Euler-Mascheroni constant

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For nn a positive integer, let HnH_{n} denote the nthn^{\text{th}} partial sum of the harmonic series

Hn=∑j=1n1j. H_{n} = \sum _{j=1}^{n} \frac{1}{j}.

Let k>1k > 1 be an integer. Prove that

log⁡k−Cn<Hnk−Hn<log⁡k(n=1,2,…), \log k-\frac{C}{n} < H_{nk}-H_{n} < \log k \qquad (n = 1, 2, \ldots ),

where log⁡k\log k is the natural logarithm of kk, and CC is a constant.

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Prove that the sequence

xn=1+12+13+⋯+1n−ln⁡n(n=1,2,…) x_{n}=1+\frac{1}{2}+\frac{1}{3}+\cdots +\frac{1}{n}-\ln n \quad (n=1,2,\ldots )

converges. Consequently, there is a formula

1+12+13+⋯+1n=C+ln⁡n+εn, 1+\frac{1}{2}+\frac{1}{3}+\cdots +\frac{1}{n}=C+\ln n+\varepsilon _{n} ,

where C=0.577216…C=0.577216\ldots is called Euler's constant, and εn→0\varepsilon_{n}\to 0 as n→∞n\to \infty.

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Find

lim⁡n→∞(1n+1+1n+2+⋯+12n). \lim _{n\to \infty }\left(\frac{1}{n+1}+\frac{1}{n+2}+\cdots +\frac{1}{2n}\right) .
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From the inequalities (1+1n)n<e<(1+1n)n+1\left(1+\frac{1}{n}\right)^{n} < e < \left(1+\frac{1}{n}\right)^{n+1} it follows that

1n+1<ln⁡(1+1n)<1n. \frac{1}{n+1} < \ln \left(1+\frac{1}{n}\right) < \frac{1}{n}.

From this, prove the equality:

1+12+13+…+1n=ln⁡n+C+ε(n). 1+\frac{1}{2}+\frac{1}{3}+\ldots +\frac{1}{n} = \ln n+C+\varepsilon (n).

Here CC is a constant called Euler's constant, and ε(n)→0\varepsilon (n) \to 0 as n→∞n \to \infty.

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Using the previous result, prove the equality:

lim⁡n→∞(1n+1n+1+1n+2+…+12n)=ln⁡2. \lim _{n \to \infty } \left(\frac{1}{n}+\frac{1}{n+1}+\frac{1}{n+2}+\ldots +\frac{1}{2n}\right) = \ln 2.
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Prove Catalan's identity

1−12+13−14+…−12n=1n+1+1n+2+…+12n 1-\frac{1}{2}+\frac{1}{3}-\frac{1}{4}+\ldots -\frac{1}{2n} = \frac{1}{n+1}+\frac{1}{n+2}+\ldots +\frac{1}{2n}

and, using it, show that ∑n=1∞(−1)n−1n=ln⁡2\sum_{n=1}^{\infty } \frac{(-1)^{n-1}}{n} = \ln 2.

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Prove the equalities:

1+12+13+…+1n=C+ln⁡n+εn; 1+\frac{1}{2}+\frac{1}{3}+\ldots +\frac{1}{n} = C+\ln n+\varepsilon _{n}; 1+13+15+…+12n−1=C2+ln⁡4n+ηn, 1+\frac{1}{3}+\frac{1}{5}+\ldots +\frac{1}{2n-1} = \frac{C}{2}+\ln \sqrt{4n}+\eta _{n},

where CC is Euler's constant, and εn\varepsilon_{n} and ηn→0\eta_{n} \rightarrow 0 as n→∞n \rightarrow \infty.

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Prove the equalities:

1+15+19+…+14n−3=C4+π8+ln⁡8n4+εn;εn→0 as n→∞. 1+\frac{1}{5}+\frac{1}{9}+\ldots +\frac{1}{4n-3} = \frac{C}{4}+\frac{\pi }{8}+\ln \sqrt[4]{8n}+\varepsilon _{n}; \quad \varepsilon _{n} \rightarrow 0 \text{ as } n \rightarrow \infty . 13+17+111+…+14n−1=C4−π8+ln⁡8n4+δn;δn→0 as n→∞. \frac{1}{3}+\frac{1}{7}+\frac{1}{11}+\ldots +\frac{1}{4n-1} = \frac{C}{4}-\frac{\pi }{8}+\ln \sqrt[4]{8n}+\delta _{n}; \quad \delta _{n} \rightarrow 0 \text{ as } n \rightarrow \infty .
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(1)

Prove that the sequence

xn=1+12+13+…+1n−ln⁡n,n∈N x_{n} = 1+\frac{1}{2}+\frac{1}{3}+\ldots +\frac{1}{n}-\ln n, \quad n \in \mathbb {N}

has a limit (it is called Euler's constant).

(2)

Prove that

lim⁡n→∞(1n+1n+1+…+12n)=ln⁡2. \lim _{n \rightarrow \infty }\left(\frac{1}{n}+\frac{1}{n+1}+\ldots +\frac{1}{2 n}\right) = \ln 2.

Having proved the convergence of the series ∑n=1∞(1n−ln⁡n+1n)\sum_{n = 1}^{\infty }\left(\frac{1}{n}-\ln \frac{n+1}{n}\right), obtain the asymptotic formula ∑k=1n1k=ln⁡n+C+αn\sum_{k = 1}^{n} \frac{1}{k} = \ln n+C+\alpha_{n}, where CC is Euler's constant (C=0,577215…),αn→0(C = 0,577215 \ldots ), \alpha_{n} \rightarrow 0 as n→∞n \rightarrow \infty.

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Using one of the equalities

1−12+13−14+…+12n−1−12n=1n+1+1n+2+…+12n1+12+13+…+1n=C+ln⁡n+εn \begin{gathered} 1-\frac{1}{2}+\frac{1}{3}-\frac{1}{4}+\ldots +\frac{1}{2 n-1}-\frac{1}{2 n} = \frac{1}{n+1}+\frac{1}{n+2}+\ldots +\frac{1}{2 n} \\ 1+\frac{1}{2}+\frac{1}{3}+\ldots +\frac{1}{n} = C+\ln n+\varepsilon _{n}\end{gathered}

where εn→0\varepsilon_{n} \rightarrow 0 as n→∞n \rightarrow \infty (see problem 16)), prove that

∑n=1∞(−1)n−1n=ln⁡2 \sum _{n = 1}^{\infty } \frac{(-1)^{n-1}}{n} = \ln 2
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Using the fact that the sum of the series ∑n=1∞(−1)n−1n\sum_{n = 1}^{\infty } \frac{(-1)^{n-1}}{n} equals ln⁡2\ln 2, find the sums of the following series, obtained from the given one by rearranging its terms:

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(1)

1+13−12+15+17−14+19+111−16+…1+\frac{1}{3}-\frac{1}{2}+\frac{1}{5}+\frac{1}{7}-\frac{1}{4}+\frac{1}{9}+\frac{1}{11}-\frac{1}{6}+\ldots;

(2)

1−12−14+13−16−18+15−…1-\frac{1}{2}-\frac{1}{4}+\frac{1}{3}-\frac{1}{6}-\frac{1}{8}+\frac{1}{5}-\ldots;

(3)

1−12−14−16−18+13−110−112−114−116+15−…1-\frac{1}{2}-\frac{1}{4}-\frac{1}{6}-\frac{1}{8}+\frac{1}{3}-\frac{1}{10}-\frac{1}{12}-\frac{1}{14}-\frac{1}{16}+\frac{1}{5}-\ldots

Prove that if the terms of the series ∑n=1∞(−1)nn\sum_{n = 1}^{\infty } \frac{(-1)^{n}}{n} are rearranged so that each group of pp consecutive positive terms is followed by a group of mm consecutive negative terms, then the sum of the resulting series equals

ln⁡2+12ln⁡pm \ln 2+\frac{1}{2} \ln \frac{p}{m}
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Let the series ∑n=1∞un\sum_{n = 1}^{\infty } u_{n} be obtained from the series ∑n=1∞(−1)nn\sum_{n = 1}^{\infty } \frac{(-1)^{n}}{n} by rearranging its terms so that the terms of like sign are arranged in the new series in decreasing order of their absolute values, and the ratio of the number of positive summands in ∑k=1nuk\sum_{k = 1}^{n} u_{k} to the number of negative summands in this sum has, as n→∞n \rightarrow \infty, a limit equal to λ\lambda. Prove that

∑n=1∞un=ln⁡4λ \sum _{n = 1}^{\infty } u_{n} = \ln \sqrt{4 \lambda }
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Prove that ∏n=1∞e1/n1+1/n=eC\prod_{n = 1}^{\infty } \frac{e^{1 / n}}{1+1 / n} = e^{C}, where CC is Euler's constant:

C=lim⁡n→∞(∑k=1n1k−ln⁡n) C = \lim _{n \rightarrow \infty }\left(\sum _{k = 1}^{n} \frac{1}{k}-\ln n\right)
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Prove that

∑1⩽k⩽n1k=ln⁡n+γ+o(1). \sum _{1 \leqslant k \leqslant n} \frac{1}{k}=\ln n+\gamma +o(1) .

The number γ=0.5772…\gamma =0.5772 \ldots is called Euler's constant.

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Remark.
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The results of problems 2.8 and 2.9 play a large role in mathematical analysis. They will be used in the solution of many subsequent problems.

Refine the results of the two previous problems by proving that for all n∈Nn \in \mathbb {N} the following inequalities hold:

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(a)

ln⁡(n+12)+γ<1+12+…+1n<ln⁡(n+12)+γ+16(2n+1)2\ln \left(n+\frac{1}{2}\right)+\gamma <1+\frac{1}{2}+\ldots +\frac{1}{n}<\ln \left(n+\frac{1}{2}\right)+\gamma +\frac{1}{6(2 n+1)^{2}};

(b)

2πn(ne)ne112n+1<n!<2πn(ne)ne112n\sqrt{2 \pi n}\left(\frac{n}{e}\right)^{n} e^{\frac{1}{12 n+1}}<n!<\sqrt{2 \pi n}\left(\frac{n}{e}\right)^{n} e^{\frac{1}{12 n}}.

(c)

The following inequality gives even tighter bounds for nn!:

2πn(ne)n(1+112n)<n!<2πn(ne)n(1+112n+1288n2). \sqrt{2 \pi n}\left(\frac{n}{e}\right)^{n}\left(1+\frac{1}{12 n}\right)<n!<\sqrt{2 \pi n}\left(\frac{n}{e}\right)^{n}\left(1+\frac{1}{12 n}+\frac{1}{288 n^{2}}\right) .

∑n⩾2(1n∑m⩾2m−n)\sum_{n \geqslant 2}\left(\frac{1}{n} \sum_{m \geqslant 2} m^{-n}\right).

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∑(−1)nnln⁡n\sum \frac{(-1)^{n}}{n} \ln n.

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∑(−1)nn[log⁡2n]\sum \frac{(-1)^{n}}{n}\left[\log_{2} n\right].

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∑(12n−1−ln⁡(1+12n−1))\sum \left(\frac{1}{2 n-1}-\ln \left(1+\frac{1}{2 n-1}\right)\right).

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∑(12n−ln⁡(1+12n))\sum \left(\frac{1}{2 n}-\ln \left(1+\frac{1}{2 n}\right)\right).

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Compute the integral ∫0∞ln⁡xexdx\int_{0}^{\infty } \frac{\ln x}{e^{x}} d x.

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Remark.
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The answer is expressed in terms of Euler's constant γ\gamma (see Problem II.2.8).

Compute the integral ∫0∞ln⁡2xexdx\int_{0}^{\infty } \frac{\ln^{2} x}{e^{x}} d x.

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Remark.
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The answer is expressed in terms of Euler's constant γ\gamma (see Problem II.2.8).

Compute the integrals:

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(a)

∫01e−x−1xdx+∫1∞e−xxdx\int_{0}^{1} \frac{e^{-x}-1}{x} d x+\int_{1}^{\infty } \frac{e^{-x}}{x} d x;

(b)

∫01cos⁡x−1xdx+∫1∞cos⁡xxdx\int_{0}^{1} \frac{\cos x-1}{x} d x+\int_{1}^{\infty } \frac{\cos x}{x} d x.

Remark.
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The answer is expressed in terms of Euler's constant γ\gamma (see Problem II.2.8).

Compute the integrals:

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(a)

∫0∞cos⁡(xp)−cos⁡(xq)xdx(p,q>0)\int_{0}^{\infty } \frac{\cos \left(x^{p}\right)-\cos \left(x^{q}\right)}{x} d x \quad (p, q>0);

(b)

∫0∞exp⁡(−xp)−exp⁡(−xq)xdx(p,q>0)\int_{0}^{\infty } \frac{\exp \left(-x^{p}\right)-\exp \left(-x^{q}\right)}{x} d x \quad (p, q>0).

Remark.
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The answer is expressed in terms of Euler's constant γ\gamma (see Problem II.2.8).

Prove that as p→+0p \rightarrow +0

∑n⩾11np+1=1p+γ+o(1)(γ− Euler’s constant). \sum _{n \geqslant 1} \frac{1}{n^{p+1}}=\frac{1}{p}+\gamma +o(1) \quad (\gamma -\text{ Euler's constant}) .
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The expression

1sin⁡πn+1sin⁡2πn+⋯+1sin⁡(n−1)πn−2nπ(log⁡2n+C−log⁡π) \frac{1}{\sin \dfrac {\pi }{n}} + \frac{1}{\sin \dfrac {2\pi }{n}} + \cdots + \frac{1}{\sin \dfrac {(n-1)\pi }{n}} - \frac{2n}{\pi } (\log 2n + C - \log \pi )

is bounded for increasing nn; CC is Euler's constant [solution 18].

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As it is well known [cf. E. T. Whittaker and G. N. Watson, p. 246] Euler's constant CC can be written as an integral

C=∫0∞e−x(11−e−x−1x) dx. C = \int _{0}^{\infty } e^{-x} \left(\frac{1}{1 - e^{-x}} - \frac{1}{x}\right) \, dx .

Show that

C=lim⁡t→1−0[(1−t)(t1−t+t21−t2+t31−t3+⋯+tn1−tn+⋯ )−log⁡11−t]. C = \lim _{t \to 1-0} \left[(1-t) \left(\frac{t}{1-t} + \frac{t^{2}}{1-t^{2}} + \frac{t^{3}}{1-t^{3}} + \cdots + \frac{t^{n}}{1-t^{n}} + \cdots \right) - \log \frac{1}{1-t}\right] .
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Let τ(n)=σ0(n)\tau (n) = \sigma_{0}(n) denote the number of divisors of nn. Then

τ(1)+τ(2)+τ(3)+⋯+τ(n)=∑v=1n[nv]=n(log⁡n+2C−1)+O(n)(Problem 79 of Part VIII), \tau (1) + \tau (2) + \tau (3) + \cdots + \tau (n) = \sum _{v=1}^{n} \left[\frac{n}{v}\right] = n(\log n + 2C - 1) + O(\sqrt{n}) \qquad \text{(Problem 79 of Part VIII)},

CC is Euler's constant.

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We may regard the relation

lim⁡n→∞(1+12+13+⋯+1n−log⁡n)=C \lim _{n \to \infty } \left(1 + \frac{1}{2} + \frac{1}{3} + \cdots + \frac{1}{n} - \log n\right) = C

(Problem 18) as the definition of Euler's constant CC. Derive hence that

1−12+13−⋯+12n−1−12n+⋯=log⁡2. 1 - \frac{1}{2} + \frac{1}{3} - \cdots + \frac{1}{2n-1} - \frac{1}{2n} + \cdots = \log 2 .
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The definition of CC given in Problem 19.1 is convenient. Yet it would be desirable to approximate CC by rational numbers, to represent CC as the sum of a series whose terms are rational. Prove that the following series fulfills this desideratum:

11−12−13+14+14+14−15−16−17−18+19+19+19+19+19−110−111−112−113−114−115+⋯ . \frac{1}{1} - \frac{1}{2} - \frac{1}{3} + \frac{1}{4} + \frac{1}{4} + \frac{1}{4} - \frac{1}{5} - \frac{1}{6} - \frac{1}{7} - \frac{1}{8} + \frac{1}{9} + \frac{1}{9} + \frac{1}{9} + \frac{1}{9} + \frac{1}{9} - \frac{1}{10} - \frac{1}{11} - \frac{1}{12} - \frac{1}{13} - \frac{1}{14} - \frac{1}{15} + \cdots .

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.

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(a)

Put sN=1+(12)+⋯+(1/N)s_{N} = 1+\left(\frac{1}{2}\right)+\cdots +(1 / N). Prove that

lim⁡N→∞(sN−log⁡N) \lim _{N \rightarrow \infty }\left(s_{N}-\log N\right)

exists. (The limit, often denoted by γ\gamma, is called Euler's constant. Its numerical value is 0.5772…0.5772 \ldots It is not known whether γ\gamma is rational or not).

(b)

Roughly how large must mm be so that N=10mN = 10^{m} satisfies sN>100s_{N} > 100?

↑\uparrow Take n0=1,f7=1n_{0}=1, f_{7}=1, and G(x)=1/xG(x)=1 / x, and derive ∑n≤xn−1=log⁡x+γ+O(1/x)\sum_{n \leq x} n^{-1}=\log x+\gamma + O(1 / x), where γ=1−∫1∞(t−⌊t⌋)t−2dt\gamma =1-\int_{1}^{\infty }(t-\lfloor t\rfloor ) t^{-2} d t is Euler's constant.

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