Section II.2

Averaging of Sequences

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Problem II.2.1

Let {xn}\left\{ x_{n}\right\} be a sequence of real numbers. Prove that 1n(x1+…+xn)→L\frac{1}{n}\left(x_{1}+\ldots +x_{n}\right) \rightarrow L if xn→Lx_{n} \rightarrow L. For finite LL the converse statement holds only under the condition

∑1<k⩽nk(xk−xk−1)=o(n). \sum _{1<k \leqslant n} k\left(x_{k}-x_{k-1}\right)=o(n) .
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Problem II.2.2

Let an⩾0a_{n} \geqslant 0 and An=a1+…+an→+∞A_{n}=a_{1}+\ldots +a_{n} \rightarrow +\infty. For an arbitrary sequence {xn}\left\{ x_{n}\right\} of real numbers put x~n=1An(a1x1++a2x2+…+anxn)\tilde{x}_{n}=\frac{1}{A_{n}}\left(a_{1} x_{1}+ +a_{2} x_{2}+\ldots +a_{n} x_{n}\right). Prove that

lim⁡‾xn⩽lim⁡‾x~n⩽lim⁡‾x~n⩽lim⁡‾xn. \underline{\lim } x_{n} \leqslant \underline{\lim } \tilde{x}_{n} \leqslant \overline{\lim } \tilde{x}_{n} \leqslant \overline{\lim } x_{n} .

In particular, x~n→a\tilde{x}_{n} \rightarrow a if xn→ax_{n} \rightarrow a (for an≡1a_{n} \equiv 1 this implies the first statement of problem 2.1).

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Problem II.2.3

Let yn−1<yny_{n-1}<y_{n} and lim⁡yn=+∞\lim y_{n}=+\infty. If a sequence of real numbers {xn}\left\{ x_{n}\right\} is such that the limit lim⁡xn−xn−1yn−yn−1==l∈R‾\lim \frac{x_{n}-x_{n-1}}{y_{n}-y_{n-1}}= =l \in \overline{\mathbb {R}} exists, then xnyn→l\frac{x_{n}}{y_{n}} \rightarrow l (the Stolz theorem — a discrete analogue of L'Hôpital's rule). Formulate and prove a similar statement for indeterminate forms of the type 00\frac{0}{0}.

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Problem II.2.4

Let a sequence of real numbers {xn}\left\{ x_{n}\right\} be such that xn−xn−2→0x_{n}-x_{n-2} \rightarrow 0. Prove that 1nxn→0\frac{1}{n} x_{n} \rightarrow 0.

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Problem II.2.5
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(a)

Give an example of a bounded divergent sequence {xn}\left\{ x_{n}\right\} such that xn+1−xn→0x_{n+1}-x_{n} \rightarrow 0.

(b)

Does there exist a bounded sequence {xn}\left\{ x_{n}\right\} such that xn+1−xn→0x_{n+1}-x_{n} \rightarrow 0, but the sequence {1n(x1+…+xn)}\left\{ \frac{1}{n}\left(x_{1}+\ldots +x_{n}\right)\right\} has no limit?

Problem II.2.6

Let α>0\alpha >0. Prove that

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(a)

∑1⩽k⩽n1k∼ln⁡n\sum_{1 \leqslant k \leqslant n} \frac{1}{k} \sim \ln n;

(b)

∑1⩽k⩽nkα−1∼nαα\sum_{1 \leqslant k \leqslant n} k^{\alpha -1} \sim \frac{n^{\alpha }}{\alpha };

(c)

∑k⩾n1kα+1∼1αnα\sum_{k \geqslant n} \frac{1}{k^{\alpha +1}} \sim \frac{1}{\alpha n^{\alpha }};

(d)

∑1⩽k⩽nkα−1ln⁡k∼nααln⁡n\sum_{1 \leqslant k \leqslant n} k^{\alpha -1} \ln k \sim \frac{n^{\alpha }}{\alpha } \ln n;

(e)

∑k⩾nln⁡kkα+1∼ln⁡nαnα\sum_{k \geqslant n} \frac{\ln k}{k^{\alpha +1}} \sim \frac{\ln n}{\alpha n^{\alpha }}.

Problem II.2.7

Prove that

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(a)

∑1⩽k⩽nkαk∼nαn(α>0)\sum_{1 \leqslant k \leqslant n} k^{\alpha k} \sim n^{\alpha n} \quad (\alpha >0);

(b)

∑k⩾nkαk∼nαn(α<0)\sum_{k \geqslant n} k^{\alpha k} \sim n^{\alpha n} \quad (\alpha <0);

(c)

∑1⩽k⩽nakk!∼ann!(a>0)\sum_{1 \leqslant k \leqslant n} a^{k} k!\sim a^{n} n!\quad (a>0);

(d)

∑1⩽k⩽n(k!)−α/k∼eα1−αn1−α(α<1)\sum_{1 \leqslant k \leqslant n}(k!)^{-\alpha / k} \sim \frac{e^{\alpha }}{1-\alpha } n^{1-\alpha } \quad (\alpha <1);

(e)

∑k⩾n(k!)−α/k∼eαα−1n1−α(α>1)\sum_{k \geqslant n}(k!)^{-\alpha / k} \sim \frac{e^{\alpha }}{\alpha -1} n^{1-\alpha } \quad (\alpha >1).

Problem II.2.8

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.

Problem II.2.9

Prove that

ln⁡n!=∑1⩽k⩽nln⁡k=(n+12)ln⁡n−n+C+o(1). \ln n!=\sum _{1 \leqslant k \leqslant n} \ln k=\left(n+\frac{1}{2}\right) \ln n-n+C+o(1) .

Using Wallis's formula (see 1.3 b)) prove that C=12ln⁡(2π)C=\frac{1}{2} \ln (2 \pi ). Deduce from this Stirling's formula

n!∼2πn(ne)n. n!\sim \sqrt{2 \pi n}\left(\frac{n}{e}\right)^{n} .
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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.

Problem II.2.10

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) .
Problem II.2.11

Prove that as n→+∞n \rightarrow +\infty

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(a)

∑1⩽k⩽nkp=np+1p+1+αp+o(1)\sum_{1 \leqslant k \leqslant n} k^{p}=\frac{n^{p+1}}{p+1}+\alpha_{p}+o(1) (p∈(−1,0]);(p \in (-1,0]) ;

(b)

∑1⩽k⩽nkp=np+1p+1+np2+βp+o(1)\sum_{1 \leqslant k \leqslant n} k^{p}=\frac{n^{p+1}}{p+1}+\frac{n^{p}}{2}+\beta_{p}+o(1) (p∈(0,1]);(p \in (0,1]) ;

(c)

∑1⩽k⩽nkp=np+1p+1+np2+p12np−1+γp+o(1)\sum_{1 \leqslant k \leqslant n} k^{p}=\frac{n^{p+1}}{p+1}+\frac{n^{p}}{2}+\frac{p}{12} n^{p-1}+\gamma_{p}+o(1) (p∈(1,2])(p \in (1,2]).

Problem II.2.12

Prove that as n→+∞n \rightarrow +\infty

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(a)

∑1<k⩽n1kln⁡pk=1p+1ln⁡p+1n+Cp+o(1)(p>−1)\sum_{1<k \leqslant n} \frac{1}{k} \ln^{p} k=\frac{1}{p+1} \ln^{p+1} n+C_{p}+o(1) \quad (p>-1);

(b)

∑1<k⩽n1kln⁡k=ln⁡(ln⁡n)+C+o(1)\sum_{1<k \leqslant n} \frac{1}{k \ln k}=\ln (\ln n)+C+o(1);

(c)

∑1⩽k⩽n1k!k=eln⁡n+C′+o(1)\sum_{1 \leqslant k \leqslant n} \frac{1}{\sqrt[k]{k!}}=e \ln n+C^{\prime }+o(1).

Problem II.2.13

Prove that

∑1⩽k⩽nkln⁡k=(n2+n+16)ln⁡n2−14n2+C1+o(1),∑1⩽k⩽nln⁡k!=(n2+2n+12)ln⁡n2−3n24+(ln⁡2π2−1)n+C2+o(1). \begin{gathered} \sum _{1 \leqslant k \leqslant n} k \ln k=\left(n^{2}+n+\frac{1}{6}\right) \frac{\ln n}{2}-\frac{1}{4} n^{2}+C_{1}+o(1), \\ \sum _{1 \leqslant k \leqslant n} \ln k!=\left(n^{2}+2 n+\frac{1}{2}\right) \frac{\ln n}{2}-\frac{3 n^{2}}{4}+\left(\frac{\ln 2 \pi }{2}-1\right) n+C_{2}+o(1) . \end{gathered}
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Problem II.2.14

Let E={n1,n2,…}E=\left\{ n_{1}, n_{2}, \ldots \right\}, where n1<n2<…n_{1}<n_{2}<\ldots, be an infinite subset of N\mathbb {N}, and let Em={n∈E∣n⩽m}E_{m}=\left\{ n \in E \mid n \leqslant m\right\}. If the limit θ(E)=lim⁡1mcard⁡(Em)\theta (E)=\lim \frac{1}{m} \operatorname {card}\left(E_{m}\right) exists, it is called the density of the set EE (or the density of the sequence {nk}\left\{ n_{k}\right\}). Prove that

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(a)

θ(E)=lim⁡knk\theta (E)=\lim \frac{k}{n_{k}};

(b)

for any number α∈[0,1]\alpha \in [0,1] there exists a set E⊂NE \subset \mathbb {N} such that θ(E)=α\theta (E)=\alpha.

Problem II.2.15

Let {xn}\left\{ x_{n}\right\} be a sequence of real numbers. Prove that

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(a)

if xn→a∈Rx_{n} \rightarrow a \in \mathbb {R}, then 1n∑k=1n∣xk−a∣→0\frac{1}{n} \sum_{k=1}^{n}\left|x_{k}-a\right| \rightarrow 0;

(b)

if the relation 1n∑k=1n∣xk−a∣→0\frac{1}{n} \sum_{k=1}^{n}\left|x_{k}-a\right| \rightarrow 0 holds for some a∈Ra \in \mathbb {R}, then there exists a sequence {nk}\left\{ n_{k}\right\} of density 1 (see Problem 2.14) such that xnk→ax_{n_{k}} \rightarrow a;

(c)

if the sequence {xn}\left\{ x_{n}\right\} is bounded and xnk→ax_{n_{k}} \rightarrow a for some sequence {nk}\left\{ n_{k}\right\} of density 1, then 1n∑k=1n∣xk−a∣→0\frac{1}{n} \sum_{k=1}^{n}\left|x_{k}-a\right| \rightarrow 0.

Problem II.2.16

Let 0<an<10<a_{n}<1 for n∈Nn \in \mathbb {N}.

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(a)

Show by examples that the existence of one of the limits lim⁡1n(a1+…+an)\lim \frac{1}{n}\left(a_{1}+\ldots +a_{n}\right) and lim⁡1n(a12+…+an2)\lim \frac{1}{n}\left(a_{1}^{2}+\ldots +a_{n}^{2}\right) is not related to the existence of the other.

(b)

Suppose 1n(a1+…+an)→a\frac{1}{n}\left(a_{1}+\ldots +a_{n}\right) \rightarrow a and 1n(a12+…+an2)→b\frac{1}{n}\left(a_{1}^{2}+\ldots +a_{n}^{2}\right) \rightarrow b. Prove that a2⩽b⩽aa^{2} \leqslant b \leqslant a and that bb can take any value between a2a^{2} and aa.

Problem II.2.17

We call the periodic density of a set E⊂NE \subset \mathbb {N} the number lim⁡‾1mcard⁡(E~m)\underline{\lim } \frac{1}{m} \operatorname {card}\left(\widetilde{E}_{m}\right), where

E~m={n mod m∣n∈E} \widetilde{E}_{m}=\left\{ n \bmod m \mid n \in E\right\}

is the set of all possible remainders of numbers from EE upon division by mm.

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(a)

Prove that if the set EE has a density, then it does not exceed its periodic density.

(b)

Prove that a set with zero periodic density has zero density.

(c)

Give an example of a set with zero density whose periodic density equals one.

(d)

What is the periodic density of the set of all natural numbers representable as a sum of distinct terms of the form ±4k,k∈Z+\pm 4^{k}, k \in \mathbb {Z}_{+}?

Problem II.2.18

Prove that the periodic density of the set of prime numbers equals zero, and hence (see 2.17 b)), for π(n)\pi (n) (the number of primes not exceeding nn) the estimate π(n)=o(n)\pi (n)=o(n) holds (a more precise result is contained in Problem I.2.13).

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Problem II.2.19

Let E⊂RE \subset \mathbb {R},

n+(r)=sup⁡x∈Rcard⁡(E∩[x,x+r]),n−(r)=inf⁡x∈Rcard⁡(E∩[x,x+r])(r>0). \begin{aligned} & n_{+}(r)=\sup _{x \in \mathbb {R}} \operatorname {card}(E \cap [x, x+r]), \\ & n_{-}(r)=\inf _{x \in \mathbb {R}} \operatorname {card}(E \cap [x, x+r])(r>0) . \end{aligned}

Prove that if n+(r0)<∞n_{+}\left(r_{0}\right)<\infty for some r0>0r_{0}>0, then finite limits d±=lim⁡r→+∞n±(r)rd_{ \pm }=\lim_{r \rightarrow +\infty } \frac{n_{ \pm }(r)}{r} exist (the upper and lower densities of the set EE).

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