Bourbaki

Exercise 18, § 3

Functions of a Real Variable, I, 45

Let (an)n≥0(a_n)_{n \geq 0} be an arbitrary sequence of complex numbers. For each n≥0n \geq 0 put sn(0)=ans_n^{(0)} = a_n, and, inductively, for k≥0k \geq 0, define

sn(k+1)=s0(k)+s1(k)+⋯+sn−1(k). s_n^{(k+1)} = s_0^{(k)} + s_1^{(k)} + \cdots + s_{n-1}^{(k)}.
a) Prove "Taylor's formula for sequences": for each integer
∣sn+h(k)−sn(k)−hsn(k−1)−(h2)sn(k−2)−…−(hk−1)sn(1)∣≤(hk)sup⁡0≤i≤h−1∣an+i∣ \left| s_{n+h}^{(k)} - s_n^{(k)} - h s_n^{(k-1)} - \binom{h}{2} s_n^{(k-2)} - \ldots - \binom{h}{k-1} s_n^{(1)} \right| \leq \binom{h}{k} \sup_{0 \leq i \leq h-1} |a_{n+i}|
(proceed by induction on kk).

b) Suppose that there is a number CC such that ∣nan∣≤C|n a_n| \leq C for all nn, and that the sequence (s(2)/n)(s^{(2)}/n) formed by the arithmetic means (s0+⋯+sn−1)/n(s_0 + \cdots + s_{n-1})/n of the partial sums sn=a0+⋯+an−1s_n = a_0 + \cdots + a_{n-1} tends to a limit σ\sigma. Show that the series with general term ana_n is convergent and has sum σ\sigma ("Hardy-Littlewood tauberian theorem"). (Write

sn=1h(sn+h(2)−sn(2))+h−12rn s_n = \frac{1}{h} \left( s_{n+h}^{(2)} - s_n^{(2)} \right) + \frac{h-1}{2} r_n
where ∣rn∣|r_n| is bounded above with the aid of the inequality ∣nan∣≤C|n a_n| \leq C, and hh is chosen suitably as a function of nn.)

Solution

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