Section 1

Approximation of the Zeros of Transcendental Functions by the Zeros of Rational Functions

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Problem 5.157

Deduce from

lim⁡n→∞(1+izn)n=cos⁡z+isin⁡z, \lim _{n \to \infty } \left(1+\frac{iz}{n}\right)^n = \cos z+i\sin z,

that cos⁡z\cos z and sin⁡z\sin z have no non-real zeros.

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Problem 5.158

Deduce from

lim⁡n→∞(1−z2n)n=e−z2, \lim _{n \to \infty } \left(1-\frac{z^2}{n}\right)^n = e^{-z^2},

that no derivative of e−z2e^{-z^2} has non-real zeros.

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Problem 5.159

The Bessel function of order 00

J0(z)=1−11!1!(z2)2+12!2!(z2)4−13!3!(z2)6+⋯ J_0(z) = 1-\frac{1}{1!1!}\left(\frac{z}{2}\right)^2+\frac{1}{2!2!}\left(\frac{z}{2}\right)^4-\frac{1}{3!3!}\left(\frac{z}{2}\right)^6+\cdots

has no non-real zeros. One can obtain from the four different representations

  1. J0(z)=lim⁡n→∞(−1)n(1+z24n2)nPn(z2−4n2z2+4n2)J_0(z) = \lim \limits_{n \to \infty } (-1)^n\left(1+\dfrac {z^2}{4n^2}\right)^n P_n\left(\dfrac {z^2-4n^2}{z^2+4n^2}\right) (problem 85 of Part Six),

  2. J0(z)=lim⁡n→∞Ln(z24n)J_0(z) = \lim \limits_{n \to \infty } L_n\left(\dfrac {z^2}{4n}\right) (problem 99(b) of Part Six’s solution),

  3. J0(z)=12π∫−ππeizsin⁡ϑ dϑJ_0(z) = \dfrac {1}{2\pi }\displaystyle \int_{-\pi }^{\pi } e^{iz\sin \vartheta }\, d\vartheta (problems 148, 56 of Part Three),

  4. J0(z)=2π∫01cos⁡zt1−t2 dtJ_0(z) = \dfrac {2}{\pi }\displaystyle \int_0^1 \dfrac {\cos zt}{\sqrt{1-t^2}}\, dt (problem 205 of Part Three) four different proofs of this result.

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Problem 5.160

Let qq be an integer, q≥2q \geq 2. The entire function

F(z)=1+zq!+z2(2q)!+z3(3q)!+⋯ F(z) = 1+\frac{z}{q!}+\frac{z^2}{(2q)!}+\frac{z^3}{(3q)!}+\cdots

has no non-real zeros. One can obtain from 59 two different proofs of this result.

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Problem 5.161

Let α≥0\alpha \geq 0, 0<α1≤α2≤α3≤⋯0<\alpha_1 \leq \alpha_2 \leq \alpha_3 \leq \cdots, and 1/α1+1/α2+1/α3+⋯1/\alpha_1+1/\alpha_2+1/\alpha_3+\cdots be convergent. The transcendental entire function

g(z)=e−αz(1−zα1)(1−zα2)(1−zα3)⋯ g(z) = e^{-\alpha z}\left(1-\frac{z}{\alpha _1}\right)\left(1-\frac{z}{\alpha _2}\right)\left(1-\frac{z}{\alpha _3}\right)\cdots

may be represented as the limit of a sequence of polynomials with only real positive zeros.

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Problem 5.162

If

g(z)=1+a11!z+a22!z2+a33!z3+⋯ , g(z) = 1+\frac{a_1}{1!}z+\frac{a_2}{2!}z^2+\frac{a_3}{3!}z^3+\cdots ,

then the polynomials

1+(n1)a1z+(n2)a2z2+⋯+(nn−1)an−1zn−1+anzn,n=1,2,3,… 1+\binom {n}{1}a_1z+\binom {n}{2}a_2z^2+\cdots +\binom {n}{n-1}a_{n-1}z^{n-1}+a_nz^n, \qquad n=1,2,3,\ldots

have only real, positive zeros [63].

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Problem 5.163

In the interval 0<x≤α10<x \leq \alpha_1

g(x)<1 g(x)<1

and furthermore we have there more generally

1+a11!x+a22!x2+⋯+a2m−1(2m−1)!x2m−1<g(x) 1+\frac{a_1}{1!}x+\frac{a_2}{2!}x^2+\cdots +\frac{a_{2m-1}}{(2m-1)!}x^{2m-1} < g(x) <1+a11!x+a22!x2+⋯+a2m(2m)!x2m,m=1,2,3,…. < 1+\frac{a_1}{1!}x+\frac{a_2}{2!}x^2+\cdots +\frac{a_{2m}}{(2m)!}x^{2m}, \qquad m=1,2,3,\ldots .

[Thus g(x)g(x) is enveloped by its Maclaurin series for 0<x≤α10<x \leq \alpha_1; 55, 72.]

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Problem 5.164

Assume α<1\alpha <1. The entire function of zz defined by the integral

∫0∞e−t2g(−t2)cos⁡zt dt \int _0^{\infty } e^{-t^2}g(-t^2)\cos zt\, dt

has only real zeros [63].

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Problem 5.165

Let α,β,β1,β2,β3,…\alpha , \beta , \beta_1, \beta_2, \beta_3, \ldots be real, α≥0\alpha \geq 0, βν≠0\beta_{\nu } \neq 0, and the series 1/β12+1/β22+1/β32+⋯1/\beta_1^2+1/\beta_2^2+1/\beta_3^2+\cdots convergent. The transcendental entire function

G(z)=e−αz2+βz(1−zβ1)ezβ1(1−zβ2)ezβ2⋯ G(z) = e^{-\alpha z^2+\beta z}\left(1-\frac{z}{\beta _1}\right)e^{\frac{z}{\beta _1}}\left(1-\frac{z}{\beta _2}\right)e^{\frac{z}{\beta _2}}\cdots

may be represented as the limit of a sequence of polynomials with only real zeros.

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Problem 5.166

If

G(z)=1+b11!z+b22!z2+b33!z3+⋯ , G(z) = 1+\frac{b_1}{1!}z+\frac{b_2}{2!}z^2+\frac{b_3}{3!}z^3+\cdots ,

then

bm2+bm+12>0,m=1,2,3,….[49.] b_m^2+b_{m+1}^2>0, \qquad m=1,2,3,\ldots . \qquad [49.]
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Problem 5.167

If G(z)G(z) has no positive zeros and a0,a1,a2,…,ana_0, a_1, a_2, \ldots , a_n are real numbers, then the polynomial

a0G(0)+a1G(1)z+a2G(2)z2+⋯+anG(n)zn a_0G(0)+a_1G(1)z+a_2G(2)z^2+\cdots +a_nG(n)z^n

can have not more non-real zeros than the polynomial

a0+a1z+a2z2+⋯+anzn. a_0+a_1z+a_2z^2+\cdots +a_nz^n.

[68, 69 are special cases.]

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Problem 5.168

Prove from 167 that the Bessel function J0(z)J_0(z) has no non-real zeros (problem 31 of Part Two).

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Problem 5.169

Prove from 167 that the entire functions considered in 160 have no non-real zeros.

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Problem 5.170

Let α\alpha be an even integer, α≥2\alpha \geq 2. Then the integral

∫0∞e−tαcos⁡zt dt=Fα(z) \int _0^{\infty } e^{-t^{\alpha }}\cos zt\, dt = F_{\alpha }(z)

represents an entire function that has no non-real zeros. [167.]

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Problem 5.171

If we have only α>1\alpha >1, then the integral still represents an entire function. If α\alpha is not an even integer, this function has only finitely many real zeros.

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Problem 5.171.1

Let α1,α2,…,αs\alpha_1, \alpha_2, \ldots , \alpha_s denote the zeros of G(z)G(z) in [0,m][0,m],

0≤α1<α2<⋯<αs≤m, 0 \leq \alpha _1<\alpha _2<\cdots <\alpha _s \leq m,

and set

G(z)=(z−α1)(z−α2)…(z−αs)G∗(z). G(z) = (z-\alpha _1)(z-\alpha _2)\ldots (z-\alpha _s)G^*(z).

Then argue as follows:

(1)

a0G∗(0)+a1G∗(1)z+⋯+anG∗(n)zn a_0G^*(0)+a_1G^*(1)z+\cdots +a_nG^*(n)z^n

has precisely mm changes of sign (by 47 and the definition of G∗(z)G^*(z)) and precisely mm positive zeros (by a slight modification of 167---make use of 67 more completely).

(2)

a0G∗(0)(0−α1)+a1G∗(1)(1−α1)z+⋯+amG∗(m)(m−α1)zm a_0G^*(0)(0-\alpha _1)+a_1G^*(1)(1-\alpha _1)z+\cdots +a_mG^*(m)(m-\alpha _1)z^m

has precisely m−1m-1 changes of sign (attention to the various possible cases) and so by 36 at most m−1m-1 positive zeros. Yet it has (by a slight modification of solution 66) at least m−1m-1, and so finally exactly m−1m-1, positive zeros;

(3) Introduce successively α2,α3,…,αs\alpha_2, \alpha_3, \ldots , \alpha_s and repeat appropriately the arguments of (2) (attention at each step to the changes wrought by the preceding steps) to arrive at the desired proposition.

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Problem 5.171.2

We make the following assumptions: The entire function

g(z)=a0+a11!z+a22!z2+a33!z3+⋯ g(z) = a_0+\frac{a_1}{1!}z+\frac{a_2}{2!}z^2+\frac{a_3}{3!}z^3+\cdots

is a limit of polynomials with only positive zeros, but not itself a polynomial [161].

The entire function G(z)G(z) is either defined as in 165 or it is equal to the function defined in 165 multiplied by zz; it has precisely ss non-negative zeros which are simple and the distance between any two of them is not less than 11. (We obtain the present G(z)G(z) from the G(z)G(z) of 171.1 by making mm arbitrarily large.)

Then the entire function

a0G(0)+a1G(1)1!z+a2G(2)2!z2+⋯ a_0G(0)+\frac{a_1G(1)}{1!}z+\frac{a_2G(2)}{2!}z^2+\cdots

has precisely ss non-positive zeros.

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Problem 5.171.3

If ν≥0\nu \geq 0 the entire function

zν2J−ν(2z1/2)=∑n=0∞(−z)nn!1Γ(n+1−ν) z^{\frac{\nu }{2}}J_{-\nu }(2z^{1/2}) = \sum _{n=0}^{\infty } \frac{(-z)^n}{n!}\frac{1}{\Gamma (n+1-\nu )}

has precisely [ν][\nu ] non-positive zeros. (This contains the result of 159.)

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Problem 5.171.4

Let k,l,mk, l, m and qq be non-negative integers,

0≤k<l,k+ql≤m<k+(q+1)l. 0 \leq k<l, \qquad k+ql \leq m<k+(q+1)l.

If all the zeros of the polynomial

b0+b1z+b2z2+⋯+bmzm b_0+b_1z+b_2z^2+\cdots +b_mz^m

are negative, then the zeros of

bk+bk+lz+bk+2lz2+⋯+bk+qlzq b_k+b_{k+l}z+b_{k+2l}z^2+\cdots +b_{k+ql}z^q

are also all negative. (This implies, for n→∞n \to \infty, the result of 160.)

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Problem 5.171.5

If all the zeros of the polynomial

b0+b11!z+b22!z2+⋯+bmm!zm b_0+\frac{b_1}{1!}z+\frac{b_2}{2!}z^2+\cdots +\frac{b_m}{m!}z^m

are negative, then the zeros of

bk+bk+l1!z+bk+2l2!z2+⋯+bk+qlq!zq b_k+\frac{b_{k+l}}{1!}z+\frac{b_{k+2l}}{2!}z^2+\cdots +\frac{b_{k+ql}}{q!}z^q

are also all negative; k,l,mk, l, m and qq are subject to the same conditions as in 171.4.

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Problem 5.172

The equation

tan⁡z−z=0 \tan z-z=0

has only real roots. [26.]

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Problem 5.173

Let f(t)f(t) be twice continuously differentiable, f(t)>0f(t)>0, f′(t)<0f'(t)<0, f′′(t)<0f''(t)<0 for 0≤t≤10 \leq t \leq 1. Then the even entire function

F(z)=∫01f(t)cos⁡zt dt F(z) = \int _0^1 f(t)\cos zt\, dt

has infinitely many, and in fact only real, zeros. (Related to but different from problem 205 of Part Three.) [26, problem 165 of Part Three.]

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Problem 5.174

Let φ(t)\varphi (t) be properly integrable for 0≤t≤10 \leq t \leq 1. If we have

∫01∣φ(t)∣ dt≤1, \int _0^1 \left|\varphi (t)\right|\, dt \leq 1,

then the entire function

F(z)=sin⁡z−∫01φ(t)sin⁡zt dt F(z) = \sin z-\int _0^1 \varphi (t)\sin zt\, dt

has only real zeros. [27.]

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Problem 5.175

Let f(t)f(t) be real and continuously differentiable for 0≤t≤10 \leq t \leq 1. If we have

∣f′(1)∣≥∫01∣f′(t)∣ dt, \left|f'(1)\right| \geq \int _0^1 \left|f'(t)\right|\, dt,

then the entire function

F(z)=∫01f(t)cos⁡zt dt F(z) = \int _0^1 f(t)\cos zt\, dt

has only real zeros. (The condition is satisfied in particular if f(0)≥0f(0) \geq 0, f′(t)≥0f'(t) \geq 0 for 0≤t≤10 \leq t \leq 1; cf. problem 205 of Part Three.)

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Problem 5.176

Let a≥2a \geq 2. The entire function

F(z)=1+za+z2a4+z3a9+⋯+znan2+⋯ F(z) = 1+\frac{z}{a}+\frac{z^2}{a^4}+\frac{z^3}{a^9}+\cdots +\frac{z^n}{a^{n^2}}+\cdots

as well as all the partial sums of its power series, has only real negative simple zeros. (Problem 200 of Part Three.)

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Problem 5.177

Let the function f(t)f(t) be continuously differentiable and positive for 0<t<10<t<1, and also let ∫01f(t) dt\int_0^1 f(t)\, dt exist. The entire function defined by the integral

∫01f(t)ezt dt=F(z) \int _0^1 f(t)e^{zt}\, dt = F(z)

has no zeros

in the half-plane Re(z)≥0,if f′(t)>0, \text{in the half-plane } \mathrm{Re}\left(z\right) \geq 0, \quad \text{if } f'(t)>0, in the half-plane Re(z)≤0,if f′(t)<0. \text{in the half-plane } \mathrm{Re}\left(z\right) \leq 0, \quad \text{if } f'(t)<0.

[Not analogously to problem 205 of Part Three through a limiting process from problem 22 of Part Three, but by appropriate translation of the proof of problem 22 of Part Three.]

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Problem 5.178

Deduce problem 189 of Part Three from 177.

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Problem 5.179

The remainder of the exponential series

zn+1(n+1)!+zn+2(n+2)!+zn+3(n+3)!+⋯ \frac{z^{n+1}}{(n+1)!}+\frac{z^{n+2}}{(n+2)!}+\frac{z^{n+3}}{(n+3)!}+\cdots

vanishes for z=0z=0, but otherwise at no point of the half-plane Re(z)≤n\mathrm{Re}\left(z\right) \leq n, if n=1,2,3,…n=1,2,3,\ldots; n=0n=0 is an exception: Here the zeros all lie on the boundary of the half-plane Re(z)≤0\mathrm{Re}\left(z\right) \leq 0. (This contains 73.) [177.]

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Problem 5.180

If ∑n=0∞∣an+1an∣2\sum_{n=0}^{\infty } \left|\dfrac {a_{n+1}}{a_n}\right|^2 is convergent, then

a0+a1z+a2z2+⋯+anzn+⋯=F(z) a_0+a_1z+a_2z^2+\cdots +a_nz^n+\cdots = F(z)

is an entire function. If we denote the zeros of F(z)F(z) by z1,z2,…,zn,…z_1, z_2, \ldots , z_n, \ldots, then

1∣z1∣2+1∣z2∣2+⋯+1∣zn∣2+⋯ \frac{1}{\left|z_1\right|^2}+\frac{1}{\left|z_2\right|^2}+\cdots +\frac{1}{\left|z_n\right|^2}+\cdots

is convergent.

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Problem 5.181

If the zeros of a polynomial with real coefficients are all real and simple, then in the interval between two successive zeros lies only one zero of the derivative. Is this theorem also true for transcendental entire functions?

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Problem 5.182

Let the degree of the polynomial H(x)H(x) be ≥3\geq 3. If

F(x)=eH(x), F(x)=e^{H(x)},

then at least one of the two functions dF/dxdF/dx and d2F/dx2d^2F/dx^2 has not only real zeros.

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