' x2 ' ••• , x.. satisfy the condition
~ + x~ + ... + x! = 1; n = 1, 2, 3, ... We may choose M = n: if IX is
an integer and M = ISlfiIXn
. n I if IX is not an integer.
170. We assume that the functions 11 (z), 12(Z)' ... , I.. (z), ... are regular
in the open region 9t and that they converge uniformly to the function
[email protected]
138 Cauchy's Theorem. The Argument Principle
I(z) in any closed domain inside m. Then the limit function I(z) is regular
in m.
171. The complex function I(z) = u(x, y) + iv(x, y) of the real
variables x and y is defined and continuous in a region mof the z = x + iy
plane. Moreover we assume that the integral
9> I(z) dz
along any circle inside mvanishes. Then I(z) is an analytic function of
the complex variable z, regular in the entire region m. [Compute the
variation of the area integral
F,(z) = ff I(z + e + if}) de df}
"+'1';::;;,'
when the leal or the imaginary part of z varies.]
[email protected]
Pt. III, Chap. 4, No. 171-177 139
[Draw circles of radius e around the zeros and poles in the open disk
\z\ < 1 so that these circles do not have points in common with each
other nor with the circle Iz \ = 1. Connect the e-circles with the unit
circle by paths that do not intersect each other (e.g. by radii of the unit
circle if all the poles and zeros have different argument, d. diagram).
By excluding the e-disks and the connecting paths we reduce the disk
\z \ < 1 to a simply connected region 91,. Compute the integral f log!(Z) dz
along the positively oriented boundary of 91,.]
178. The function I(z) is meromorphic in the disk \z\ < R, regular
and different from 0 on the circle \z \ = R and it has inside the circle
the zeros aI' a2 , ••• , a". and the poles bl' b2 , ••• , b,., counted with correct
multiplicities. If the point z = reilJ , r < R, is neither a zero nor a pole
we have
".
log I/(z) 1 + ,.~ log I
I RI -
(a,. _ z) RI- P~,. log I
a,.,.z I RI -
(b. -
b.z
-:ifli
I
1 2,. i9 RI-rt
= 2:r!; flog I/CRe ) 1 RI _
o
2Rf'COS (8 _D) + rt d8 .
177. The function I(z) is meromorphic in the half-plane mz > 0,
regular and non-zero on its boundary and it has inside the half-plane
the zeros al' a2 , ••• , a". and the poles b1 , b2 , ••• , b,., counted with correct
multiplicity. If I(z) is regular at infinity (but also under weaker condi-
tions on its behaviour at infinity) and if I(z) is regular and non-zero at
z = x + iy, x > 0, we have
IZ+ii i ,. Iz+b I
log I/(z) \ + 2
".
,.=1
log
I
z _a!!..l- .=1
,.
2 log i z _ b
I •
P
1 +00 _
= n- flog I/Ci1J) Id arctan !L.1..
x
-00
[email protected]
140 Cauchy's Theorem. The Argument Principle
r~ Izl ~ R,
different from zero on the boundary of Si) and it has in Si) the zeros
al' a2 , ••• , am' a,. = r,.et6II, ft = 1, 2, ... , m. U smg
. the e
d f'lnltIon
..
log If(ee
iIJ ) 1 = U(e,
-D) we have the formula
:tr
1 ,.) 1 +z-
~ ( ;- - ; cos -D,. = nR f U(R, -D) cos -D d-D
~~<R ,. _~
2
R
[email protected]
Pt. III, Chap. 4, No. 178-189 141
181. The functions p(z) and 'P(z) are regular in i), except possibly
at finitely many poles, finite and different from 0 on the boundary L
of i). We define I(z) = p(z) 'P(z). The winding number of the image under
w = I(z) of L is equal to the sum of the winding numbers of the images
of Lunder w = p(z) and w = 'P(z) respectively.
182. Prove the argument principle for a polynomial.
183. The argument principle implies: If p(z) is regular and non-zero
in the domain i) the winding number of the image of L (the boundary
curve of i)) generated by w = p(z) vanishes; i.e. the argument of p(z)
is a single-valued function on L. Deduce the general statement of the
principle from this particular case.
184. The real trigonometric polynomial
[email protected]
142 Cauchy's Theorem. The Argument Principle
Z = 0 inside the region ffi Z2 < O. [Cornu spiral, ct. e.g. A. Sommerfeld:
Optics. New York: Academic Press 1954, pp. 243-244].
190. The function /(z) is single-valued, regular and does not assume
a certain value a in the annulus., < Iz I < R. All the closed continuous
curves without double points that enclose the circle Iz I = ., and that lie
inside the annulus are mapped by the function w = /(z) - a onto curves
in the w-plane with the same winding number.
191. The function /(z) is regular in the domain il and its absolute
value on the boundary curve L of il is constant. As z moves on the curve
L the argument of /(z) changes monotonically. (Whence a new proof of
142.)
192. The function /(z) has one zero more than /' (z) inside Lunder
the hypothesis of 191. (More informative than 142.) This means geo-
metrically: Inside a closed level line without double points the modular
graph has more pits than saddle points, namely precisely one more.
193. If /(z) is regular in the domain il and /'(z) does not vanish in
il the mapping w = /(z) of il is not necessarily schlicht [72]. If however
I/(z) I is constant on the boundary of il the mapping in question has to
be schlicht.
§ 4. Rouche's Theorem
194. We suppose that /(z) and qJ(z) are two functions that are regular
in the interior of il, continuous in the closed domain il and that further-
more I/(z) I > IqJ(z) I on the boundary L of il. Then the function
/(z) + qJ(z) has exactly the same number of zeros inside il as /(z).
195. Let A. be rea], A. > 1. The equation
zi- z = 1
has exactly one root in the disk Iz I = 1. This root is real and positive.
196. Let A. be real, A. > 1. The equation
A. - z - e-' = 0
has only one root in the half-plane ffiz > 0 which, consequently, is real.
197. A function (not necessarily schlicht) that maps the closed unit
disk onto a domain contained in the open unit disk has exactly one fixed
point. I.e. if /(z) is regular in the disk Iz I < 1 and if I/(z) I < 1 in Iz I ~ 1
then the equation /(z) - z = 0 has exactly one root in Iz I ~ 1.
198. The entire function r;~i assumes each value infinitely often in
the half-strip
-d < 3z < d, ffiz < 0 (d arbitrary) .
[email protected]
Pt. III, Chap. 4, No. 190-204 143
199. Let I(t) be a real-valued twice continuously differentiable
function on the interval 0 ~ t ~ 1. If 1/(1) I > 1/(0) I the entire function
1
F(z) = f I(t) sin zt dt
o
has infinitely many real zeros and only a finite number of complex zeros;
if 0 < 1/(1) I < 1/(0) I it has only a finite number of real, and infinitely
many complex, zeros. [The zeros of F(z) behave with respect to reality
like the zeros of 1(0) -/(1) cos z.]
_ . Let a be a constant, Ia I > 2.5. The power series
F
1 + -za + -a'z2 + -a'z2 + ... + -a'" + ... =
Z"
(z)
defines an entire function which does not vanish on the boundary of the
annulus
and has exactly one zero inside the annulus, n = 1, 2, ... [Examine
the maximum term on the circle Iz I = Ia 12.. , I 117.]
201 (continuation of 170). Let @) denote the set of all zeros of all
the functions I.. (z), n = 1, 2, 3, '" in m. If the limit function I(z) does
not vanish identically its zeros in mare identical with the limit points
of @) in m. (The term "limit point" is used here to mean a point an
arbitrary fixed neighborhood of which contains at least one zero of I.. (z)
for all sufficiently large n.)
202. The functions
... , I.. (z) ,
are schlicht in the unit disk Iz I < 1 and converge in any smaller disk
Iz I < l' < 1 uniformly to a not everywhere constant limit function I(z).
Then the function I(z) is schlicht in the unit disk Iz I < 1.
203. Let gl (z), g2(Z), ... , g.. (z) , '" be entire functions which have real
zeros only. If
lim g.. (z) = g(z)
"-+00
uniformly in any finite domain, the entire function g(z) can have only
real zeros.
204. Assume
a~ 0, d>O.
[email protected]
144 Cauchy's Theorem. The Argument Principle
taken in this order, and N for the number of those zeros of the function
[email protected]
Pt. III. Chap. 4. No. 205-206.2 145
that are contained in the horizontal strip
cx<3z <{3.
Assuming that
lell + le2 1+ ... + le",,1 > 0, le"-mj+ll + ... + le.. -II + Ie.. I > 0
show that
(Aj ~_~1.~_(1J ~.~ _ n +1< N ::::;; ().j - "I) (/J. -.-x) +n _ 1.
2n - - 2n
Chapter 5
The equation
z
W = 9'(z)'
where q>(z) is regular in a neighbourhood of z = 0, q>(O) =1= 0, implies
_ co
z - 2: 1iI
W" [d. -I [9'(X)]"]
,,-I .
,,=1· dx ",=0
[email protected]
146 Sequences of Analytic Functions
213 (continued). Note the cases p = 0, 1,2, -1,1 and derive 209,
210 by taking the limit in 211, 212.
214. Evaluate the sum of the power series
1 + i; (n + ~)" w"
,,=1 n.
What is its radius of convergence?
215. Prove 156 with the help of the results of 214.
216. Let IX and p denote rational numbers. Then the series
1 e e
+ (iX iii) w + ~ 2#) w2 + ... + ~ n~ W" + ...
represents an algebraic function of w.
[email protected]
Pt. III, Chap. 5, No. 207-219 147
217. Arrange the successive powers of the trinomial 1 + w + w 2 in a
regular triangular array
1
1 + w +w2
1+2w+3w2 +2w3 +w'
1 + 3w + 6w2 + 7w3 + 6w' + 3w5 + w6
The sum of the middle terms (in boldface) is
1 + w + 3w2 + 7w3 + ... = 1 .
Vi - 2w - 3wl
[email protected]
148 Sequences of Analytic Functions
~ z(z2 _ 12) (z2 _ 22) ••• [z2 _ (n _ 1\2] L.l 2,,-2 [F(-n + 2) _ F(-n)]
+ .,:., --
,,=1
(2n - I)! - 2
[212, 216J.
221. The four formulas mentioned in 220 hold for any polynomial
F(z). (In this case the series are obviously finite.)
222. The formulas (1), (2) given in 220 are also valid for any rational
function F(z) if the real part of z is larger than the real part of any of the
finite poles of F(z); formula (1) requires the additional condition that
F(z) be regular for z = 0, 1, 2, 3, ... -Do the formulas (3) and (4) hold
for rational but not entire functions?
[email protected]
Pt. III, Chap. 5, No. 220-229 149
In the sequel (223-226) we use the notation
Vl+4t
1 F(1 + 21 - V1 + 41) = a
2t 0
+ ,12a -1t + ,14a -2 t2 + ... +
+ ,12n a_"t" + ....
226. Define
F(z) = 2a 1z + 2a2z2 + 2aszs + ... + 2a"z" + ... ,
and show that
~F(1+2t-V1+4t)
t 21
_
- a1
_ a_I
+(..12
LJ a o
_..12
LJ a_ 2
)t
227.
if (1 + _.:i!-=-_.1_)
,,=1 + n (n
=
1)
sin :n:z .
:n:z(l - z)
[email protected]
150 Sequences of Analytic Functions
is assumed to be regular and to have positive real part in the open disk
Izl < 1. Then la,,1 < 1, n = 1,2, ... In none of these inequalities can we
replace 1 by a smaller number.
236. Suppose that the function
fez) = ao + a1 z + a2 z2 + ... + a"z" + ... is regular and that mf(z) < A
on the disk Iz 1< R. Then the inequality
Iao I + Ia1 Ir + Ia2 1r2 + ... + Ian Ir" + ... < IaoI + R 2~ I' (A - mao)
[email protected]
Pt. III, Chap. 5, No. 230-240 151
tp(z) = ;E a,.t'
11=-00
converges on the annulus 0 < Iz I < 00 (sphere from which two points
have been removed) and that z = 0 and z = 00 are essential isolated
singular points. The maximum of the real part of tp(z) on the circle
Izl = r is denoted by A (r). A(r) increases to 00 faster than any power of
r as r ~ 00 and faster than any power of ..!... as r ~ O. Precisely
/'
238. We assume that the function I(z) = ao + arz + ... + a,.t' + ...
is regular in the disk Iz I < R and we denote by A U) the largest oscillation
of the real part of I(z) in Iz I < R, i.e. A (I) is the least upper bound of
191/(zl) - 91/(z2) I for IZ11 < R, IZ21 < R. Then we have
2
la1 1R ::;;"AU).
2
The factor - cannot be replaced by a smaller one.
11:
Interpret this proposition geometrically.
239. Let the function I(z) = ao + a1z + ... + a,.z" + ... be regular
in the disk Iz I < R and denote by DU) the largest oscillation of I(z)
for Iz I < R, i.e. D(/) is the least upper bound of I/(zl) - I(Z2) I for
IZ11 < R, IZ21 < R. Then we have
la1 1R ::;; "21 D(f).
The factor 1 can not be replaced by a smaller one. Interpret this propo-
sition geometrically. '
240. Let the function I(z) satisfy the following conditions:
(1) I(z) is regular, I/(z) I ::;; M Iz - s I : :; : r;
in the disk
(2) I(z) does not vanish in the closed half-disk Iz- s I< r, 91(z- s) > 0;
(3) I(z) has in the disk Iz - sl::;; i r the zeros cI ' c2 ' ... , cl • Then
/,(s) 2 MIl
- 9 1 - < - l o g - - ;E91--.
f(s) - /' If(s) I A=l s - c"
[email protected]
152 Sequences of Analytic Functions
[email protected]
Pt. III. Chap. 5. No. 241-249 153
that converges inside the unit disk. Then the Dirichlet series. assumed
convergent for certain values of s.
D(s) = al l- s + a2 2- s + ... + a"n- s + ...
defines an entire function. In the case where the point z = 1 is a pole
of order h of the function I(z). D(s) is a meromorphic function which can
have poles only at the points s = 1. 2•... , h (only the last one must be
a pole); the poles are simple. [D(s) r(s) = J ,t-l/(e- Z) dx, cf. II 117;
o
J ,t-l/(e-
co
Z) dx is an entire function of s if (! > 0.]
1/
[email protected]
154 Sequences of Analytic Functions
If the power series converges in a disk larger than the unit disk, i.e. if
. log la,,1
lim sup < 0,
"-+00 n
we are necessarily dealing with the first case. The weaker condition
. log la,,1
bmsup~<O
11-+00 yn
[Put
J
co
I(z) = e-zlJcOSIJ7I sin (x" sin,un) e- z (l-.) dx; 153, II 222.]
o
§ 5. Propagation of Convergence
The following exampl~s show that the convergence of sequences of
analytic functions is often "contagious".
251. If the series
g(z) + g' (z) + gil (z) + ". + g(") (z) + ".
converges at one single point at which g(z) is regular then g(z) is an entire
function and the series converges at every point. The convergence is
uniform in any finite domain of the z-plane.
252. If the sequence
ig'(z) i, Vigll(Z) i, ... ,
is bounded at a single point of the z-plane then g(z) is an entire function
and the sequence stays bounded at all the points of the z-plane. It even
has the same limit superior at all the points.
253. Let
be two infinite sequences, the second one being arbitrary, the first one
such that a" =f= 0, am =f= a" when m =f= n, m, n = 0, 1, 2, ... and that
1 1 1 1
-+-+-+".
ao a a
+-+".
a" 1 2
[email protected]
Pt. III, Chap. 5, No. 250-256 155
[email protected]
156 Sequences of Analytic Functions
zd
+ (1 -I- z) (1 -I- z 1 (1 -I- z') (1 -I- zI) + ...
2
.. =1 n.
converges uniformly for all positive values of x; it represents the function
en for 0 < x ~ 1 and a dilferent analytic function for 1 < x < 00.
281. The sequence of functions 11 (z), Mz), ... , I.. (z), ..•
n = 1, 2, 3, ... ,
converges uniformly in any finite domain that does not contain the
imaginary axis.
282. Let
ex > 0, P > 0, ex + P = 1,
and put
!p(z) = exz + p-z1 .
The sequence of iterated functions
!p(z), 91 [!p(z)], !p{!p[!p(z)]},
converges to +1, when 9!z> 0, to -1 when 9!z < 0 and diverges when
9!z=O.
[email protected]
Pt. III, Chap. 5, No. 258-265 157
§ 7. The Order of Growth of Certain Sequences of Polynomials
283. Let h(<p) denote the support function of the infinite convex
domain considered in 114. The sequence 11 (z), 12(z), ... , I.. (z), ...
where z = ,eiq>, is bounded in the entire half-plane 9lz > 0 [12, II 220];
h(<p) is the smallest function of the angle <p that keeps the sequence
bounded.
264. Let h(<p) denote the support function of the convex domain
considered in 115. The sequence 11(z), 12(z) , ... , I.. (z), ...
_~( 1- z,)( 1 _zl)
I.. (z)-~ 22 ... (1 _ZS)
n2 e-,h(.,,) , n-l,2,3,
_
... ,
12
where z = ,eiq>, is bounded in the entire z-plane [13, II 221]; h(<p) is the
smallest function of the angle <p that keeps the sequence bounded.
285. Let h(<p) denote the support function of the convex domain
considered in 116. Then
Chapter 6
[email protected]
158 The Maximum Principle
the moduli of the values are related that the function assumes in
different parts of its domain of existence.
Let the function I(z) be regular in the circle 1z 1 < R; the maximum
of its absolute value on the circle Iz 1 = 1', l' < R, is denoted by M(1').
S. The maximum of I/(z) Ion the disk Izl < l' is M(1').
267. The maximum M(1') is monotone increasing with r unlrss I(z)
is a constant.
268. We assume that the function I(z) is regular in the simply connected
region Izi > R. M(1') denotes the maximum of I/(z) \ on the circle
Izi = 1', l' > R. Then M(1') is also the maximum of I/(z) \ for Iz\ >- l' and
M(1') is monotone decreasing unless I(z) is a constant.
269. Let I(z) denote a polynomial of degree n; then
[email protected]
Pt. III, Chap. 6, No. 266-278 159
n
n-l
[Examine the product I[C + (z - C) £0-0] in a suitable domain,
co = e2n;/n.] >=0
[email protected]
160 The Maximum Principle
hold uniformly in a sector 1X < -0 < p, 1X < p. Then fez) vanishes iden-
tically.
§ 2. Schwarz's Lemma
280. The function fez) is assumed to be regular and If(z) I < 1 in
the disk Iz I < 1. If f(O) = 0 either the stricter inequality If(z) I < Iz I
holds for z =F 0 or fez) = ei"'z, 1X = real.
281. We denote by z = 97(C) and w = tp(C) two schlicht maps of
the unit disk ICI < 1 into the regions ffi and e; of the z- and w-plane
resp.; the images of the origin C= 0 are the points z = Zo and w = Wo
resp. In addition let 0 < (! < 1 and r and ~ be the images of the disk
ICI < (! under the above mentioned maps. We assume that w = fez) is
a regular analytic function in ffi the range of which belongs to e; and
that f(zo) = WOo Then fez) assumes in the subdomain r of mvalues that
belong to the subdomain ~ of e;. These values are in the interior of ~
unless fez) is a schlicht function that maps the region monto the region e;.
282. Let fez) be regular and If(z) I < 1 for Iz I < 1. Then
[email protected]
Ft. III. Chap. 6. No. 297-288 161
288. Let I(z) be a regular function with I91/(z) I < 1 for IzI < 1. If
I(O} = 0 the stronger inequality
holds; in addition
1 + Izi
I3/(z} I ~nlog~,
2
O<l z l<1.
Equality occurs if and only if
2
I(z) = ---, log
1 + i"z
.• IX real.
nl 1- 8""Z
[email protected]
162 The Maximum Principle
289. Suppose that the function I(z) is regular for 1z 1 < R and that
.1 denotes the oscillation of its real part in the disk, i.e
191/(zl) - 91/(z,) 1 < .1
for 1zll < R, 1z21 < R. Then the oscillation of its real part in the smaller
disk Izl :5: r, r < R, is
[email protected]
Pt. III, Chap. 6, No. 289-298 163
real axis and I(a) = h, h real. Then t' (a) is real and positive and we have
the inequality
3_1_ > 3 _1-._ for 3z> o.
b - /(z) = (a - z\ /,(u)
294. Let the function I(z) be regular, have the zeros Zl' Z2' "., z..
and let I(z) be bounded, I/(z) 1<M, in the unit disk Izl < 1. Then the
stronger inequality
I/(z) I ~ I
z- z z- z z - z"l
~. ----:.!". ---- M
- 1 - ZlZ 1 - zaZ 1 - z..z
holds for Izl < 1. We have equality either at every point or at no point
of the open disk Izl < 1. (Proposition 280 is a special case. n = 1,
Zl = 0.)
295. Let the function I(z) be regular, have the zeros zl' Z2' ••• , z.. and
let I(z) be bounded, I/(z) 1 ~ AI, in the open half-plane 9lz> O. Then
the stronger inequality
1I(z) 1 ~
- I +
1:1 - z .:, -+ z ".~z.. + z IIM
81 Z 8.
8 .. -
8
holds for all z with 9lz > O. We have equality either at every point or
at no point of the right half-plane 9lz > O.
298. A function that is meromorphic in a closed disk and of constant
absolute value on the boundary circle is a rational function; in fact it is,
up to a constant factor, the product of linear fractional functions that
map the disk in question either onto the interior or the exterior of the
unit circle.
297. We assume that the function I(z) is regular and bounded in
the disk Iz I < 1 and vanishes at the points Zl' Z2' Z3' ••. Then
(the sum of the distances of the zetos from the unit circle) is finite or
else I(z)= O.
298. We assume that the function I(z) is regular and bounded in
the half-plane 9lz> 0 and vanishes at the points Zl' Z2' Z3' ••• outside
the unit disk in the half-plane, i.e. Iz.. 1> 1, 9lz.. > 0, n = 1, 2, 3, ...
Then the sum of the series
z.
1 1 1
91-+91-+91-+'"
81 8a
[email protected]
164 The Maximum Principle
(PP7 is the distance between P and PI,) of the point P assumes its
maximum in any domain on the boundary. (Generalization of 137.)
302. We assume that the functions Mz), Mz), ... , I.. (z) are regular
and single-valued in the domain ~. Let P1' P2 , ••• , P.. denote positive
numbers. The function
9'(z) = 1/1 (z) 11'1 + IMz) II'· + ... + 1/.. (z) II'..
is continuous in ~. It reaches its maximum only on the boundary of ~
unless all the functions it(z), Mz), ... , I.. (z) are constants.
303. The function I(z) is supposed to be regular in the multiply
connected closed domain ~ and I/(z) I single-valued in ~. [f(z) is not
necessarily single-valued.] The absolute value I/(z) I attains its maximum
at a boundary point of ~. The maximum cannot be attained at an inner
point of ~ unless I(z) is a constant.
304. Let the function I(z) be regular in the disk Izl < R. Suppose
O<r1 <r2 <r3 <R.
Then
10
g
M(r)::;: log 1'2
2 -
- log 1'! 10
log 1'a - log 1'1 g
M(r)
3
+ log 1'a -
log 1'. -
log 1'110
log 1'1 g
M(r).
1
[email protected]
Pt. III, Chap. 6, No. 299-311 165
306. Suppose that the function I{z) is regular for 1z 1 < R but not
of the form c:l', c constant, n integer; let
denote the arithmetic mean of I/(z) 12 on the circle Izl = r, r < R. The
function I 2{r) is monotone increasing with r and log I 2 (r) is a strictly
convex function of log r.
307. Let I{z) be regular for Izl < R;
1 2,.
2n J logl/l,,'''>l4''
QS(r) = e 0
The function I{r) is monotone increasing with r and log I(r) is a convex
function of log r. [299,304.]
309. Let I(z) be regular and not a constant in the disk 1z 1 < R.
The function w = /(z) maps the circle Izl = r, r < R, in !he z-plane
onto a curve in the w-plane with length l(r). The ratio 12(1') is monotone
n,.
increasing with r.
310. We suppose that I(z) is regular and not constant for Iz I < Rand
that P is a positive number. We define
r< R.
The function Ip(r) is monotone increasing with r and log Ip(r) is a convex
function oflog r. (Cf. 306, 308, 307, 267 and 304, for an analogous case see
IV 19.)
§ 4. Harmonic Functions
311. An analytic function that is regular in the closed disk ~ cannot
assume real values at all the boundary points of ~ except if if is a real
constant.
[email protected]
166 The Maximum Principle
[email protected]
Pt. III, Chap. 6, No. 312-322 167
following properties:
(1) there exist two positive constants A and B such that
I/(z) 1< AeBJzJ for -lX ~ 1} ~ lX, Z = reilJ ;
(2) I/(z) I ~ 1 for 1} = -lX and 1} = lX
on the two bounding rays 1} = -lX and 1} = lX because 0 < AlX < ~ .
On the circular arc Izi = r, -lX < 1} < lX, we have
IezA I = e,Acos},{} ? erAcosAc< .
(The comparison function almost satisfies the conditions of the theorem
but the conclusion is not valid. Imagine that A = 1 or that A = ~
2!X
- which values are, in fact, excluded; in the first forbidden limit case
condition (1) is satisfied, in the other condition (2), but in no case are
both conditions fulfilled and in no case is ezA bounded inside the sector
in question.)
Examine now the function I(z) e-ezA, where e> 0, at a certain inner
point Zo of the sector. Enclose the point Zo in the finite (circular) sector
bounded by the rays 1} = -lX, 1} = lX and the arc of the circle Iz I = r
between these rays; r is subject to the conditions
1
[email protected]
168 The Maximum Principle
[email protected]
Pt. III, Chap. 6, No. 323-327 169
in the sector 0 < {} < ~ , e > 0; take the branch of z" that maps the
positive real axis onto itself. We see that in the above mentioned sector
In the same way as in 322 we derive from (1), (2) and (3) that for
o S {} < ; the absolute value I/(z) e-'1 Z I cannot be larger than 1 or F'1
whichever is larger. The same can be said for the sector - ~ < {} < O.
We claim that Ffl S 1: If Ffl were larger than 1 we would have
I/(z) e- flz I <FfI on the entire half-plane and at the point t = ro the
maximum would be reached, I/(ro) e- flr , I = Ffl (see above). This is
impossible because the maximum cannot be attained at an inner point
z = ro' Hence Ffl < 1, consequently
ffiz> O.
This is valid for any 'YJ which concludes the proof. Notice that in condi-
tion (3) the positive real axis may be replaced ,by any ray from z = 0
that goes to infinity in the half-plane ffiz > O. Such a ray cuts the half-
plane into two sectors, both with an angle smaller than 11:: Only this
fact is essential [322, also 330].
326. Let the function I(z) be regular in the half-plane ffiz > 0 and
satisfy the following conditions:
(1) there exist two constants A and B, A > 0, B > 0, such that in
the entire half-plane
I/(z) I < AeB1z1 ;
(2) I(z) is bounded on the imaginary axis,
I/(ir) I < 1, I/( -ir) I < 1, r> 0;
[email protected]
170 The Maximum Principle
(1) there exist two constants A and B, A > 0, B> 0, such that
on the entire half-plane
I/(z) I< AeB /./;
(2) there exist two constants C and y, C> 0, y> 0 such that for
1':2::0
1/(±i1') I s Ce-l".
A function satisfying these conditions must vanish identically. [Examine
the function I(z) e- IIJ10g('+1).]
328. The function sin :rr;z is the smallest function that is analytic for
ffiz :2:: 0 and that vanishes at the points z = 0, 1, 2, 3, ... More precisely,
the following proposition holds:
We assume that the function I(z) is analytic in the half-plane ffiz > 0
and that it satisfies the conditions:
(1) there exist two constants A, B, A > 0, B> 0, such that for
ffiz > 0
I/(z) I < Ae B /./;
(2) there exist two constants C and y, C > 0, y> 0 such that for
1'>0
1/(±i1') I < Ce(n-l')';
(3) I(z) has the zeros 0, 1, 2, ... , n, ...
Such a function vanishes identically.
329. Let w(x) be a positive function of the positive variable x that
increases with x and tends to + 00 as x increases to + 00. A function
I(z), regular in the half-plane ffiz ?: 0, that satisfies the inequality
I/(z) I > e"'(/'!)/'/ for ffiz ?: 0
does not exist.
330. Suppose that the function I(z) is regular at any finite point of
the sector IX <D< p, bounded by 1, I/(z) I < 1, on the two rays D = IX
and D = P and that, furthermore, there exists a positive constant 6
such that
[email protected]
Pt. III, Chap. 6, No. 328-335 171
an ro such that
"
(J-a<
I/(re i ") I< e" for r > ro
in the above mentioned sector then the stronger inequality
I/(z) I < 1
holds in the entire sector. [Method of 325.]
332. The function g(z) is assumed to be an entire function, M(r) be
the maximum of Ig(z) I on the circle Iz I = r. If
lim log ~(r) = 0
,-+00 Vy
then g(z) cannot be bounded along any ray. [E.g. g(z) is not bounded
along the negative real axis.]
333. Suppose that the function I(z) is not a constant and that it is
regular in the half-strip @ defined by the inequalities
x> 0,
If there exist two constants A and a, A > 0, 0 < a < 1, such that in @
and if ,
I/(z) I < 1
on the boundary of @ (i.e. for x = 0, - ; < Y < ~- and for x ~ 0,
x> 0, z = x + iy
must satisfy the inequality
I/(x + iy) f < e",(x)e X
[email protected]
172 The Maximum Principle
336. The domain '1) is supposed to lie in the half-plane ,3z > 0; the
boundary contains a finite number of segments of the real axis; Q denotes
the sum of the angles under which the segments are seen from an inner
point Cof '1). Assume that fez) is regular and single-valued in the interior
of '1) and continuous on the boundary of '1), that If(z) I < A at the real
boundary points, If(z) I < a on the remaining boundary of '1),0 < a < A.
Then
D D
- 1--
If(C)I<A"a " [57.]
[email protected]
Solutions
Part One
*1. [Cf. HSI, pp. 238, 252-253, ex. 20.] AiOO = 292 [2].
*2. [For an intuitive solution see G. Polya:Amer. Math. Monthly Vol. 63,
pp. 689-697 (1956). Cf. MD, Vol. I, p. 97, ex. 3.84.]
+ C + C2 + C3 + ... + cx + ...)
00
1: AnC" = (1
(1 + t,5 + t,1O + C15 + ... + C5Y + ... )
(1 + C10 + C20 + t,30 + ... + C1O: + ... )
(1 + t,25 + C50 + C75 + ... + C25" + ... )
(1 + C50 + t,100 + t,150 + ... + t,50V + ...)
1
(1 - C)-1 (1 - C5)-I,
(1 - C)-1 (1 - t,5)-1 (1 - C1O)-I,
(1 - t,)-1 (1 - C5)-1 (1 - t,10)-1 (1 - t,25)-I,
(1- t,)-1 (1- t,5)-1 (1- C1O)-1 (1- C25 )-1 (1- C50 )-I.
[email protected]
174 Infinite Series and Infinite Sequen;;es
*3. B5 = 15 [4].
4. The coefficient of (n in the expansion of
(( + (2 + (3 + (4)'
is equal to the number of sums of value n with s terms of value 1, 2, 3, 4,
where the order of the terms is taken into account. Therefore we have
=
1 + 2; Bi;" = 1 + (( + (2 + C3 + (4) + (( + (2 + (3 + ~)2 + ...
"~l
1-C-C2 __ '3-C"
For the numerical computation use the relation
(1 - C ')
a
(1 - C)
aj = 2; A,,(".
,,~O
_ _ _ . __
1 -
1 _._____
Ca , - Ca , -- ••• - Cal
= 1: B r"
.. ~O "".
The "first weighing problem" [5] (all the weights on one pan):
[email protected]
Pt. I, Solutions 3-13 175
-~--
(1- C)p
= 1 +(-P)
1
(-C) + ... + (-P)(-Ct + "',
n
thus
A = P(P+1) ... (p+n-1)=(p+n-1).
n 1.2 ... n p-1
12. According to 11 this number is
(p + - P) - 1) = (np-1
(np-1 - 1).
The result follows also directly from the expression (C + C2 + .. .)P.
*13. Identical with 11. Another solution: Consider the P-fold series
[email protected]
176 Infinite Series and Infinite Sequences
3,,+1 - 1
= C- N + C- N+1 + ... + CN- 1 + CN, N = 2 .
16. a" = aF ", where F" is the number of digits 1 in the binary repre-
sentation of n (its expansion in powers of 2).
17. [E. Catalan, Problem: Nouv. Corresp. Math. Vol. 6, p. 143
(1880). Solved by E. Cesaro: Nouv. Corresp. Math. Vol. 6, p. 276 (1880).]
The series in question results from the expansion into a power series of
[email protected]
Pt. I, Solutions 14-19 177
Particular cases:
E" = e" when PI = P2 = ... = PI = 1,
E" = A" when PI = P2 = ... = PI = 00,
E a +" = D" when PI = P2 = ... = 2 and a l + az + ... + al = a.
To encompass 18 we admit 1 = 00 (properly interpreted). We have
PI = P2 = ... = 9, al = 1, a2 = 10, a3 = 100, ... in the case 18.
18.2. Particular case of 18.1; 1= 3, a l = a2 = a3= 1, PI = P2 = P3 = n,
n (1 + C) (1
~
K(C) = ~ C2"-1)
"=1
is invariant under the substitution of C2 for Cbecause
1 - C4"-2 = (1 + C2"-I) (1- C2"-I),
i.e. [ICI<l]
K(C) = KW) = K(~) = K(C8 ) = ... = K(O) = 1.
[email protected]
178 Infinite Series and Infinite Sequences
Third solution:
n (1 + C) = n n
00 " 00 (1 _ C2") 00 1
(1 _ C") = (1 _ ,.2"-1) .
,,=1 ,,=1 ,,=1 ..
20. [Euler, I.e. 9.] Interpret the coefficients in the expansion of the
functions in 19. The result states that the first weighing problem with all
the integers as weights admits as many solutions as the change problem
with the odd integers as coins.
21. If we omit the restriction that the terms in the sum have to be
smaller than n, i.e. if we admit also the representation n = n, then we
are dealing with the postage stamp problem [9]. The number of different
sums is equal to the coefficient of in en
1
l-C-CI- ... -C'"
or in
1 1 1- C
1- C- ca - ca - ... = C = 1 _ 2C = (1 - C)(l + 2C + 4C2 + ...)
1---
1-C
= 1 + C+ 2C2 + 4C3 + ... + 2"-1C" + .. ".
Intuitive solution: The interval 0 ~ x <n appears as a sum
of subintervals of integral lengths if some of the n -1 points 1, 2, 3, ... , n-1
are chosen as points of division. For each of these points there are two
possibilities, to be chosen or not, independently of the other n - 2
points, and so the total number of possible choices is 2"-1. [MD, Vol. 2,
p. 189, problem 3.40.1.]
22. [E. Catalan, Problem: Mathesis (Gand) Vol. 2, p. 158 (1882).
Solved by E. Cesaro: Mathesis (Gand) Vol. 3, p. 87 (1883).] The total
number of solutions is equal to the coefficient of en
in the expansion of
23. [E. Catalan: Nouv. AnnIs Math. Ser. 3, Vol. 1, p.528 (1882).
Solved by E. Cesaro: Nouv. Annis Math. Ser. 3, Vol. 2, p. 380 (1883).]
The number of solutions is equal to the coefficient of C" -1 in the expansion
[email protected]
Pt. I. Solutions 20-25 179
of
We have
v C
2: = r(l) C+ r(2) C+ .,. + r(v) CV + "',
00
--v
C
v=1 1 -
2:
00
"v,
]"v'-(2.+1)"
(v+1)' = 2:
00
It is
II - .~
72
+ ~=-~)~
8
+ ~9 cos~!I~-1
3
< 32 < ~
= 72 2 .
[email protected]
180 Infinite Series and Infinite Sequences
ala;-:-:-.~ ~~d'
Since aI' a2 , ••• , al do not have a common factor the denominator of the
other terms is of degree l - 1 at most. The statement follows from this
[solution III 242]. Cf. 28. Notice also that the I-dimensional volume
characterized by the inequalities
Xl > 0, x2 > 0, xa ~ 0, ... , Xl > 0, alx l + aZx2 + aaxa + ... + alxl < n
in I-dimensional space is
1 n n n
__ e _ " _ o •• _
and
where R(x} and Sex} are polynomials, of degree l and smaller than
a 1 a2 ... ai' respectively.
By our assumption concerning the a,'s the denominator of the left
hand side of C*} is the product of (1 - ~}I by a polynomial which has no
multiple roots and is, therefore, a divisor of 1 - ~.,a'''··l. Based on this
fact the decomposition in partial fractions yields (*). The expansions of
the two terms on the right hand side of (*) yield the two terms into which
An is decomposed, d. III 242 and VIII 158, respectively.
27.2. We cUllsider various values of n one after the other.
(1) We consider the case n < abo Let x', y', x", y" be non-negative
integers such that
ax' + by' = n, ax" by" = n. +
Then
o ~ x' < b, 0 < x" < b,
a(x' - x") = -bey' - y")
[email protected]
Pt. I, Solutions 26-27.2 181
and so x' - x" is divisible by b. Yet
-b < x' - x" < b
and so
x' - x" = O.
That is, the number of solutions is An < 2.
(2) By a slight modification of the foregoing AAI> < 2. Yet
a .b+b . 0 = a . 0 + b . a=ab
and so AAI> = 2.
(3) By the argument of the solution 27.1
(1 - ~b) (1 - ~) = T(~)
(1 - ~a) (1 - t)
is a polynomial
T(~) = ~b-a-b+l + ... + 1,
ab
T(l) = ab = 1.
Hence
T(';) - T(1) = _~b-a-b + ...
1 - ~
is also a polynomial. Now
~ ~
+
~
A ab - a- b = 0,
An = A n- ab + 1 >1. when n> ab - a-b.
(4) By the last result
An = A n- [~lab + [:bJ .
Yet
n- [~J ab < n - (:b - 1) ab = ab
and so, by (1),
A [n 1 =
n- - ab
0 or 1, which proves 26.
ab
[email protected]
182 Infinite Series and Infinite Sequences
31. [Cf. Ch. Hermite, Problem: Nouv. AnnIs Math. Ser. 2, Vol. 7,
p. 335 (1868). Solved by V. Schlegel: Nouv. AnnIs Math. Ser. 2, Vol. 8,
p.91 (1869).J Since z = n - x - y we have X + y < n, x> 0, y> 0;
also X < 12 - X, Y - X < n - x - y ;£ x + y.
Consequently the number of solutions in question is equal to the
number of solutions of the inequalities
~-x<y<~
2 = = 2'
y> 0, x + y < n.
[email protected]
Pt. I. Solutions 28-38 183
31.1. (1) You are one of n persons forming an assembly which elects
a committee consisting of r of its members. There are (;) possible
committees [10J. namely (: ~ ;) to which you belong and (n ~ 1) to
which you do not belong.
(2) (1 + xt
= (1 + xt-
1 (1 + x).
Use the binomial theorem and
then consider the coefficients of x' on both sides.
(3) Straightforward verification if you use the usual expression of the
binomial coefficients.
31.2. Pass from r - 1 to r by mathematical induction; use 31.1.
32. Compare the coefficients of zn in the identity
(1 + zt (1 + zt = (1 + z}2n.
33. Compare the coefficients of z2n in the identity
34. Evident.
34.1. From
there follows
therefore
~ nih x
2:~~
n=O n.
= (1 + hZ)h.
Apply 34.
36. Cf.35.
37. Differentiate the identity
[email protected]
184 Infinite Series and Infinite Sequences
I
1
1 - (1 - x)"
x
dx = Ii -1
1 - x
x" dx = 1(1 + x + x2 + .. , + X"-I) dx
1
o 0 0
1 1 1
=1+2"+3"+"'+-;;'
39. The general term of the left hand side sum is the coefficient of
x 2n +1 in !(1 + 2xt+k+l {_x2 )n-k. Therefore we have to consider the
coefficient of x 2n +1 in
"
2:! (1 + 2X)"+k+1 (_X 2)"-k = ! (1 + 2xt+1 (1
+ 2x )"+1 - 2( -x2)"+1
__ _
k=O (1 + x)
is equal to -1(2n + 2) + 2n + 2 = n + 1.
40. Decompose the sum into three terms according to
(v - nIX)2 =n2IX2 - (2nIX - 1) v + v(v - 1).
The formula
and its first and second derivatives with respect to p furnish the three
terms if p is replaced by x and q by 1 - x. Cf. II 144.
41. It is sufficient to consider n > p and
!p(x) = xIx - 1) .. ~~x - P+ 1) =(;), 1p(x) =
1
2P
(XP )-
\
'vVe have now
[email protected]
Pt. I, Solutions 39- 47 185
43. Special case of 41 for l]1(x) = (2x - n)2 [42]. We obtain a" =
* 2, a" 4 for n 2.
0
for n = =
43.1. (1) First multiply both sides by ~, then use 34 and 38.
(2) Let y denote either the left hand, or the right hand, side of the
desired identity and verify that, in both cases, y = 0 for x = 0 and
dy 1 - e-~
dx=--x-
(z ! - x.)1 = (k - x.) I.
45. [G. Darboux, Problem: Nouv. Annis Math. Ser. 2, Vol. 7, p. 138
(1868).] We deduce from 44
i
k=O kl
f(k) 1 = I(z~) e' = e'g(z) ,
dz
This together with 11(z) = z concludes the proof. The value of 1,,(1) is
determined by
1"+1 (1) = (n + 1) 1..(1).
47. [Cf. N. H. Abel: Oeuvres, Vol. 2, Nouvelle edition. Christiania:
Gr0ndahl & Son 1881, p. 14.] If g(x) is constant then the proposition is
a consequence of 44. In assuming that the proposition holds for poly-
nomials of a degree smaller than the degree of g(x) we write
[email protected]
186 Infinite Series and Infinite Sequences
[email protected]
Pt. I. Solutions 48-59 187
= (1 + a1 ) (1 + 2 ) (1 + a3 )
tl
+ a4 (1 + a1 ) (1 + a2 ) (1 + a3 ) + "', etc.
58.
• q q2 q3 qn
Do = G(O) =-+--
1 - q 1 - q2 +--+
1 - q3 ... +---
1 _ qn + ... ;
=
G(tz) - G(q3Z) = 2: A nq2H zn, ... ,
n~I
hence addition of the first m equations and taking the limit m -? ex:>
yield
= A
G(z) - G(O) = 1: ~zn.
n~11 - q
C(q-n) 1: -q-k
= k~11
n k (1 -- 1n) (1 -- qn) '" (1 - ~
k'-l) = -n, q-1 = a.
- q q q q
[email protected]
188 Infinite Series and Infinite Sequences
Introducing (1 - q) n = y, 1 - L
n
= q we get
60. If we regard as known the sum of the series (cf. 59) we have
1 1 +z
I(z) =-= 2z log 1-=Z
and the solution is straightforward. Without supposing such knowledge
we equate the coefficients of Z2" on both sides and so obtain
" 22k ( + k) 1
k~ (-1)"-1< 2k + 1 : - k = 2n + 1.
To verify this observe that
2n ~ (n + k) = (n + k +
2k+1 n-k 2k+1
1) + (n2k+1
+ k)
and apply 39.
80.1. If 1 and m are positive integers
1 - q' 1 + q + ... + l-1
1= q'" = 1 + q + ... + q"'-l .
60.2. Obvious in the Gaussian as in the ordinary case.
60.3. Define I(x) as the left hand side of the desired identity. Then
(1 + x) ICqx) = I(x) (1 + q"x) .
Proceed hence as in 50,51, and 52.
60.4. Multiply the identity 60.3 by 1 + q"x and compare coefficients.
Or verify directly from the initial definition.
60.5. Obvious for k = 0 and k = n. For 0 < k < n from 60.4 by
mathematical induction except the last clause about symmetry for
which use the initial definition and substitute q-l for q.
60.6. Start from 60.3, substitute first
2n for n, q2 for q,
then
zq-2 n + 1 for x
[email protected]
Pt. I, Solutions 60-61 189
,,-1
= J; (_l}",,[n - 1J + J; (_l)k [n =: 1J q"-k
"
k=O k k=1 k 1
=
,,-1
J; (_l)k (1- q,,-k-1) [n -lJ
k=O k
[n - 2J
,,-2
= J; (_l)k (1 _ q"-l) Q.E.D.
k=O k
[email protected]
190 Infinite Series and Infinite Sequences
{ -Zlll1 } =-+-+-+
Cm
zm
cm+1
zlll+l
c",+2
zlll+2
...
for any expansion in negative powers in which the coefficient of Z-k
vanishes for k = 0, 1, 2, ... , m - 1. We shall also extend the concept
[email protected]
Pt. I, Solutions 62-68.1 191
of a majorant series and the use of the symbol ~ to expansions in positive
and negative powers.
z,. + ~z"-1 + a2z"-2 + ... + a,. = (z - Zl) (z - Z2) ••• (z - z,,)
~
15"+11 + ... )
z" exp ( -1 + - 1 + '" + - 1 + ---'--..,--:-
Z 2Z2 nzn (n + 1) z"+l
=1~"1 exp(1+t"~1})=Z"+z"-1+z"-2+"'+1+{;}
z
and so lak I < 1 for k = 1, 2, ... , n; apply III 21.
64.2. For the polynomial
_z _--=-
,,+1
z- 1
1
= z" + Z"-l + .. , + 1
ak =1 and Sk = -1 for k = 1, 2, ... , n.
65. Obvious.
66. Assume s" = 0 for n =1= v, Sv = 1, therefore t.. = PIS. for n ~ v.
If lim tn = lim SIS holds for this special sequence then lim P". = 0, i.e.
n-+oo "-+00 "-+00
the condition is necessary. Suppose the condition is satisfied. Let e be
any positive number. Find N such that Is" - S I< ; for all n > N; in
addition n has to be such that Pno' PIll' ... , PnN are all smaller than
4(N : 1) M' where M denotes the maximum of Is. ,. From
[email protected]
192 Infinite Series and Infinite Sequences
we obtain
lim 1",-1 + 2",-1 + ... + (n + 1),"-1 _ Ii (n + 1)"'-1 _ ~
- m - .
• -+'" (n + 1)'" .-+'" (n + 1)'" - n'" IX
[email protected]
Pt. I, Solutions 69-77 193
(r" as in 73). Then
t
P"Qoqo
==~~~~~~~~--~~--
+ P"-lQ1q1 + ... + PoQ"q"
" P"Qo + P,,-lQ1 + ... + PoQ"
q"Pot.Jo + q,,-l P 1t.J1 + ... + qoP"t.J"
q"Po + q.. -1 P 1 + ... + qoP"
consequently [66, 73] lim ~,,== lim q" == lim t". To establish the above
n~oo "-+00 n-+oo
identities we use the power series whose coefficients are the sequences in
question [34]:
00 00 00 00 00 00
..
• =1
converges to 0 [66].
76. [E. Cesaro: Nouv. AnnIs Math. Ser. 3, Vol. 9, pp.353-367
(1890).] According to 70 the limit is equal to
q.. N!L,
n
q > 0; i.e. [76] Q.. N q log n -+ 00: contradiction. Also
lim P" == lim np.. == 00. If (X> 0 the same argument as for Q.. can be
n-+oo n-+oo
[email protected]
194 Infinite Series and Infinite Sequences
used. For lX = 0 lim np.. p;;l = 00, all the more lim np.. = 00, conse-
11-+00 11-+00
78. Example: a1 = all = aa = ... = 1. Now assume that a.. > a.. +!,
a" -+ 0 and
al + ~ + '" + an - nan < K for n = 1, 2, 3, ...
For a given m find n such that a.. -:s la.... From
K > al + a2 + ... + a... - man + (a",+! + ... + a,,)
- (n - m) an > m(a... - a,,) ? ima...
follows that a1 + a2 + ... + a... < K + ma", < 3K for m = 1, 2, 3, ...
\Ve are dealing here with a transformation under special conditions; 66
in itself is no help.
79. Contains 65 as a particular case; the proof is the same. If Phi = 0
for l > k the matrix is called triangular (d. 65, 66) or more specifically
lower triangular. If Phi = 0 for l < k the matrix is termed upper tri-
angular.
80. Contains 66 as a special case. Proof analogous.
81. With s" = nc" + (n + 1) c,,+! + ... we can write
[email protected]
Pt. I, Solutions 78-85 195
82. [G. H. Hardy and J. E. Littlewood: Rend. Circ. Mat. Palermo
Vol. 41, pp. 50-51 (1916); d. also T. Carleman: Ark. Mat. Astr. Fys.
Vol. 15, No. 11 (1920).] Put
+ y)l •
00
= (1 - £x)"+l J; SI(£X
1=0
The coefficient of y" on the left hand side is t" and on the right hand side
(1 - £x) ,,+1 [
+ (n +1 1) £XS"+1 + (n +2 2) £x2S"+2
S"
We have
b t'
IP.(t) <
+ blt + b.1F + ... + bllt
'9 II
bo
Th~ right hand side converges to a value smaller than east -> 1. The
proposition holds also if the radius of convergence is einstead of I, Q > O.
[email protected]
196 Infinite Series and Infinite Sequences
1: tIS
.. =0
. ao + a l + ... + a..
-+lim 1 =s.
" ..... 00
87. [G. Frobenius: J. reine angew. Math. Vol. 89, pp. 262-264
(1880).] It follows from the hypothesis that n-1a" is bounded, therefore
00
1: t" 1: (n + 1) tIS
,,=0 ,,=0
. 50 + 51 + '" + 5"
-+ hm 1 = s.
....... 00 n +
88. Multiplying numerator and denominator with the geometrical
series we obtain
00
a o + all+ + ... +
a 2t2 + .. . a"t "
1: (ao + a 1 + '" + an) t"
..=0
bo + bIt + b2t2 + ... + b"t" + .. .
00
[email protected]
Pt. I, Solutions 86 - 92 197
A.. 1
n-;;T ,,-1
(t) Va -'1;;-
= Va e - e
A F' -
lim ~ = lim __'_2_ = lim __2~
...... 00 B.. .. . . B..
00n _1_ 1.....1-0 G'(.!...) eVa + e-Va .
n! 2"-1 2
The power series for G' (+) is diver.gent for t = 1 because all its coeffi-
cients are non-negative and lim G' (-2t ) = CXl.
1.....1-0
92. Special case of 88.
b +b + b2 + ... + b"= n
(a + n) = (a + 1) (a + 2) ... (a + n) b a
o 1 n! N n,
b> O.
[Solution 89. ] According to 75 we obtain
[email protected]
198 Infinite Series and Infinite Sequcnccs
r
1 - z :=-1 2
a"
IXS-< (IX
-II
+ e)-----
qm
qm+1'
+-.
a.
II
[email protected]
Pt. I, Solutions 93 - 99 199
*99. Since 2am - 1 < a2m < 2a m + 1 we have
a1 + (a2z_~)
1
1
+ (a, _ az) + (as _ at) +
4 2 8 4
... = lim ~ = w
a
" ..... 00 2"
is convergent because
la1 1+ 2-1 + 2-2 + 2-3 + ...
is, on account of (*), a majorant series. Write the integer n in the binary
system, i.e.
n = 2'" + E12m- 1 + ... + Em'
where El , E2, ... , Em are 0 or 1; according to the hypothesis
Applying 66 with
So = 0, Sl =i, ... ,
~ ~~-1 ~
PnO = 0, P"1 = n-' ... , P",m-l = - n - ' P"m = n" P",m+l = 0, ... ,
[email protected]
200 Infinite Series and Infinite Sequences
100. [L. Fejer: C. R. Acad. Sci. (Paris) Ser. A-B, Vol. 142, pp. 501-
503 (1906).] The proof will show that it is sufficient to discuss the case
of bounded partial sums SI' S2' S3' ... , s,,' ... Put lim inf s" = m and
"-+00
li m sup s"
"-+00
= M , 1 IS. . . .mteger, 1 > 2 an d!lf
a posItIve - --I -m = .i
u. D'IVI'de
Choose N such that Is" - s"+11 < ~ for n > N. Let, furthermore, s""
n l > N, be in the first (infinite) interval, s".' n2 > n 1, in the last (infinite)
interval. In each of the 1 - 2 intervals of length ~ there will be at least
one point s",+k (0 < k < n 2 - n l ). A similar argument holds if the
sequence does not "slowly increase" but is "slowly decreasing".
101. [Cf. G. Szegi:i, Problem: Arch. Math. Phys. Ser. 3, Vol. 23, p. 361
(1914). Solved by P. Veress: Arch. Math. Phys. Ser. 3, Vol. 25, p.88
(1917).] The interval (0, 1). Cf. 102.
102. [G. P6lya: Rend. Circ. Mat. Palermo Vol. 34, pp.108-109
(1912).] There are subsequences with arbitrarily high subscripts
t"" t",+l' ... , t"., that descend arbitrarily slowly from the lim sup to
the lim inf of the sequence. The detailed proof follows the lines of solu-
tion 100.
103.
v" V"+l
-- --
n + v" n + 1 + v,,+1
104. Let sl' S2' s3' ... , s", •.• , lim s" = s, be the sequence in question.
"-+00
[email protected]
Pt. I, Solutions 100-110 201
107. The smallest among the numbers ll' l2' la' ... , lm (m given) is
called 'Yj, 'Yj > O. According to the hypothesis there are terms of the
sequence that are smaller than 'Yj. Let n be the smallest index for which
l,. < 'Yj. Then we have
n>m; l,. < ll,l" <l2, ... ,l,,<l"_I'
108. Apply 105 to the sequence l;;l, l;;';I' l;;~2' ...
109. [G. P6lya: Math. Ann. Vol. 88, pp. 170-171 (1923).] We call
lm an "outstanding term" of the sequence if lm is larger than all the
following terms. According to the hypothesis and to 108 there are in-
finitely many outstanding terms:
In,, In., In., ... , In, > In. > In. > ....
If ly is not oustanding it lies between two consecutive outstanding terms
(for v > n l ), i.e. n'_1 < v < n,. We find successively In, -1 < In ,,
In -2 < In , ... , l. < In , consequently
" ,
(*)
From this we conclude
lim sup l",.,
,.~oo
Sn = + 00.
Otherwise In ,Sn, and consequently, according to (*), the sequence
lIS!> l2S2' ... would be bounded, contrary to the hypothesis. Apply now
107 to the sequence
l-1
n
S-1
HI 1
1
l-1
HI
S-1
HI'
In- 1 sn- 1, ... I I
[email protected]
202 Infinite Series and Infinite Sequences
taining these rays and determine the line of supportl of slope A. We call
(n, L,.) the corner (or one of the corners) through which this line of
support passes. The lines connecting (n, Ln) with the points to the left
(in the convex domain) have a slope smaller than A, and with the points
to the right (in the convex domain) a slope larger than A.
111. [Cf. G. P6lya, Problem: Arch. Math. Phys. Ser. 3, Vol. 24,
p. 282 (1916).] Write
m = 1, 2, 3, ... , Lo = 0 [110J.
Since LI - A < 0 the difference Lo - 0 cannot be the minimum mentioned
in the solution of 110. Then 1n+! ~ A, therefore 1n+1' and consequently
n, increases to infinity simultaneously with A.
112. Put 11 + 12 + ... -+- 1", = L"" m = 1, 2, 3, .•. , Lo = O. We find
L - rnA
lim --"'---- = - A [67].
1n4-oo m
The sequence
Lo - 0, L] - A, L2 - 2A, L", - mA, ...
tends to - 00. Let the maximum be Ln - nA. The inequalities 111
question are satisfied for this subscript n. There are in the sequence
L o' L I , ... , L"" ... infinitely many terms larger than all preceding terms
[107]. Let Ls be one of them.
lS-1 +ls
--~---~-----
2 s
are all positive. If A is smaller than their minimum the subscript n
belonging to A is > s. - The points (n, Ln) are to be enclosed in an
infinite polygon convex· from above.
113. Set lim sUPJ~g rn = S. Then we have a) S ~ A.. This is obvious
",--;'00 og r",
for S = 00. If S is finite we find for 6 > 0 and for large enough m
log m < (S + 6) log 1'm' Therefore
S+2.
1'-5-2. < m- S+-.- 2;1',:5-2. converges,
m~l
1 By line of support of a closed set ~lJl we mean a line that contains at least one
point of 9Jl but such that one of the open half-plan·!s determined by this line does
not contain any point of 9R. The intersection of the closed half-planes defined by all
possible Jines of support containing ~)l is a convex domain Sf, the smallest that
contains ~Jl (the convex hull of ~m. Every line of support of ~R is a line of support
of Sf and vice versa. These concepts can be easily adapted to the case where the
ideal point (point at infinity) belongs to the set ~Jl. as is the case here. Cf. [II,
Chap. 3, §1.
[email protected]
Pt. I. Solutions 111-119 203
115. According to 113 lim m1';;;fJ = O. Apply 107 with l", = m1';;;fJ.
+ 00
" ' .... 00
if x> "'-V"-- .
. P..
Pm
[email protected]
204 Infinite Series and Infinite Sequences
120. If for a certain x a term p"x" is larger than all preceding terms,
i.e. if for a certain value of x all the inequalities
hold, then this remains true also for any larger value of x.
121. Let m be arbitrary and choose x so that p",x'" is the maximum
term. Then
1 e'"
P'" ~ PO'
On the other hand P",«()e)'" is bounded for m -+ 00, 0< () < 1. Conse-
quently
. ~r.- 1
lim VP'" = - .
"'-'00 e
122. [l.c.110.] Suppose that for a certain positive value zthe central
co a
subscript of the series ~ b'" z'" is n [121] and that yis a value for which
",=0 '"
co a
be the successive values of the central subscript of the series ~ b'" z"'.
",=0 ...
Assume that the term with the specific subscript k is the maximum
term in the interval (C"-l' C,,) and that y" is the value for which b"y"
becomes the maximum term of the series ~ b",y"'. The method used
",=0
for the solution 122 associates these values Yl' Y2' ... with values of x
that belong to the intervals
[email protected]
Pt. I, Solutions 120-128 205
125. Consider the two subseries which contain all positive and all
negative terms, respectively.
126. [K. Knopp: J. reine angew. Math. Vol. 142, pp. 292-293
(1913).] No. Example: Let b1 + b2 + bs + ... be convergent and
Ib11 + Ib2 1+ Ibsl + ... be divergent. Put
Noticing that n! is divisible by l if n > l and collecting all the terms which
127. No [128].
128. No. - Use b" of 126. Suppose that the functions !p(x) and c1>(x)
assume only positive integral values and are strictly increasing:
0< !p(1) < !p(2} < "',0 < c1>(1} < c1>(2) < c1>(3) < ... ; !p(n), c1>(n) inte-
gers. Define a new series a1 + az + as + ... with the general term
bIll b
av = 4>(m) _ 4>(m _ 1) forc1>(m -1) < 11 <c1>(m) ; a 1 = a 2 = ... = a<l>(l) = 4>tl) .
[email protected]
206 Infinite Series and, Infinite Sequences
The inequality qJ(t",) < «P(m) < qJ(t", + 1) determines the integer t",
completely. Collecting the terms that belong to the same b", we trans-
t - t
form the series a'l'(l) +a'l'(2) + ... into the series ! 1 1P (mT -1P7':~ 1) b",.
If we set «P(x) = ~' we obtain a series a1 + as + as + ... which furnishes
a counter example for the problems 126-128: If qJ(x) is a polynomial
t - t
of degree > 2 or if qJ(x) =kJX the sequence lP(m)"'-IP(:-~ 1) is, beyond a
certain m, monotone decreasing [Knopp, p. 314].
If qJ(x) = k + lx we transform the contracted series by adding an
absolutely convergent series into the series l-1(b 1 + b2 + ... + bn + ...)
[126].
129. [A. Haar.] Since the series SI = al + a21 + aSI + ... is of
the same type as SI it is sufficient to show al = O. We denote the first
m prime numbers by PI' P2' ... , Pm' The series
S1 - + sp. + .. , + sPm)
(SPI
+ (_1)'" SpIP•...f.'"
contains only a1 and the an's whose SUbscripts n are not multiples of
one of the prime numbers PI' P2' .... Pm' Each of these an's appears
exactly once [VIII 26]. I.e.
al < 1: Ian I,
n=p",+1
[email protected]
Pt. I, Solutions 129-132.2 207
Assume that P'" is the first term for which P'" < (1. Either there exists
a "1 such that p .."., < (1, PII"',+1 > (1. "1 ~ 0 or p'" :::;; (1. In the second
case we have p'" = (1 because p'" > P.., - l ~ (1 (for n 1 = 1 this means
PI = S ~ (1). i.e. (1 may be represented as an infinite subseries. In the
first case we determine the first term P... with n 2 > n 1 + "1' p .."., + P". < (1.
Either there exists a "2 with p .."., + P...... < (1, P""" + P"" •• +1 ~ (1,
"2 ~ 0 or p .."., + p ... :::;; (1. In the second case we have p .."., + p ... = (1,
because p"".' + +
p ... ~ p ....., P... -l ~ (1 (n2 > n 1 +"1 + 1, because
p"".' + P"'+',+1 = p""',+1 > (1) i.e. (1 may again be written as an
infinite subseries. If this procedure never terminates (if the first case
occurs at every step) then (1 = p ..... , + p ...,•• + p .... p• + ....
132. From the relations
P.. = P"+l + P.. +2 + P.. +s + .. .
P"+1 = P"+2 + P"+s + .. .
111
we gather P.. = 2P"+1' thus PI = "2' P2 = ,., ...• P.. = 2'" .•. The
representation by infinite binary fractions is unique.
132.1. [G. P6lya, Problem: Amer. Math. Monthly Vol. 51, pp. 533-
534 (1944). Solution Amer. Math. Monthly Vol. 53, pp. 279-282 (1946).]
Define
R -.!. ~ 2. ... (2n + 1)
"-246 2n'
Then
(1 + !)(1 + ~)."(1 +2~)=R.. ,
( 1 - ~) (1 _~) ... (1 _ _ 1 ) =....!...
3 5 2n + 1 R,,'
1 1
R" t'J n"2 2n -"2 by II 202
R".p
Rmq
t'J (1-)2
q
x2 x2
132.2. See 132.1. From log (1 + x) = x -2" +"3 - ... follows
log p p•q = Sp,q +A
where the infinite series A is absolutely convergent and so its sum is
independent of P and q (of the rearrangement of its terms). Another
[email protected]
208 Infinite Series and Infinite Sequences
[email protected]
Pt. I, Solutions 133-140 209
"
i e.P~1 = I.=",+1
I.=".+1 i [(E. - E".) - (E._1 - E".)] p.1
(*) = I "if (E. - E".) (P. - P'+1) + (E,. - E".) p,.1 < e.
• =".+1
Let E". denote the last vanishing term ahead of E,. in the sequence (E)
i.e. E",+I' E",+2' ... , E,. have the same sign. The inequality (*) implies
I(E,. - E",) p,.1 = IE,.p,.1 < e. In the second case choose M such that
the inequality (*) holds for M s;, m < n and that EM' E M+l> E M+2 , •••
are all positive. Let E", be their minimum. Since in this case E. - Em > 0
for v > m the estimate (*) yields (E,. - E",) P,. < e, consequently
[email protected]
210 Infinite Series and Infinite Sequences
x5 ~"+1)
-"3 +"5 - ... +
x3
143. arctan x - (x (-I)" 211 + 1
= J s 2 +1
(-x )"
i+x2
dx,,, (x) =
0
~J
:If
I
cos xl
Vi-II
dt.
o 0
144. Assume tlo > 0, hence al < 0, a2 > 0, as < 0, '" Then
A - tlo < 0, A - tlo - ~ > 0, A - tlo - ~ - all < 0, •.• , i.e.
al<A-tlo<O,
0< A - tlo - ~ < all'
as < A - tlo - ~ - all < 0, ... ,
whence the proposition follows. The proof runs similarly if tlo < O.
145. Suppose e.g. that tlo ::;; A; then al cannot be negative because
in this case We would get A - (tlo + aJ = IA - (tlo + all I > lall > I~I
in contradiction to the hypothesis. Hence a l > O. Since 0::;; A - tlo < I~I
we have furthermore. A - (tlo + a l ) = A - tlo - a l < O. By similar
arguments we find a z < 0 and tlo + a l + a z < A, as > 0 and
tlo + a l + all + as > A etc. In general, the terms of an enveloping
series need not have alternating signs [148], yet the terms of a strictly
enveloping series must have alternating signs.
146. If, in 145, we assume only Iall > Iall > ... > Ia,,1 we show
in the same way that al' a2 , ... , a.. _1 have alternating signs and that
the first partial series (with subscripts ::;; n - I, n = 2, 3, 4, ... ) are
strictly enveloping. For x sufficiently large and n fixed we have in the
present case
[email protected]
Pt. I, Solutions 141-150 211
147. The hypothesis implies that the derivatives (t) are alternatelyr)
positive monotone decreasing and negative monotone increasing. Let
e.g. I(t), I" (t). pv (t), ... be positive and monotone decreasing, t'(t).
r
1'" (t), (t), ... be negative and monotone increasing.
R" = [I(t) cos xt dt - ( - f'!?) + f'JO) - ~ .. + (-1)" f(2":21~(0) )
,,+1 00
= (-1)
x 2,,+1 0
J 1(2"+1)(t) sin xt dt
"
_1_<_3_
3.2,,-2 2,,+1 .
[email protected]
212 Infinite Series and Infinite Sequences
I
'F(z) - l nI a,,! =
ao - -11 a - -2! a. - ... - --,
! Z Zl i
• Z"
= If e
0
oo - I [
I (-;
,)
-ao- z a.tl
al' -zs-"'-7
a"t"] I
dt :::;;
:::;; foo
- o e
_II a"+I,,,+1 I = I(n +
,,+1 Idt
1) I a"+11
z z" + 1 '
151. [For e-' d. E. Landau: Arch. Math. Phys. Ser. 3, Vol. 24,
p. 104 (1915).] Cf. 150. (For mz = 0, z =1= 0 the absolute values of the
derivatives of e-' are constant, e-' however is not constant. Therefore
the remarks of 150 are still valid.) (141.)
,,,. 00 -II 00 -II
152. e 2f e 2 dt = - f
- - 1 -
e~e-Idt.
• z c
Since mz~ ~ 0 we can apply 151 (141 resp.).
153. la" + b,,! = !a,,! + !b,,!. Cf. definition.
154. [Cauchy: C. R. Acad. Sci. (Paris) Ser. A-B, Vol. 17, pp. 370-
376 (1843); d. also E. T. Whittaker and G. N. Watson, p.136, ex. 7.]
2Z1
z coth z = 1 +,,=1
I --.--+
00
iI [151,153] .
Z n 11
155. [Cf. Cauchy, I.c. 154.] Its Maclaurin series envelops arc tan z
for mz2 ~ 0, z =1= O. This has been proved in 143 for real z; we use the
same formula for the complex z in question.
158. It is sufficient to consider tp(x) = ao + ~.
;It We get
11'(1) + 11'(2) + ... + tp(n) = aon + ~ log n + 0(1).
[email protected]
Pt. I, Solutions 151-161 213
We have [88]
.. _ - - _ . _ - -
lim VI(jl(1) (jl(2) (jl(3) "'(jl(n) I =
....... 00
laol .
Hence the series converges for I aoI < 1 and diverges for I ao I > 1.
Assume ao = 1 and (for the sake of simplicity) (jl(n) > 0, n = 1, 2, 3, ...
Then we get [157]
log (jl(1) !p(2) .•• !p(n) = a 1 10gn + b + e", i.e. !p(1) (jl(2)·· . (jl(n) = eb+ s.. n""
lim e.. = 0, b is an n-free constant. Consequently we have convergence
....... 00
160. J
o
1 1
ez1ogX-
n=on· o
dx = 1: --,1 J1 x" ( log-1 ) .. dx.
00
Substitute x.. +l = e- Y •
U .. = 1 + u;_\' u1 = 1, n = 2, 3, 4, ...
[email protected]
214 Infinite Series and Infinite Sequences
182. [G. P6lya, Problem: Arch. Math. Phys. Ser. 3, Vol. 24, p.84
(1916). Solved by G. Szego: Arch. Math. Phys. Ser. 3, Vol. 25, pp. 88-
89 (1917).] If (for the sake of simplicity for v ~ 1) log log a" < v log 2,
a" < e2", then t" < -Ve2 + Ve4 + ... + Ve2" < e 1+,.V5 [181]. If, however,
a" > ef1', P> 2, then t" > e
(f)" . - If a" < 1, then, of course, log log a"
--n--
must be interpreted as - 00.
183. We prove
where
2-2-"
_ 40
-( )2-'"
4142444 8 '''42"
[email protected]
Pt. I, Solutions 162 -169 215
log - x..
x .. +1
= log -Y.. - - -
Y .. +1
1 - ,log -Y..
12n(n + 1) Y"+1
= (n + -21) log (1 + -n1 ) - 1;
x5
log
l+x
1_ x = 2 (X xli ).
T + '3 + "5 + ... ytelds for x = 2n
1
+ 1 '
log a.. = 1- n
1-p 1
+1" + 12n2 + 0 (1)
n3 '
thus
log an +1 - log a.. = (n
- P+ i)3 + 0 (.;)
+\ )(n n
,
r
P< 0 this is true already for n > 1 as can easily be verified by expanding
(1 + ~ with help of the binomial formula.
[email protected]
216 Infinite Series and Infinite Sequences
[
f'(X) = _x_ _ log 1 + x> _x_ _ 1 + x +1= 0
/(0) = 0-]
x +2 1 ,x x +2 1 x '
+"2 +"2
The second inequality is equivalent to
[169] .
171. [I. Schur. ] The number e lies in the second quarter of the interval
because
n = 1, 2, 3, ...
1+-<
4n 1+-
n
1 ( 1) (1 +21-)-1
n'
the second inequality is contained in 169.
172. [I. Schur.] We infer that an is decreasing for 0 < x < 2 from
the equation
x
2: -1 - (- -x )2.-1
1+-- =
2n + x
log a
n
= (n + 1) log - - - -
1 _ _ x_
= (2n + 2) .=1 ,
2" - 1 2n + x
2n +x
= x2.-1 1 00 x2.-1
=.~ 2" - 1 (2;;-+~2-;;-2 + (2 - x) • v~ 21' --[ (2n + x)2.-1 .
Furthermore
x3 1 x(2 - x) ( 1)
log an = x + 3 (2n + X)2 + Tn + x + 0 n3 '
i.e. log an - log an+ 1 < 0 for n sufficiently large, if x < 0 or x> 2.
For x = 0 we have an = 1, n = 1, 2, 3, ...
[email protected]
Pt. I. Solutions 170-176 217
thus sinnx > V. ,n> N. Consequently for aIle < Va, liminfV;sin"x2:e
n+1X
C
,,~OO
-k-I1 _ a (l)k
en
1
en -k=! > e(n + I) -k-l
or
1 ( 1)k (1)1 1
en -k=! _ a en -"=1 + b' en -k=! < e(n + 1)-k-1
depending on whether
-1 -1
e < [(k - l)a]k-l or e> [(k - 1}a]k-1.
[email protected]
218 Infinite Series and Infinite Sequences
imply that the sequence".. is steadily decreasing in the first case, " .. > 0,
and increasing in the second case, " .. < O. We have lim".. = " = 0
...... 00
because
e" - 1
" ~ log -u- for " ~ o.
The recursion formula e"" - 1 = " ..e""+1, n = 1, 2, 3, ... yields
.=",+1 .=",+1
i.e. arbitrarily small with m- 1 • Choose m so large that these two terms
are smaller than e. For fixed m choose n so that the first term becomes
absolutely smaller than e.
179. [Special case of an important proposition in function theory by
Vitali. Cf. E. Lindelof: Bull. Soc. Math. France Vol. 41, p. 171 (1913).J
We show only that lim a" l = O. (Then form x- 1 / .. (x) - a..1 , etc.) Assume
...... 00
x
e > 0 and x so small that 0 < A 1 _ x < e. Then we have
[email protected]
Pt. I, Solutions 177-181.1 219
For fixed x choose n so large that Itn(x) I < ex.
180. We have Iak I < A k , k = 0, 1, 2, ... , therefore 1: ak is conver-
gent. Moreover k=O
n
00
y)-,,+.
furthermore ( 1 - -; > eY , v = 0, 1, 2, ... , thus
y
[ 1- ( 1--; )-nJ [1- (1--;y)-n+1J ... [ 1- ( ~--;y)-n+k- 1J
< (1- eY)k.
Apply 180.
181.1. We derive from the definition of U; that
Is;1 < U.
and then from our assumption concerning 1: U; that
Sl + s2 + sa + ... + s; + ... = S
is absolutely convergent. Define, for m = 0, 1, 2, ... ,
r;,m = ai ,m+1 + ai ,m+2 + "',
(thus Y; 0 = s;) and define S! as the sum of the first M terms of the
series (*). These definitions are illustrated by the relation
m co
S - S!(m+l)l = 1: Yi,m+l-i
;=1
+;=m+l
1: Y;,o'
[email protected]
220 Infinite Series and Infinite Sequences
S - SM· = ~
"" r·"mj
.=1
where m. depends on M and as M -+ 00
for n -+ 00; the term with subscript k' 0 must be omitted. The function
91(x) is defined by
91(x) = (1 +
X),,-l ( ___ 3 _ _
(1 + x)" - 1
)2;
91(x) is continuous for -1 < x < 00 if we set 91(0) = IX-2 ; 91(x) = 1 if
IX = 1; otherwise 91(x) ,...." x1-c. for x -+ 00, 91(x) (1 + X)"'-l for x -+ -l.
f""oo/
[email protected]
Pt. I. Solutions 182 -184 221
Consequently
-i"
~ -.!.. (~)
..:.., k 2 f{J n
< "
-..:..,
-i"
M
k2
(_n_)l-"
n +
< Mn1-"
k -
10-1
~ k-2 -+ 0 ,
..:..,
k=l-n k=l-n k=l"
as a majorant. [180.]
183. We have
therefore
an = EO ~ E1 V + V + .,. -+
2 E2 2 E" V2
always makes sense. To prove
. (n "EO E1 ••• Ev)
a =2sm - ~---
" 4":'"
.=0 ,,'
~
4sin 2
n
("41: "EOE1 '''Ev )
--v- - 2 = -2 cos ~
(n 1: ".e) " 60 t 1
--v-'
.=0 2 .=0 2
= -2 cos ( -
:n;
2
+-2 v=l
:n;E1 E2 ••• E.)
1:10 ----
2'
•
2sm ( :n;
- 1:10 ----
E1 1>2'" Ev)
v 1
.
4 .=1 2 -
Take the limit n -+ =.
184. [Cf. S. Pincherle: Atti Accad. Sci. Torino, Cl. Sci. Fis. Mat.
Natur. Vol. 53, pp.745-763 (1917-191.8); Atti Accad. Naz. Lincei
Rend. C1. Sci. Fis. Mat. Natur. Ser. 5, Vol. 27, 2nd Sem. pp. 177-183
(1918).] Put x = 2 cos f{J, 0:::; f{J < n. Then the binary expansion IS
unique
[email protected]
222 Infinite Series and Infinite Sequences
except in the case of ~ = P....:II:, p, q, integers, 0 < p < 'll. In this case
2q
there are- two representations possible. The equation
therefore
n= 0, 1, 2, ... ,
provided that the above mentioned exception is excluded. These equa-
tions determine the E" from the g" uniquely (and vice versa). In the
exceptional case ~ = P....:II:,
q
p, q integers, 0 < p < 'll, q ~ 2, there are
2 -
2'11 gl 1
n = go + 2' + .. , + ~-2
gq-2
+ ~-=-T + 20q + ~+1
0
+ ...
gl 0 1 1
+ 2' + .. , + 2q - 2 + ~-1 + 2q + 2H1 + ....
gq-2
= go
% = 2 cos ~ = -V 2 + -V2 +
Eo E1 E2 V2 + .. , + Eq _ 2 V2.
According to 183 any number written in the above way has to be of the
type 2 cos P....:II:, p, q integers, 0 < p < 'll. If q = 1 we have to modify
2q
slightly: the numbers go' ... , gq-2' Eo, ... , Eq _ 2 do not exist, ~ = ; ,
%=0.
185. The sequence g,. is periodic beyond a certain term if and only
if this is true of the sequence En'
[email protected]
Pt. I, Solution 185-185.2 223
185.1. [For precursory heuristic considerations see MD, Vol. 2,
pp. 49-50 and 171.] We seek a solution of the system of 2 equations
u+2v+ 3w=0
u + 8v + 27w = 0
with integral values for the three unknowns. We find
u = 5, v = -4, w = 1.
We note that
u + 32v + 243w = 120.
We define, for m = 1, 2, 3, ... ,
alOm-9 -a JOm-8 -- alOm-7 -- a10m-6 -
- alOm-5 -
- m-
1/5
- ,
= _2m-l/ 5 ,
= 3m- 1/5
and
Then
(1) _ (3) - 0
slOm - slOm - ,
l> 5.
185.2. [G. P6lya, Problem: Amer. Math. Monthly Vol. 51, p.593
(1944). Solved by N. J. Fine: Amer. Math. Monthly Vol. 53, pp. 283-
284 (1946).] (1) The case where D consists of just one odd number can be
settled by an easily visible extension of solution 185.1. (Why is
u + 32v + 243w =l= O? Give a reason avoiding numerical computation.)
(2) If D consists of a finite number, say h, of different odd numbers,
construct by (1) the corresponding sequences
each of which yields a divergent series just for one required exponent
[email protected]
224 Infinite Series and Infinite Sequences
where the positive numbers PI' Ps. Ps, ... , decrease sufficiently rapidly.
*188. List concretely the different possibilities for small n, use 187
for all n ~ 3.
n\k 2 3 4 5 6 7 8
1
2 1
3 1 3 1
4 1 7 6 1
5 1 15 25 10
6 1 31 90 65 15
7 1 63 301 350 140 21 1
8 1 127 966 1701 1050 266 28 1
and this proves our assertion for k if it was assumed for k - 1. The case
k = 1 is easy.
[email protected]
Pt. I. Solutions 186-194 225
V
J!..J
-"-=
til nl nl
~ L-=-!L.
kl
.. = 0 ' .. =1 " = 1 ' "=1 .. ='" "=0 .
[email protected]
226 Infinite Series and Infinite Sequences
outside your subset can be partitioned in T,,_Ie ways. Now, k = 0,1,2, ... ,n
exhaust all possibilities.
*195. Set
co T z"
:E --;- =
,,=0 n.
y.
e.. - 1 = _
1(
1+-+-+-+
e' e
e
e• ...) 1!
2z
2!
3
3!
n\k 1 2 3 4 5 6 7 8
1 1
2 1- 1
3 2 3 1
4 6 11 6 1
5 24 50 35 10 1
6 120 274 225 85 15 1
7 720 1764 1624 735 175 21 1
8 5040 13068 13132 6769 1960 322 28 1
[email protected]
Pt. I, Solutions 195-203 227
*200.
(1 _ t) -% = i x(x + 1) (x + 2) ,••• (x +n - 1) t"
"=0 n.
00 fI s"x","
=1+ ~
~ "=1
I-"-
n'
,,=1 .
= e-%log(l-l)
= I x"
00 1
kI (log 1 - t
)"
•
10=0
We have first used the binomial expansion, then 199. Consider the coef-
ficient of xI'.
*201. List concretely the different possibilities for small n, use 202
for all n > 4.
n\k 1 2 3 4
1 0
2 1 0
3 1 0
4 3 0
5 1 10 0
6 1 25 15 0
7 1 56 105 0
8 .1 119 490 105
[email protected]
228 Infinite Series and Infinite Sequences
S"" - I I = ( a +
n )
1
5"+1
1
+ (a +n 2) 5"+2
2
+ ... + (n2a) 5211 . II
n o 1 2 3 4 5 6 7 8
T" 1 1 2 5 15 52 203 877 4140
T" 1 o 1 1 4 11 41 162 715
We can give an analogous proof for (2) by using the well known fact
that the number of partitions of a set containing n elements into kl
subsets each containing 1 element, kz subsets each contaillg 2 elements,
[email protected]
Pt. I, Solutions 204-210 229
where, of course,
1kl + 2ks + 3k3 + ... = n.
To rework 186-210 starting from 210 is left to the reader as a
research project. Just one hint: If we let I denote one of the expressions
(1). (2) and (3). then
0/ 0/
oz - wi =1. z-
oz
which involves
5"+1
I< - 5"1<-1-
- k5"1<' s~+1
.. - S~_1
.. = ns~..
respectively.
For additional material on the subject treated in the section just
concluded see V 62.1, VII 54.2, VIII 22.1, 22.2, 22.3, 58.3, 247.1, AI 191.1,
191.2.
[email protected]
Part Two
Integration
1.
,. - 1 1 1
-,-<-'---=-1--+ 1'-2 2
Xv Xv x"_l x. x,,_l
2.
3.
1:" hea +(v-1)",
v~l
b-a
where h = Xv - Xv
- 1 = -n- .
because
li m e" -
"-+0 - h - -
1 - (dedx X
)
- 1•
X~O -
4.
" v-1
~ aq (q - 1)
"'"'
v~l aqv '
,,-
with q=_v
Xv_1
x
=}/-.
'b
a
We have [3]
lim n
n-+oo
(Vr b _
a
1) = "-+00
lim e~ - 1
log b - log a
(log b - log a) = log b - log a.
n
[email protected]
Pt. II, Solutions 1- 8 231
1
*5. Set 1 +2 + -3-1 + '" +-;1 =Hn' Then
1 n 1 1 1 1
Ln =-n""-'
'5:'----=-+-+
v n+l n+2
... + -
n+n
>=11 +-
n
1 1 1 1 1
= 1 +-+-+-+
2 3 4
... +--+---
2n - 1 2n
2 - -2 _ ... 2
2 4 2n
= 1--21 +---
1
3
1
4
1
+ ... +----.
2n - 1
1
2n
Moreover
6.
sin ...3!._ sin 2 _11:_ sin n _11:_) "
lim _11:_ ( ~~ + __n-±.!. + ... + __n + 1 = J sin x dx > O.
n-+oo n +1 _11:_ 2 n_1I:_
~__ o·Jf
n+l n+l n+l
(VI 25.)
7. The mean value theorem implies
n
F(b) - F(a) = ~ [F(x.) - F(X._l)]
.=1
n
.=1
Yet, according to the definitions we use here,
b
F(b) - F(a) = J f{x) dx
a
need not be true. [ef. V. Volterra: Giorn. Mat. Battaglini Vol. 19,
p. 335 (1881).]
k - 1 k
8. Let -n- -< ~ <-.
n Then
[email protected]
232 Integration
9. [Cf. G. P6lya: Arch. Math. Phys. Ser. 3, Vol. 26, p. 198 (1917).]
The least upper bound of the expression
I/(x1) -/(xo) 1 + I/(x 2) -/(x1) 1 + ... + I/(x,,) -/(X"_1) 1
for all possible subdivisions of the interval [a\ bJ is called the total
variation of the function I(x) on [a, b] (same notation as on p. 46).
Functions of finite total variation are also called functions of "bounded
variation" .
10.
b-a
a+.-
-.d,,=:E"
~=1
f" b-a
(a+pb:~-x)/'(~.)dx,
a+(>-1)"
where a + (p - b-a
1) -n- < ~.
b-a
< a + p- - , thus
n
1
"2
(b-a)2 .
- n - .~ 'Itt. < -.d" <"2
1 (b-a)2 "
- n - .~ M.;
M~ and m. denote the least upper and the greatest lower bound of /,(x)
in the p-th subinterval. We obtain
b - a
lim nLl"
"-+00
= - 2 - [j(a) -/(b)].
11.
because
I(x) - 1(a + (2p a) = (x _ a _ (2p _ 1) b ~ a)
- 1) b ~
[email protected]
Pt. II, Solutions 9-14 233
The intergal of the linear term over the interval
[a + (v - 1) b : a, a + vb: a] vanishes. Cf. 10.
12. We have [11]
b-II
J [f(x) -
11+ 211 + 1
L1~ = I(a)] dx
I J
II
b-II
11+(2.+1)·211+1
b-II
- J
11+ 211 + 1
(x - a) f'(Eo) dx
II'
b-II
II'+(!.+1)211+1
+i
• =1
! J b-II'
(x - a- 2v:n~a1Y f"(E.) dx .
11'+(2.-1)211+1
.=1 Sln-
=-
n 1
2(n-+-+
n ... +n)
- 2
- -1n - 1
+n~
sin 'lin 'lin (n - 'II) n n
n n n
.=1
=2n
n
[logn+c+o·(-.!..)]+n[l(-.
\ n 0
1
sm nx
_-.!...._ n(l 1- )dX+O(-.!..)]
n n~ ~)
= -
2n
n
(log n + C) 2n
- -n log -2
n
+ 0(1),
with the help of 9.
[email protected]
234 Integration
15. [E. Cesaro, Problem: Nouv. Annis Math. Ser. 3, Vol. 17, p. 112
(1888). Solved by G. P6lya: Nouv. Annis Math. Ser. 4, Vol. 11, pp. 373-
381 (1911).] Put I(x) = x log x, a = 0, b = 1 in 18. Although the hypo-
thesis of 10 is not completely satisfied the conclusion of 10 remains
valid.
18. Write P(x) = 21
x
+i .=)
_1_,
x - 11
{J = (1 - e-"')-). The equation
P(x) = IX has degree n + 1 and possesses one root in each of the intervals
(0, 1), (1, 2), (2, 3), ... , (n - 1, n), (n, (0). The largest root is x". In 12
put I(x) ={J.~'
-x
a = 0, b = 1. We find
J(J:
1
J' til _
1
dx
n P'(n + l) (J) ~ - xli'
o
J~ dx leads to (J =
1
17. The equation IX = ~ 2/J 1+ e-'"
_ . The proof
,..-x l-e'"
o
is similar to the one given in 18.
18. [J. Franel. Related to Euler's summation formula, d. Knopp,
p. 523.] We write F(x) = J" I(~) d~. Summation of the equations
1
yields
l/(l) + 1(2) + 1(3) + ... + I(n - + l/(n) - F(n)
1)
[email protected]
Pt. II, Solutions 15-19.2 235
is convergent because the terms have alternating signs and their absolute
values converge monotonically to O. In the case of I' (x) < 0 we find
where s is a constant and 0 < 8 .. < 8~. Stirling's formula [205] states
that 1 - s = log V2n.
19. Cf. solution 18. The sum mentioned there.
UI'(171) -1'(~1) + 1'(172) -1'(~2) + ... + 1'(17"-1) - f'(~"-l)]'
is positive in this case. Furthermore
1'(171) -/'(~2) < o. /'(7/2) -/'(~3) < O..... /'(17 .. -2) - f'(~"-1) < o.
/'(~1) > /,(1), /'(17 .. -1) < I'(n).
19.1. (£.5. The relation
lim (H" -log n) = lim (H 2.. -10g2n)
n~~ ft~~
implies
log 2 = lim (H2 .. - H .. ) .
.. ~co
[email protected]
236 Integration
which coincides with the partial sum of the proposed series that has
1 + 2 + 3 + .,. + (2n - 1) terms. It still must be shown that the
limit of this subsequence of partial sums is the sum of the series. (Easy.)
20. [Cf. e.g. l.c. 9.] Let I(x) be monotone increasing. [Otherwise
consider -/(x).] Then
= n,,+,8-1
.. -1
~ ~ (~)"-1 (1 _ ~)/I-l N n,,+,8-1 J 1
X,,-1 (1 _ X)/I-l dx .
• =1 n n n 0
Cf.20.
24.
1 1
I(x) =x - -1 - .
- x
25. Let I(x) be monotone decreasing and finite for x = 1. The in-
equality [20]
1 I(~) + I(~) + .. , + I(~)
J I(x) dx < n n n n
.
1
-
[email protected]
Pt. II, Solutions 20-30 237
1 2
-n I (~)
2n
1
+~
1
J I(x) dx <- -n1 ~=1
n 2
2: 1 (~2n
1)
< -I (2n- + 1J I(x) dx,
1
- n
1) 2n
2n 2n
and a fortiori
r
2n-1 1 2.. --1
2
2n-1
j I(x) dx + JI(x) dx < ~
1
j; 1 ClJ 2~ 1) < 2
~=l 0
I(x) dx + j" l(x) dx.
1
2n 2"
Similarly
2 [i-] (2lJ _ 1)
lim -
n~oo n
2: 1
v=l
--
n
= J I(x) dx.
0
1
sign. Assume that I(x) is positive and monotone decreasing. Then we have
(m+l)k mk
J I(x) dx < h(t(h) + 1(2h) + ... + I(mh)) < J I(x) dx,
h 0
k ,,=1 0
The condition that I(x) be monotone is essential only for large x and in
the neighborhood of x = o.
[email protected]
238 Integration
00 e- IIA 1
h 1: --nh = log -A'
11=1 1- 8
-Z
33. In 30 put I(x) = _8_ _ _Z , e-" = t and notice that
1 + 8-
r+oo
8
-z
dx=
II 1
d
+y =log2 .
.. 1 8- z y
o 0
o
r oo
xe _zdx=
1 -
-z
8 0
Jx ':" (
1: e- liz
11=1
00 )
dx = 1: n
11=1
00 1
2 '
We can also argue in the following manner: we have [VIII 48, VIII 65]
00 II 00
1_ t
11=1 11=1
[email protected]
Pt. II. Solutions 31-42 239
37. The proposition follows from 30: I(x) = log (1 + x-a), h = t '"
Transformation of variables and partial integration lead to
r
1
--
J
~ ~
log (1 + x-"') dx = u 1
- '" du = _:rl_ •
. +u .:rl
o 0 SIn-;x
38. Apply 30 with I(x) = log (1 - 2X-2 cos 2cp + .x-4). Write
t = -~- ei'l', use the formula for sin t and square the absolute value on
k t
both sides:
39.
a
J log x dx < 1: (at -
~ 00
aq logq
= a log a + - - - ~ a log a - a
1- q
!!:.- k-l ]-
= 2k"Grn-~(~r·
For more details see e.g. Jordan: Cours d' Analyse, Vol. 2, 3rd Ed. Paris:
Gauthier-Villars 1913, pp. 218-221.
41. [For problems 41-47 d. G.P6Iya: Arch. Math. Phys. Ser. 3,
Vol. 26, pp. 196-201 (1917).J
42.
-
"
= l-lim(l +-~+!- + ... +~-logn)=l- C,
"-+00 2 3 n
[email protected]
240 Integration
holds; i.e. the operations of taking the limit and computing the mean
value can be interchanged [44].
43. [Cf. Cesaro, Problem: Nouv. AnnIs Math. Ser. 3, Vol. 2, p. 239
(1883). ]
n 1
= lim
n-+= • X X
= lim
n-+='--
n~ (~
V
- -~-)
V + ex
1 .=1
--
n
1
1 1 1 /' 1 _
= 1 -l+rx +2 - 2--+-", + .. , =. x-'
~ dx.
o -,
If ~ = t
we obtain 41.
45. [G. P6lya, l.c. 41, pp. 1£19-200.] We assume at first that ~ > 1.
Then
1
(~ + 1)
o
r[~J
1
x
x'dx = i.; n f
n=l I
n
n+l
= C(~ + 1).
[email protected]
Pt. II, Solutions 43-50 241
(1(1) -/(1 + 0») + (1(1- 0) -/(1 + 0») + (/(1- 0) -/(i + 0») + ...
= 1(1-0< - 2-0<) + 2-" + 2(2-0< - 3-0<) + 3-0< + ... = 2C(IX) - 1
whence the two statements follow [9]. The limit relation holds also for
IX = 1. If 0 < IX < 1 we have to examine (! - [! J)xo< and use 22.
46. [G. P6lya, l.c. 41, pp.200-201.] We write I(x) = ! - [! J;
J I(x) dx =
]
: ; f I(x) dx -
...
1
~ I
,=m+1
..
I ( :) I f
...
+ .=1
..
\1 e: 1 + x) -I (: ) \dx •
.
-
0
Since m
n
>..!..
m
the first term is not larger than 2(m - -.!l [9]; the second is
n
smaller than ~.
n
47.
i (0. -
.=1
E,) = i (-It-
.=1
1 [: ]
..
([:J - :) +n I
.. .-1
= I (_1),-1 (-1~ .
• =1 .=1
[email protected]
242 Integration
2"
51. A .. = n + 1" Moreover
..
because ~ (n +1 - 2'P) = O. Making appropriate use of 20 we obtain
0=1
lim
"-+00
~n log G.. = lim
"-+00
i
~n 0=1 (1 -~)
n +1
log (1 _ --"-)
n +1
1 1
= f (1 - 2x) log (1 - x) dx = 2"'
o
52. In 48 set I(x) = 1 - 21' cos X + 1'2 = 11' - e'" 12, a = 0, b = 2n.
The identity
r" - 1 = n" (1' -
0=1
e2"'P,")
implies
·1 ... I
11"'2...... = (r" - 1)2 .
If l' = 1, I.... must be omitted (it vanishes); notice 20.
53. [G. Szego, Problem: Arch. Math. Phys. Ser. 3, Vol. 25, p.196
(1917). Solved by J. Mahrenholz: Arch. Math. Phys. Ser. 3, Vol. 28,
pp. 79-80 (1920).] According to the hypothesis e-'''(eie - 1') is real, i.e.
the arguments of e'" and eie - l' are equal or differ by n. Since ~ is the
number closest to x with this property e'" and eie - l' have the same
argument, which means that eie is the point of intersection of the ray
from l' parallel to the vector e'" with the unit circle. If, therefore,
o < x < n and ~' is the argument that belongs so to x + n as ~ to x,
then eie, 1', and eW are on the same line. Thus we obtain by elementary
geometry
Ieie' - 1'12 lie - 1'12 = (1 - 21' cos f + 1'2) (1 - 21' cos ~ + r) = (1 - r)2 ,
hence
1 ,.
-2
no
f [log (1 - 21' cos ~ + 1'2) + log (1 - 21' cos~' + 1'2)] dx
= -2n1 0flog
"
(1 - 1'2)2 dx = log (1 - 1'2).
[email protected]
Pt. II. Solutions 51- 57 243
1
- + - - - 1- [54].
e
-~ 0f 1:"
The particular case of <X = 2, i.e.
1357911 1
2' 2' -6 . 6' 10 . 10'" = V2
follows also from the product representation of cos x at the point x =: .
[Euler: Opera Omnia, Ser. 1, Vol. 17. Leipzig and Berlin: B. G. Teubner
1915, p. 419 (distorted by a misprint).]
57.
a+vd IX-fl 1
· · · - - 1 +0- - - (J-+-t·O
--
0
b + vd - n .
1+--
n
[email protected]
244 Integration
Make use of the remark to solution 54 for I(x) = ~-1- 1 ~ x on the inter-
val [0,6].
58. Let n be even, n = 2m, v i;;."!. -+ A V"2, moreover A ~ 0, v> m.
Then we get
C;)
e:) = m
m
+
m - 1 m - (v - m - 1)
1 m + 2 ••• m + (v - m)
1 1 v-m-1 1
1 - -- -- 1 - .Im .I-
1 _~;;; Ym ... r rm
1 1 2 1 v-m 1
1 + V;;; V;;; 1 + V;;; V;;; 1 + V;;; V;;;
AV2
- I xlix
e 0 -2A'
-+-Ay2 - = e [54].
Ix"
eO
2m) 22m
Notice that ( m ~~ Ymn [202], and that, furthermore,
( 2m.: 1 ) ( 2m )
c:::: :) r m+1
= -v- c:) .
v-1
59.
.
~n
0=) 1 +
[email protected]
Pt. II. Solutions 58-63 245
thus
m n
LJ2p(X. y) = 1: 1: Lf2p(X, y).
R ,,=1 v=1 R"v
The mean value theorem of the differential calculus applied to
G.(X) = P(X, Yv) - F(x. Y.-J)
leads to
LJ2P(X, y) = G,(X,,) - G.(X,,_l) = (x" - X,,_J) (F:(~". Y.) - P:(~I" y.-l))
R".
= (x" - X,,_J) (Y. - Yv-1) t(~1" 'YI.), X,,_1 <~" < x"' Y.-l < 'Y}. < Y.·
Cf. 7.
61. Multiplying the determinant in question by its complex conju-
gate roW by row we find
1 1 + i-" + e 2 (J.-,,) + ... + e(n-1)(J.-,,) I
J..,,=O) •...• n-l
= nn.
j<k
.
Ie} - ll2 = TI
.
O.J ..... n - l ( . _
j<k
k
2 sin L __ .n .
n
Hence we conclude by comparison
1:
O.1 ..... n - J 2 I
~2 log sin (J:rt - -..:::
. k) I = ~ log n - (1)
2
1 - - ~ log 2.
2
j<k n Inn 2n n 2
Argument 20!
62. Cf. 54.
63. We denote the expression in question by IIn' Then the inequality
used in solution 54 yields for sufficiently large n
Cauchy's inequality [80] provides an upper bound for the right hand
side:
[email protected]
246 Integration
64. [Cf. G. P6lya: Math. Ann. Vol. 74, pp.204-208 (1913).J Sub-
divide the space by the three sequences of planes
5 3 1 3 5
x, y, z = ... , - 2n ' - 2n ' - 2n ' 2n ' 2n ' 2ft' ••.
into cubes of volume~. The expression in I 30, with s = [no"], gives the
n
number of cubes whose center is in c.i). This number multiplied by n-3
converges to the given integral.
65. We have
thus
a..
"']+""+"'+"'1>-1 =
1
1>-1 ~ ~ •.. ~ --;;-
("1 )",]-1 ("2--;;- )",.-1 ••. ("1>-1
-n-
)"'1>-1-1
n n .]+ •• + ...•1>-1:;;;.. .
k = 1, 2, ... , p.
Introducing
00
F(z) = ~ n""+"'·+···+"'I>-lz..
.. =1
we obtain
F(t) <Xl F(CX 1 + CX 2 + ... + cxt ) (1 - t)-(""+""+"'+"'I» ;
[email protected]
Pt. II, Solutions 64-69 247
Moreover [I 62J
+ PI
zP ( b
! I(x) dx )P
+ ... = e
z J f(x)dx
a
This new solution of 54 illustrates well the limit operations which lead
to Fredholm's solution of integral equations. Conversely 67 can be
deduced from 54 with the help of I 179.
68. MultiplicatioR by rows leads to a determinant P of order m with
the general term
n b
L.: f~~({J~)
,,=1
C'V b: a
a
J fA (x) ({JJl(x) dx; A,P. = 1, 2, .... , m.
[email protected]
248 Integration
qJ (t 1) -qJ
_ (t1+ t2)
---2- + -2-qJ
t1 - t2 (t1 + t2) + (tl - t2)2 "( )
-2-
I
8 qJ!l'
t1 + t2)
qJ (tz) =qJ ( - 2
+ -2-qJ
12 - 11 (t] + 12) + (I] - 12)2 "( ).
2-I
8 qJ Tz,
h
were t1 < T1
t]+/s
< -2- an d -2---"
/1 + t•
< T2 < t2' H ence
[email protected]
Pt. II, Solutions 70-81 249
78. [0. Holder: Nachr. Akad. Wiss. Gottingen 1889, p. 38.] We put
then
thus
[email protected]
250 Integration
a. b.
<:E ( IXA+{JB +···+J. L
1.)
=1X+{J+···+J.=1.
81A. From 81.3 by a passage to the limit or by analogy. Analogy
may be better: It may allow us to discuss the case of equality.
82. Let t =1= 0 and introduce a! = A., '/I = 1, 2, ... , n. Because of 78
we have
f- ",'(t) = Al log Al + A2log A2 + ... + A"log A"
",(t) + A2 + ... + A"
A)
Al + A2 + ... + A
- log n
"> o.
We find
"'(- 00) = min (a), ",(-1) = .t>(a), ",(0) = @(a). ",(1) = ~(a),
t2 1[1'(t) =
1[I(t)
%, _ 10
g x2
J1F(x) dX) ~ o.
J F(x) dx
%1 - Xl -
%,
%,
Let M denote the maximum of t(x) on [Xl' x2] and c) the length of a
subinterval of [xl' x2] in which t(x) > M - e. Then we have for t > 0
1
[email protected]
Pt. II. Solutions 81.1- 87 251
i.e. !P(oo) = lim !P(t) = M; !P(- 00) is found in a similar way. This
''''00
proposition contains therefore a new proof for 69.
M. [H. Minkowski; cf. e.g. Hardy. Littlewood and P6lya. l.c. 69,
p. 21.] First proof: We assume 0 S;; t S;; 1 and define
,.
n
1
<p(t) = Eta, + (1 - t) b.]". Then [80]
log (1 + e, ') + log (1 + : I ") + ... + log (1 + eI ,,) > log 1 + e--"-- . ("+, +. . +,,.)
1
1II"(t)
( 1 "I f(x) - g(x) d )2
lII(t) = XI - Xl! tf(x) + (1 - t) g(x) X
"I
__1_J(
Xa -Xl
f(x) - g(x)
tf(x) +
(1 - t)g(x)
)2 dx -
S;; 0
'
'"
(Or take the limit in 84.) Particular case of 91.
86. By repeated application of 85 to the functions
P1/ 1 (x). P2/ 2 (x), .... P...I... (x).
87. By definition
,.
1k = least upper bound of 1: V(x(P) - X(·-1»)2 + [/k(X(») - MX(·-1»)]2
.=1
for all possible subdivisions of the interval [Xl' X 2 ]
(Xl = x(O) < X(l) < X(2) < ... < X(,,) = x 2).
[email protected]
252 Integration
Since V +t
C2 2 is convex [73] we get for an arbitrary subdivision
~
.
1: V(xC') - XC
.- 1 )2 +
1=1 "
[F(xCp) - F(XC
.- 1 ))]2 •
• =1
88. Put
P~") =
.-J.
2"
P(E)~, v = 1, 2, .•• , n;
C._1)2"
..
Then the sequence F .. (x) converges to F(x),
lim F .. (x) = F(x) ,
....... 00
89. Using the same notation as in 88 we establish that limF.. (x) =F(x)
uniformly in x, 0 =:;; x =:;; 2n: ....... 00
It /
I .2" I
.-1 ( 1)2"
P(E) [f(E + x) -/((v - 1) 2: + x)] ~I
P- .. II
2"
=:;; max (p)i [.~ 1/((v -1) ~ + E+x) - f((v -1) 2: + ~)I] dE.
Thus
IF.. (x) - F(x) I =:;; 2: ~ax CJ!l V,
JP(E) dE
o
where V denotes the total variation of f(x) on [0, 2n]. Since the length I
of the arc of f( (v - 1) ~: + x), 0 =:;; x =:;; 2n, is the same for each v,
[email protected]
Pt. II, 'Solutions 88-92 253
the length L,. of the arc of F,.(x) can be estimated by L,. ~ I. Besides,
the limit relation
s
~ V (xl") - x l.. - 1))2 + [F(x l")) - F(X I.. - 1))]2
.. =1
s
= lim ~V(xl"') - X I",-1))2 + [F,.(xl"')) - F,.(XI"'-1))]2 ~ l
"-+00 ",-1
[email protected]
254 Integration
We may also assume that not all the a7 's are equal. nOl all the b/s. i. e.
a,.b l - alb,. = (a,. - al)b l + al(bl - b,.) > O.
If n >
2 the numbers u l • u 2 • •••• U,._l' VI' v2 • •••• V"_l are defined by the
equations
a; = u.ai + v.a! • b; = u bi
7 + v b! •
7 'JI = 2. 3•... , n - 1.
We find u. > 0, v. > 0 and a.b. > u7 al bl + v.a,.b,. [80]; u. = 0 if and
only if a. = a.+ l = ... = a,., b. = b.+ l = ... = b,. and v. = 1. In a
similar way v. = 0 implies u. = 1, etc. If u. > O. v. > 0 then
a.b. > u.al bl + v.a,.b,.. Thus the expression in question is
< (pai + qa~) (pbi + qb~)
-
- (pal bl + qa,.b,.) 2
where 1 + u 2 + Us + ... + U"_l = p, v2 + va + ... + V"_l + 1 = q.
The inequality becomes an equality if and only if the u.'s and v.'s are
o or 1. P. q. are integers, a l = a2 = ... = ap • ap + l = ap +2 = '" = a,..
bl = b2 = ... = bp • bp +1 = bp +2 = ... = b,.. The last expression is
~ (v~: V::~)'
it is an equality if and only if palb l = qa,.b,.. If we replace a l • a,., bI> b,.
by a, A. B. b, in the term on the right hand side it does not decrease.
93. [For the special case a = b. A = B see J. KiirscMk: Mat. phys.
lap. Vol. 23. p. 378 (1914).] In 92 define
< (~~
a') S
=1.
[email protected]
Pt. II. Solutions 93-94.1
I(t) dt =
(1+1)1
k + 1 I(t) 0 - k 1 dl(t) = k
/(1)
+ 1- k 1 dl(t), k>O,
o 0 0
[email protected]
256 Integration
94.2. By symmetry
~ ~- (a 2 + b2 + ell) •
To obtain the last line work backwards and use that e < a, e < b.
(3) The more elementary 94.1 yields better estimates when e is near
O. For other approximations to the area of the ellipsoid see -G. P6lya:
Publicaciones del Instituto de Mat. Rosario Vol. 5, pp.51-61 (1943).
94.3. Lower bound in 94.2 and the theorem of the means.
95. [G. P6lya, Problem: Arch. Math. Phys. Ser. 3, Vol. 26, p.65
(1917). Solved by G. Szego: Arch. Math. Phys. Ser. 3, Vol. 28, pp. 81- 82
(1920).J [For a generalization see G. P6lya. and M. Schiffer: Journal
d' Analyse math. Vol. 3, p. 323 (1953/54).J
95.1. Consider the polynomial in u
w = (a 2 + u) (b 2 + u) (e 2 + u) .
By the theorem of the means
1
w- a ~~(_1
- 3 al +
__ U
1_ _l_)_...!....dW
+ b + + c + u - 3w du
l U 2
and so
[email protected]
Pt. II, Solutions 94.2-95.5 257
95.2. [E. Laguerre: Oeuvres, Vol. 1. Paris: Gauthier-Villars 1898,
p. 93.] Let the roots be x, Xl' X 2 ' ... , x.. _ 1 ' Then, by 80,
(a 1 - x? = (Xl + x2 + ... + X .. _ 1)2 ~ (n - 1) (xi + x~ + ... + X!_l)
= (n - 1) (ai - 2a2 - ~).
The bounds proposed are the two roots of the quadratic equa,tion that
we obtain hence by considering the case of equality.
95.3. [See G. P6lya: Numerische Math. Vol. 11, pp. 315-319
(1968).] By 93.1
J
s" = '(1:",-")" > (1:1'- ..
1 1 1
.. rv • -1) .. +1 = S..+1
.. +l .
By 80
s! = (1:y;("-1)1 2y;("+1)12 )2
< L'y.-"+11:y;"-l = S"_lS"+1'
Obviously
S"+l = ....~y.- "y.-1 < y -1 ....~y.- " = y -1 s".
The rest is more obvious.
95.4. From 95.3
Obviously
S2" = 1:y;"y.-" < y-"s".
The result is useful in certain applications of Graeffe's method, see I.e.
95.3.
95.5. [See Hardy, Littlewood and P6lya, I.c. 69, p. 163, theor. 218.]
2"
J y2 dqJ.
r
2A =
o
l'c)'' (")'" d~
By 81.2
[email protected]
258 Integration
96. [Cf. I. Schur: Sber. Berlin. Math. Ges. Vol. 22, pp.16-17
(1923).] Suppose that xl' x2 ' ••• , x.. are positive. Since log x is concave
on any positive interval
log y,. 2: a,.l log Xl + a,.2 log x2 + ... + a,... log x.. , P = 1, 2, ... , n.
100. If we call D. the oscillation of I(x) in the interval [x._ 1 , x.] and
if [tp(x) 1< M we get
a
q;(x) 1 dx < -:E
n .=1
(D. + D.+ 1.) + 2 Mn- .
[email protected]
Pt. II, Solutions 96-105 259
102. Construct the lower sum L and the upper sum U that belong to
the subdivision a = Xo < Xl < ... < X" = b (as described on p. 46) :
"
U = 2; M.(x. - x._ l ),
"
L = 2; m.(x. - x._ l ).
.=1 .=1
The only condition imposed on the subdividing points is that the maximal
length of the subintervals [x'_l' x.], 11 = 1, 2, ... , n, converges to 0
as n increases. Therefore these points can be chosen equidistant, forming
an arithmetic progression. The functions lJI(x) and 1p(x) constructed in
the described way are continuous on the right; they could be defined
continuous on the left instead.
103. Define lJI(x) and 1p(x) as in solution 102. Then the total variation
of lJI(x) is
Both are not larger than. the total variation of I(x) because I(x) assumes
on [x._ l , x.] values which are arbitrarily close to M. and m,.
104. Let 11 be an integer, 11 = I, 2, ... , n; in the first half of the
interval [11 ~ 1, :J we have s(nx) = +1, in the second halfs(nx) =-1.
Thus
1
J J .~
1 2" "
[email protected]
260 Integration
of Fourier's Series, 2nd Ed., Vol. II. New York: Dover Publication 1957,
pp. 514-515.] We may choose a = 0, b = 2n.
2,.
f I(x) sin nx dx
o
=! Sinny.~ {/((p -
"
1) 2: +y) _/((p _ 2: + y + :)}dY.
1)
The absolute value of the expression in the curly brackets is smaller than
the oscillation of I(x) on [(p - 1) 2: ,P 2:J .
108. [L. Fejer: J. reine angew. Math. Vol. 138, p.27 (1910).] We
may choose a = 0, b = 2n.
2"
p- 2"
,,-
2" .... ....
f I(x) Isin nx Idx = I f I(x) Isin nx Idx = I I... f Isin nx Idx,
o .=1 (._1)2"
.. .=1
.
(0_1)2"
where I." denotes a value between the least upper and the greatest
lower bound of I(x) on [(p - 1) ~ , P ~-;- ] •
f l(x)2 dx =
b "
lim 2 I(E.)2 (Xo - X,_I)'
a n400 1'=1
[email protected]
Pt. II, Solutions 106-114 261
where x._ 1 < ~.< x. and the maximal length of the subintervals
[x._ 1 , x.] converges to 0 as n ~ 00. According to 108 ~. can be chosen
such that I(x) is continuous at x = ~., and so f(~.) = O. Let, on the other
hand, be I(~) =t= 0 at the point of continuity ~, a < ~ < b. Then we have
for 6, 6> 0 and sufficiently small, I(X)2 >/(;)2 whenever Ix - ~I < 6,
and therefore
b ;+a
f I(X)2 dx:;::: f I(X)2 dx :;::: 61(~)2 > O.
" ;-a
110. Assume that e, fJ are given, e, fJ > 0 and that 6 is such that
Itp(Yl) - tp(Ys) I < e whenever IYl - Y21 < 6. Since I(x) is integrable, a
subdivision of [a, b] can be found for which the total length of the sub-
intervals where the oscillation of I(x) is :;::: 6 is < fJ. On the other sub-
intervals the oscillation of tp[f(x)] is at most e.
111. [Cf. C. Caratheodory: Vorlesungen fiber reelle Funktionen. Leip-
zig and Berlin: B. G. Teubner 1918, pp. 379-380.] Let I(x) be defined
as in 99 and G(x) as in 98 and
1 for Y = 0
tp(y) = {
o for'y ~ O.
Then tp[f(x)] = G(x).
112. Assume that I(x) is non-increasing. We obtain f~r 0 < x < !
j "'/(C) dC > I(x) j C"dC = x"+1 I(x) 1 - a
(1
~1
r+ 1
" "
2" 2" ,,+1
f C"/(C) dC < I(x) f C" dC = x"+1 I(x) 2 a +~ ~ .
" "
In the case of a = -1 the last factors, both positive, must be replaced
by log 2.
113. Change the variable of integration in 112: substitute ~ for x.
x
Or prove the statement directly in a similar manner as 112.
114. The integral over [0, e] exists if and only if the integral of
X2)JJ
x" ( 1 - 2" or of x"e
-111+2
Z
. . .
converges, I.e. certamly for (:J < -2; for
> -2 if and only if £x> -1. The integral over [00,00), w > 0, is
(:J
convergent for (:J < 0 if and only if £x < -1. If (:J > 0 and n an integer
[email protected]
262 Integration
"
which increase like n -"2 [202J. For the integral to converge we must have
IX - ~ < -1. Combining all these results we find that the integral in
question is convergent if and only if either IX < -1, {J <- 2 or if
-1 < IX < ~ - 1.
114.1. Let ~,as, as, ... be a sequence of positive numbers such that
~ ~ 1
~ a.. converges and ~ ~ diverges for {J < 1, moreover a.. < "2 .
.. =1 ft=1
We may choose e.g.
1
a.. =----,,--.,-:-
n (log n)1 , n= 3,4•...
Set for n = 1, 2, 3, ...
I(x) = j..!..
a.. for n - 1 < x < n - a!,
for n - a! ~ x < n.
II..
Observe that
. .
f I(x) dx < 2a.. , f
.. -1
U(x)]'" dx > i a: + a!-IX.
"-1
115. The limit function is properly integrable over every finite inter-
val [-w, w] and lim f'" I.. (x) dx = f'" I{x) dx.
11-+00 -m -tD
Since I/(x) 1 ~ F(x) the
f I(x) dx exists.
~
integral
We have
[email protected]
Pt. II, Solutions 114.1-117 263
The first four terms on the right hand side are arbitrarily small for
sufficiently large wand the same is true for the last term if n is suffi-
ciently large while w is fixed.
V;_
I,,(x) = 1 2~o (cos 2 1~)" cos An X for Ix I < n
Vn
for Ix I > n Vn .
x'
1 --
We have lim I.. (x) = I(x) = -2 e 8 cos AX. To find a function F(x) as
n-+co n
described in 115 we proceed as follows: Since
log cos x
----
-Kx'
1 --
Thus we can pick F(x) = 2n e 4 •
1 2
o
According to 115 it is sufficient to find F(x) such that IP,,(y) yS-ll < F(y),
J F(y) dy exists. Partial summation yields
co
whereby
o
,,-I
p .. (y) = 2: D.(a) [v"e-'Y - (v + 1)" e-('+1)Y] + n"D,,(a) e-"Y.
>=1
[email protected]
264 Integration
The function x"e- xy has its maximum, (C1e- 1)"y-", at x =~; thus
y
IP.. (y) I < Ay-", IP.. (y)y'-ll<Ays-"-l, A independent of nand
y. Set F(y) = Ay'-"-l for 0 < y < 1; F(y) = Be- Y for y > 1, B > 0,
B independent of y.
118. We have with w > 0
118.1. [G. P6lya, Prohlem: Jber. deutsch. Math. Verein. Vol. 40,
2. Abt., p. 81 (1931). Solved by G. Szeg6: Jber. deutsch. Math. Verein.
Vol. 43, 2. Abt., pp. 17-20 (1934).]
119. (1) Reduction to two functions of two variables possible: Let
tp(x, y) make different values u = tp(x, y) correspond to different pairs
of numbers x, y (e.g. a one to one correspondence between the xy-plane
and the number line u). For a given function I(x, y, z), "P(u, z) is then
found in the following way:
If u* does not belong to the range of tp(x, y), "p(u*, z) is chosen arbi-
trarily, e.g. "p(u*, z) = 1.
If u* does belong to the range of tp(x, y), it corresponds to a unique
pair x*,y*, thus u* =tp(x*,y*) ;in this case we choose "p(u*, z) = I(x*, y*, z).
Then it is true for all x, y, z: "P(tp(x, y), z) = I(x, y, z).
(2) Representation impossible, e.g. for the function
I(x, y, z) = yz + zx + xy.
Arbitrarily many pairs Xl' Yl; x2 ' Y2; ..• ; X.. ' y.. exist so that a
given continuous function tp(x, y) assumes the same value for all of
them. (They are points of the same "level line".) If tp(x, y) = const. the
statement is evident. If tp(x, y) is not a constant and if e.g. tp(x', y') = 1,
tp(x"', y"') = 3 there exists on each circular arc connecting x', y' with
x"', y'" an intermediate point x", y" for which tp(x", y") = 2.
[email protected]
Pt. II, Solutions 118-119a 266
[email protected]
266 Integration
I" '1'" 0 I
Iy 0 Xy 1= O.
I~ '1'. X,
We can assume that '1'" =1= 0, Xy =1= O. If '1'" =f= 0 and Xy =f= 0 we may write
'P.
-=-V,
x.
-=-U,
'P" Xy
v = v(x, z), U = u(y, z), thus vy'= Ute = O. Moreover
+ I"v + I. = O.
Iyu
This leads to a contradiction: Put F = Iyu + I"v + I., I = yz + zx + xy.
Then
8F 8F ()IF
F - 8x Iy - ay I" + 8x ayl"/y = -2z.
Second proof: Take the derivatives with respect to x, y, z and set
z = -y in the three corresponding equations. The first equation implies
then 0 = f/J.,'I'". We can assume '1'" =1= 0 so that for the special values
mentioned we have f/J., = 0, as long as '1'" =f= O. I.e.
Iy = x - y = f/JxXy' I. = x + y = f/JxX••
If x =f= y, then f/Jx =f= 0, Xy =f= 0 and
~_±_'-:' x.
x -y Xy
[email protected]
Pt. II, Solution5120-122.2 267
122. [W. Blaschke; Problem: Arch. Math. Phys. Ser. 3, Vol. 25,
p. 273 (1917).] According to Taylor's theorem we can write for x ~ Xo
I(x) -/(xo) = (x - x o) I'(xo) + (x - X~2 /,,{x) , Xo - r < x< Xo + 1'.
Integration and the first law of the mean for integrals yield
J [I(x) - J J~~
%0+' x.+, %.+'
I(xo)] dx = (x _/0)2 I" (x) dx = I" (~) x o)2 dx,
%0-' x,-, x.-,
because the function I"(x), being a derivative, assumes all the values
between its greatest lower and its least upper bound.
122.1. The function I(x) is linear; method of 122.2.
122.2. Introduce the abbreviations
I(a) = A, I(x) = X, I(b) = B,
and take for (u, v) first (a, x), then (x, b), then (a, b):
(x - a) VAX + (b - x) VXB = (b - a) VAB,
[email protected]
268 Integration
and hence
1
I(x) = X = (ex + d)1 '
where c and d are appropriate constants. Convince yourself by performing
an elementary integration that a function of this form satisfies the
imposed condition.
122.3. By the method of 122.2
1
I(x) = Vlex + dl .
123. First proof: Suppose that the series}; p,.e'''' = I(x) is con-
,.=0
vergent on the interval (a, b); then it can be differentiated arbitrarily
often in that interval:
00
(
Xl + x2 + ... + X,.) < !p(xI ) + !p(x2) + ... + !p(X,.)
qJ n - n
implies that for Xl = x 2 = ... = xm = X + n {), xm+l = ... = X" = X,
X an arbitrary point of (a, b), I{) I sufficiently small, m < n,
>
> rp(x + m~) - rp(x)
[email protected]
Pt. II, Solutions 122.3-126 269
Hence for m = 1
G - q>(x)
--n- > €p(x + ~) - €p(x) > €p(x) - €p(x - ~) > --n-'
q>(x) - G
I
-6
1J
= 6' - 6
As ~ -+ 0 the first term converges to a limit l+ and the last to a limit L,
l+ > L
125. [G. P6lya, Problem: Arch. Math. Phys. Ser. 3, Vol. 24, p. 283
(1916).] The values which y = I(x) assumes on an interval of length 1
fill a closed interval of length L:
Let e > O. About each point x where I' (x) 0 construct the largest =
interval for which II'(x) I < e. We denote the length of the interval by
l". The values I(x) is assuming on such an interval cover at most an in-
terval of length lxe. The points of M (y = I(x) with I'(x) = 0, a < x <b)
are enclosed in countably many intervals of total length ::;: e(b - a). This
proof shows in addition that the set M has measure O.
126. [U. Dini; d. C. Caratheodory, l.c. 111, pp.176-177; Hille,
Vol. II, p. 78.] It is sufficient to consider the following case:
Il(X) ? 12 (x) ~ ... > In (x) ~ ... , In(x) continuous, lim In (x) = 0,
n~=
o ::;: x <
1. If the convergence were not uniform, infinitely many points
Xn would exist for which In (x n) > a > 0, 0 ~ xn < 1, a independent of n.
Let ~ denote an accumulation point of the xn's and m be such that
[email protected]
270 Integration
l(x._ I ) - e < 1.. (x._ 1) < I,,(x) < I.. (x.) < I(x,) + e
thus 1/.. (x) - I(x) 1< 2e; we have used the hypothesis that I.. (x) is in-
creasing.
128. Obvious.
129. Assume a < x < b. (It is obvious what has to be changed in
the proof below to accommodate the cases x = a and x = b.)
b x+. x-. b
JP,,(t) I(t) dt -/(x) = J P.. (t)
a %-8
[f(t) -/(x)] dt + J + J.
a x+s
x+.
The absolute value of the first term on the right is <~ J
P.. (t) dt < ~
x-"
whenever I/(t) - I(x) I < ~ for x - e < t < x + e. The absolute values
of the other two terms are smaller than
2 max I/(t)
a:;i;I:;ob
I (7"p. (t) dt + j P,,(t) dt).
a x+"
r0 + rt :::;:; t ~ x + e - 1J,
for x - e
I(t) = t 1 for a < t < x -e and x + e < t :::;:; b,
linear for x - e :::;:; t < x -'- e + 1J and x + e - 1J :::;:; t < x + e,
0< 1J < e; I(t) is continuous. From
b x-.+'1 x+. x-a
a
J P..(t) I(t) dt -/(x) = x-aJ P.. (t) I(t) dt +x+a-'1
J P.. (t) I(t) dt + aJ P.. (t) dt
b
+ J P.. (t) dt~ 0
x+.
follows that the condition is necessary because all the terms are positive.
[email protected]
Pt. II, Solutions 127-133 271
130. The statement of 129 can be extended to the case b = 00,
limE 0, E
.-+0 0 o
wher.e w is positive and independent of E.
131. The substitution of e' for t changes the interval of integration
[0,00) into (-00,00). The new integral can be split into two parts,
over (- 00, OJ and [0,00) resp. We examine the two parts separately.
If the integral
f Je"'cp(t) dt
00 00
e"'/(J) Jdt =
o 0
o
j e-II'P(t) dt = e-·'" j 'P(t) dt + j e-
0
E
0
d (1 'P(T) dT) dt,
0
hence for w -+ 00
j
e-al'P(t) dt = E je- al
0 0 0
(1 'P(T) dT) dt.
This integral is, as a function of E, continuous on the right [130]:
132. Cf. 128 and the first part of the proof of 129. The number ()
defined there can be made arbitrarily small with E, independently of x
(uniform continuity).
133. [E. Landau: Rend. Circ. Mat. Palermo Vol. 25, pp.337-345
(1908).] Apply 132: a = 0, b = 1,
x-s 1
f P,,(x, t) dt +x+sJ P,,(x, t) dt <
-.
x+.
o J [1 - (x - 1)2]" dt
_a
j(l - t 2 )" dt '" 1{;;",~.~.i. ... ~.
rn 1 3 5 2n +1
[email protected]
272 Integration
134. [L. Fejer: Math. Ann. Vol. 58, pp. 51-69 (1904).] Apply 132:
sinn x - ~)2
a = 0, b = 2n-, P.. (x, t) =2~
nn
(
. x-t
2. According to VI 18 the
sm- 2-
P.. 's are unormed", i.e.
2"
J P..(x, t) dt =
o
1;
Since the integrand is periodic, any interval of length < 2n- can be
considered as an interior subinterval.
135. Cf. 133.
136. Cf. 134.
137. We may assume that I(x) is non-negative and [102] that it is
piecewise constant. Such a function can be obtained by 'addition and
multiplication by positive constants of functions with the following
properties
I(x) = {Ion a subinterval [tX,P] of [a, b], a ~ tX < p< b
o outside of [tX, P] .
For simplicity's sake let a < tX, p < b.
We define for sufficiently small 'YJ, 'YJ > 0,
J
0< 1'1 (x) dx -
a a
JI(x) dx = 'YJ(tX - 'YJ - a)
i.e. arbitrarily small with 'YJ. The function 1'1(x) is everywhere continuous.
If the polynomial P(x) is such that
/1'1(x) - P(x) / < 'YJ, then I(x) ::;: 1'1(x) - 'YJ < P(x)
[email protected]
Pt. II. Solutions 134-140 273
and
b b b b
f
a
P(x) dx - f I(x) dx < rJ(b -
a
a) +f
a
IT/(x) dx - f I(x) dx.
a
thus
b b
fa U(X)]2 dx < max
a~x~b
I/(x) - P(x) I'
4
f I/(x) Idx. [135,109.]
< Me.
b b
J U(X)]2 dx S M f U(x) -
a a
P(x)] dx
140. Let I(x) not vanish identically and not change sign more than
b
n - 1 times. According to the first condition, f I(x) dx = 0, there exist
a
numbers Xl' x 2 ' ••• , X k ' a < Xl < X 2 < ... < x k < b, with the following
property: I(x) does not vanish identically in any of the subintervals
(a, Xl)' (Xl' x2 ), ••• , (Xk _ l , X k ), (Xk' b); I(x) does not change sign in any of
these subintervals (V, Chap. 1, § 2) but the signs alternate for consecutive
subintervals. Therefore I(x) (x - Xl) (X - x2) ••• (X - xk) has the same
sign for the entire interval (a, b) and does not vanish identically. Accord-
ing to the hypothesis we would have in the case k < n - 1
b
f I(x) (x - Xl) (x - x2) ••• (x - xk ) dx =0
a
[email protected]
274 Integration
141. [Cf. A. Hurwitz: Math. Ann. Vol. 57, pp. 425-446 (1903).]
Suppose that 1(0) > 0 and that I(x) changes sign 2k < 2n + 2 times in
the interval (0, 2n). Let xl' x~, x 2 ' x~, ... , xk, x~,
o< Xl < Xl, < x2 < x~ < ... < X" < X", < 2n,
be the points where the changes of sign occur. In analogy to solution
140 we form
. x - Xl . X - Xl . X - X2 • X- x 2 . x - x" . x - x k
I(x) SIll - - S I l l - - SIll - - SIll - - ... SIll - - - S I l l - -
2 2 2 2 2 2·
Note that
• X-IX. x-fJ 1 IX-fj
S I l l - - S I l l - - = - C O S - - --COS X - - -
1 ( lX+fJ)
2 2 2 2 2 2
(lX,{J constant, 0 < lX < 2n, 0 < (J < 2n) changes sign in the interval
(0, 2n) only at X = lX and X = (J. Use VI 10. If 1(0) = 0 consider I(x + a)
with I(a) =l= o.
142. [L.c. 138.] Writing f" e-k,l rp(t) dt = «P(x) we obtain for
k > ko 0
co
j
o
e-""xu - 1 cos (t log x) dx = m1e-""x'-l dx
0
= mr~) =
n
0, n = 1,2,3, ...
K,,(x) =
,=0
i e~ (:Z) x'(1 - x)"-' = (e~ X + 1- X)" = [1 + (e~ - I)X r.
[email protected]
Pt. II, Solutions 141-148 275
145. We have [140]
1; (v -
,=0
nx)2 (:) x'(l - x)"-' = nx(l - x),
thus
~ n
n2 L;1 1 < nx(l - x) ::::;: 4" .
146. [Cf. S. Bernstein: Communic. Soc. Math. Charkow Ser. 2,
Vol. 13, pp.1-2 (1912).] We define e,,(x) = max I/(x) -/(:)1 for
1
all v for which I~n - xl < n - '. lim e,,(x) = 0
11-+00
uniformly in x, i.e.
en(x) < en' lim e" = O. Moreover
"-+00
148. If r"-k-I < rn _ k = ... = r" = r"+1 = ... = r"+l < r,,+l+l
(possibly k = 0 or l = 0; ro = 0) then
lim ~= O.
n-+oo rn
[email protected]
276 Integration
If c < 1 we replace c by ...!.. and use the slowly increasing function L(cr}.
c
151. Mathematical induction shows that for positive integral k
For k = 1 the value of the limit is obvious; if k > 1 we have for suffi-
ciently large r
log,. (21') log" 1'2 logk_l (2 log 1')
1<---<--
log" l' log" l'
=------.
log"_l (log 1')
[154].
[email protected]
Pt. II. Solutions 149-158 277
so that
Jo P (1)
eA
X
c" (1)
T dx - J "p T dx < e
0
X
_1 ~ "p(~~)< _1 Y'
N(r) , S;;e, 1', - N(r) , ";ie,
I(rn)I' <- ~_ ~
N(r), S;;e,
p(rnI' \./
n- n- n-
lim inf and lim sup of the middle term lie therefore [155] between
]\iJ)
o
dx and
0
f p(J)
dx, which differ from f 1(3-)
0
dx by less
than e.
157. According to 147 we have
_1_
N(r) 'n:;>'
~ (rn
I'
)"'-A = rA-'"
N(r)
(N(r)
i-'"
+ (A _ IX) j N(t) t-H"'-1dt)
0
r-"'L(cr)
L(r) e,
j t",-1 dt < r-'"
L(I')
j L(t) t"-1 dt < r-" j t"'-1 dt =
0 0
~
(X
.
,
lim inf and lim sup of the middle term lie therefore between ~-=~ and ~
where c is arbitrarily small. (X (X
'n>r r
~_
(X
i
v=1
(1 + ej" (2-"(V-1) _ 2- exV ) = 1+e
(X
2" - 1
2'" - 1 - e
[email protected]
278 Integration
159. [As to 159-161 d. G. P6lya: Math. Ann. Vol. 88, pp. 173-177
(1923).] Generalization of 155-158. As in 156 bound I(x) by two func-
tions 11'(%) and qF(x) that coincide with _x"-A and x"-A respectively on
[0, ()), with I(x) on [15, w) and with _X-",-A and X-",-A respectively on
[w, 00). We have [157]
and [158]
'" = 1, 2, ... , n - 1.
N~r)/(:)~n~l/k=i]>n~l! I(x~)dx,
"
(r,..) (r,..) n
-N(r) ~ 1 r - N(r)
1 ,,-1
,..=1
- ----1
~
',..~'
1r - n
- ~--
-1 J1xfJ
.!_
1 (~)
dx .
II
[email protected]
Pt. II, Solutions 159-163 279
The integral!
o
l3-)
dx is a continuous function of fJ [131]. Similar
arguments apply if f(x) is increasing. Replace f(x) by -f(x).
161. Let 0 < IX < A < fJ. By making use of 1116 we establish simi-
larly as in 160 the existence of arbitrarily large n for which
N(-)
1
1: f (r)
00
~
1 ( 1)
-:::;,ff x--; dx+ f f xP dx.
00 ( 1)
Yn k=l Yn 0 }
1 1
The first and the last expression converge to f tp(x) dx and f 'l'(x) dx
o 0
1
resp. and both are arbitrarily close to f f(x) d~. The weaker conditions
o
• vn(O, fl)
11m ------- =fJ, 0< fJ < 1
n-+oo n
or
• vn(fl, 1)
hm -------- = 1- fJ, O<fJ<l
n-+oo n
[email protected]
280 Integration
lJI(x) in 102, if a > 0 by piecewise linear functions for which the extensions
of the single line segments pass through the origin (y = kx). As in 162
we now can establish (*) for a properly integrable function on [0, 1]
that vanishes in an interval containing the origin, e.g.
. v,.({J.l)
hm - - - = 1 - {J, 0 < (J < 1 [solution 162].
n--?cx> n
= J
o
1
xe2niqx dx = -. .
2mq
1
169. [E. Steinitz, Problem: Arch. Math. Phys. Ser. 3, Vol. 19, p. 361
(1912). Solved by G. P61ya: Arch. Math. Phys. Ser. 3, Vol. 21, p. 290
[email protected]
Pt. II, Solutions 164-174 281
(1913). J The limit is the function j(x) defined in 99. For irrational x d.
166; easier in the case of rational x.
170. We obtain 10"0 - [10"OJ by multiplying the decimal fraction
by 10" and omitting all the digits to the left of the decimal point. Let
(X = (Xl(X2 ••• (Xk represent a finite decimal fraction. Choose n so that
10"0 - [10"OJ starts with the digits (Xl' (X2' ••• , (Xk and that r zeros follow.
Then
1 10"0 - [10"OJ - (X I < 10!+' .
[email protected]
282 Integration
x
x- 2 2
Since _(X) < 2 ) = -.-(-) X
2 < Xl < X, we conclude from the
yx () -I' (X
yx 2 YX1 '
lim
" ..... 00
S"
n
=
0
j Isin 2n-x I dx = .!. .
:IT.
Thus (so = 0)
j;s. - s'2 =
• =1 v~
"il s.(~ __+1_) + s"
.=1 v~ (v 1)~ n~
-+ + 00 •
[email protected]
Pt. II, Solutions 175-180 283
178. [J. Franel: Vjschr. Naturf. Ges. Zurich Vol. 62, p. 295 (1917).J
Write in decimal notation
V-n-- c(nl . c(nlc(nlc(nl •••
123 •
(We exlude the case where all the ct"s are equal to 9 for f larger than a
certain given index.) In 175 we put (J = t, a = 1()i-1; then
i.e. cJ'" = [10xnJ. We find cJ") = g if and only if ;0 < xn <g~1. This
means
g+l
w 1
=f g
dx = to'
10
179. Using the notation of solution 174 we have to prove
m-l
1: + (X) + N(m + An)
f K(x, e) dx,
(N(h - N(h)) - N(m) '"
lim k=l N(m + xn) =
e,
as n --+ <Xl, m --+ <Xl, xn --+ with N(x) = [ifJ. We replace N(x) by if in
the expression in question, which is justified because mq-m --+ 0, and
obtain
<p(e) =
o
f1I(x) K(x, e) dx = I
_~3i
q
q-~ (1f I(x) if dx + (q -
0 0
f
1) ~)
1(x) if dx
is continuous in the interval [0, 1J, <p(0) = <p(1); <p(e) is constant if and
only if I(x) assumes the same value at all its points of continuity (differ-
entiate). As a --+ <Xl, q converges to 1, as a --+ 0, qtends to infinity. We find
accordingly
1 1
lim
q-+ooo
f I(x) K(x, e) dx = f I(x) dx. 0
[email protected]
284 Integration
1
As a increases to infinity J(a; f) is reduced to a point, f I(x) dx; the
o
distribution is almost uniform for large a's [176]. If 0 < ~ < 1 we find
in addition 1
lim f I(x) K(x, ~) dx = I(~)
IJ-+OO 0
on the interval [0, 1]; K(x,~) is defined as in 179 and q = eioi - 1 = 10101 -;
182. Let [solution 174]
m = [g(n)] , x = g(t) , t = y(x) , N(x) = [y(x)].
Because of the conditions (1)-.(4) the function y(x) is continuously
differentiable for x ?': g(l), monotone increasing to infinity as x ~ 00,
moreover y'(x) ~ 00, 2':((X) ~ 00, whence "(X(-)e) ~ 0 as x~ 00 and also
" X) " X
N~(~ e) ~ 0 if B fixed, > 0 or if B has a lower positive bound as x in-
B
[email protected]
Pt. II, Solutions 181-186 285
Now suppose that ~ is a jump point of I(x) ami. that again \x" - ~ \ < ~ .
Then
_ 2M N(m + E.~ + ,u(<<5) < /(x 1) + /(x2) + ... + /(x,,)
n n
< 2M N (m +/ - d) + M(<<5);
where ,u(<<5) and M(<<5) denote the greatest lower and the least upper bound
of I(x) in the interval \x - ~ \ < «5. These inequalities imply that the
limit points lie between I(~ - 0) and I(~ + 0). Now we prove that the
limit points cover the entire interval between I(~ - 0) and I(~ + 0) :
Since I(x) is integrable there exist points of continuity of I(x) arbitrarily
closetoE(108]. LetE' and~"betwosuchpoints, 0 < E' < ~ <~" < land
let x"' and x.." (n', n" integers) be two sequences such that x"' -+ E' and
x"" -+ ~", [g(n')] = [g(n")]. We set l(x1 ) + l(x2) + ... + I(x,,) = nF",
thus F", -+ IW). F"" -+ IW'). Moreover we have for each n
[email protected]
286 Integration
187. [Cf. D. Konig and A. Sziics: Rend. Circ. Mat. Palermo Vol. 36,
pp. 79-83 (1913).J We may assume that the motion in question takes
place in the square 0 <x < t, 0 < Y < t. By reflection in the lines
x = t, y = t three domains besides f are obtained. The four domains
form a sub domain f* of the unit square 0 < x < 1, 0 < Y < 1. Trans-
lating f* by an integer number of units parallel to the axes we construct
an infinite number of domains as in 186. The original zigzag motion in
the square 0 < x < t, 0 < Y < t can be replaced by a rectilinear motion.
Special case of 185: p = 2, l(x1, x 2) = 1 if Xl' x 2 is in f*, otherwise
l(x1, x 2) = 0 in the unit square.
188. [G. P6lya: Nachr. Akad. Wiss. Gottingen 1918, pp.28-29.J
We put V'(y) = e2nikY, k positive integer, in VIII 35. Then we obtain,
using the same notation, g(n) = 0 for n > k. I.e.
Ic,.r 1 V' I
(;) = Itl,,~t (;) I< g(t) Ig(1) I + Ig(2) I + ... + Ig(k) I
for any value of n [165j; and <p(n) -'>- 00 d. VIII 264.
189. Using the notation of 188 we set in 170
[49,203J.
192. We find [52]
log 1 + V1 2
21
- 1 = ~
no
flog (1 + cos1 fJ) dl} .
In 1179 put
_ ~
x - l' ank
_
-
(-1)
k
k-1 (k + 2"k + ••• + k
Xl" X X,," _ ~ f n
cos
k{)d{))
,
A -
-
2
.
n no
[email protected]
Pt. II, Solutions 187 -199 287
193. [Cf. G. Szego: Math. termeszettud. Ert. Vol. 36. p. 531 (1918).]
Follows from 192 in analogy to 164.
194. Special case of 193: I(x) = 1 if IX < X ::;;; (3, otherwise I(x) = 0
in the interval [-1, 1].
195. We can assume a l > ~ > ... > al • Then
we find
--
C, , a-"-l
1 + a-"-l
2 + ... + a-"-l
I' -'0
n - " 1 2, •••
Use 195, 196. (95.3. somewhat amplified. so that it applies also to finite
sums, is much more informative. See also III 242.)
198. Let I(x) attain its maximum at x = E, a ::;;; E::;;; b, e > 0, lJ be
positive and so small that
[email protected]
288 Integration
then [81]
1; < 1"_11"+1' n = 1, 2, 3, ...
The sequence
I
"/1 is therefore monotone increasing. The value of the
" 198 and 168.1.
limit follows from
200. By introducing the new variable Vkn(x - E) = t we transform
the integral into
1 y;;n(b-E)
Vkn .1_
J e
-I'dt
.
-'''''(E-a)
[email protected]
Pt. II, Solutions 200-205 289
whenever ~ - 15 < x < ~ + 15. Then
Jcp(x) en(h(x) -heel] dx = E+a
b
J cp(x) en(h(x) -hem dx + O(lXn)
,. E-a
= cp(~') J
Ha ~(x-E)'h"W')
e2 dx + O(lXn) ;
E-a
where 0 < < 1, IX depends on 8 but not on n, ~ - 15 < r < ~ + 15,
IX
~ - 15 < r' < ~ + 15. The first term on the right hand side lies between
[cp(~) _ 8] Er ei-(X-E)'[h"(EJ-e] dx and [cp(~) + 8] Er e~(X-e)·[h"(el+.] dx.
E-a E-8
According to 200 these bounds are asymptotically equal to
[cp(~) _ 8]1/ _.
V-
2n; __
[h"(;) - e] n
and [cp(~) + 8]1/ __._ 2n;__
V [h"(;) + e] n
resp.
203.
Pn(A} = 2n;
1"
J (A + V-
A2_ 1 cosx)"dx.
-"
Special case of 201 :
n; 0
Special case of 201 :
1
a = 0, b = 2n, tp(x) = 2n cos vx, I(x) = e- CO' X, ~ = n, n = t.
205. [Stirling's formula.]
+ 1) = n J (e-xx)" dx.
~
r(n H +1
o
[email protected]
290 Integration
f
t' t X,,-1 (e )IX dx
-:;-
r
1- 1
1X~-I(: r dx:
~= 0,
1
209. Substitute e-1t' (1 + x)for x. There results
e-1t: exp (e-1iXt ~) 1= exp {e-1iXt! [x - (1 + x) log (1 + x)] } dx.
[email protected]
Pt. II, Solutions 206-210 291
Special case of 201 :
a = -1, b = 00, lP(x) = 1, h(x) = x - (1 + x) log (1 + x) ,
1
~ = 0, n = e-10f,t-;'-·
1
210. We put 'fJ = n- H ., 0 < e < (I' The integral III question
becomes [205]
= V;n [1 n
+O(!)r -jP"-\e- X (l +x)tdx
Y
= ;n [1 + 0 (!)r"-iY"-\e-
-'I
X (l °
+ x)t dx + (V ne- l ,,2e).
Since the function e- x (1 + x) increases for x < 0 the integral over
[-1, -'fJ] is smaller than [e'l(l - 'fJ)t. We now expand the integrand
on the remaining interval
-~+~-~(lHx)-4
e- X (l + x) = e 2 3 4 • 0< 0 = O(x) < 1.
-n~(lHx)-4
The factor e 4 is of the form 1 + O(n- 1 +4 6 ). The integral be-
comes therefore
We have
x'
/-3 = 1 + n ~ + O(n-1+6,).
",,-i+lln- 1 -n~ n~
Since J e 2 dx is of order n- l the O-term of e 3 yields a contri-
-'I
bution of O(n-1+6,). Hence
[email protected]
292 Integration
K (x)
"
= ~ IX e-Xx" dx =
n!o
1_e- x (1 + -=- + x + ... + x").
I! 2!
2
n!
B = B + - --- ce
, 1 -"2 1 -2" .
= - - ce > O. Smce A = 1 - A the last in-
V2n V2n
equality is impossible. In a similar way we show that
where a is real, k> 0, a, k fixed. 212 does not completely imply 210.
213. By a similar argument as in 201 we find that the integral in
question is
<+e" <+e"
'" I q>(x) e"h(x) dx = q>(t) e"h«) I e,,[h(x) -h«)] dx,
<-6 <-6
where e" = (Xn- 1 log n +
(In- 1 , b a positive constant, b so small and n
so large that q>(x) is continuous, h(x) twice continuously differentiable
and h' (x) > 0 in the interval of integration; we have ~ - fl < f < ~ + e".
Put 'Y/" = n- 3 /4 and choose n so large that e" < 'Y/" < b. On [~ - fl, ~ - 'Y/,,]
the integrand is of the order of e-nT/n h' = e-,,1/4h' where h' denotes a posi-
[email protected]
Pt. II, Solutions 211-216 293
tive lower bound of h'(x). On the remaining interval expand up to terms
of second order,
[205,213].
a =----
e _"n ,,+1 Jco (
el-x+x-
g(,.x) )"
"XX dx
" nl 0
into four parts corresponding to the intervals (0, e), (e, 1 - e), (1 - e, 1 + e),
(1 + e, 00) where e does not depend on n, 0 < e < !, e < y and so small
that in the first interval xe 1 - x + G• < 1. In the second and fourth interval
xe1 - x < 1; choose ~ = ~(e) so small that we have evenxe1 - x +o'x < 1 and
n so large, n > N = N(e), that g(nx)
nx
<~ and ne> 1. Then, except on
the third interval, the integrand is 0(0"), 0 < 0 < 1, 0 independent of x
and n, 0 = O(e). The mean value theorem of integrals [in addition note
205] implies that
1+. -
J
n+l
+ O(VnO"), 1 - e < ~ < 1 + e.
-II
Hence
log a" = g(n~) + 0(1).
g(n) g(n)
[email protected]
294 Integration
Now lim g(lX(n)) exists and the convergence is uniform on 1 - E < IX < 1 + E.
"-+00 gn - --
The limit is arbitrarily close to 1 if E is sufficiently small.
217. The integral in question can be written in the following way:
2n e'" - v
M" = V;';-(X,. - 1) (x" - 2) ••• (x" - n) a-x" = x" -=- n (X,,) a-X,. ,
n! n! Vx" n
1 1 1 1
--+-- +~+ ... +--=loga.
2x" x" - 1 x,. - 2 x" - n
[email protected]
Pt. II, Solutions 217-224 295
*223. Let
tp(x1) = l(x1, Yl)' tp(x~ = I(x", y~.
By the definition of tp(x)
tp(x1) ~ l(x1 , y~,
and by the continuity of I(x, y)
l(x1, y,,) > I(x", y,,) - 8
In view of the first operation (the inner one, written on the right)
[email protected]
296 Integration
*225.
1 - (y - 1)2 when '\I > 2
max I(x, y) = 1, min I(x, y) = { - - ,
y x 1 - (3 - y)2 when y :s;: 2.
min max I(x, y) = 1, max min I(x, y) = 0
x y y "
[email protected]
Part Three
[email protected]
298 Functions of One Complex Variable
(dO)2] i8 ie i8 d (
d'"
= [ dt2-r dt e +rdt r dO)
dt •
The coefficient of ei8 is the radial component. the coefficient of iei8 is
the component perpendicular to the radius.
11. In the annulus
mIl: n< Izi <n +1. n = 0.1. 2. ".
the inequalities
[email protected]
Pt. III, Solutions 6-13 299
Iz - nl = n + 1, n = 0, 1, 2, ... ,
are tangent to one another at z = -1 where they are perpendicular to
the x-axis. They intersect with the x-axis also at the points z = 2n + 1.
<rn+1 contains <rn' In the crescent shaped region ffin inside <r" and outside
<rn - 1 the inequalities
izl >1, IZ-
IT - 2 - 1>1, ... , Iz-n+11
1
n 1>1, Iz-nl n+2 11<1, ...
n+1 <1, Iz-n- 1
1< 1(:)[ < I( ~)I < ... < I(n ~ 1)1 < 1(:)1 > I(n ~ JI > ... ,
i.e. the absolute value of the n-th term is larger than any other in mn •
On the common boundary of mn
and m"+1 the n-th and the n + 1-st
terms have the same absolute value, all the other terms have smaller
absolute values. (At z = -1 all the terms have the absolute value 1.)
The regions mn together with their boundaries cover the entire half-
plane mz> -1, including z = -1. If ffiz < -1, z =1= -1, the absolute
values increase monotonically, there does not exist a largest term.
13. The lemniscates
n = 1,2,3, ...
are tangent to each other and to the straight lines mz = ±3z at the
point z = O. They intersect the real axis at the points ±n Vi 2"+1
contains 2n- The inequalities
'll---~-I<l
(n + 1)2 ' 1 1- (n +Z2 1<1 ' •• ,
2)21
hold in the "double crescent" shaped region ffin between 2"+1 and 2,. (lRo
is the region bounded by 21)' Therefore the inequalities
m
are satisfied in n , i.e. IPn (z) I is in ffi" larger than the absolute value of
any other partial product. On the common boundary of and m,,+l mn
the absolute values of the n-th and n + 1-st partial products are equal
[email protected]
300 Functions of One Complex Variable
and larger than any other. (At z = 0 all vanish.) The mIl's together with
their boundaries fill out the region consisting of the two angles
:rr :rr 3:rr 5:rr
-"4< argz<"4'4< argz<4
and the point z = O. Outside this region and this point P,,(z) increases
with n monotonically.
= arg J f(t) eiq>(t) dt. Then
b
14. We put f}
"
IJ I(t) eiq>(t) dtl = e- iIJ J 1(t)i'P(t) dt = J I(t) cos [«p(t) -
b ' b b b
f}] dt < J I(t) dt,
II II 4 II
- 2
o
o 0
= 4 t - e- 2t ) cos2 «p(t) dt e- 2t ) dt 3.
o 0
If m( 4p2 - 2Q) = 3 then cos 2 «p(t) = 1 and cos «p(t) has the same sign
at all the points of continuity of «p(t), i.e. «p(t) = 0 or «p(t) = 11: (mod 211:).
16. The function P1z- 1 + P2Z-2 + ... + p"z-" is monotone decreas-
ing from 00 to 0 as z is positive and increasing; therefore it assumes the
value 1 at exactly one positive point C. Consequently
z" - P1Z"-1 - P2z"-2 - ••• - p" > 0 or < 0
according as z > Cor z < C.
17. We have
Izo I" = lalz~-l + a2z~-2 + ... + a,,1
< la11Izol"-1 + la21I zol"-2 + ... + lanl,
hence, according to 16, IZol < C.
[email protected]
Pt. III, Solutions 14-24 301
18. Apply 17 to a;;lz" P(Z-l).
19. The two test polynomials considered in 17 and 18 are, in this
case, identical, namely z" - Ic j.
*20. By 16 and 17 it is enough to ascertain the sign of
M" -Iall Mn-I_la2IMn-2 - ... -Ianl
> ~ - cIMM"-l - c2M2~-2 -'" - c"M" > O.
*21. From 20. Substitute for ck
9
? 1 - Iz I2 -IZI'
The last expression is ~ 0 if Iz I ~ r, where r is the positive root of the
V
equation r2 - r = 9, r = ! ((1 + 37). 3 < r < 4. The polynomial
corresponding to the number 109, 9 + Z2, has the roots + 3i.
[email protected]
302 Functions of One Complex Variable
[email protected]
Pt. III, Solutions 25-32 303
The conclusion holds also in the case where all the points are in a
closed half-plane determined by the straight line unless all the points
lie on the line itself.
29. Cf. 28.
30. We have mi(zi - z) + m 2(z2 - z) + ... + mn(zn - z) = O. Apply
29 to the points m.(z. - z). If m.(z. - z) lies on one side of a straight
line l' through the origin, z. lies on the corresponding side of the straight
line l through z and parallel to l'.
31. [Gauss: Werke, Vol. 3, p. 112. G6ttingen: Ges. d. Wiss. 1886;
Vol. 8, p.32, 1900; Ch. F. Lucas: C. R. Acad. Sci. (Paris) Ser. A-B,
Vol. 67, pp.163-164 (1868); Vol. 106, pp.121-122 (1888). Cf. also
L. Fejer: C. R. Acad. Sci. (Paris) Ser. A-B, Vol. 145, p.460 (1907),
and Math. Ann. Vol. 65, p. 417 (1907).J First solution: The vector
determined by the complex number 1 represents a force directed
Z - a
from a to z the magnitude of which is inversely proportional to the
distance. Let Zi' z~, ... , zn denote the zeros of P(z) and let z be a zero
of P'(z) different from Zi' Z2' '00, zn' Then
P'(z)
P(z)
= i
.=iz-z,'
_1 __ = 0 i.e. __ 1
z-zi
+
z-z2
1 __ + 00' + _1___ =
z-zn
0,
thus
z = miz i + m z + ... + mnzn,
2 2 mi + m + ... + mn =
2 1,
[email protected]
304 Functions of One Complex Variable
A.IC - z.12
m• = A1 IC - Zl
12 + ~ I'"., -Z2
A Ie -
12 + .... +.. z.. 12 , 11 = 1, 2, ... , n.
Introducing
1
m1 =-1Z--1
- Zl 2 '
(2)
The first term pn the right hand side of the equation represents the center
of gravity of a certain mass distribution at the points zl' Z2' ••• , z.. ,
that means a point inside the smallest convex polygon containing all
the points z•. The second term represents a vector parallel to the vector
c. Hence the statement follows. -Cf. V 114.
[email protected]
Pt. III. Solutions 33 - 36 305
34. [T. J. Stieltjes: Acta Math. Vol. 6, pp. 321-326 (1885); G. P6lya:
C. R. Acad. Sci. (Paris), Vol. 155, p. 767 1-769 (1912).] Let %v,
V = 1, 2, ... , n denote the zeros of P(z) and assume A (z.) =l= O. Then
p' (z.) =l= 0 because otherwise the differential equation for P(z) would
imply that pIt (z.) = 0 and repeated differentiation would show that
P(z) is identically zero. The equation
implies [31] that z. lies in the interior of the smallest convex polygon
that contains the points zl' Z2' .'" Z._l' z.+1' "., Zn' aI' a2 , ••• , ap (on the
line segment that contains all these points). Consider now the smallest
convex polygon that encloses Z1' Z2' ... , Zn' a1' a2, .•. , ap ' Only t.he a:s
and no z. different from the zeros of A (z) can lie on the polygon.
35. [L. J. W. V. Jensen: Acta Math. Vol. 36, p. 190 (1913); J. v. Sz.
Nagy: Jber. deutsch. Math. Verein. Vol. 31, p. 239-240 (1922).] We
denote the zeros of /(z) by z1' Z2' ••• , zn and assume
1 + ---
----- 1 + ". + ---
1 = 0,
-
z =l= z, z =l= z.' v = 1, 2, "., n.
3 - 31 3 - 32 3 - 3,.
. (1
~3 3-3
1) =0.
+ 3-Z
v=1 " Ii
The formula
Z= X
.
+ zy, Zo = Xo
+ zYo,
. ~
,-S
(_1_ + _1_) = 2 J'~
Y I (3- - (x30)- X O)2 -
Iy2 '
3 - 30 3 - Zo (3 - 30) 2
shows that the above equation can not hold when z is outside all the
circles described.
x
36. Writing zn = xn + iy.. we find IZn 1 <---"-.
- COS IX
Therefore the con-
[email protected]
306 Functions of One Complex Variable
37. Set z.. = x.. + iYn' The hypothesis implies in turn the convergence
of
00 00 00.
circle with center Z. and radius ~ . These circles have no common inner
points and are completely contained in 1Z 1< Izm 1+ : . Therefore
mn 4" < n
{}2 ( Iz". I + 2"" )2.
' 1.e.
l' log m
1~':!!P log \z".\
<
=
2 [1113].
The first factor is everywhere dense on the unit circle [I 101]; the second
is a sum of rectangles and converges to
1
Jx
1
ia dx = --.-'
o 1+~(X
41 •
lim IZ
....... 00 ..
12 = (1 +~) (1 + ~) (1 +~)
12 3 ... (1 + ~ \ ...
22 2 nIl
_ (Sin:nx) _ e" - e- n
- ~ x=i - ---~.
We find
According to 1101 the limit points of z.. cover the entire circle
(
Izl='--~
e:'- e-n)i.
[email protected]
Pt. III, Solutions 37 - 44 307
42.
r2=lzI2=
n n
(1+-1)(
1
1 +21) ( + -n1) =_·_···--=n+1
-"·1 2 3 n+1
12 n '
[email protected]
308 Functions of One Complex Variable
i a./+/ .=,,+1
Iw-w"I<MIO'-O'"I+MI .="+1 i a.z.1
N
+ 2M ~ Ia". - a.1 + 2KE .
• =0
[email protected]
Pt. III, Solutions 45-49 309
In order that the sum of the absolute values of the coefficients in the n-th
row be bounded the same must hold for Iu) I + Iu 2 1+ ... + Iu. I, that
is, u l + u2 + ... + U" + ... is absolutely convergent. Hence the validity
of the other conditions follows, and so the absolute convergence of the
series u l + u 2 + ... + u" + ... is the desired necessary and sufficient
condition.
47. [R. Dedekind, cf. Knopp, p. 315; Hadamard: Acta Math. Vol. 27,
pp. 177-183 (1903).-Cf. I. Schur, l.c. 45, pp. 104-105.] Put
[email protected]
310 Functions of One Complex Variable
+ U 1 + ... + U
for k = 1 [169]. The case e = 0 is obvious. We put un +e U
0
'n +1
n
r(n + c + 2) ;, F(v + c + 1)
r(n + 1) w.. - T(e + 2) Wo = '~I r(v+ 1) [(v + 1) z. - VZ,_I]
,,-1
_ r(n + c + 1) _ Y' r(v + c + 1) _
- r(n + 1) (n + 1) zn e "-'
.=1
r(" + 1) z. T(e + 2) Zo,
i.e.
n+1 r(n+1) " - I r (v+c+1)
w -
" - n +c+ 1 n
z-e ""
r(n + c + 2)"';;"
-
r(v + 1)
Z
.'
.=0
For fixed v one finds an. '" - e r(t-; ~_ ~fl n- c- I [1155]. Thus !~~ an.
exists if and only if me > -1. Assume me > -1 and put
U = U = U ='" = _1_ then Z = 1 W = _1_ thus
o 1 2 1+c' " '" l+c'
1
ano + anI + an2 + ... + a"" = 1 + c.
With me = y we have
I A l'
Ir(nr(n+ +c +1) 1) 1< I F(n + 1) I < B -1'-1
n, Ir(n + c + 2) n ,
[email protected]
Pt. III, Solutions 50-55.1 311
lim (IX1
n.,.,oo
+ IX2 + ... + IX,,) n- a = lim (PI
ft.-i"OO
+ P2 + ... + P,,) n- a = o.
Now I 92 can be applied to both power series
IXlt + IX2t2 + ... + IX"t" + "', PIt + P2t2 + ... + p"t" + "',
hence
lim (1 -
1.-+1-0
W(IX1t + IX2f + ... + IX"t" + ...)
= lim (1 -
1.-+1-0
W(PIt + P2t2 + ... + p"t" + ...) = O.
51. Whenever the four subseries consisting of the terms in the four
quadrants (ffiz > 0, 3z 2: 0, etc.) converge, the series converges abso-
lutely.
52. By successive bisection: Assume that all the terms z,,' z,,' ... lie
in the sector -81 ~ arg Z < -82 and that \Z" \ + \Z" \ + ... diverges.
CoItstruct the two subseries with terms in -81 < arg Z < {}l ; {}B and in
{}l ; {}B < arg Z < -82 resp. At least one of the two is divergent.
53. Choose a finite number of terms zm = xm lj- iYm from each of the
successive sectors
[email protected]
312 Functions of One Complex Variable
[email protected]
Pt. III. Solutions 55.2-66 313
60. By comparison of similar triangles:
therefore
u
+ w. _ ~ - i7J _
- 1 + C-
(x - iy) (1 - C) _ x - iy _ _1_
1 +C +
- xl yl - X iy • +
62. In the case of Mercator's projection: straight lines parallel to the
axes on the unrolled cylinder, generatrices and directrices on the cylinder
itself. This property together with the condition of conformity determines
Mercator's projection completely (d. e.g. E. Goursat: Cours d'analyse
matMmatique, Vol. 2, 3rd Ed. Paris: Gauthier-Villars 1918, p. 58). In
the case of stereographic projection: rays from the origin and concentric
circles with center at the origin.
63• X +. -- ~ +
~y 1
i7J _ coscpei8 _
-~
~ - 1 -smcp
. -
t an (!!!...
2
+~) i8
4 e ,
hence
x + iy = e"+iv.
64. With w = u + iv we have
Izl=e", argz=v.
The curves in question are concentric circles, centred at the origin, and
rays perpendicular to the circles. [62, 63.]
65. Comparison of the real and imaginary parts of
w = u + iv = Z2 = (x + iy)2 yields
U=X2 _ y2, v=2xy.
The curves u = const. and v = const. form two families of hyperbolas.
Since the mapping is cpnformal the images in the z-plane of the straight
lines u = const. and v = const. in the w-plane are orthogonal.
66. Put z = x + iy, w = u + iv; then x = u 2 - v2, Y = 2uv;
elimination of v and u resp. yields the parabolas y2 = 4u2(U 2 - x) as
images of the lines u = const. and the parabolas y2 = 4v 2 (V 2 + x) as
[email protected]
314 Functions of One Complex Variable
images of the lines v = const. All these parabolas have the common axis
y = 0 and the focus x = Y = O. Two orthogonal parabolas pass through
every point z, z :oF 0, of the z-plane.
67. Let z = x + iy, W = u + iv. Then
. ei(x+iy) + e-i(x+iy) eY + e- Y e- Y - eY •
U +w= 2 ' thus u =--2--cOS x, v = 2 smx;
u2 v2
The lines x = const. are mapped onto the hyperbolas - 2 - - -;--2-- = 1,
cos x SIn x
.
and the hnes y = const. onto the elliPses-(eY+e
.
---=-)2 + -(--=---)2 = l.
~
Y
~
e Y-e Y
~2- -~-2-
They have the common foci W = -1, W = 1. The two families of curves
are perpendicular to each other (confocal conics).
68. Elimination of v and u respectively from x = u e" cos v and +
y = v + e" sin v leads to
x - u = e" cos (y ~Ve2" - (x - U)2) , y- v= e"'-(y-v)cotv sin v.
The line v = 0 is transformed 'into y = 0 and the line v = n into the
twice covered line segment y = n, - 00 < x ~ -l.
69. The image of the square is bounded by the two rays arg w = 8
and arg w = - 8 and the two circles 1wi = e"+t and 1wi = ea - B • The
area is therefore 8(e2a +2B - e2a - 2B ). The ratio in question is
70.
J J If'{z) J J Isin (x + iy) 12 dx dy.
~ ~ ~ ~
dx dy =
12
Because of
1sin (x + iy) 12 = sin (x + iy) sin (x - iy) = -I cos 2x + i(e2Y + e- 2Y )
the integral is
X2 ~ Xl (e2Y, _ e2y,_ e- 2y , + e-2Y1) _ Y2 ~ YI (sin 2X2 - sin 2x l ).
71. f' (z) = 2z. On circles with center at the origin, i.e. I z 1 = const.
and on rays from the origin, i.e. arg z = const. •
[email protected]
Pt. Ill. Solutions 67 -78 315
°
72. When < a ;;;; n the image of the square is the simply covered
region bounded by the two circles with radii ea and e- a and the two rays
arg w = -a and arg w = a. When a > n either part or all of the region
is covered several times. If a = nn the image is covered exactly n times,
except certain points of the real axis that are covered only n - 1 times.
73. The intersection of the ray arg w = IX with the circle 1wi = 1;
observe the vertical line segment within the disk 1Z 1 < r that intersects
as many of the parallels 3z = IX +
2kn, k = 0, ± 1, ± 2, '" as possible:
it lies on ffiz = 0, i.e. on the image of 1wi = 1 (VIII 16; N(r, a, IX) assumes
its largest possible value for r, IX fixed if log a = 0.)
74. Assume Zl =1= Z2' 1zll < 1, 1z21 < 1. Then
z~ + 2Z2 + 3 - (zi + 2Z1 + 3) = (Z2 - Zl) (Z2 + Zl + 2) =1= 0.
75. If Z = reiD, r> 0, °< {} < n, then w = Rei6 = r2e2iD . R = r2,
o= °
2{}, and so R > 0, < 0 < 2n. If, on the other hand, Rand 0 are
given r, and {} are completely determined.
76. The function in question is schlicht on the closed unit disk
1Z 1 < 1, where furthermore 1wi < 1 [5]. The inverse function is
a + e-ilXw
Z = -~--.-,
1 + ae-"'w
and so the dependence of Z on e-ilXw is of the same nature as the
dependence of w on z. Hence each value w, 1wi < 1, is assumed. The
locus of the points with constant linear enlargement is given by the rela-
tion
rr=-alal l = const.
1 -
z
2
2
°
If a =1= these are certain arcs of circles centred at ~ (reflection of a
a
with respect to the unit circle).
77. [ef. A. Winternitz: Monatsh. Math. Vol. 30, p. 123 (1920).]
According to the hypothesis we have \ : := ~z I= const. along the circle
C, i.e. a and ~ (0 and 00 if a = 0) are the pair of harmonic points common
a
to C and the unit circle. Let Zo denote the center of C and r be its radius,
Zo =1= 0, r < 1 -I Zo I. Then a, 1
a 1< 1, satisfies the quadratic equation
[email protected]
316 Functions of One Complex Variable
The circles Iz I = 1', 0< l' < 1, are mapped onto confocal ellipses with
1 1
1
z+-
81. The function w =- ~ ,z= ,e iD maps the upper half of the
unit disk into the upper half-plane [79]:
1 1
-+1' --1'
w= - l'
- 2- +'~ -l' 2 - SIn• {} ; '\Jw
cos { } ~ > 0 f or 0 < {} < n.
1:';11=t
for the points z = x + iy for which
Ix2 - y2 - 1 + 2ixYl2 = IX2 - y2 + 2ixyl2, i.e. x2 - y2 = t.
They define an equilateral hyperbola which intersects the real axis at
the points z = ± V~ . The rotation becomes
~-1
Z2 :rr.
arg --2- =±2
when 91 ~
Z
= 1, i.e. ,2 = cos 2{}. These points lie on the lemniscate
[email protected]
Pt. III, Solutions 79-89 317
1
z+-
82. The auxiliary function, = - ~ maps the region in question
onto the upper half-plane 3' > 0 [81]. The origin z = 0 corresponds to
,= 00, z = i to , = 0 and z = ± 1 to , = + 1. The function w = :2
transforms the upper half-plane 3' > 0, note 75, into the w-plane cut
open along the non-negative real axis. The point' = 00 corresponds to
w = 0, ,= 0 to w = 00, ,= ±1 to w = 1. The mapping function
having the required properties is therefore given by
W = (- - 1
2)2 = (1 + Z2)2 •
4Z2
Z +-Z
where dz denotes the directed line element with modulus ds and argu-
ment T.
89. u sin T - v cos T = Z'\'(u - iv) eiT ; d. 88.
[email protected]
318 Functions of One Complex Variable
l8p 8u Ov Ov 8v
--= -u--v-= -u--v-.
f!8y 8y 8y 8x 8y
The level lines are concentric circles around the origin, the stream lines
are rays perpendicular to these circles.
92.
9's - 9'! = logrs -logr! = log I'z,
1'1
tp' - tp = 231;,
4n
-'- '"
1 ( ,
- "')
----=--.
qiz - qil 2 log 1'2
1'1
W
2i
= ZI-=t' t h us I()
z = '1 z - l
~ og z + l ' tp = log z + IZ-ll 1 ' - 9' = arg z -l
z+ 1.
The level lines are circles through the points z -" -1 and z = +1, the
stream lines are circles too, namely the ones with respect to which the
points z = -1 and z = +1 are mirror images of each other (circles of
Apollonius).
[email protected]
Pt. III, Solutions 90-97 319
95. We are looking for the points z for which [93]
iAI i'-2 iAn
--------···---=0,
Z - zl Z - z2 Z - z,.
i.e.
Al A2 A,.
- - + -Z-- +
Z - zl z2
" ' + -Z-- = z,.
0;
the positive numbers AI' ~, ... , A.,. are proportional to the intensities of
the currents. Cf. 31, in particular the first solution given.
96. The vector field is generated by an analytic function I(z) for
which fRl = const. on the given ellipses. The function [80]
maps the region bounded by the two ellipses onto the annulus'l < IZ 1< '2'
The semi-axes and the radii are related by
provided that a l > a2 and the positive roots are chosen. The problem is
now reduced to 91 : w = ! defines a vector field in the Z-plane for which
the concentric circles around the origin Z = 0 are level lines, i.e.
fR J~ = const. Consequently the same is true for Z = const. I I
J dZ ~dz-
dz Z -
-J V dz
z2-4
along the given ellipses in the i-plane, i.e.
w= - V 1
zl-4
, I(z) = log (z - VZ2 - 4) •
The stream lines are confocal hyperbolas, the level lines confocal ellipses
with foci - 2 and 2. The relations between the potentials are
The capacity is
1
[email protected]
320 Functions of One Complex Variable
w=1-~.
Z2
w
99. The stagnation points are z = ± 1; assumes the same values at
each pair of points that are symmetric with respect to the origin. There-
fore the resultant total pressure on the pillar vanishes [d. 90]. The
pressure is minimal or maximal when 11 - :21 is maximal or minimal
resp., i.e. for z = +i and z = ± 1 resp. Rotation of all the vectors through
90° generates a field of force which admits the following interpretation:
A homogeneous electrostatic field is disturbed by a circular, insulated
wire perpendicular to the direction of the field. (The most simple ex-
ample of electrostatic influence.)
100. [G. Kirchhoff: Vorlesungen tiber Mechanik, 4th Ed. 1897,
pp. 303-307; A. Sommerfeld: Mechanics of Deformable Bodies. New
York: Academic Press 1950, pp.215-217.] Supplementary continuity
condition: the boundary of the wake (the stagnant water) stretches
to infinity where Iwi = 1; since Iw I is constant on the entire boundary
w
it has to be equal to 1. The direction of is known along the boundary
segments AB, AD (barrier) and the magnitude of wis known along the-
w
boundary lines BC, DC (along the wake), is completely known at the
four points A, B, C, D. Noticing th"at either the direction or the magni-
w
tude of is constant on the respective parts of the boundary we find a
half-circle in the w-plane as image of the boundary of the field of flow.
We fix the constant contained in I [po 123] so that 1= 0 corresponds
to the stagnation point z = o. Then the left and right "banks" of the
positive real axis of the I-plane correspond to the streamlines ABC and
Abc, respectively. The I-plane cut along the positive real axis corres-
ponds to the whole field of flow; it is not possible that only a subregion
[email protected]
Pt. III, Solutions 98-101 321
of the I-plane so cut should correspond to the field of flow because
W = :: C'V i as z -+ 00, thus I C'V iz. The same point, but associated with
the left or right bank of the cut in the I"plane, corresponds to the two
points Band D, respectively, because of symmetry. Note that a dilata-
tion of the I-plane with w
retained, causes the same dilatation of the
z-plane because dl = w dz. Now we dilate the I-plane so that I = 1
becomes the image of z = ±l. In this way we attribute a numerical
value to l. - If a one to one relationship can be established between the
corresponding parts of the z-, w-
and I-planes we can find out [d. 188J
whether the interior is to the left or to the right as one moves in the
direction given by ABCDA (see the last line given in the table). In the
following diagrams the points in the different planes corresponding to A
are also called A; B, C, D are used similarly.
z iii w I
A 0 0 0 0
B 1 1 1 1
C 00 -i i 00
D -1 -1 -1 1
region lies to the left right left left
C
Velocity plane (iV-plane)
CD
o
(w-plane)
A 8
A
o
8 e=en
------0---0---
Potential plane (f-plane)
z= J dl
o w
= 2 Vi + VI V1 - I + arcsin VI.
z= x + iy = 2 VI + ~ - i [I F ~- log (VI + VI - 1)].
The first formula for z is to be used when 0 < I < 1, the second when
I > 1 (positive roots) ; it furnishes the boundary of the wake:
[email protected]
322 Functions of One Complex Variable
= J (1 -
I
w2) -
dJ
= J 4 V1 -
I -- V-
I d 1= 'Te.
o W 0
103. Put z = rei/}. Since the sign of the angular velocity is positive, {}
is increasing, i.e. z describes the circle in the positive sense. We have
~~ = iz and the velocity vector in question is
dJ(z) _ dJ(z) dz - . 1'( )
dD - dz dD - ~z z.
104. Let w denote the angle through which the vector w (radius
vector) has to be rotated in the positive sense to fall into the direction
of the vector iz/, (z) (tangential vector, 103). Then the distance in question
is given by
c>< iz!'(z)
. ;;j 7(z) -- ffiz!, (z) J(z)
I/(z) 1 SIll W = I/(z) 1 I iz!,(z) I = !z!'(-;rr-'
J(z)
105. The amplitude of the vector in question is 3 log I(z). The angular
velocity is therefore, with z = rei/},
~ Q< I I() = Q< d logJ(z) dz = Q<!'(z) . = roj'(z)
dD~ og z ~ dz dD ~ J(z) U U~ J(z) •
[email protected]
Pt. III, Solutions 102 -113 323
107.
concave
I convex
to the left + -
to the right -
+
j'(z) j'(z)
ffiz j(z) -=----;; > 0, ffiz j(z) _ b > 0,
i.e.
ffiz/, (z) t(z) - a > 0, ffiz/, (z) t(z) - b > o.
Hence for A > 0, p, > 0, A + p, = 1
[email protected]
324 Functions of One Complex Variable
114.
iO
z e2 {}
cp =3Iog~-
l+z
=3Iog--=-
2 {} 2'
[113J.
cos 2"
115. For : <cp < 3: the support function is identical with the one
of the point ni [112J. Outside this sector we find on the basis of 113
iO
2z 2e 2 {}
cp = 3 log V-==-
1+z2
= 3 log V
2cos{} 2"'
211: 0
0 or 1 depending on whether
[email protected]
Pt. III, Solutions 114-127 325
dudv = If
,1~x'+y'~R'
I o(x,
O(U~ldxd
y) Y= JJ'IO(U~ Ie de dO..
,
R
0
2"
o(x, y)
!t rC~'"
hence [d. 122]
'"
= n 1: n la,,12 (R2" - r2").
n=-oo
I
positive or negative depending on whether the point w = 0 is to the left
or to the right of the bounding oriented arc. It coincides with the sign of
sin OJ introduced in solution 104. Thus the area is
= t ii
o
izl' (z) 11/(z) 1 sin OJ dO. = t }" 'iRzl' (z) I(z) d1?
0 ~
2n 00 00
z = re' .
=1'iRf 1: kakr"eik8 1: a/e- iI8 do.,
o k=-oo 1=-",
[email protected]
326 Functions of One Complex Variable
[122].
r
130. The volume is given by
o
j 0
I/(e i ') 12 e de d{} = 231: j (i I
0 n=O
an 12 e2n +l) de,
where Z = ei'.
131. [J. L. W. V. Jensen: Acta Math. Vol. 36, p. 195 (1912).]
+T
j(/)(z)
I(zo + h) = I(zo} hi + ... ,
C= I/(zo + h} 12 = I/(zo) 12 + I(zo/(I;~ZO) J( + l(zoll;~Zo) hi + ...
= I/(zo) 12 + A Ihll cos (kp-IX) +"',
where h = Ihi eUp; A, IX are real constants, A ~ 0, determined by I(zo)
and t")(zo)' The 21 values of II' that correspond to the 21 directions of the
branches joining at Zo are
k = 1, 2, ... , 21.
[email protected]
Pt. III, Solutions 128-139 327
The sign of A cos (kp - IX) is alternately positive and negative between
these directions.
133. Suppose that the polynomial in question is given by
ao(z - IX I ) (z - IX 2) ... (z - IX,,), lXI' IX 2, ... , IX" real. Then
C= lao 12 n" [(x - IX.)2 + y2] > lao 12 n" (x- IX.)2, iJ2C
ay2> o.
• =1 .=1
has a regular branch for Iz I <R, furthermore I(z) =1= 0 for Iz I < R.
According to ~35 and 138 1/(0) 1= R must lie between the maximum
and the minimum of It(z) Ion Izl = R. We have for Izl = R [5]
[email protected]
328 Functions of One Complex Variable
(-
1 IR2 - zlzl + IR2 - z2z1 + ... + IR2 - ZnZI)
<max
- R n
Iz - z]! + Iz - z2: + ... + Iz - z,,1
=max-------------------- [5].
n
The inequality becomes an equality only if ZI + Z2 + ... + zn = 0 and
all the z:s have the same argument, i.e. z. = 0, v = 1, 2, ... , n. Notice
the particular case n = 4, Zl = 1, Z2 = i, za = -1, Z4 = -i, R> 1.
The arithmetic mean of the profections of the distances in question into
the diameter through P is already equal to R.
141. The function
1 1
R2 - zlz + R2 - + ... + R2 -
Z2Z Zn Z
142. If f(z) =F 0 everywhere inside the level line the absolute value
\ f(z) \ attains its maximum and its minimum on the boundary according
to 135 and 138. This implies that \f(z) \ must be constant in the interior,
[email protected]
Pt. III, Solutions 140-146 329
C(k) =
•
I
- k
k ~ 1 (.(-1 + .(=~z. + ... + .()
+1 1 ('(~f Z;l + ~~iZ.-2 + ... + Z.-!l.(+l)
for k = 0, 1, 2, .. , ,
is the length of an inscribed polygon, thus < t. The points Zl' Z2' ... , z"
can be chosen so that for a given 15. 15 > 0, and sufficiently large n,
[email protected]
330 Functions of One Complex Variable
4i f2"
x2
x df}
+ sin2 f}
= f 31
ix df}_
sin 2 f} + x 2
= f -.!:!!__ = J.
31
sin f} - ix 'f Z2
2dz
+ 2zx-1 '
o -31 -31
with z = eifJ • The integral is taken along the circle Iz I = 1 which includes
only the pole at Zo = -x + V1+~. Hence
4:ni 2:ni
Zo + zOl =V1 + ;2'
149. [G. P6lya, Problem: Arch. Math. Phys. Ser. 3, Vol. 24, p.84
(1916). Solved by J. Mahrenholz: Arch_Math. Phys. Ser. 3, Vol. 26, p. 66
(1917).]
o
,
r
231
(1+ 2 COS1~)n B,nfJ
1 - r - 2r cos f)
.
df) =.!. J. (1 + z + z2)n
i 'f (1 - r) z - r(l + Z2)
dz
,
[email protected]
Pt. III, Solutions 147 -152 331
(1 - r) z - r(1 + Z2) = 0 has its two roots separated by the unit circle.
Let e be the root inside the unit circle, i.e. IeI < 1,
(1 - r) z - r(1 + Z2) = -r(z - e) (z - ~). We obtain
2n; (fl)n.
r(~-fl) r '
f!
.
IS real, f! =
1 - r -
2r
V1 - 2r - 3r2
.
150. With the notation z = x + iy the integral can be written
~ rl Z d? - z d'i + zz(z dz - z dZ) = ~ rl (1 + r) z dz - (1 + Z2p dZ
2i'f 1+z2+z2+z2r 2i 'f (1 + Z2) (1 + Z2)
J x'-le- x dx + wSi f
ro ~ ~ ro
eisO-roeiO df} - e2 J x'-le- ix dx = O.
o 0 0
Let w converge to + 00. Then the first integral converges to r(s) and
the third to the integral in question. The modulus of the second integral is
" n "
"2 ~-B 2"
< A Je-rocosO df} = A J e-rocosO df} + A Je-rocosO df} « An; e- rosins +As,
o 0 "
--8
2
2
~ I~l'sl n; 1
where A = e2 ,0 < e < 2' By setting e = k ' 9ls < k < 1, we see
Q)
J x'-l sin x dx = r
00
(s) sin ~s .
o
This integral converges for -1 < 9ls < 1 and the right hand side is
regular for the same s values. Hence the formula holds for -1 < 9ls < 1.
[email protected]
332 Functions of One Complex Variable
all the Stieltjes moments of which vanish without the function vanishing
itself (no contradiction to II 138, II 139). According to E. Borel [LeQons
sur les series divergentes. Paris: Gauthier-Villars 1901, pp. 73-75; cf.
also G. P6lya: Astronom. Nachr. Vol. 208, p. 185 (19J.9)] a similar state-
ment can not be true for a function I (x) , I/(x) I < e- k Y-;-, k> 0, k = const.
Our formula shows that V';-
cannot be replaced in this theorem of Borel
by a lower power, x"', I-' < t, of x. H. Hamburger has proved [Math. Z.
Vol. 4, pp. 209-211 (1919)J that V; cannot even be replaced by (1~:X)2
by showing that
o
j exp (- nY;-- log
lJog;r)'
x) sin (Y;-IO~~++ n) x"dx = 0,
+ re' (log x)' n'
n = 0, 1, 2, ...
154.
+00 +00 +00
x"'+1 J e- 1Pcos xt dt = xl' J sin xt . ~-le-1I' dt =
e,,··-6, dz, 3 J
o 0 0
j'
a+,T
1.
-2 e'"
-,-ds, T>a,
ret s
a-,T
[email protected]
Pt. III, Solutions 153-157 333
In the first case the integral does not change and is absolutely smaller
1 e- e-
than 231 T2 nT = 2T ; in the second case it decreases by IX (residue at
the pole s = 0) and the new integral is absolutely < 2~ (T e":- a)1 nT.
Now let T increase to + 00.
156. [The case A = 1 + e-1 is due to H. Weyl.] We have
lI(t) = n!
r
--
t"
for n < t < n + 1,
thus (the interchange of summation and integration can be justified
by various arguments)
u !!
+00 +00 sin-e2
! f I :
co fI. in"
-IA -;t" ~ _I_e_ dt d .
e e ~ nl U
,,=-00 1=0 ,,=0
=~J
2m
J e<"-
+00 +00 .
u
1 el(-A.-i"+ei ,,) dtdu
-00 0
1
= 2ni
J
+00
u(,l
.
e'" -
+ iu _ i") duo
1
-00
This integral is equal to the sum of the residues in the upper half-plane
~-1 .
because the integral of . along the half-circle u = re,IJ,
u(,l + iu - e'U)
o ::;;: {} < n, converges to 0 as l' tends to infinity. The only pole in the
upper half-plane is u = iz [196], the corresponding residue is -.!...
z
(Cf.
215, IV 55.)
157. [Dirichlet: J. reine angew. Math. Vol. 17, p. 35 (1837); Mehler:
Math. Ann. Vol. 5, p.141 (1872).] Assume -1 < x < I, x = cos{},
0< {} < n. Then [cf. G. Szego: Orthogonal Pelynomials, 3rd Ed. 1967,
pp.86-90]
p .. (cos{}) =-2'
1 :P V z .. dz,
m 1-2zcos{}+zl
where the (positively oriented) path of integration encloses the two
singular points eiIJ and e-- iIJ • We may contract the path to a straight line
[email protected]
334 Functions of One Complex Variable
..Q.)
P (cos·v 2
=-.
J'
1
(cos 01} + i~sinol})"i sin oI}fh
" 2m
-1
VI - 2 (cos 01) + i~ sinol}) cosol} + (cos 01) + i~ sin 0I})1
2 J6 i'" . ie" de
= 2ni -6 VI - 2e" cos 01} + l" .
We obtain the third expression either by contracting the path of inte-
gration to the arc D- ~ arg z < 231: - D- of the unit circle or by changing
the variable and replacing D- by n - D- in the second expression.
[P,,(- cosD-) = (-1)" P,,(cosD-).]
158. If z is real and negative, any two pieces of L that are symmetric
to each other with respectto the real axis contribute conjugate complex
values. We denote by L .. the negatively oriented boundary of the half-
strip mz > lX, -31: <,3z < 31: (in particular Lo = L). If z is not in ~ and
if lX > 0 the integral along each of the L..'s has the same value. By letting
lX increase to + 00 we successively extend E(z) analytically over the
entire plane.
159. The integral along L = Lo has the same value as the integral
along L .. , lX ~ o. Since r+in = r-
in = e- r the contributions of the
[email protected]
Pt. III. Solutions 158-165 335
(2) Let z be in the rectangle -1 < ffiz < O. -n < 3z < n. Accord-
ing to the residue theorem we have
f
n
22ncos19 2n
= df)e-.:>- [II 217].
-n lll2ni19 _ vi n!
0=1
Explanation: The principal parts of both integrals stem from an arc
centred at z = 2n whose length is of order V;. Along it the argument of
dz is close to ; and the argument of In(z) is nearly O. [43.]
162. The number of zeros in the disk Iz I < r is:
=
1
2ni
rf. j'(z)
':f j(z) dz
1
= 2n
f 2"
j'(z) 1
z j(z) df) = 2n
f 2"
j'(z)
ffiz j(z) df).
'19
z = re' .
1'1=' 0 0
[email protected]
336 Functions of One Complex Variable
00 (_l)"G(n+J~)
d (G(Z) ) 1; e e
- dz cos ez = -::~-oo (ez - (n +!) n)2 .
.!-. (G(Z)
dz cos ez -
) _ £ (-1)" (n + i~) ( e + i)
,,~O
G
e [ez - (n :n]2 + [ez + (n(!)
+ i) :n]2
and integrate
G(z) _
COS(F--n~o(-)
£ 1 n G (n + !) :n) (1
- - e - ez-(n+!):n+ez+(n+!):n'
1)
The constant of integration has to be 0 because there must be an odd
function on both sides.
167. The functions I(z) log z and :i'1(z) are regular in the domain
described in the diagram.
j
I I(x) dx I < ~.
If k is an integer we replace I(z) by :i'1(z); if k is not an integer the second
formula in 167 is used.
[email protected]
Pt. III, Solutions 166-171 337
J
o
1
Jt'1(x) dx = - 1: 1: XAX,.. J ~+"'+<x-1 dx = - 1:
1 ""
2n A=l ,..=1
1
0
1 "
2n A=l ,..=1
xx
1:" _A_,.._.
A + P. + IX
170. Let L denote a closed continuous curve without double points,
let L lie completely inside 91, and let z be a point in the interior of L.
According to Cauchy's integral theorem we have
I,,(z) 1.
=-2 :n(C)
mj'~-z
~ dC.
L
[email protected]
338 Functions of One Complex Variable
Therefore [po 113] F,(z) is analytic as well as y-2F,(z) and finally [170]
. F,(z)
hm - 2 -
,-+0 rn
= f(z) •
Instead of all the circles we could consider all the curves that are similar
to a given closed curve without double points and similarly situated.
172. To show that the difference
2,. 2,.
Jf(e i {}) d~ - 2nf(O) = J [f(e i {}) - f(re i {})] d~, 0~r < 1 [118]
o 0
vanishes we prove that this expression can be made arbitrarily small with
1 - r. We take each point of discontinuity as the center of an open disk
of radius e so that different disks have no common point. Removing these
"small" disks from the unit disk we obtain a domain in which f(z) is
uniformly continuous. We now split the integral into two parts: The first
part consists of the integral along'the arcs inside the above mentioned
disks, the second part consists of the integral along the remaining piece
of the circle. The first part can be made arbitrarily small with e [f(z)
is bounded] and then, once e is fixed, the second part can be made
arbitrarily small when 1 - r is sufficiently small.
173. Cf. 174. Cf. also 231, Hurwitz-Courant, p. 327, and E. Hille,
Vol. II, p. 36l.
174. It is convenient to consider the following general situation:
Let 'Il be a simply connected domain in the C-plane and assume that
the mapping tp(C) = Z is conformal in the interior of 'Il, sufficiently
continuous on the boundary and that it establishes a one to one rela-
tionship between 'Il and the disk !Z! < 1; let the point C= z correspond
to Z = O. We have C = tp-l(Z) where '1'-1 denotes the inverse function of
'1'. We "transplant" the function f(C), which is regular in 'Il, from the C-
plane to the Z-plane by defining
[email protected]
Pt. III, Solutions 172-177 339
the integral computed along the positively oriented circle IZ! = 1 [172].
The change of variable Z = lJ'(e), for which
[email protected]
340 Functions of One Complex Variable
"
1+j-R) (-
+-
£log I(Re
2 . 2 cos 11
'D ) -R- dO. +
(' 1
y2
1)
+ R2 log I(ty) dy
.
-2
- '2
"
+ flog I(re )
iD (-iD
e re iD)
- y - + RZ dO. -
m
2n 17
(1a - aI'
R2 -
1 -)
Z +
~I'
R2 = O.
"
+- 1'=1 I' I'
2
[email protected]
Pt. III, Solutions 178-184 341
[email protected]
342 Functions of One Complex Variable
[email protected]
Pt. III, Solutions 185-192 843
l.c. The image of the bounding circular arc is near the point w = V;
[IV 189]. We choose r so small that the image of the arc z = riB,
- : <1} < : ' intersects the images of the radii only at the points that
.:rI • n
1- -1-
correspond to z = re 4 and z = re 4. We now consider the image of
the boundary of the above mentioned sector outside the circle Iz I = r.
It has the winding number O. Hence w =F 0 when - : < arg z < ; .
Different proof in V 178.
190. The integral
1 ,(. I'(z) dz
2ni 'f l(z) - a
is an integer. Therefore it cannot change if the path of integration is
deformed continuously. The curves in question can be transformed into
each other by a continuous deformation.
191. Let I(z) =1= 0, then I(z) =F 0 on L. The function
log I(z) = log R + iO is regula at every point of L. Now (clear when 0'/1
and os coincide with ox and 8y, respectively, d. p. 113]
8logR 8@
-----av = as '
where ! denotes the differentiation in the direction of the outer normal
and ! in the direction of the positive tangent at the point z of L. The
derivative on the left hand side is positive [maximum principle] hence
the derivative on the right hand side has to be positive too. The image
of L is a circle (possibly described several times in the same sense).
192. [B. Riemann: Werke. Leipzig: B. G. Teubner 1876, pp.106-
107; H. M. Macdonald: Proc. Lond. Math. Soc. Vol. 29, pp. 576-577
(1898); d. also G. N. Watson: Proc. Lond. Math. Soc. Ser. 2, Vol. 15,
pp. 227-242 (1916); Whittaker and Watson, p. 121.] We assume that
f'(z) = Riei8 ~~ =F 0 on L (same notation as in 191). Let the winding
numbers of the curves described by I(z) and I' (z) be denoted by Wand
W' resp. (W is the winding number of a circle which may be described
several times in the same sense). Thus 2n(W' - W) is equal to the change
of the argument of ~~ as z describes the curve L. Let ds = Idz I be the
line element of L, ~~ = ~~ ~; . The first factor is always real, therefore
only the change of the argument of the second factor is important. The
argument of ~; = I~;I is equal to the negative value of the argument of
[email protected]
344 Functions of One Complex Variable
dz. The change in direction of dz, i.e. the change in direction of the tangent
vector along a closed curve without double points, is 2,,;; this can be
easily seen in the case of a polygon. Hence W' - W = -1. If I' (z)
vanishes on L we consider a level line inside but sufficiently close to L.
The geometric formulation of the proposition can also be verified directly;
d. H. M. Macdonald, l.c., or MPR, Vol. 1, pp. 163-164.
193. The function I(z) is not a constant because f'(z) =1= 0; I(z) has
exactly one zero in the interior of ~ [192]. Therefore w = I(z) describes
a (circular) curve with the winding number 1 as z describes the boundary
of ~. The winding number of the path described by I(z) - Wo is 1 or 0
depending on whether IWo I < or IWo I > the constant modulus of I(z)
on the boundary of ~.
194. [E. Rouche: J. de l'Ec. Pol. Vol. 39, p. 217 (1862).] We may
assume that I(z) and fP(z) are regular on L because I(z) and I(z) + fP(z)
are different from 0 and I/(z) I > IfP(z) I sufficiently close to L. The func-
tion 1 + ~~;~ has on L a positive real part and so, as z describes L,
the change of its argument is equal to o. Furthermore I(z) + fP(z) =
I(z) (1 + ~~:~) thus [181] the image of Lunder I(z) has the same winding
number as the one under I(z) + fP(z).
195. Special case of 194: I(z) = ze A- z , fP(z) = -1, L is the unit circle.
Since z;-· increases with z on 0 < z < 1 from 0 to ;-1 > 1 there is a
root on this segment.
196. If z = iy, Y real, we have lit - iy I >it > 1 = le- iY I. If Izl is
sufficiently large, mz > 0, we have Iit - z I > 1 ~ Ie- z I. Moreover
it - z = 0 has the root z = it in the right half-plane. Special case of 194:
I(z) = it - z, fPCz) = -e-', L a sufficiently large half-circle in mz > 0
and its closing diameter. The only root is real because the modular graph
is symmetric with respect to the vertical plane through the real axis.
197. [Cf. G. Julia: J. Math. Pures Appl. Ser. 8, Vol. 1, p. 63 (1918).]
Special case of 194: on the unit circle Izl = 1 > I/(z) I.
198. [Example of a general theorem of G. Julia: Ann. Sci. Ecole
Norm. Sup. (Paris) Ser. 3, Vol. 36, pp. 104-108 (1919).] Let R,. be the
rectangle with the four corners n ± t ± id, n integer, d fixed, d > 0
and V';Tite z = x + iy = reiD. Because of 1155 we have on the boundary
of R" as n -+ 00
log IF(z) I N (x - t) log r - y{} - x,
so that the minimum of IF(z) I on R" tends to 00 as n -+ 00. On the other
hand we find Isin ;;r;z I > c on the boundary of R,. where c is independent
[email protected]
Pt. III. Solutions 193-200 345
_1
1r(z)j
1= Isin nz1lr(1
n
_ z) I
converges on the boundary of R_ .. to + 00 as n -+ 00. Thus we have for
arbitrary a and sufficiently large n
on the circle Iz I = Ia 1
2.. - 1 and abandons it on the circle Iz \ = \a \2"+1
F(z) - z"a-'" z z z z z z
~'-z"-a--""" = -a2-. . +-1 + a-2"-+1 . -a2-"+-S + -a2-"+ J • -a2-. . +-S • a-2-"+-5 + ...
+-+_._+_._._+
a 2.. - 1
z
a 2"- a 2.. - S
z z
J a 2"- 1 a2n - S a2.. - 5
z z z
....
[email protected]
346 Functions of One Complex Variable
208. Counter-example
1
I ..(z) = Z2 +-;-. n = 1. 2. 3•... ; :1): Izl~ 2; a = -1. b= +1.
208.1. [G. P6lya. Problem: Jber. deutsch. Math. Verein. Vol. 34.
2. Abt.. p. 97 (1925). Solved by R. Jungen: Jber. deutsch. Math. Verein.
[email protected]
Pt. III, Solutions 201-208 347
i.e. the formula to be proved for the function t'(z) 91(z). The family of
admissible functions f(z)- is identical with the family of functions t'(z) 91(z),
where t'(z) is the deIivative of an admissible function, because 91(0) =l= O.
Thus 207 leads to Lagrange's formula (L), p. 145, by integration.
208.
~ [d"j(X) [IP(X)]"] = -.!.., ,(. j(C) [1P(Cl]" dC,
n! dx" %=0 2:/tI- ':J' C" C
1: w:n.
,,=0
[d"j(X) [:(X)
dx
J"] .. =0
= ~
2m
,(. j(C) dC
':J' C
i
,,=0
(WIP(C) )" ,
C
integrated along a circle around the center C= 0 and for w so small that
1C1 > 1w91(C) 1 along the path of integration. Then the path of integration
encloses the same number of zeros of C - w91(C) as of C [194], i.e. exactly
one. Denoting this single zero by z we further find
1 ,(. j(C) dC j(z)
2ni'Y C- wlP(C) = 1 - wlP'(z) •
[email protected]
348 Functions of One Complex Variable
x
,,=1
212. [Cf.l.e. 209, p. 350. ] Set x = 1 + z, ljI(z) = (1 + z)P, I(z) = (1 + z)";
(L), p. 145, implies
y= xat = (1 + z)at = 1 + i (IX +n pn- 1- 1) IXW"
n
•
,,=1
213. We obtain for {1 = 0, fJ = 1 the binomial series, for fJ = 2
(1- JI~)at
2w
= 1 + lX i (IX +
"=1
2n -
n - 1
1) w" .
n'
for f1 = -1 essentially the same series; for f1 = i
(1Y;-;--2
1+~ +;
)2 at
= 1
(IX + ~ -
+ lXn~' n _ 1
00 1) "
:.
~
"'"
"=0"
Jn+1
t" e-J.I dt = ~
n! "'"
,,=0
J 1
(n + IXt e-J.(n+<»
n!
,
dlX.
0
[email protected]
Pt. III, Solutions 209-219 349
co w"'[a"(l + x + X 2)"] 1 1
,,~ nT ax" %=0 = 1 - w(l + 2z) = V 1 - 2w - 3wl •
218. The sum of the terms in the k-th column to the left of the middle
e
column is [216]
[email protected]
350 Functions of One Complex Variable
co
On the right hand side we find (1 - E)'" (1 + E)fJ 1: p!;.fJ)(E) w", whereas
.. =0
w = tp~(
z) implies
-
1- ;w - y'1 - 2~w + Wi
Z= W '
,,=0
On the right hand side we have e-eE'" 1: L~"')(E) w"; the relation w = ~z)
yields ,,=0 tp
+ (_1)"-1~(e'
n
-I)" + ... , Ie' -11 < 1.
(3) e"--1
- + TI5e
z +z(z - 2) (e')2
-2!-- S
5 + ... +z(z
- --- -nt-
;j-
1
(
51:'-s)" + "',
[email protected]
Pt. III, Solutions 220-222 351
hence the series converges whenever \56"+1\ ~ 1; at any rate the formula
holds in a neighbourhood of 5 = O.
(4) in 212 put: x = eS , {J = 1, thus w = 6"/2 - e- s/2 , IX = Z,
Replace 5 by -5, subtract and rearrange and then apply 216 to x = 6",
{J = 1, W = c/2 - e- s/ 2 , IX = z -1:
eS' - e-SZ = ;.
2 ""'2
..!.. (Z + m -
2m-1
1) (ei _ e-i)2. . -2 (6" _ -S)
e. .
... =1
The sum of the last two formulas produces the desired expansion of eSl •
We remember Stirling's formula and write sin nz as an infinite product
to obtain
Z(Z + m -
-- 1) (
ei -e - i)2'" Zsin 1U (. is )2... m - i .,
Sln-
2m 2m-1
~--=-
J/:n; 2
this shows convergence for sin I i: I< 1; the formula is certainly correct
in a neighbourhood of 5 = O.
221. [With respect to the formulas (2) and (3) cf. N. H. Abel:
Oeuvres, Vol. 2, Nouvelle edition. Christiania: Gr0ndahl & Son 1881,
pp. 72-73.] Expand in 220, F(z) = c', both sides in ascending powers
of 5 and compare the coefficients of ;!" .We have
s"
LI" F(z) = LI" ( 1 +,.
S
1.
z + ,.
2.
Z2 + ... +,. z" + ... = I ,. LI"z" .
S2
k.
S"
,,=ok.
) co
222. It is sufficient to prove (1) and (2) for F(z) = (z - W)-I; for
other rational functions differentiate with respect to w, split them
up into partial fractions and apply 221. The formulas (1) and (2) hold
for F(z) = eSZ if 5 is real and negative. [Solution 220.] Multiplication
with e-sfI) d5 and integration over - CX) < s < 0 yield (1) and (2) for
[email protected]
352 Functions of One Complex Variable
we have to prove
(1) 1 1 z(z - 1) ... (z - n)
w- ~ w(w -
oa
z- w= - 1) ... (w - n - 1) ,
1 oa nl
(2) - (z _ W)2 = - ~ (z -
,,=0
w) (z - w + 1) ... (z - w + n + 1) •
r(-w) n llJ - .
~ r(-z) w - z '
The formulas (3) and (4) cannot be valid in a non-empty region for
non-entire rational functions: Otherwise the partial sums of order nand
2n resp. would converge uniformly in any finite domain according to 255
and 254, thus F(z) would be regular everywhere: contradiction.
223. The identity in question is purely formal; it represents the
combination of the infinitely many equations that define the quantities
L1"ak , k = 0, ±1, ±2, ...
224. Since the expansion of 1 : t does not contain a constant term
the coefficient f!' in the expansion of 1 ~ tF(l : t) depends on ao, aI' ... , a"
only. Therefore we can restrict ourselves to the case where F(z) is a poly-
nomial. Every polynomial however can be written as a linear combination
of the speci!;l.l polynomials (1 - z)"', m = 0, 1, 2, ... ; besides we have for
two sequences ak and bk and two constants c1 and c2 the linear relation
L1"(c1 ak + c2 b",) = c1 L1"a", + c2 L1"b". Consequently it is sufficient to prove
the statement for F(z) = (1 - z)"', m = 0, 1, 2, ... In this case L1"ao is
[email protected]
Pt. III, Solutions 223-229 353
(1 -z)2 " k _ (1
.:;., ;a"z' - - -+2F(z-l)
-z)2"F(z) --- _ (1
-z)2"+,,,1 + (-l)"'z-'"
2
"=-00
i.e.
= (-i)" {en +: + 1) - en:;1+ I)}
= (_1)"+l~(2n
n+l
+m+
n
1).
Set p = 2, IX = m, W = -t in solution 213.
*227.
sin nx _
:n:x (1 - x) - ,,=1
iI (1 + .n:. .) (1 __n~_)
+
- iI (1 + n(n + X))
1 - ,,=1
x(1 -
1) .
228. [1. Schur.] By carrying out the multiplication in the last infinite
product in 227.
229. Apply (L), p. 145, to
[email protected]
354 Functions of One Complex Variable
1 2" .
a.. = b.. + ie.. = --;; f U{r, D) e- ...fJ dD
nr 0
'In
. 1 2,.
f
(j-e
3/(Re,fJ) = 2n U(R, e) cot - 2- de,
.
d . 1 2" e-2
f
(j
d{j3/(Re'fJ )=-2n U(R,e)(sin--i-) de::;;:O.
"
[email protected]
Pt. III, Solutions 230- 237 355
2~ b~ + ~ ~ ,-2"(b; + c;) ,
o .. =1
2n
J [V(r, D)]2 dD = c~ + ~ ..~ r "(b; + c;).
~
2~ 2
o =1
a.. = . .
:/lTO
1
J2" U(r, D) e-<n8
.
dD, Ia.. I ~ .. J U(r, D) dD =
1 2n
:/lTO T
1
.. J
the entire function ~ anz" on the circle 1z I = r; then we have for r > 1
[solution 236] .. =0
A*(r) > ~ao + lla" 1r", n = 1, 2, 3, ... ;
furthermore A (r) > A *(r) - M, thus
A (r) > ~ao - M +11 a.. I r" .
If a.. is different from 0 we conclude
lim inf ~g A(r) > n.
,~~ logr-
There are arbitrarily large n's for which a.. =F O.
[email protected]
356 Functions of One Complex Variable
238. [E. Landau: Arch. Math. Phys. Ser. 3, Vol. 11, pp.32-34,
(1907); d. F. Schottky: J. reine angew. Math. Vol. 117, pp.225-253
(1897).] It is sufficient to prove the inequality Ima1 1 R < ! L1(1); for
if IX is a real constant the largest oscillation of the real part of I(e i .. z) is
also L1 (I) and the inequality Ime'"' a1 I R :::;; ! L1 (I) for all IX implies
Iall R < ! L1 (I). - Let A denote the arithmetic mean of the upper and
lower bounds of m/(z) in the disk Iz I < R. We find Im/(z) - A I < IL1 (I)
for Iz I < R. Besides [230]
2"
n,a1 = / [m/(,e i")] e- i " d{}, O<,<R,
o
thus
AI
mma1 =/ b
[m/(,ei")-A]cos{}d{}, n,lma1 1:::;;-tJ /
b
Icos{}ld{}=2L1(1).
o 0
Let, converge to R.-For R = 1
I(z) =-.!..logl- z =iz +~i' +~z5
2i l+z 3 5
+ ... '
we have
L1(1)=;, la1 1=l.
In geometrical terms the theorem reads as follows: A disk is mapped
conformally but not necessarily univalently onto a region. The width
of this region in any direction is at least equal to : times the product
of the radius of the disk and the linear enlargement at the center of the
disk. In the above mentioned special case the image of the disk is the
vertical strip - ~ < m/(z) < ~ .
239. [E. Landau, O. Toeplitz: Arch. Math. Phys. Ser. 3, Vol. 11,
pp. 302-307 (1907).] The least upper bound of I/(z) -ie -z) I on
Iz I < R is denoted by D*(/), then D*(I) < D(I). Let 0 < , < R.
2"
4ma 1 =/ [f(,e~") - I( -,e''')] e- i " d{}
o
implies 4n, Iall < D*(I) . 2n < D(f) . 2n; let, converge to R. If I(z) is
linear, I(z) = 40 + a1z, then D(I) = 2 Ia1 r R. The proposition admits
the following geometrical interpretation: A disk is mapped conformally
but not necessarily schlicht onto a region. The maximum distance of
two boundary points (diameter) of this region is at least equal·to the
product of the diameter of the disk and the linear enlargement at the
center. In the special case mentioned the image is an open disk.
[email protected]
Pt. III, Solutions 238- 242 357
240. [Cf. E. Landau: Math. Z. Vol. 20, pp. 99-100 (1924).] We derive
from 232 by differentiation and by setting Z = 0 [117]
/,(0)
- -- =
m'l
L:(- -
C) + -1 J (log M
~~
2"
-
. .
log It(re"';)1l e-·D d'l'}
r
flO) p~l Cp ,,2. nr 0 '
= ~
m
ffi ( -1 - e- p - -log
2
- r) +- 2 M
~
p~l CP r2 r Icp I " If(O) !
[120]. According to the condition (2) we have ffic p < 0; thus for I' >1
L: a"z
,,~o
= 1 _ zz
1 2 k
z z zz
,,~o
,
"-
IZll = IZ21 = ... = IZk 1= 1, lim sup Vlb" I < 1, whence
"-+00
,,~o
L: a"z = (z
0
_ z)k+l
~o
,
"-
Co + c1Z + ... + cklo =F 0, c
O k =F 0, lim sup Vlbn I < 1; whence for n > k
"-+00
[email protected]
358 Functions of One Complex Variable
The power series P(z) L; anz" = L; bnzn can be made to satisfy the
n=O ,,=0
conditions of 242 by an appropriate choice of the polynomial
P()
z = Co + c1 z + c2 z£ +... + cq_2z...0-2 + z·
..0-]. Ibnl
Ibl --+ e implies
"- 1 ,,+1
VIb,,1 = -
(!
[I 68]. Furthermore
Ibn 1= Icoa"
+ clan_1 + ... + Cq-2an-H2 + an-HI I
< A,,(ICol + Icil + '" + Icq- 2 + 1). 1
r '(~ - r-k+l]
(!
for n sufficiently large; i.e. IlX; I > (; - BY' > Ib; I for at least one n,
n > n> n - k -+ 1; thus a; = lX; + b; =1= O. Consequently v" > ; - c,
C independent of n. The proposition holds also in the case where the multi-
plicity of the poles is not taken into account, but the proof has to be
approached differently.
245. [J. Konig: Math. Ann. Vol. 9, pp. 530-540 (1876).] If the
poles are of order k we have an = Ank-1e- n (sin (nlX + b) + Bn), A, lX, 15
real, limB" = 0 [solution 242]. Assume that A > 0,0 < 21J < lX <:n; - 21J
"-+00
and that IBnl < sin 1J whenever n > N. If the distance between nlX + 15
and the closest multiple of :n; is larger than 1J then an has the same sign
as sin (nlX + b). In the case where n > N and where a" does not have
the same sign as sin (nlX + b) the coefficients an- l and an+ l have certainly
the same signs as sin ((n - 1) lX + b) and sin ((n + 1) lX + b) resp.;
an- l and a,,+l have different signs because -1J < nlX + 15 - m:n; < 1J
implies -:n; + 1J < (n - 1) lX + 15 - m:n; < -1J,
1J < (n + 1) lX + 15 - m:n; < :n; - 1J. Therefore the number of changes of
[email protected]
Pt. III, Solutions 243-248 359
sign between a,,_l a" is the same
as between sin ((n - 1) l¥ + <5) sin (nl¥ + <5) sin ((n + 1) <5 + l¥).
Now use VIII 14.
248. The radius of convergence of the series I a"z" is assumed to be
"=0
1. If the series converges at some point of the circle of convergence we
have lim a" = 0, thus [I 85]
"-+00
a
lim (1 - z) (ao + alz + ... + a"z" + ...) = lim ...!!.. = 0
.-+1 -0 "-+00 1
F(u) = ~ ~-~
,,=0 2:rn.
J-
a+1 OO _
es(Vn-u)
52
_
+ e-s(V,,+u) ds.
a-seo
V
By virtue of 155 we have for m - 1 <u< m V
[email protected]
360 Functions of One Complex Variable
V
in the interval m - 1 < u < m. If (]>(s) vanishes identically then V
F(u) = Oforu> 0, thus am + am+! +am+ 2 + ... = 0 for m = 1,2,3, ...
249. We have (]>(2k+!) (0) = 0; (]>(2k)(0) vanishes also because
d k
( z dZ) I(z)
00 00 00
250. The function I(z) described in the problem has the following
properties
(1) I(z) is regular for Iz I < 1 because the integral converges absolutely
when mz : : :;
1; we have
"
a" = f
~
e-(X+xPcosP") sin (.xl' sin ,un) : ,- dx, n = 0,1,2, ... ;
o .
(2) an cannot vanish for n = 0, 1, 2, ... , because
Ie-(x+xPcosP") sin (.xl' sin ,un) I < e- x [solution 153];
(3) for Iz I < 1, the derivatives are
f
~
[email protected]
Pt. III, Solutions 249-254 361
where 1'" and <5.. are constants. Let a and b be the two points of conver-
gence. The two series 2: A" and 2: B", (r"a + <5,,) P,,(a) = A",
n=O .. =0
[email protected]
362 Functions of One Complex Variable
i \P,,(Z) _
,,=1 P,,(IX)
P"_I(z)
P,,_I(IX)
1= i ,IP"-I(Z)
,,=1 P,,_I(IX)
~-=-IX:I'
IX - n
converges uniformly (p,,(z) -;.. ~:;rtZ) for IX =a or IX = band z an arbi-
trary point in any finite domain of the z-plane so do the series
00 P,,(z) 00 P,,(z)
2: A"p" (a)
,,=0
, "~B,,p,,(b)
[Knopp, p. 348]. We have however
00 z _ b 00 P,,(z) z _ a 00 P,,(z)
2: (y"z + 6,,) P,,(z)
"=0
= ----=-b
a
2: A" -P-(
,,=0 " a
) + - _b 2: B" P (b)
a ,,=0 "
•
Co E a" az ( 1 -
+ ,,=1
00 a
-;- )-"+1 (1 - -;-Z)"-l .
[Knopp, p. 348] converges too.
256. Cf. 285. The theorem can be formulated more generally: The
functions t,,(z) are regular and different from 0 and the absolute value
of each is smaller than 1 in the region m. If at one point a of mwe have
lim t,,(a) = 0 then lim t,,(z} = 0 everywhere in
n~~ n~~
the convergence is m;
in fact uniform in every closed subdomain of m. To prove this cover m
with appropriately overlapping disks.
[email protected]
Pt. III, Solutions 255- 260 363
257. [A. Harnack: Math. Ann. Vol. 35, p.23 (1890).] We denote
by v.. (x, y) the harmonic conjugate of u.. (x, y) and put
g..(z) = e-.... (x,)')-iv.. (X. y), z=x + iy, and I.. (z) = go(z) gl(Z) ••• g..(z).
Suppose that "1: u.. (x, y) diverges at some point Zo = Xo + iyo of 9l.
.. =0
Then we would find lim I.. (zo) = 0, consequently [solution 258]
"-+00
lim I.. (z) = 0 everywhere on 9l: contradiction.
"-+00
By using III 285 to a fuller extent one proves first that the conver-
gence is uniform in a closed disk inside 9l and centred at the presupposed
point of convergence. The region 9l is then successively covered with
appropriately overlapping disks.
258. Put I.. (z) = u.. (x, y) + iv.. (x, y). The imaginary part is given by
J----ax- dy -
X,),
au.. (x, y) au.. (x, y)
v..(x, y) = v..(xo' Yo) + -ay- dx,
the path of integration is any curve in 9l that connects the arbitrarily
chosen fixed point xo, Yo with the variable point x, y. The integral conver-
ges for n -+ 00 uniformly in any subdomain of 9l because the sequences
of the partial derivatives a:' a:
au au
converge in any subdomain of 9l [cf.
230]. The sequence v.. (x, y) converges therefore if and only if the sequence
v.. (xo' Yo) converges, in which case it converges uniformly in any sub-
domain of 9l.
259. Let /Zo, aI' az, ... denote arbitrary numbers. The identity
1+ i
.. =1
£x(£x + ~)"-l w"
n.
[email protected]
364 Functions of One Complex Variable
has the radius of convergence e-t [214]; therefore the series in question
converges in any connected region of the x-plane where Ixe-% I < e-t
and there it represents an analytic function. The interval 0 :s;; x < 1 as
well as the interval 1 < x < 00 can be imbedded in such a region, one
in mt , the other in ~, but the intervals cannot both be imbedded in the
same region. According to 210 the infinite sum is equal to e"'% if x is
sufficiently small, thus it is equal to e"'% for x in Suppose that mt.
1 < x < 00 and that x' is defined by xe-% = x' e-%', 0 < x' < 1. The
series in question stays the same, therefore its sum is elU' =f= e"'%. - The
series converges also for x = 1 [220, (3)], its sum is e'" according to Abel's
theorem [I 86].
261.
,,=1
For mz > 0 we have
f ([~J- ~)x' dx + 1
]
.. ([ n ] )'1
n) ( v
lim I.. (z) = lim '~l -;- - n + 1 = ~_ xl
-;- -;- X
lim
.
1: V-- 1 = 1'-1 + ~-1 + ... + n·- 1 + .. , = C(l - z) =f= 0
"-+00,,=1
[email protected]
Pt. III, Solutions 261-263 365
then
q.>[q.>(z)] - 1 q.>{q.>[q.>(z)]} - 1 { }
q.>[q.>(z)] + 1 = tp[tp(C)J, q.>{q.>[q.>(z)]} + 1 = tp tp[tp(C)J .....
C+IX-{l
tp(C) = C1 + (IX - (l) C
and the statement becomes: the sequence
tp(C). tp[tp(C)J. tp{tp[tp(Cm.···
converges to 0 if ICI < 1 and converges to 00 if ICI > 1. converges to 1
or diverges if ICI = 1.
Let ICI = r. r < 1 and denote by M(r) the maximum of
I1 C+IX-{l I
+ (IX - (l) t
for ICI < r; we find M(r) < 1 [5J and monotone increasing with r [267J.
The inequalities
Itp(C) I <rM(r). Itp[tp(C)J I < Itp(C) I M[rM(r)J < r[M(r)J2.
Itp{tp[tp(C)]} I ::;: Itp[tp(C)J I M{r[M(r)J 2 } < r[M(r)]3.
follow from the definition of tp(C). We reason analogously if ICI > 1.
Ass ume finally ICI = 1. Then
Itp(C) I = Itp[tp(C) I = Itp{tp [tp(C)J} I = ... = 1. If the sequence in question
converges to a limit point Co' ICol = 1. we have
r r Co + IX - {J.
<'0 = <'0 1 + (IX _ (J.) Co' i.e. Co = 1.
263. Put (z - !)J: - 2,)~ - n) = P,,(z). We find on the positive
n.
imaginary axis
[email protected]
366 Functions of One Complex Variable
= I(Zz-n
+ n)zl.lzZ;--;; nll"+i e'l'(z,,,) = l(eitpV~ + l),itpl' e'l'(z,n)
n eUl'V2cos2/p-1
1 e2+ecos/p
- 2" log (e2 + 2e cos p + 1) + el + 2e cos-~ + 1
= ffl (log ~- + 1 - ;;:_1_) = 0,
,+1 ,+1
[email protected]
Pt. III, Solutions 264- 271 367
(C+-;:-1) .f (C+T1)1
/ ~2~
--cn~ < m:~ ---,,,--1 <
-2--
M.
In the case z _ ex) the proposition becomes: the maximum modulus of a
polynomial of degree 11 on the interval -1 < z < 1 is at least equal to
the absolute value of its highest coefficient multiplied by 2- n •
271. We may assume that the axes of El and E2 coincide with the
axes of the coordinate system and that the foci are z = ± 1. Let the
two ellipses be the images of the circles Iz I = '1 and Iz I = '2' 1 < '1 < '2'
under the mapping z = ~ (e ++), then '1 = a1 + b '2 =
1, a2 +b2•
[email protected]
368 Functions of One Complex Variable
The upper bound for 1(0) is reached if Vee, {}) = 0 for 0 < {} < 2n, hence
=
I(z) 1(0) [230].
m. [134.]
274. The function I(z) = :~:~ is regular for Iz I < 1. It is also
regular on the unit circle, where I/(z) I = 1 unless lp(z) = O. If Zo is a zero
of lp(z) it is also a zero of 91(z) and with the same multiplicity [otherwise
z = Zo were a zero or a pole of I(z) which is impossible: at other points
of the unit circle, arbitrarily close to zo, we have I/(z) I = 1]. We drop
the common factors of 91(z) and lp(z) and so obtain the regular function
I(z) which is different from zero in the closed disk Iz I ~.1 and whose
modulus is equal to 1 on the unit circle, I/(z) I = 1 for Iz I = 1, therefore
[138] I(z) =
c, Ic I = 1. Since 91(0) and 11'(0) are real and positive we have
c = 1.
275. The absolute value I/(z) I is a real continuous function in ~;
it assumes therefore its maximum in ~. This is impossible at an inner
point if I(z) is not a constant [134].
276. [Cf. E. Lindelof: Acta Soc. Sc. Fennicae, Vol. 46, No.4, p.6
(1915).] A rotation through 2nv around a point C maps the domain onto
n
the domain ~.and the set 58 onto the set 58., 'V = 0, 1, 2, ... , n - 1,
580 = 58, ~o =~. The intersection 3 (largest common subdomain) of
the domains ~o' ~l' ••• , ~.. _) contains Cas an inner point. Those inner
points of 3 that can be connected with ~ by a continuous curve in the
interior of 3 form a region 3*. The boundary of 3* consists, according
to the hypothesis and the construction, of certain points of the sets
580 , 58), ... , 58.. _). The absolute value of the function I(C + (z - C) £0-')
is < A at all the boundary points of 3* [275] and < a at those boundary
points of 3* that belong to 58•. The absolute value of the function
I[C + (z - C)] I[C + (z - C) £0-1] ... I[C + (z - C) £0-"+1]
is therefore not larger than aA"-l at all the boundary points of 3*,
consequently [275] also at the inner point z = C.
[email protected]
Pt. III, Solutions 272- 281 369
278. [Cf. E. Lindelof, l.c. 276. J Let R denote the least upper bound
of If(z) I in ffi. There exists at least one point P in ffi or on the boundary
of ffi so that in the intersection of ffi with a sufficiently small disk around
P the least upper bound of If(z) I is equal to R.
If there is no such point P in ffi then If(z) I < R in ffi, but then there
exists a boundary point P with the required property. According to
condition (3) we have R ~ M, i.e. If(z) 1< Min ffi.
In case there exists at least one point P, z = zo' of the described type,
then If(zo) I = R. Along a sufficiently small circle around Zo we have
If(z) I < R, thus, according to 134, fez) = constant.
279. [Po Fatou: Acta Math. Vol. 30, p. 395 (1905).J Put w = e2ni/".
If n is sufficiently large then
the convergence is uniform in the unit disk, 0 ~ {} < 2n. The function
fez) f(wz) f(w 2z) .. ·f(w"- l z) vanishes identically according to 278. [This
proposition is not an immediate consequence of 275.J
280. [R. A. Schwarz: Gesammelte mathema1ische Abhandlungen,
Vol. 2. Berlin: Springer 1890, pp. 110-l11.J Apply 278 to the function
f(z) which is regular in the disk Iz I < 1.
z
281. [E. Linde16f: Acta Soc. Sc. Fennicae, Vol. 35, No.7 (1908).
Concerning problems 282-289 d. P. Koebe: Math. Z. Vol. 6, p.52
(1920), where also ample bibliography is provided.J We denote by
C = tp-1(W) the inverse function of w = tp(C). The function
F(C) = tp-1{f[q>(C) J}
[email protected]
370 Functions of One Complex Variable
satisfies the conditions of 280. Hence IF(C) I ::;: e for ICI ::;: e; there is
equality only if F(C) = e''''C, ()(. real. The inequality states that the points
F(C) lie in the disk IC I ::;: e, that means that the points tp[F(C)) = l[tp(C)]
lie in the domain 9; z = tp(C) represents an arbitrary value in t. In the
extreme case we have tp(e''''C) = l[tp(C)), i.e. I(z) = 'I' [e''''tp-l (z)], where
C = tp-l(Z) is the inverse function of z = tp(C), ()(. is real. This is the most
general function that maps 9l univalently onto @) and z = Zo onto
w = Wo [IV 88].
282. [C. Caratheodory: Math. Ann. Vol. 72, p.107 (1912).] Apply
281 to the following special case: 9l: the disk Iz I < 1; @): the disk
Iwl < 1; Zo = 0, Wo = 1(0),
tp(C) = C, (") C+ Wo
'1''' =l+iiioC·
The subdomain t is the disk Iz I < e, t is the image of ICI < e under the
function w = tp(C), thus 9 is also a disk. The points of 9 satisfy the relation
IW - -ICI (1 - !Woll ) <
Wo I -
1 - IWol 1
11 + iii~CI = e 1 - IWo I (I •
The inequality becomes an equality only if I(z) = tp[e''''tp-l(z)] = tp(e''''z) =
.'" _+ ~o , in which case 11
=~
1 + woe""::
+ woe''''zl = 1 -lwollzl, i.e.
arg z = arg Wo - ()(. + :rt.
283. Apply 281 to the following special case: 9l: disk Iz I < R;
@): half-plane 9lw < A (R); Zo = 0, Wo = 1(0), 9lwo = A (0),
1-(1 2(1
= 1 + (l 9lwo + 1 + (I A (R).
It is an equality only if I(z) = tp[e''''tp-l(z)] = 'I' (e"" ~).
284. The following relation [solution 283] holds
[email protected]
Pt. III, Solutions 282- 289 371
286. Proposition 285 implies
2!~
Iln(z) 12 < 1/,,(0) 1 Hizi
For Iz 1< ~ the exponent is 2 ~ ~ 1:1> 1, consequently Iln(z) 12 < 1In (0) I.
287. Use 281: ffi: the disk Izi < 1; 6: the half-plane ffiw> 0;
Zo = 0, Wo = 1(0) > 0,
1+C
9'(C) = C. 'P(C) = Wo 1 - C•
t: the disk 1z 1 :::;; e, s: the disk whose boundary circle intersects the real
axis orthogonally at the points Wo ~1 + Q and Wo e . The radius of this
11 -
-e +e
circle is Wo 1 ~e {!2 • The points of s satisfy the inequalities
Wo
1- e <
1 + e=
ro
<JtW
<
= Wo
1+ e
1 _ e'
I~ 1<
",w = Wo 1 -
2e
(i '
Wo
1-
1 + ee <1 I:::;; l+e
= W - Wo 1 _ e'
We have equality only in the case where I(z) = 1p[ei "'9'-l(z)] = 1p(i"'z),
IX real.
288. Special case of 281: ffi: the disk 1z 1 < 1, 6: the vertical strip
-1 < ffiw < 1, Zo = 0, Wo = 0,
2 l+C
9'(C) = C, 'P(C) = -:-log
t:rr;
-1 -
f" ;
~
t is the disk 1z I < e. The points 1C1< eare mapped by ~ ~ ~ onto the disk
that intersects the real axis orthogonally at the points 1 + e and 1 - e.
1-e l+e
This disk lies completely in the sector whose bisector is the real axis
and whose center angle is 2 arctan -2e
1 2 = 4 arctan e. Therefore s lies
-e
<~ arctan e. Besides we have in S
completely in the strip 1 ffiw 1 -:rr;
[email protected]
372 Functions of One Complex Variable
2 1+ie--2-e
imllo (
2 imllo
1- ie--2 -e )
wo+-:-Iog
'31
..
1mt'o
- wo+-:-Iog-
In
.
1mB,
1 - ie-2-e 1 + ie-2- e
nwo
ecosT nwo
ecos- )
4 2-
= - ( arctan + arctan .
n . nwo . nwo
1 + esm·2 1- esm-2
As Wo varies between -1 and +1 the derivative with respect to Wo has
aIways the same sIgn . as -SID . nw
T' · ·IS equa1to -;:
oThe maxImum 8
arctan e
and it is reached for Wo = O.
The oscillation of 3w cannot be larger than twice the least upper
bound of 13w 1given in 288; proof similar.
290. [H. Bohr: Nyt. Tidsskr. Mat. (B) Vol. 27, pp. 73-78 (1916).]
We choose 'YJ so that I'YJI = 1, 'YJF(l) > O. Picking out the branch of
log 'YJF(z) that is real for z = 1 we set
w = I(z) = log 1JF(z) - log c .
log 1JF(1) - log c
Assume x > 1 and x = 9'(e), 0 < e < 1. According to 281 the range
of I(z) in the w-plane is contained in the image of the disk 1C1~ e under
the mapping w = tp(C). The image of the disk is a disk whose points are
at a distance of at mosttp(e) from the origin: i.e. I/(x) 1~ tp(e). Hence
we can define hex) = tp[9'-I(X)].
[email protected]
Pt. III, Solutions 290- 294 373
291. [K. Lowner.J According to 280 we have I/(z) 1 < Izl for Izl < 1;
hence for positive z, 0 < z < 1,
.!:. -
I 1-z
J(z) 12 1.
-
By taking the limit z ~ 1 we find
11'(1) 1> 1.
Assume that arg I' (1) A sufficiently small vector with the direction
3: '
= IX.
z - Zo
e- Z 'YJ W - Wo W.
1-_- = ,
- zoz
-1--- =
- wow
The function W = F(Z) defined with the help of w = I(z) satisfies the
hypothesis of 291. Therefore
[email protected]
374 Functions of One Complex Variable
-+ -+
295. The function t(z) ~!...--.:. ~ ... -"-- is regular in the half-
Z+Z
Zl - Z Zz - Z Z .. - Z
t(z) nm 1-az
1'=]
--I'
Z - ap
n ___
.. z-b
.=1 1 - b.z
v = <p(z)
2 1 + L.:
1_IX
IX
OO
(1 -
Iz.I)
.=1
converges.
298. Let IX be real, IX > 1, t{lX) =j= O. Proposition 295 implies that
the product iI I
.=1
z. - IX \ does not diverge to O. Consequently the series
z. + IX
Iz
L.: 1-~ 12) =L.:-~2~>
IX z +Z • -.
~ zL.:m-
1
'=1/1 + : I 2z.z. -
00 ( 00 00
converges.
299. [T. Carleman; cf. also P. Csillag: Mat. phys. lap. Vol. 26,
pp. 74-80 (1917).] Let Zo be an inner point of '1) and put It.{zo) 1 = e.t.(Zo)'
'11= 1, 2, ... , n. (In the case t.{zo) = 0 we choose e. = 1.) The function
F(z) = edl{Z) + e2t 2 (Z) + '" + e..I.. {z)
is regular and single-valued in '1); F(z) assumes its largest absolute value
at a boundary point ZI of '1). Hence
<P(Zl) > IF(Zl) 12 IF(zo) I = <p(zo)'
[email protected]
Pt. III, Solutions 295-302 375
300. It is more convenient to prove the statement as follows than
to refine the proof of 299: Let Zo be an inner point of il and the disk
1z - Zo 1< r be inside il. Addition of the inequalities [272]
1 2,.
(*) 1I. (Zo) 1 ~ 2n f 1/.(zo + re',')) 1dO, " = 1, 2, ... , n
o
yields
1 2,.
fI/(zo) < 2n f
o
fI/(zo + re',')) dO.
If one of the summands (*) satisfies a strict inequality the sum satisfies
a strict inequality; i.e. if at least one of the I:s is not a constant the
maximum cannot be attained at an inner point zoo
301. [G. Szego, Problem: Jber. deutsch. Math. Verein. Vol. 32,
2. Abt., p. 16 (1923).] It is sufficient to prove that rp(P) attains its
maximum on the boundary of any plane domain il whereby the points
PI' P2 , ••• , p .. are not necessarily in the same plane. We introduce an
orthogonal coordinate system in il, x, y; z = x +
iy. Now we have to
show: A function of the form
.
n (Iz -
.=1
a.12 + b;) I,
where a. are arbitrary complex, and b. real, constants, " = 1, 2, ... , n,
attains its maximum on the boundary of any domain of the z-plane.
Work out the product [299].
302. Let Zo be an inner point of il, where some of the functions,
called I,..(z), do not vanish and other functions, called I.(z), do vanish.
(One or the other type may be absent.) Let the radius r be so small that
the disk 1z - Zo 1< r lies completely inside il and does not contain any
other zero of the functions I.(z) but ZOo The functions 1,..(z)P,.. are regular
in this disk. According to 299 there exists a point Z1' 1Z1 - Zo 1 = r such
that
[email protected]
376 Functions of One Complex Variable
303. Since 'l) is closed the function Ij(z) I, which is single-valued and
continuous, attains its maximum in 'l). Proposition 134 shows that this
cannot happen at an inner point of 'l) except in the case where j(z) is a
constant.
304. [J. Hadamard: Bull. Soc. Math. France Vol. 24, p. 186 (1896);
O. Blumenthal: Jber. deutsch. Math. Verein. Vol. 16, p.108 (1907);
G. Faber: Math. Ann. Vol. 63, p. 549 (1907). Hurwitz-Courant, pp. 429-
430; E. Hille, Vol. II, pp. 410-411.] The function ZXj(z) is not single-
valued in the annulus r 1 < Izl s r 3 , its modulus however is. Hence the
maximum of 1ZXj(z) 1is either 1 M(r1 ) or raM(rs) [303]. Choose (X so that
(*) 1M(r1) = r;M(rs)'
Considering a specific point on the circle 1z 1= r2 we see that
~M(r2) S 1M(r1) = r;M(rs)'
We introduce the value (X from (*). (The condition that j(z) be regular
and Ij(z) 1single-valued on the punctured disk 0 < Izl < R is sufficient.)
305. The maximum of ZXj(z).is reached at a point of the circle 1z I = r2 ,
i.e. in the interior of the annulus r1 :::; 1z 1< r3, only if ZXj(z) is a constant.
306. Put j(z) = ao + a1z + a2z2 + ... + a"z" + .... The integral
12 (r) becomes
""
12(r) =Iao 12 + la112 r2 + la212 r4 + '" + la,,1 2 r2" + ... = ~ p"r",
where p" > 0 and at least two p,.'s are non-zero [II 123].
307. Assume that j(z) is not a constant and that none of the zeros
Z1' Z2' ... , z,. of j(z) in the disk 1z 1< r coincides with z = 0 (for simplicity's
sake assume also j(O) = 1). Then we have [120]
log &(r) = nlogr -loglz11-log IZ21-'" -log Iz"l.
Hence the graph of log &(r), as a function of log r, consists in a sequence
of straight pieces with monotone increasing slopes. The change of slope'
for log r = log ro is caused by the appearance of additional zeros on the
circle Iz I = roo The increase in slope is equal to the number of such zeros
counted with appropriate multiplicity.
308. [G. H. Hardy: Proc. Lond. Math. Soc. Ser. 2, Vol. 14, p. 270
(1915).] Suppose 0 < r1 < r2 < r3 < R. Define the functions e(&), F(z)
by the relations
2"
e(tt) j(r2eiD ) = Ij(r2eiD ) I, 0 < tt < 2n, F(z) = 2~ f j(ze ifJ ) e(tt) dtt.
o
[email protected]
Pt. III. Solutions 308-312 377
The function F(z) is regular in the disk Iz I < 1'3 and its absolute value
teaches the maximum on the boundary, say, at the point 1'se"·. Hence
1(1'2) = F(1'2) :::; IF(1'se'''·) I :::; 1(1's)'
that means 1(1') is not decreasing. Determine the real number IX by the
equation
1'~1(1'1) = r31(1's) •
The absolute value of the function z"'F(z), which is regular in the annulus
1'1:::; Izi :::; 1'3' is single-valued. Hence [303]
1'21(1'2) max Iz"'F(z) I :::; 1'i1(1'1) = 1';1(1'3),
= r;F(1'2):::;
'.=01'1=0'.
hom which the convexity property of 1(1') follows [304].
2,.
309. l(1') = f
1f'(1'e''') 11' d{) [308].
o
310. Define e2 ,.iP/" = 00., ." = 1, 2, ... , n. Let 0 :::; 1'1 < 1'2 < R. There
exists [302] a point ,rae'''·, on the circle Iz I = 1'2 such that
n1 .=1
" 1 "
1: 1/(1'1 00.) II> < n 1: 1/(1'awi"·) II>·
.=1
As n -t 00 this inequality becomes
11>(1'1) :::; 11>(1'a)'
Assume 0 < 1'1 < 1'2 < 1'3 < R, IX real. The functions
'" '" '"
zl> l(w 1z), zl> l(w2z), ... , zl> I(w"z)
are regular in the annulus 1'1:::; Izl < 1'3' however, only their moduli are
necessarily single-valued. All the same [303, 302] we may conclude that
the sum of the p-th power of their absolute values assumes its maximum
on the boundary of the annulus. Applying the same arguments as in
304, 308 and taking the limit we establish the behaviour of 11>(1') with
regard to convexity. -Cf. II 83 for the limit cases p = 0 and p = 00.
311. We may assume that the center of ~ is at the origin. Apply 230.
The proposition states in other words: A harmonic function that is
regular in a closed disk and that vanishes on the bounding circle vanishes
identically.
312. We denote by u(x, y), z = x + iy, a harmonic function that is
regular in the disk (x - xo)2 + (y - YO)2 < 1'2. The value of u(x, y) at
the center is
1 2,.
u(xo, Yo) = 2
no
u(xoJ + l' cos {), Yo + l' sin {) d{} [118],
[email protected]
378 Functions of One Complex Variable
consequently
1 2,.
IU(Xo. Yo) 1 < 21f f IU(Xo + l' cos {}. Yo + l' sin (}) 1 d{}.
o
The inequality becomes an equality if
1 2,.
-2
1fo
f [Iu(xo +1'cos{}. Yo +1'sin{}) 1± u(xo +1'cos{}.Yo +1'sin{})]d{} = O.
where the sign depends on whether u(xo• Yo) > 0 or u(xo, Yo) :$; O. The
integrand must vanish identically. i.e. u(x. y) cannot change sign on the
given circle (u(x. y) possibly becomes 0 at some points).
313. Suppose that the point xo. Yo at which the maximum is reached
is an interior point of 'il. Choose r so small that the disk with radius l'
and center xo. Yo lies in the interior of 'il. The equation
1 2,.
-2-
1fo
f [u(xo. Yo) - u(xo + l' cos {}. Yo + l' sin (})] d{} = 0 [solution 312]
implies
u(xo, Yo) - u(xo + l' cos {}, Yo+ r sin (}) = 0, 0 < {} :$; 2n,
i.e. [311] u(x, y) = const.
314. Follows from 313.
315. log Iz - zll + log Iz - z21 + ... + log Iz - z.. 1= ~ log P(z) ,
which is the potential of the system of forces in question, is a harmonic
function and as such it does not have a maximum nor a minimum at a
regular point. Stability would require a minimum of potential energy.
316. Remove the finitely many exceptional points from 'il by enclos-
ing them in circles so small that these disks have no points in common
and do not contain any point at which the function reaches its maximum
in 'il. Apply 313 to the remaining domain.
317. According to 188 the orientation of the image of the circle
1z 1 = R is preserved. Therefore 109 can be applied. The harmonic func-
tion
~/'(z)
I(z)
which is regular in the disk 1z 1 < R [f(z) being schlicht has the only and
simple zero z = 0] is positive for I z 1 = R. Hence it is positive on any
smaller concentric circle Iz/ = l' < R [313]. The images of the circles
/z 1 = r are star-shaped with respect to the origin according to 109.
[email protected]
Pt. III, Solutions 313-322 379
[email protected]
380 Functions of One Complex Variable
323. The arcs may be replaced by any continuous curves that cross
the sector connecting the two rays. Their minimal distance from the
origin must increase beyond all bounds.
324. All the estimates of solution 322 remain valid in the domain
bounded by r 1 and r'l..
325. Cf. solution p. 168.
328. The function e0>61(z) satisfies the conditions (1), (2) and the modi-
fied condition (3) of 325 [final remark in the proof] however large OJ.
Consequently
I/(z) I ~ e-O>% for 9lz = x ~ O.
Let OJ increase to infinity.
327. Put arctan x : 1 = 1p. Then
z log(z + 1) = (1' cos {} + il' sin {}) [! log (1''1. + 21' cos {} + 1) + i1p],
hence for - ; ~ {} < ; , l' > 1,
m[ -z log (1 + z)] = 1'1p sin {} - il' log (1'2 + 21' cos {} + 1) . cos {}
nAn
< 1'2" - rlogl' COS·v ~ 1'2".
satisfies the conditions (1), (2) and (3) of 328 with Ii = O.-Instead of
quoting 328, 325 we could apply the ideas developed in those solutions
to the function
+ 1) -
I(z) exp (OJz - {Jz log (z ee- iAn!4- zA) •
328. [F. Carlson: Math. Z. Vol. 11, p.14 (1921); These, Uppsala
1914.] First solution. 327 can be applied to -!(z) . The existence of
smnz
an inequality
! !(z)
:smnz
1< A'eBlzl
(with A' > A) is best established first outside and then inside the circles
Iz - n I = i, n = 0, 1, 2, ... [solution 165].
[email protected]
Pt. III, Solutions 323 - 332 381
Second solution: 178 and the fact that the terms on the left hand
side are positive imply
where C and C' denote constants. The left hand side is N log n, the right
hand side N n - " log n: contradiction. This method can be generalized
n
[F. and R. Nevanlinna, l.c. 177].
329. Assume e > 0; the function q:>(z) =
•
_ 6- is regular in the half-
plane 9h > O. We have [f(z)t
Start by proving with the help of 330 that the maximum of the modulus
of I(z) on the bisector is not larger than 1 [325].
332. Assume Ig( -r) I < C: apply 331 to the function g~) in the
sector -n < {} < n; this leads to Ig(z) I ~ C in the entire plane, thus
g(z) is a constant.
[email protected]
382 Functions of One Complex Variable
g()
Z e
-'1V-;-e( -il) J:.
This function is analytic in the open sector 0 < {} < 11: and continuous
in, the closed sector 0 <{}< 11:. Cf. 325.-Also 325 can be applied to
C-Ig(Z2). - The function SiV~:;- illustrates how strong the theore:rp. is.
333. Let a < b < 1. The absolute value of the test function c b•
Ieeb(x+iy) I =eebxcos by ;
cosb~ 1 A
thus on the boundary of mit is > e 2 > 1. Let 1> b _ a log -----n
ecosb2"
Then we find on the boundary of the rectangle 0 < x < 1, - ; ::;: y < ;
the inequality
q;(z) = j(z) !2 ( ~r r
Z Zv
[email protected]
Pt. III, Solutions 333- 339 383
is regular in the intersection 91, of 91 and the disk \z \ < r and its modulus
is single-valued in 91, [303J. The maximum of I/(z) Ion the circle \z\ = r
is denoted by M(r). Taking into account the condition on I(z) on the
boundary of ffi [278J we find that in 91,
q;(z) < max [M, M(r)J.
Hence for e -+ 0
\/(z) \ < max [M, M(r)].
If, in particular, r' is also admissible [see hint] and r' < r, then we have
M(r') ::;;; max [M, M(r)J.
On the other hand [268]
M(r) < M(r').
Hence the alternative: Either M(r) > M, thus M(r) = M(r'), I(z) = oonst.
[268] or M(r) < M, \ t(z) \ < M, even \/(z) \ < M [278].
336. We assume that n boundary sections of ~ lie on the real axis.
From a variable point z in the upper half-plane they are seen under the
angles wI> w 2 , ••• , W n . Determine a regular and analytic function q;v(z)
in the half-plane 3z > 0 so that n91q;.(z) = w. [57J and put
cf>(z) = a .( ~y,(Z)+Q>'(Z)+"'+Q>n(z).
The function t(z) cf>(Z)-l is regular and bounded in the interior, < 1 on
the boundary, of ~ with the possible exception of 2n boundary points
[335].
337. The function l(eU ) is single-valued, regular and bounded in the
half-plane 91u < O. We have It(ell ) I < 1 at all the boundary points of this
half-plane except at the boundary point u = 00. [335.]
338. If z = 00 were not a boundary point we would have [135
suffices] necessarily Ig(z) I ::;;; k in ffi: contradiction. He1\ce z = 00 is a
boundary point of ffi. If g(z) were bounded in 91 we could use 335 (only
excluded point z = (0) which would lead to Ig(z) I < k in ffi.
339. There exists, according to the hypothesis, a constant M, M > 0,
such that It(z) 1< M in the region ffi bounded by 1 and 2• Choose r r
r r
R > 1 and so large that It(z) I < e on 1 and 2 outside the circle Iz I= R.
Take the branch of log z that is real for positive z. This branch is regular
and single-valued in 91, where Ilog z I < log Iz I + n provided that
Iz I > R. The inequality
1M (log R + n) + e (log z + n)1 > M (log R + n) + e (log Iz\ + n)
[email protected]
384 Functions of One Complex Variable
holds and for Iz I ~ R both addends on the right hand side are positive.
Thus we obtain for Izl = R, z in m,
IM(log R+
log z
n) + e(log z + n) I(z) <
I log R+ n
M(log R + n)
M
=.
1
If Izl ~ R, z on r1 or on rs we find
log z I( ) 1 log Izi +n 1
1M(log R + n) + e(log z + n) Z <
+ n) e = .e(log Izl
Hence we have, by virtue of 335, at each point z in mbut outside the
circle Izl = R
I/(z) I< I~(log z + n) ~g~(IOg R + n) I.
The right hand side becomes smaller than 2e when Iz I gets sufficiently
large.
340. Assume, if possible, a =f= b and consider two disks Dl and D.
in the w-plane, with no points in common, centered at a and b respec-
tively. Outside the two disks the expression I(w - a ~ by - C' ; by I
has a positive minimum = e. Proposition 339 applied to the function
(/(z) - a ~ by _(~; by implies that the absolute value of this function
is smaller than e in the region m
bounded by l and rs whenever r
Iz I > R = R(e): we consider only such points z. Find two points, Zl
r r
on l and Z2 on 2, such that WI = I(ZI) is in DI and w 2 = I(Z2) is in D2
and join the two points by a curve in m. The image in the w-plane of
[email protected]
Author Index
EnestrOm. G. 301
Bagnera, J. 208
Euler. L. 50. 51. 54. 57, 174. 177. 178.
Bendixson, J. 361
186, 234. 240. 243. 348. 349
Bernoulli, D. 121, 124
Bernoulli, Jakob 35 Faber. G. 376
Bernstein, S. 275, 367
Farey. J. 93
Bessel, F. W. 22, 97
Fatou, P. 369
Bieberbach, L. 325
Fejer. L. 200. 253. 260, 272. 281, 303.
Biehler, Ch. 302
337
Blaschke, W. 251, 267, 374
Fekete. M. 198. 302. 359
Blumenthal, O. 376
Fine. N. J. 2211
Bohr, H. 372
Fourier. J. 83. 253. 273
Borel. E. 157, 198, 332
Franel. J. 234, 275. 283. 284
Brauer. A. 304 Frank. Ph. 326
Brauer, R. 304
Fredholm. 1. 247
Briggs, H. 92. 284 Frobenius, G. 196
Biirmann. H. 146 Fujiwara, M. 304
Burkhardt, H. 288
Gauss. C. F. 11. 186, 187.303
Cantor, G. 206 Goursat. E. 313
Caratheodory, C. 261. 269, 355. 370 Greenstreet,E. 183
Carleman. T. 195. 325. 337. 340. 374 Gutzmer. A. 324
Carlson. F. 380
Catalan. E. 176. 178 Haar. A. 206
Cauchy, A. L. 64. 68. 111. 113. 119. 133. Hadamard. J. 164. 166.309. 376
146, 221, 245. 248. 312, 317. 326. 330. Hamburger. H. 332. 360
337 Hansen. P. A. 97
Cesaro. E. 15, 20, 176, 178, 179, 185, Hardy. G. H. 179, 195, 208. 247. 251.
193.208.217.234.240 257, 332. 359. 376
Cornu 142, 342 Harnack. A. 363
Cramer. H. 286 Heeke. E. 280
Csillag. P. 287. 374 Hermite. Ch. 104, 180, 182, 288,302.332
[email protected]
386 Author Index
[email protected]
Author Index 387
Schottky, F. 356 Threlfall, W. 208
Schur, I. 111, 193, 215, 216, 218, 258, Toeplitz, O. 16, 111, 303, 356
302, 308, 309, 337, 353
Schwarz, H. A. 68, 72, 160, 369
Valiron, G. 201
Schweitzer, P. 253
Veress, P. 200
Scott, G. A. 33
Vitali, G. 218
Sidon, S. 309
Volterra, V. 231
Sierpinski, W. 208
Sommerfeld, A. 121, 142, 320, 342
Steinhaus, H. 111 Wallis, J. 289
Steinitz, E. 258, 280, 311 Walther, A. 379
Stieltjes, T. J. 288, 305, 308, 332 Waring, E. 179
Stirling, J. 36, 42, 43, 234, 289, 351, Watson, G. N. 33, 233, 330, 343
366 Weierstrass, K. 83, 200
Sturm, Ch. 341 Weyl, H. 211, 279, 280, 281, 285, 333,
Szasz, O. 218 337
Szego, G. 200, 214, 242, 256, 258, 264, Whittaker-Watson (textbook) 36, 54,
287, 333, 375 146, 212, 246, 343, 366
SzUcs, A. 286 Wiener, F. 337
Wiman, A. 201
Takagi, T. 304 Wintemitz, A. 315
Taylor, B. 267, 281
[email protected]
Subject Index
Roman numerals refer to parts, Arabic numerals to problems or pages. Example:
III304 164 refer to problem 304 of Part III on page 164.
[email protected]
Subject Index 389
V~vellines III 85 120 Saddle point III 132 131
Line of support I 110 202, 126 Schlicht (univalent, simple) function
Linear transformation of sequences 15 117
convergence preserving 111 Schwarz's lemma III 280 160
luwer (upper) triangular I 79 194 Slowly increasing (decreasing) function
matrix I 85, 179 15, 19 II 150 85
regular I 88, 180 16, 19 Star-shaped III 109 125
triangular I 85 15 Step-function II 102 76
Stereographic projection III 80 115
Majorant (minorant) series 14 Stirling's formula (for r) II 205 97
Mapping 113 numbers, 1st kind 43
Maximum principle III 135 131 numbers, 2nd kind 42
Maximum term 27 series I 155 36
Means, arithmetic, geometric, har- Stream function III 85 120
monic of functions II 48 57, 63 lines III 85 120
of numbers 57, 62, 63 potential III 85 120
Mercator's projection 116 Sum, upper, lower 46, 60
Minimax 101 Subseries 28
Modular graph 130 complementary 31
Moments of a function II 138 83 Support function 126
line of I 110 202, 126 I
Orthogonal functions III 117 127
Oscillation II 108 77 Univalent (schlicht, simple) function
117
Partition of a set 42
Phragmen-LindelOf method III 322 166
Pit III 132 131 Variation, total, of a function II 9 232
Poisson's formula III 173 138 Vector field 113, 119
Polynomial with integral values I 128 29 conjugate potential III 85 120
Postage stamp problem I 9 174 irrotational 119
Potential III 85 120 potential III 85 120
soleueidal 120
Rearrangement of infinite series 30,
112 Wallis' formula II 202 289
Regular sequence 86 Weierstrass' approximation theorem
Riemann's C-function II 45 56 II 135, II 138 83
Rotation 117 Weighing problem I 9 174
RoucM's theorem III 194 142 Winding number 140
[email protected]
Die Gmndlehren der mathematischen Wissenschaften
A Series of Comprehensive Studies in Mathematics
A Selection
[email protected]
174. StiefeVScheifele: Linear and Regular Celestial Mechanics. Perturbed Two-body
Motion - Numerical Methods - Canonical Theory
175. Larsen: An Introduction to the Theory of Multipliers
176. GrauertlRemmert: Analytische Stellenalgebren
177. Fltigge: Practical Quantum Mechanics I
178. Fltigge: Practical Quantum Mechanics II
179. Giraud: Cohomologie non abelienne
180. Landkof: Foundations of Modem Potential Theory
181. LionslMagenes: Non-Homogeneous Boundary Value Problems and Applications I
182. LionslMagenes: Non-Homogeneous Boundary Value Problems and Applications II
183. Lions/Magenes: Non-Homogeneous Boundary Value Problems and Applications m
184. Rosenblatt: Markov Processes. Structure and Asymptotic Behavior
185. Rubinowicz: Sommerfeldsche Polynommethode
186. Handbook for Automatic Computation. VoL 2 WilkinsonlReinsch: Linear Algebra
187. SiegeVMoser: Lectures on Celestial Mechanics
188. Warner: Harmonic Analysis on Serni-Simple Lie Groups I
189. Warner: Harmonic Analysis on Serni-Simple Lie Groups II
190. Faith: Algebra I: Rings, Modules, and Categories
191. Faith: Algebra II: Ring Theory
192. Mallcev: Algebraic Systems
194.lgusa: Theta Functions
195. Berberian: Baer*-Rings
196. Athreya/Ney: Branching Processes
197. Benz: Vorlesungen tiber Geometrie der Algebren
198. Gaal: Linear Analysis and Representation Theory
199. Nitsche: Vorlesungen tiber Minirnalfliichen
200. Dold: Lectures on Agebraic Topology
201. Beck: Continuous Flows in the Plane
202. Schmetterer: Introduction to Mathematical Statistics
203. Schoeneberg: Elliptic Modular Functions
204. Popov: Hyperstability of Control Systems
205. Nikol'skii: Approximation of Functions ofSeveml Variables and Imbedding
Theorems
206. Andre: Homologie des Algebres Commutatives
207. Donoghue: Monotone Matrix Functions and Analytic Continuation
208. Lacey: The Isometric Theory of Classical Banach Spaces
209. Ringel: Map Color Theorem
210. GihmanlSkorohod: The Theory of Stochastic Processes I
211. ComforUNegrepontis: The Theory ofUltrafilters
212. Switzer: Algebraic Topology - Homotopy and Homology
214. van der Waerden: Group Theory and Quantum Mechanics
215. Schaefer: Banach Lattices and Positive Operators
216. P61ya/Szego: Problems and Theorems in Analysis II
217. Stenstrom: Rings of Quotients
218. GihmanlSkorohod: The Theory of Stochastic Processes II
219. Duvant/Lions: Inequalities in Mechanics and Physics
220. Kirillov: ElementS of the Theory of Representations
221. Mumford: Algebraic Geometry I: Complex Projective Varieties
222. Lang: Introduction to Modular Forms
223. Bergh/UifstrOm: Interpolation Spaces. An Introduction
224. Gilbarg/Trudinger: Elliptic Partial Differential Equations of Second Order
225.Schtitte:ProofTheory
226. Karoubi: K-Theory. An Introduction
227. GrauertlRemmert: Theorie der Steinschen Riiume
228. SegallKunze: Integmls and Operators
[email protected]
Springer
and the
environment
At S~ringer we firmly believe that an
international science publisher has a
special obligation to the environment,
and our corporate policies consistently
reflect this conviction.
We also expect our business partners -
paper mills, printers, packaging
manufacturers, etc. - to commit
themselves to using materials and
production processes that do not harm
the environment. The paper in this
book is made from low- or no -chlorine
pulp and is acid free, in conformance
with international standards for paper
permanency.
Springer