Dirichlet series

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Prove: if the Dirichlet series ∑n=1∞annx\displaystyle \sum_{n=1}^{\infty } \frac{a_{n}}{n^{x}} converges at x=x0x=x_{0}, then this series also converges when x>x0x>x_{0}.

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Prove that if the series ∑n=1∞an\displaystyle \sum_{n=1}^{\infty } a_{n} converges, then the Dirichlet series ∑n=1∞annx\displaystyle \sum_{n=1}^{\infty } \dfrac {a_{n}}{n^{x}} converges uniformly for x≥0x \geq 0.

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Compute: lim⁡x→+0∑n=1∞12nnx\displaystyle \lim_{x \rightarrow +0} \sum_{n=1}^{\infty } \frac{1}{2^{n}n^{x}}.

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Prove the theorem: if a general Dirichlet series converges at σ=σ0\sigma = \sigma_{0}, then it converges for any ss for which σ>σ0\sigma > \sigma_{0}.

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Remark.
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The Abel transform consists in the identity:

∑ν=1naνbν=∑ν=1n−1sν(bν−bν+1)+bnsn, \sum _{\nu =1}^{n} a_{\nu }b_{\nu } = \sum _{\nu =1}^{n-1} s_{\nu }(b_{\nu }-b_{\nu +1})+b_{n}s_{n},

where sν=a1+a2+…+aνs_{\nu } = a_{1}+a_{2}+\ldots +a_{\nu }.

A Dirichlet series is a series of the form ∑n=1∞anns\sum_{n=1}^{\infty } \dfrac {a_{n}}{n^{s}}, where ana_{n} is the coefficient. A generalized Dirichlet series is a series of the form ∑n=1∞anpns\sum_{n=1}^{\infty } \dfrac {a_{n}}{p_{n}^{s}}, where p1,p2,…,pn,…p_{1}, p_{2}, \ldots , p_{n}, \ldots is some infinitely increasing sequence of numbers. Set further s=σ+iτs = \sigma +i\tau. The identity u=O(v)u = O(v) means that the ratio ∣u/v∣\left|u/v\right| remains bounded as vv increases without bound.

For every Dirichlet series ∑n=1∞anns\sum_{n=1}^{\infty } \dfrac {a_{n}}{n^{s}} there exists a number s0s_{0} such that the series converges for s>s0s > s_{0} and diverges for s<s0s < s_{0}. It is called the abscissa of convergence.

Prove the theorem: if for the quantity An=∑ν=1naνA_{n} = \sum_{\nu =1}^{n} a_{\nu } the identity An=O(nσ0)A_{n} = O(n^{\sigma_{0}}), σ0⩾0\sigma_{0} \geqslant 0, holds, then the Dirichlet series ∑anns\sum \dfrac {a_{n}}{n^{s}} converges for σ>σ0\sigma > \sigma_{0}, and converges absolutely and uniformly for σ>σ0+1+δ\sigma > \sigma_{0}+1+\delta, where δ\delta is any positive constant.

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Prove the theorem: if the series ∑n=1∞anns\sum_{n=1}^{\infty } \dfrac {a_{n}}{n^{s}} converges at σ=σ0⩾0\sigma = \sigma_{0} \geqslant 0, then An=O(nσ0)A_{n} = O(n^{\sigma_{0}}).

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Using Pringsheim's theorem, prove that the abscissa of convergence of the general Dirichlet series ∑pn−s\sum p_{n}^{-s} is lim⁡‾ln⁡nln⁡pn\overline{\lim }\dfrac {\ln n}{\ln p_{n}}.

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Remark.
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The upper limit of an infinite sequence of numbers vνv_{\nu } is denoted lim⁡‾vν\overline{\lim } v_{\nu }. It represents the largest of the limit points of the sequence vνv_{\nu }.

Pringsheim's theorem: for a convergent series of positive, decreasing terms ∑uν\sum u_{\nu }, the condition nun→0nu_{n} \to 0 as n→∞n \to \infty must hold.

Let the polynomials P1(x),P2(x),…,Pl(x)P_1(x), P_2(x), \ldots , P_l(x) be ≢0\not\equiv 0 and of degree m1−1,m2−1,…,ml−1m_1-1, m_2-1, \ldots , m_l-1 respectively, and let the real constants a1,a2,…,ala_1, a_2, \ldots , a_l be distinct. The function

g(x)=P1(x)ea1x+P2(x)ea2x+⋯+Pl(x)ealx g(x) = P_1(x)e^{a_1x}+P_2(x)e^{a_2x}+\cdots +P_l(x)e^{a_lx}

has at most m1+m2+⋯+ml−1m_1+m_2+\cdots +m_l-1 real zeros.

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Let a1,a2,…,an,λ1,λ2,…,λna_1, a_2, \ldots , a_n, \lambda_1, \lambda_2, \ldots , \lambda_n be real constants, λ1<λ2<λ3<⋯<λn\lambda_1 < \lambda_2 < \lambda_3 < \cdots < \lambda_n. Denote by ZZ the number of real zeros of the entire function

F(x)=a1eλ1x+a2eλ2x+⋯+aneλnx F(x) = a_1 e^{\lambda _1 x} + a_2 e^{\lambda _2 x} + \cdots + a_n e^{\lambda _n x}

and by CC the number of changes of sign in the sequence of numbers a1,a2,…,ana_1, a_2, \ldots , a_n. Then C−ZC-Z is a non-negative even integer. (A generalization of 36, 37 different from 41: Replace exe^x by xx.)

Proof. We may assume without loss of generality that a1,a2,…ana_1, a_2, \ldots a_n are all different from 00. That C−ZC-Z is even is evident from the fact that as x→−∞x \to -\infty the term a1eλ1xa_1 e^{\lambda_1 x} is the dominant term, and as x→+∞x \to +\infty the term aneλnxa_n e^{\lambda_n x} is the dominant term. [8, 9, 37.] That C−Z≥0C-Z \geq 0 may be proved by mathematical induction; we deduce the relation for CC from that for C−1C-1, with the aid of Rolle's theorem [solution 75]. Indeed, if there are no changes of sign, evidently ZZ is also =0=0 and the statement holds. Assume that it holds in the case that there are C−1C-1 changes of sign. F(x)F(x) has CC changes of sign, C≥1C \geq 1; e.g. let α+1\alpha +1 be an index of change, 1≤α<n1 \leq \alpha < n, aαaα+1<0a_{\alpha }a_{\alpha +1} < 0. Choose a number λ\lambda in the interval λα<λ<λα+1\lambda_{\alpha } < \lambda < \lambda_{\alpha +1} and consider the function

F∗(x)=eλxd[e−λxF(x)]dx=a1(λ1−λ)eλ1x+⋯+aα(λα−λ)eλαx+aα+1(λα+1−λ)eλα+1x+⋯+an(λn−λ)eλnx. \begin{aligned} F^*(x) & = e^{\lambda x} \frac{d[e^{-\lambda x}F(x)]}{dx} \\ & = a_1(\lambda _1-\lambda )e^{\lambda _1 x}+\cdots +a_{\alpha }(\lambda _{\alpha }-\lambda )e^{\lambda _{\alpha }x} \\ & \quad + a_{\alpha +1}(\lambda _{\alpha +1}-\lambda )e^{\lambda _{\alpha +1}x}+\cdots +a_n(\lambda _n-\lambda )e^{\lambda _n x}. \end{aligned}

Let the number of zeros of F∗(x)F^*(x) be Z∗Z^*. We have [6, 12]

Z∗≥Z−1. Z^* \geq Z-1.

Let the number of changes of sign of the sequence of coefficients

−a1(λ−λ1),−a2(λ−λ2),…,−aα(λ−λα),aα+1(λα+1−λ),…,an(λn−λ) \begin{gathered} -a_1(\lambda -\lambda _1), \quad -a_2(\lambda -\lambda _2), \quad \ldots , \quad -a_{\alpha }(\lambda -\lambda _{\alpha }), \\ a_{\alpha +1}(\lambda _{\alpha +1}-\lambda ), \quad \ldots , \quad a_n(\lambda _n-\lambda ) \end{gathered}

be C∗C^*. Clearly

C∗=C−1. C^* = C-1.

By the assumption of the mathematical induction argument we have

C∗≥Z∗. C^* \geq Z^*.

From the three relations above it follows that

C≥Z, C \geq Z,

q.e.d.---Was it necessary to assume from the outset that a1,a2,…,ana_1, a_2, \ldots , a_n are all ≠0\neq 0? Could we not also have chosen λ=λα\lambda =\lambda_{\alpha } or λ=λα+1\lambda =\lambda_{\alpha +1}?

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Let λ1<λ2<λ3<⋯\lambda_1 < \lambda_2 < \lambda_3 < \cdots, lim⁡n→∞λn=∞\lim_{n \to \infty } \lambda_n = \infty. In the interior of its region of convergence (a half-plane bounded on the left), the Dirichlet series

a1e−λ1x+a2e−λ2x+⋯+ane−λnx+⋯ a_1 e^{-\lambda _1 x} + a_2 e^{-\lambda _2 x} + \cdots + a_n e^{-\lambda _n x} + \cdots

has not more real zeros than the number of changes of sign of the sequence of coefficients a1,a2,a3,…,an,…a_1, a_2, a_3, \ldots , a_n, \ldots. (Generalization of 38.)

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The number of positive zeros lying in the interior of the region of convergence does not exceed the number of changes of sign of the sequence

a1,a1+a2,a1+a2+a3,…. a_1, \quad a_1+a_2, \quad a_1+a_2+a_3, \quad \ldots .

(Generalization of 44.) [80.]

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The entire function

F(x)=∑k=1n(−1)n−k(nk)kx F(x) = \sum _{k=1}^{n} (-1)^{n-k} \binom {n}{k} k^x

has simple zeros at the points

x=1,2,3,…,n−1 x = 1, 2, 3, \ldots , n-1

and no other real zeros. (Interpret kxk^x as exlog⁡ke^{x \log k}, with the principal value of log⁡k\log k.)

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Let CC be the number of changes of sign of the finite sequence

a1,a1+a2,a1+a2+a3,…,a1+a2+⋯+an, a_1, \quad a_1+a_2, \quad a_1+a_2+a_3, \quad \ldots , \quad a_1+a_2+\cdots +a_n,

λi\lambda_i (i=1,2,…,ni=1,2,\ldots ,n) real numbers satisfying

λ1<λ2<λ3<⋯<λn, \lambda _1<\lambda _2<\lambda _3<\cdots <\lambda _n,

and

D(x)=a1e−λ1x+a2e−λ2x+⋯+ane−λnx, D(x) = a_1 e^{-\lambda _1 x} + a_2 e^{-\lambda _2 x} + \cdots + a_n e^{-\lambda _n x},

where we assume that D(0)=0D(0)=0. Then D(x)D(x) has at most C+1C+1 real zeros.

(Both the hypothesis and the conclusion are stronger than in 83. Generalization of 44.1.)

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References

[Dem97] Demidovich B.P. Сборник задач и упражнений по математическому анализу. 13-е изд., Издательство Московского университета / Издательство "ЧеРо", 1997.
[ГюКу03] Гюнтер Н.М., Кузьмин Р.О. Сборник задач по высшей математике. 13-е изд., Издательство «Лань», 2003.
[PóSz98] Pólya G., Szegő G. Problems and Theorems in Analysis. Springer, 1998.