Section 3

Transformations of Sequences into Functions. Theorem of Cesàro

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Problem 1.83

Let the functions

φ0(t),φ1(t),φ2(t),…,φn(t),… \varphi _0(t), \varphi _1(t), \varphi _2(t), \ldots , \varphi _n(t), \ldots

be non-negative in the interval 0<t<10<t<1 and assume that

φ0(t)+φ1(t)+φ2(t)+⋯+φn(t)+⋯=1 \varphi _0(t)+\varphi _1(t)+\varphi _2(t)+\cdots +\varphi _n(t)+\cdots = 1

holds for all 0<t<10<t<1. The sequence s0,s1,s2,…,sn,…s_0, s_1, s_2, \ldots , s_n, \ldots is supposed to be bounded. Construct the function

Φ(t)=s0φ0(t)+s1φ1(t)+s2φ2(t)+⋯+snφn(t)+⋯ . \Phi (t) = s_0 \varphi _0(t) + s_1 \varphi _1(t) + s_2 \varphi _2(t) + \cdots + s_n \varphi _n(t) + \cdots .

The range of Φ(t)\Phi (t) will fall into the interval between the upper and lower bounds of the sequence s0,s1,s2,…,sn,…s_0, s_1, s_2, \ldots , s_n, \ldots

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Problem 1.84

(continued). Show that

lim⁡t→1−0(s0φ0(t)+s1φ1(t)+s2φ2(t)+⋯+snφn(t)+⋯)=s \lim _{t \rightarrow 1-0} \big( s_0 \varphi _0(t) + s_1 \varphi _1(t) + s_2 \varphi _2(t) + \cdots + s_n \varphi _n(t) + \cdots \big) = s

holds for every convergent sequence s0,s1,s2,…s_0, s_1, s_2, \ldots for which lim⁡n→∞sn=s\lim_{n \rightarrow \infty } s_n = s if and only if for each fixed ν\nu

lim⁡t→1−0φν(t)=0. \lim _{t \rightarrow 1-0} \varphi _{\nu }(t) = 0 .
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Problem 1.85

The infinite sequences

a0,a1,a2,…,an,…;b0,b1,b2,…,bn,… a_0, a_1, a_2, \ldots , a_n, \ldots ; \qquad b_0, b_1, b_2, \ldots , b_n, \ldots

satisfy the following three conditions:

bn>0,n=0,1,2,…;b0+b1t+b2t2+⋯{is convergent for ∣t∣<1,divergent for t=1; b_n>0, \quad n=0,1,2,\ldots ; \qquad b_0+b_1t+b_2t^2+\cdots \begin{cases} \text{is convergent for } \left|t\right|<1, \\ \text{divergent for } t=1 ; \end{cases} lim⁡n→∞anbn=s. \lim _{n \rightarrow \infty } \frac{a_n}{b_n} = s .

Then

a0+a1t+a2t2+⋯+antn+⋯ converges for ∣t∣<1 a_0+a_1t+a_2t^2+\cdots +a_nt^n+\cdots \text{ converges for } \left|t\right|<1

and

lim⁡t→1−0a0+a1t+a2t2+⋯+antn+⋯b0+b1t+b2t2+⋯+bntn+⋯=s. \lim _{t \rightarrow 1-0} \frac{a_0+a_1t+a_2t^2+\cdots +a_nt^n+\cdots }{b_0+b_1t+b_2t^2+\cdots +b_nt^n+\cdots } = s .
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Remark.
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This proposition is due to E. Cesàro. Several applications will be given in the sequel.

Problem 1.86

If the series

a0+a1+a2+⋯+an+⋯=s a_0+a_1+a_2+\cdots +a_n+\cdots = s

is convergent then

lim⁡t→1−0(a0+a1t+a2t2+⋯+antn+⋯ )=s. \lim _{t \rightarrow 1-0} (a_0+a_1t+a_2t^2+\cdots +a_nt^n+\cdots ) = s .
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Remark.
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N. H. Abel, l.c. solution 47, Vol. 1, p. 223.

Problem 1.87

Set

sn=a0+a1+a2+⋯+an,n=0,1,2,3,… s_n = a_0+a_1+a_2+\cdots +a_n, \qquad n=0,1,2,3,\ldots

If

lim⁡n→∞s0+s1+s2+⋯+snn+1=s \lim _{n \rightarrow \infty } \frac{s_0+s_1+s_2+\cdots +s_n}{n+1} = s

exists, then

lim⁡t→1−0(a0+a1t+a2t2+⋯+antn+⋯ )=s. \lim _{t \rightarrow 1-0} (a_0+a_1t+a_2t^2+\cdots +a_nt^n+\cdots ) = s .
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Remark.
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This proposition goes beyond problem 86 only if the series a0+a1+a2+⋯+an+⋯a_0+a_1+a_2+\cdots +a_n+\cdots diverges (problem 67). G. Frobenius: J. reine angew. Math. Vol. 89, pp. 262-264 (1880).

Problem 1.88

If the following conditions are satisfied:

bn>0,∑n=0∞bn divergent,lim⁡n→∞a0+a1+a2+⋯+anb0+b1+b2+⋯+bn=s, b_n>0, \qquad \sum _{n=0}^{\infty } b_n \text{ divergent}, \qquad \lim _{n \rightarrow \infty } \frac{a_0+a_1+a_2+\cdots +a_n}{b_0+b_1+b_2+\cdots +b_n} = s ,

then

lim⁡t→1−0a0+a1t+a2t2+⋯+antn+⋯b0+b1t+b2t2+⋯+bntn+⋯=s, \lim _{t \rightarrow 1-0} \frac{a_0+a_1t+a_2t^2+\cdots +a_nt^n+\cdots }{b_0+b_1t+b_2t^2+\cdots +b_nt^n+\cdots } = s ,

provided that the series in the denominator converges for ∣t∣<1\left|t\right|<1.

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Problem 1.89

The following limit exists and is positive provided α\alpha is positive:

lim⁡t→1−0(1−t)α(1α−1t+2α−1t2+3α−1t3+⋯+nα−1tn+⋯). \lim _{t \rightarrow 1-0} (1-t)^{\alpha } \big( 1^{\alpha -1}t + 2^{\alpha -1}t^2 + 3^{\alpha -1}t^3 + \cdots + n^{\alpha -1}t^n + \cdots \big) .
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Problem 1.90

If 0<k<10<k<1 and if kk converges to 11, then

∫01dx(1−x2)(1−k2x2)∼12log⁡11−k.[See Problem 202 of Part II.] \int _0^1 \frac{dx}{\sqrt{(1-x^2)(1-k^2x^2)}} \sim \frac{1}{2} \log \frac{1}{1-k} . \qquad \text{[See Problem 202 of Part II.]}
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Problem 1.91

Let AnA_n and BnB_n be the numerator and denominator, respectively, of the nn-th convergent of the infinite continued fraction

a1+a3+a5+⋯and soAnBn=a1+a3+a5+⋯+a2n−3,a>0. \cfrac {a}{1} + \cfrac {a}{3} + \cfrac {a}{5} + \cdots \quad \text{and so} \quad \frac{A_n}{B_n} = \cfrac {a}{1} + \cfrac {a}{3} + \cfrac {a}{5} + \cdots + \cfrac {a}{2n-3} , \quad a>0 .

Assume that this continued fraction converges. Find its value applying problem 85 and using the series

F(x)=∑n=0∞Ann!xn,G(x)=∑n=0∞Bnn!xn. F(x) = \sum _{n=0}^{\infty } \frac{A_n}{n!} x^n , \qquad G(x) = \sum _{n=0}^{\infty } \frac{B_n}{n!} x^n .
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Remark.
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F(x)F(x) and G(x)G(x) satisfy a linear homogeneous differential equation of the second order by virtue of the recursion formulas for AnA_n and BnB_n. Cf.O. Perron: Die Lehre von den Kettenbrüchen. Leipzig: B. G. Teubner 1913, p. 353, formula (24); R. G. Archibald: An Introduction to the Theory of Numbers. Columbus/Ohio: Charles E. Merrill Publishing 1970, p. 176.