Bourbaki

§ 3. Asymptotic expansions of functions of a real variable

In this section we shall consider only the case where the set EE is an open interval in the extended real line R‾\overline{\mathbf{R}}, and F\mathfrak{F} is a base for the trace on EE of the filter of neighbourhoods of the left or right-hand endpoint α\alpha of EE; further, we shall study above all the (finite) real functions defined on a set in F\mathfrak{F} (depending on the function under consideration).

Using one of the changes of variable x′=−x, x′=1x−α, x′=−1x−αx' = -x,\ x' = \frac{1}{x-\alpha},\ x' = -\frac{1}{x-\alpha} as needed, one can always reduce to the case where E is an interval of the form ]a,+∞[a, +\infty[ so that F\mathfrak{F} will be formed of intervals [t,+∞[[t, +\infty[ with t>at > a. We shall restrict ourselves principally to this latter case, and leave the task of translating most of the propositions we obtain (by the above changes of variable) to the reader, except for a few particularly important results.

It will be convenient to employ an abuse of language and refer to the sets in F\mathfrak{F} as "neighbourhoods of +∞+\infty".

1. Integration of comparison relations: I. Weak relations

Proposition 1

Let f\mathbf{f} be a regulated vector function, gg a regulated function ⩾0\geqslant 0 on an interval [a,+∞[[a, +\infty[, such that ∫a+∞g(t) dt>0\int_a^{+\infty} g(t)\,dt > 0. The relation f≼g\mathbf{f} \preccurlyeq g as xx tends to +∞+\infty implies that ∫axf(t) dt≼∫axg(t) dt\int_a^x \mathbf{f}(t)\,dt \preccurlyeq \int_a^x g(t)\,dt. If the integral ∫a+∞g(t) dt\int_a^{+\infty} g(t)\,dt converges then the integral ∫a+∞f(t) dt\int_a^{+\infty} \mathbf{f}(t)\,dt converges absolutely.

Indeed, by hypothesis there exist a b⩾ab \geqslant a and a number c′>0c' > 0 such that

∥f(x)∥⩽c′g(x)for x⩾b, \| \mathbf{f}(x) \| \leqslant c' g(x) \quad \text{for } x \geqslant b,
whence
∥∫bxf(t) dt∥⩽∫bx∥f(t)∥ dt⩽c′∫bxg(t) dt; \left\| \int_b^x \mathbf{f}(t)\,dt \right\| \leqslant \int_b^x \| \mathbf{f}(t) \| \,dt \leqslant c' \int_b^x g(t)\,dt;
since, moreover, one may suppose bb so large that ∫abg(t) dt>0\int_a^b g(t)\,dt > 0, there exists a c′′>0c'' > 0 such that ∥∫abf(t) dt∥⩽c′′∫abg(t) dt\left\| \int_a^b \mathbf{f}(t)\,dt \right\| \leqslant c'' \int_a^b g(t)\,dt; on putting c=max⁡(c′,c′′)c = \max(c', c'') one thus has
∥∫axf(t) dt∥⩽c∫axg(t) dt \left\| \int_a^x \mathbf{f}(t)\,dt \right\| \leqslant c \int_a^x g(t)\,dt
for every x⩾bx \geqslant b, whence the proposition.

Corollary 1

If ff and gg are regulated functions and ⩾0\geqslant 0 on the interval [a,+∞[[a, +\infty[, and such that f≽gf \succcurlyeq g, and if ∫a+∞g(t) dt=+∞\int_a^{+\infty} g(t)\,dt = +\infty, then ∫a+∞f(t) dt=+∞\int_a^{+\infty} f(t)\,dt = +\infty.

Corollary 2

If ff and gg are ⩾0\geqslant 0 and not identically zero on [a,+∞[[a, +\infty[, and such that f⪰gf \succeq g, then ∫axf(t) dt⪰∫axg(t) dt\int_a^x f(t)\,dt \succeq \int_a^x g(t)\,dt.

2. Application: logarithmic criteria for convergence of integrals

By choosing the function g suitably one can deduce criteria for deciding whether the integral ∫a+∞f(t) dt\int_a^{+\infty} f(t) \, dt of a function f≥0f \geq 0 converges or is infinite from prop. 1 of V, p. 228, and cor. 1 thereto: it suffices to choose for g a function whose primitive is known. In particular, since xμx^\mu has primitive xμ+1μ+1\frac{x^{\mu+1}}{\mu+1} when μ≠−1\mu \neq -1, and log⁡x\log x when μ=−1\mu = -1, we have the following criterion:

Proposition 2 ("logarithmic criterion of order 0")

Let f be a regulated function ≥0\geq 0 on an interval [a,+∞[[a, +\infty[; if f(x)≼xμf(x) \preccurlyeq x^\mu for some μ<−1\mu < -1 then the integral ∫a+∞f(t) dt\int_a^{+\infty} f(t) \, dt converges; if f(x)≽xμf(x) \succcurlyeq x^\mu for some μ≥−1\mu \geq -1 then the integral ∫a+∞f(t) dt\int_a^{+\infty} f(t) \, dt is infinite.

This criterion is not decisive when 1/x1+α≪f(x)≪1/x1/x^{1+\alpha} \ll f(x) \ll 1/x for every exponent α>0\alpha > 0, as, for example, when f(x)=1/x(log⁡x)μf(x) = 1/x(\log x)^\mu (μ>0\mu > 0). But in this last case f has primitive 11−μ(log⁡x)1−μ\frac{1}{1-\mu} (\log x)^{1-\mu} if μ≠1\mu \neq 1 and log⁡log⁡x\log \log x when μ=1\mu = 1. Thus:

Proposition 3 ("logarithmic criterion of order 1")

Let f be a regulated function ≥0\geq 0 on an interval [a,+∞[[a, +\infty[; if f(x)≼1/x(log⁡x)μf(x) \preccurlyeq 1/x(\log x)^\mu for some μ>1\mu > 1 then the integral ∫a+∞f(t) dt\int_a^{+\infty} f(t) \, dt converges; if f(x)≽1/x(log⁡x)μf(x) \succcurlyeq 1/x(\log x)^\mu for some μ≤1\mu \leq 1 then the integral ∫a+∞f(t) dt\int_a^{+\infty} f(t) \, dt is infinite.

Generally, for every integer n≥0n \geq 0, let us denote by ln(x)l_n(x) the function defined inductively (for x large enough) by the relations l0(x)=xl_0(x) = x, ln(x)=log⁡(ln−1(x))l_n(x) = \log(l_{n-1}(x)) for n≥1n \geq 1; one says that ln(x)l_n(x) is the nth iterated logarithm of x (cf. Appendix). One verifies immediately that 11−μ(ln(x))1−μ\frac{1}{1-\mu} (l_n(x))^{1-\mu} is a primitive of

1xl1(x)l2(x)…ln−1(x)(ln(x))μ \frac{1}{x l_1(x) l_2(x) \ldots l_{n-1}(x) (l_n(x))^\mu}

for μ≠1\mu \neq 1, and ln+1(x)l_{n+1}(x) is a primitive of 1xl1(x)l2(x)…ln−1(x)ln(x)\frac{1}{x l_1(x) l_2(x) \ldots l_{n-1}(x) l_n(x)}. Hence:

Proposition 4 ("logarithmic criterion of order n")

Let f be a regulated function ≥0\geq 0 on an interval [a,+∞[[a, +\infty[; if, for some μ>1\mu > 1, f(x)≼1xl1(x)l2(x)…ln−1(x)(ln(x))μf(x) \preccurlyeq \frac{1}{x l_1(x) l_2(x) \ldots l_{n-1}(x) (l_n(x))^\mu}, then the integral ∫a+∞f(t) dt\int_a^{+\infty} f(t) \, dt converges; if f(x)≽1xl1(x)l2(x)…ln−1(x)(ln(x))μf(x) \succcurlyeq \frac{1}{x l_1(x) l_2(x) \ldots l_{n-1}(x) (l_n(x))^\mu} for some μ≤1\mu \leq 1, then the integral ∫a+∞f(t) dt\int_a^{+\infty} f(t) \, dt is infinite.

Each logarithmic criterion is thus applicable to functions for which the criteria of lower order are not decisive (cf. V, p. 264, exerc. 5 b) and V, p. 265, exerc. 8).

Because of its usefulness we translate the criterion of order 0 for integrals ∫αaf(t) dt\int_{\alpha}^{a} f(t) \, dt where ff is regulated and ≥0\geq 0 on a non-compact interval ]α,a]]\alpha, a]:

Proposition 5 ("logarithmic criterion of order 0")

If on a neighbourhood of α\alpha one has f(x)≤1/(x−α)μf(x) \leq 1/(x-\alpha)^{\mu} for some μ<1\mu < 1 then the integral ∫αaf(t) dt\int_{\alpha}^{a} f(t) \, dt converges; if f(x)≥1/(x−α)μf(x) \geq 1/(x-\alpha)^{\mu} for some μ≥1\mu \geq 1 then the integral ∫αaf(t) dt\int_{\alpha}^{a} f(t) \, dt is infinite.

We leave it to the reader to translate the logarithmic criterion of order nn similarly.

The application of the logarithmic criteria is immediate if one knows how to obtain the principal part of ff with respect to a comparison scale containing the functions that feature in these criteria: if f1f_1 is the principal part, the integral ∫α+∞f(t) dt\int_{\alpha}^{+\infty} f(t) \, dt converges or is infinite together with ∫α+∞f1(t) dt\int_{\alpha}^{+\infty} f_1(t) \, dt, and the logarithmic criteria apply immediately to this last integral.

Example 1

The function tp(1−t)qt^p(1-t)^q is not bounded on ]0,1[]0, 1[ when p<0p < 0 or q<0q < 0; by the logarithmic criterion of order 0 applied on a neighbourhood of the points 0 and 1 the integral ∫01tp(1−t)q dt\int_{0}^{1} t^p(1-t)^q \, dt converges if and only if p>−1p > -1 and q>−1q > -1. If so, this integral is called the Eulerian integral of the first kind and is denoted by B(p+1,q+1)\mathbf{B}(p+1, q+1) (cf. VII, p. 312).

Example 2

Consider the integral ∫0+∞tλ−1e−t dt\int_{0}^{+\infty} t^{\lambda-1} e^{-t} \, dt. Since e−t∼1e^{-t} \sim 1 on a neighbourhood of 0, one must have λ>0\lambda > 0 if this integral is to converge; this condition is also sufficient since on a neighbourhood of +∞+\infty one has e−t≪t−μe^{-t} \ll t^{-\mu} for any μ>0\mu > 0. When x>0x > 0 the integral is called the Eulerian integral of the second kind and is denoted by Γ(x)\Gamma(x) (cf. VII, p. 311).

3. Integration of comparison relations: II. Strong relations

Proposition 6

Let f\mathbf{f} be a regulated vector function, and gg a regulated function ≥0\geq 0 on [a,+∞[[a, +\infty[.

1. *If the integral ∫a+∞g(t) dt\int_{a}^{+\infty} g(t) \, dt converges then the relation f≪g\mathbf{f} \ll g (resp. f∼cg\mathbf{f} \sim c g, where cc is constant) implies that ∫x+∞f(t) dt≪∫x+∞g(t) dt\int_{x}^{+\infty} \mathbf{f}(t) \, dt \ll \int_{x}^{+\infty} g(t) \, dt (resp. ∫x+∞f(t) dt∼c∫x+∞g(t) dt\int_{x}^{+\infty} \mathbf{f}(t) \, dt \sim c \int_{x}^{+\infty} g(t) \, dt).

2. If the integral ∫a+∞g(t) dt\int_{a}^{+\infty} g(t) \, dt is infinite then the relation f≪g\mathbf{f} \ll g (resp. f∼cg\mathbf{f} \sim c g) implies that

∫αγf(t) dt≪∫βγg(t) dt(resp. ∫αγf(t) dt∼c∫βγg(t) dt), \int_{\alpha}^{\gamma} \mathbf{f}(t) \, dt \ll \int_{\beta}^{\gamma} g(t) \, dt \quad \text{(resp. } \int_{\alpha}^{\gamma} \mathbf{f}(t) \, dt \sim c \int_{\beta}^{\gamma} g(t) \, dt),
for any α\alpha and β\beta in [a,+∞[[a, +\infty[.

It is enough to prove the proposition for the relation f≪g\mathbf{f} \ll g since, if c≠0c \neq 0, the relation f∼cg\mathbf{f} \sim c g is equivalent to f−cg≪g\mathbf{f} - c g \ll g.

The first part is an immediate consequence of the mean value theorem, since if ∥f(x)∥≤εg(x)\| \mathbf{f}(x) \| \leq \varepsilon g(x) for x≥x0x \geq x_0 one deduces that

∥∫x+∞f(t) dt∥≤∫x+∞∥f(t)∥ dt≤ε∫x+∞g(t) dtfor x≥x0. \left\| \int_{x}^{+\infty} \mathbf{f}(t) \, dt \right\| \leq \int_{x}^{+\infty} \| \mathbf{f}(t) \| \, dt \leq \varepsilon \int_{x}^{+\infty} g(t) \, dt \quad \text{for } x \geq x_0.

In the second place, suppose that ∫a+∞g(t) dt=+∞\int_{a}^{+\infty} g(t) \, dt = +\infty. If ∥f(x)∥≤εg(x)\| \mathbf{f}(x) \| \leq \varepsilon g(x) for x≥x0≥max⁡(α,β)x \geq x_0 \geq \max(\alpha, \beta), one has

∫αx∥f(t)∥ dt=∫αx0∥f(t)∥ dt+∫x0x∥f(t)∥ dt≤∫αx0∥f(t)∥ dt+ε∫x0xg(t) dt=ε∫βxg(t) dt+(∫αx0∥f(t)∥ dt−ε∫βx0g(t) dt). \begin{align*} \int_{\alpha}^{x} \| \mathbf{f}(t) \| \, dt &= \int_{\alpha}^{x_0} \| \mathbf{f}(t) \| \, dt + \int_{x_0}^{x} \| \mathbf{f}(t) \| \, dt \\ &\leq \int_{\alpha}^{x_0} \| \mathbf{f}(t) \| \, dt + \varepsilon \int_{x_0}^{x} g(t) \, dt \\ &= \varepsilon \int_{\beta}^{x} g(t) \, dt + \left( \int_{\alpha}^{x_0} \| \mathbf{f}(t) \| \, dt - \varepsilon \int_{\beta}^{x_0} g(t) \, dt \right). \end{align*}

Now there exists an x1≥x0x_1 \geq x_0 such that for every x≥x1x \geq x_1

∣∫αx0∥f(t)∥ dt−ε∫βx0g(t) dt∣≤ε∫βxg(t) dt \left| \int_{\alpha}^{x_0} \| \mathbf{f}(t) \| \, dt - \varepsilon \int_{\beta}^{x_0} g(t) \, dt \right| \leq \varepsilon \int_{\beta}^{x} g(t) \, dt

whence, for x≥x1x \geq x_1

∥∫αxf(t) dt∥≤∫αx∥f(t)∥ dt≤2ε∫βxg(t) dt \left\| \int_{\alpha}^{x} \mathbf{f}(t) \, dt \right\| \leq \int_{\alpha}^{x} \| \mathbf{f}(t) \| \, dt \leq 2\varepsilon \int_{\beta}^{x} g(t) \, dt

which completes the proof, since ε>0\varepsilon > 0 is arbitrary.

In other words, one can integrate the two terms of a strong relation f≪g\mathbf{f} \ll g, f∼ag\mathbf{f} \sim \mathbf{a}g, when gg is positive on an interval [a,+∞[[a, +\infty[, and the relation persists between the primitives of the two terms, provided one takes care to integrate from xx to +∞+\infty if ∫a+∞g(t) dt\int_{a}^{+\infty} g(t) \, dt converges, and from α\alpha to xx (for any α\alpha in [a,+∞[[a, +\infty[) in the opposite case.

Note that props. 1 (V, p. 228) and 6 (V, p. 230) remain valid when F\mathfrak{F} is a base for the trace filter of the intervals [t,+∞[[t, +\infty[ (where t>at > a) on the complement of a countable set (cf. I, p. 15, th. 2).

Example 1

On applying prop. 6 of V, p. 230, to the relation 1/x≪xα−11/x \ll x^{\alpha-1} where α>0\alpha > 0, one again obtains the relation log⁡x≪xα\log x \ll x^{\alpha} for every α>0\alpha > 0, which is equivalent to the relation y1/α≪eyy^{1/\alpha} \ll e^y proved in III, p. 105.

Example 2

We have (etx)′=etx(1−1x)∼et/x\left( \frac{e^t}{x} \right)' = \frac{e^t}{x} \left( 1 - \frac{1}{x} \right) \sim e^t / x; since et/xe^t / x tends to +∞+\infty with xx, one deduces from prop. 6 of V, p. 230, that ∫1xett dt∼ex/x\int_{1}^{x} \frac{e^t}{t} \, dt \sim e^x / x.

Remark

When gg is not assumed to remain ≥0\geq 0 on an interval [a,+∞[[a, +\infty[ (or to remain ≤0\leq 0 on such an interval), and ∫a+∞g(t) dt\int_{a}^{+\infty} g(t) \, dt is not convergent, the relation f∼gf \sim g does not necessarily imply that ∫axf(t) dt∼∫axg(t) dt\int_{a}^{x} f(t) \, dt \sim \int_{a}^{x} g(t) \, dt, as is shown by the example where g(x)=sin⁡xg(x) = \sin x and f(x)=(1+sin⁡xx)sin⁡xf(x) = \left( 1 + \frac{\sin x}{x} \right) \sin x; here

∫nπ(n+1)πsin⁡2tt dt≥1(n+1)π∫0πsin⁡2t dt≥12∫n+1n+2dtt, \int_{n\pi}^{(n+1)\pi} \frac{\sin^2 t}{t} \, dt \geq \frac{1}{(n+1)\pi} \int_{0}^{\pi} \sin^2 t \, dt \geq \frac{1}{2} \int_{n+1}^{n+2} \frac{dt}{t},

whence

∫πnπsin⁡2tt dt≥12∫2n+1dtt \int_{\pi}^{n\pi} \frac{\sin^2 t}{t} \, dt \geq \frac{1}{2} \int_2^{n+1} \frac{dt}{t}
and the integral ∫1+∞dt/t\int_1^{+\infty} dt/t is infinite, though ∫π2xg(t) dt=−cos⁡x\int_{\frac{\pi}{2}}^x g(t) \, dt = -\cos x remains bounded (see V, p. 260, exerc. 4).

4. Differentiation of comparison relations

Propositions 1 (V, p. 228) and 6 (V, p. 230) do not have converses: the existence of a comparison relation f≼g, f≪g, f∼cgf \preccurlyeq g,\ f \ll g,\ f \sim cg between two functions that are differentiable on a neighbourhood of +∞+\infty does not imply the same comparison relation between their derivatives, even for real monotone functions ff and gg.

For example, the function x2+xsin⁡x+cos⁡xx^2 + x \sin x + \cos x is monotone and equivalent to x2x^2, but its derivative x(2+cos⁡x)x(2 + \cos x) is not equivalent to 2x2x.

On the other hand, one can derive comparison relations when one assumes a priori that the derivatives of the functions considered are comparable (V, p. 217). In general, we shall say that two real functions ff and gg defined on an interval [a,+∞[[a, +\infty[ are comparable to order kk on a neighbourhood of +∞+\infty if, on a neighbourhood of +∞+\infty, they each have a regulated kthk^{th} derivative except at a countable set of points, and if, on this neighbourhood, f(k)f^{(k)} and g(k)g^{(k)} have constant sign (on the set on which they are defined) and are comparable.

We agree to say that two comparable real functions (V, p. 217) are comparable of order 0.

Proposition 7

If two real functions f, gf,\ g, are comparable of order 1, then they are comparable; further, the relation f≪gf \ll g (resp. f∼cgf \sim cg, cc constant) implies f′≪g′f' \ll g' (resp. f′∼cg′f' \sim cg') unless gg is equivalent to a nonzero constant.

Now, since f′f' and g′g' are of constant sign on an interval [x0,+∞[[x_0, +\infty[, both ff and gg are monotone on this interval, so tend to a finite or infinite limit as xx tends to +∞+\infty. It is clear that ff and gg are comparable as xx tends to +∞+\infty if one of these limits is finite and ≠0\neq 0, or if one is zero and the other infinite. If both ff and gg tend to 0 one can write f(x)=−∫x+∞f′(t) dt, g(x)=−∫x+∞g′(t) dtf(x) = -\int_x^{+\infty} f'(t) \, dt,\ g(x) = -\int_x^{+\infty} g'(t) \, dt; since f′f' and g′g' are comparable the same is true for ff and gg and the comparison relation between ff and gg is the same as that between f′f' and g′g', by prop. 6 (V, p. 20). Similarly, if ff and gg both have an infinite limit one has f(x)=f(x0)+∫x0xf′(t) dt, g(x)=g(x0)+∫x0xg′(t) dtf(x) = f(x_0) + \int_{x_0}^x f'(t) \, dt,\ g(x) = g(x_0) + \int_{x_0}^x g'(t) \, dt; again prop. 6 (V, p. 230) shows that ff and gg are comparable and that the comparison relation between ff and gg is the same as that between f′f' and g′g'. To complete the proof it remains to consider the case where gg tends to ±∞\pm \infty and ff to a constant: one cannot then have f′≽g′f' \succcurlyeq g', since then one could deduce from prop. 1 (V, p. 218) that the integral ∫x0+∞g′(t) dt\int_{x_0}^{+\infty} g'(t) \, dt was convergent; since f′f' and g′g' have been assumed comparable, one must have f′≪g′f' \ll g'.

Corollary

If two real functions f,gf, g, are comparable of order k⩾1k \geqslant 1, then they are comparable of order pp for 0⩽p⩽k0 \leqslant p \leqslant k; further, the relation f≪gf \ll g (resp. f∼cgf \sim cg) implies f(k)≪g(k)f^{(k)} \ll g^{(k)} (resp. f(k)∼cg(k)f^{(k)} \sim cg^{(k)}) unless one of the derivatives g(p)g^{(p)} (0⩽p⩽k−10 \leqslant p \leqslant k - 1) is equivalent to a constant ≠0\neq 0.

Indeed, since f(k)f^{(k)} and g(k)g^{(k)} have constant sign on an interval [x0,+∞[[x_0, +\infty[, it follows that f(k−1)f^{(k-1)} and g(k−1)g^{(k-1)} are monotone on this interval, so have constant sign on a neighbourhood of +∞+\infty; further, prop. 7 of V, p. 232, shows that f(k−1)f^{(k-1)} and g(k−1)g^{(k-1)} are comparable, so the corollary follows from applying prop. 7 recursively.

Remark 1

The restriction on gg in prop. 7 is essential. For example, one has 1x≪1+1x\frac{1}{x} \ll 1 + \frac{1}{x} even though the derivatives of the two sides are equivalent; similarly 1+1x∼1+1x21 + \frac{1}{x} \sim 1 + \frac{1}{x^2}, but 1/x2≫2/x31/x^2 \gg 2/x^3.

Remark 2

Though ff and gg are comparable of order kk a function f1f_1 equivalent to ff need not be comparable of order kk to gg; however it will be so if one assumes that f1f_1 is comparable of order kk to ff and that none of the derivatives f(p)f^{(p)} (0⩽p⩽k−10 \leqslant p \leqslant k - 1) is equivalent to a nonzero constant.

Remark 3

If ff and gg are comparable of order kk this need not be so for hfhf and hghg even for a monotone function hh as simple as h(x)=xh(x) = x (V, p. 260, exerc. 3); likewise, 1/f1/f and 1/g1/g are not necessarily comparable of order kk (V, p. 259, exerc. 1).

5. Principal part of a primitive

Let ff be a regulated real function ≠0\neq 0 having constant sign on an interval [a,+∞[[a, +\infty[; the following proposition allows one to obtain the principal part of the primitive ∫a+∞f(t) dt\int_a^{+\infty} f(t)\,dt if ∫a+∞f(t) dt\int_a^{+\infty} f(t)\,dt converges in certain cases, and of the primitive ∫axf(t) dt\int_a^x f(t)\,dt if ∫a+∞f(t) dt\int_a^{+\infty} f(t)\,dt is infinite:

Proposition 8

Put* F(x)=∫x+∞f(t) dtF(x) = \int_x^{+\infty} f(t)\,dt if ∫a+∞f(t) dt\int_a^{+\infty} f(t)\,dt converges, and F(x)=∫axf(t) dtF(x) = \int_a^x f(t)\,dt if ∫a+∞f(t) dt\int_a^{+\infty} f(t)\,dt is infinite. Suppose that log⁡∣f∣\log|f| and log⁡x\log x are comparable of order 1.

1 If ff is of finite order μ≠−1\mu \neq -1 with respect to xx one has

F(x)∼1∣μ+1∣xf(x). F(x) \sim \frac{1}{|\mu+1|} x f(x).
(1)

2 If ff is of infinite order relative to xx and if f/f′f/f' and xx are comparable of order 1, then one has

F(x)∼(f(x))2∣f′(x)∣. F(x) \sim \frac{(f(x))^2}{|f'(x)|}.
(2)

One should note that the hypothesis implies that f(x)f(x) has a determinate order relative to xx (V, p. 219).

1 If ff is of order μ≠0\mu \neq 0 relative to xx one has log⁡∣f∣∼μlog⁡x\log|f| \sim \mu \log x, so, since log⁡∣f∣\log|f| and log⁡x\log x are comparable of order 1, by prop. 7 of V, p. 232 one has f′/f∼f'/f \sim μ/x, whence xf′∼μfx f' \sim \mu f. If μ>−1\mu > -1 one has f(x)≫xμ−εf(x) \gg x^{\mu-\varepsilon} for every ε>0\varepsilon > 0, and hence (V, p. 229, prop. 2) the integral ∫a+∞f(t) dt\int_a^{+\infty} f(t)\,dt is infinite. One can write F(x)=∫axf(t) dt=xf(x)−af(a)−∫axtf′(t) dtF(x) = \int_a^x f(t)\,dt = x f(x) - af(a) - \int_a^x t f'(t)\,dt, whence again

∫ax(f(t)+tf′(t)) dt=xf(x)−af(a); \int_a^x (f(t) + t f'(t))\,dt = x f(x) - af(a);
since μ≠−1\mu \neq -1 we have f(x)+xf′(x)∼(μ+1)f(x)f(x) + x f'(x) \sim (\mu + 1) f(x), so (V, p. 230, prop. 6)
∫ax(f(t)+tf′(t)) dt∼(μ+1)F(x), \int_a^x (f(t) + t f'(t))\,dt \sim (\mu + 1) F(x),
which proves (1) in this case. If μ=0\mu = 0 one has likewise that xf′(x)≪f(x)x f'(x) \ll f(x), which again gives f(x)+xf′(x)∼f(x)f(x) + x f'(x) \sim f(x). One argues similarly when μ<−1\mu < -1, in the case where ∫a+∞f(t) dt\int_a^{+\infty} f(t)\,dt converges.

2) If ff is of order +∞+\infty relative to xx one has log⁡∣f∣≫log⁡x\log |f| \gg \log x, so (V, p. 232, prop. 7) f′/f≫1/xf'/f \gg 1/x, or again, putting g(x)=f(x)/f′(x)g(x) = f(x)/f'(x), g(x)≪xg(x) \ll x; further, since f(x)≫xαf(x) \gg x^\alpha for every α>0\alpha > 0 the integral ∫a+∞f(t) dt\int_a^{+\infty} f(t)\,dt is infinite. One can write

F(x)=∫axf(t) dt=∫axg(t)f′(t) dt=g(x)f(x)−g(a)f(a)−∫axf(t)g′(t) dt; F(x) = \int_a^x f(t)\,dt = \int_a^x g(t) f'(t)\,dt = g(x) f(x) - g(a) f(a) - \int_a^x f(t) g'(t)\,dt;
since gg and xx are comparable of order 1, from the relation g(x)≪xg(x) \ll x one can deduce (V, p. 232, prop. 7) that g′(x)≪1g'(x) \ll 1, hence that fg′≪ff g' \ll f, and consequently (V, p. 230, prop.6)
∫axf(t)g′(t) dt≪F(x), \int_a^x f(t) g'(t)\,dt \ll F(x),
which establishes the relation (2). The proof is similar when ff is of order −∞-\infty relative to xx, in the case where ∫a+∞f(t) dt\int_a^{+\infty} f(t)\,dt converges.

Let E\mathscr{E} be a comparison scale (for real xx tending to +∞+\infty) formed of nonzero real functions that are of constant sign on a neighbourhood of +∞+\infty, such that x∈Ex \in \mathscr{E} and such that the product and quotient of two functions in E\mathscr{E} again belongs to E\mathscr{E} (V, p. 221 and p. 224). If a regulated function ff with constant sign on a neighbourhood of +∞+\infty has a principal part cgc g relative to E\mathscr{E}, then ∫x+∞f(t) dt\int_x^{+\infty} f(t)\,dt (resp. ∫axf(t) dt\int_a^x f(t)\,dt according to the case) will be equivalent to c∫x+∞g(t) dtc \int_x^{+\infty} g(t)\,dt (resp. c∫axg(t) dtc \int_a^x g(t)\,dt); if the function gg satisfies the hypotheses of prop. 8 of V, p. 233, and if (when the formula (2) of V, p. 233, applies) one knows a principal part of g′g' relative to E\mathscr{E}, one will thus have a principal part of ∫x+∞f(t) dt\int_x^{+\infty} f(t)\,dt (resp. ∫axf(t) dt\int_a^x f(t)\,dt) relative to E\mathscr{E}.

Example 1

The function 1/log⁡x1/\log x is of order 0 relative to xx and satisfies the conditions of prop. 8 of V, p. 233; thus

∫axdtlog⁡t∼xlog⁡x. \int_a^x \frac{dt}{\log t} \sim \frac{x}{\log x}.

Example 2

The function et2e^{t^2} is of order +∞+\infty relative to xx and satisfies the conditions of prop. 8, so

∫axet2 dt∼12x ex2. \int_a^x e^{t^2}\,dt \sim \frac{1}{2x}\,e^{x^2}.

In the Appendix (V, p. 252) we shall define a set of functions for which prop. 7 and prop. 8 always apply.

Remark

Prop. 8 does not apply directly to a function ff of order −1-1 relative to xx. But then one can write f(x)=f1(x)/xf(x) = f_1(x)/x, with f1f_1 of order 0 relative to xx. Suppose, for example, that ∫a+∞f(t) dt\int_a^{+\infty} f(t)\,dt is infinite; then

F(x)=∫axf(t) dt=∫ax1tf1(t) dt=∫log⁡alog⁡xf1(eu) du. F(x) = \int_a^x f(t)\,dt = \int_a^x \frac{1}{t} f_1(t)\,dt = \int_{\log a}^{\log x} f_1(e^u)\,du.

If the function f1(et)f_1(e^t) satisfies the hypotheses of prop. 8 and has an order ≠−1\neq -1 relative to yy (that is, if f1(x)f_1(x) has an order ≠−1\neq -1 relative to log⁡x\log x) the formulae (1) and (2) again allow us to obtain a principal part for F(x)F(x). For example, let f(x)=exp⁡(log⁡x)xlog⁡xf(x) = \frac{\exp(\sqrt{\log x})}{x \log x}; since exp⁡(log⁡x)\exp(\sqrt{\log x}) is of order 0 relative to xx, ff is of order −1-1; here one has f1(et)=et/yf_1(e^t) = e^{\sqrt{t}}/y, and this function is of order +∞+\infty relative to yy; prop. 8 applies and gives ∫axeu/u du∼2ey/y\int_a^x e^{\sqrt{u}}/u\,du \sim 2e^{\sqrt{y}}/\sqrt{y}: on reverting to the variable xx we have ∫axexp⁡(log⁡t)tlog⁡t dt∼2exp⁡(log⁡x)log⁡x\int_a^x \frac{\exp(\sqrt{\log t})}{t \log t}\,dt \sim \frac{2\exp(\sqrt{\log x})}{\sqrt{\log x}}.

6. Asymptotic expansion of a primitive

Let E\mathscr{E} be a comparison scale on a neighbourhood of +∞+\infty formed of real functions ≠0\neq 0 of constant sign on a neighbourhood of +∞+\infty; let f\mathbf{f} be a regulated vector function defined on an interval [a, +∞[[a,\,+\infty[, with values in a complete normed space EE, admitting an asymptotic expansion

f=∑λ≤αaλgλ+rα \mathbf{f} = \sum_{\lambda \leq \alpha} \mathbf{a}_\lambda g_\lambda + \mathbf{r}_\alpha

to precision gαg_\alpha relative to E\mathscr{E}. Suppose further that every primitive ∫axg(t) dt\int_a^x g(t)\,dt of a function g∈Eg \in \mathscr{E} admits an asymptotic expansion with respect to E\mathscr{E}. In these circumstances we shall see that one can obtain an asymptotic expansion of F(x)=∫axf(t) dtF(x) = \int_a^x \mathbf{f}(t)\,dt with respect to E\mathscr{E}. We distinguish two cases:

1. ∫a+∞gα(t) dt\int_a^{+\infty} g_\alpha(t)\,dt is infinite; then one has ∫axrα(t) dt≪∫axgα(t) dt\int_a^x \mathbf{r}_\alpha(t)\,dt \ll \int_a^x g_\alpha(t)\,dt (V, p. 230, prop. 6); by hypothesis one can obtain an asymptotic expansion of ∑λ≤αaλ∫axgλ(t) dt\sum_{\lambda \leq \alpha} \mathbf{a}_\lambda \int_a^x g_\lambda(t)\,dt to a certain precision gρg_\rho (V, p. 222); if cgσc g_\sigma is the principal part of ∫axgα(t) dt\int_a^x g_\alpha(t)\,dt one will thus have an asymptotic expansion of ∫axf(t) dt\int_a^x \mathbf{f}(t)\,dt to precision gmin⁡(ρ,σ)g_{\min(\rho,\sigma)}, with all the terms having indefinitely increasing norms.

2. ∫a+∞gα(t) dt\int_a^{+\infty} g_\alpha(t)\,dt converges; let β\beta then be the smallest of the indices λ≤α\lambda \leq \alpha such that aλ≠0\mathbf{a}_\lambda \neq 0 and such that ∫a+∞gλ(t) dt\int_a^{+\infty} g_\lambda(t)\,dt converges; the integral

C=∫a+∞(f(t)−∑λ<βaλgλ(t))dt C = \int_a^{+\infty} \left( \mathbf{f}(t) - \sum_{\lambda < \beta} \mathbf{a}_\lambda g_\lambda(t) \right) dt

is then convergent, and one can write

F(x)=∑λ<βaλ∫axgλ(t) dt+C−∑β≤λ≤αaλ∫a+∞gλ(t) dt−∫a+∞rα(t) dt. F(x) = \sum_{\lambda < \beta} \mathbf{a}_\lambda \int_a^x g_\lambda(t)\,dt + C - \sum_{\beta \leq \lambda \leq \alpha} \mathbf{a}_\lambda \int_a^{+\infty} g_\lambda(t)\,dt - \int_a^{+\infty} \mathbf{r}_\alpha(t)\,dt.

Then ∫a+∞rα(t) dt≪∫1+∞gα(t) dt\int_a^{+\infty} r_\alpha(t) \, dt \ll \int_1^{+\infty} g_\alpha(t) \, dt; if cgσc g_\sigma is the principal part of ∫1+∞gα(t) dt\int_1^{+\infty} g_\alpha(t) \, dt, and if one has an asymptotic expansion of

∑λ<βaλ∫aλgλ(t) dt+C−∑β≤λ≤αaλ∫λ+∞gλ(t) dt \sum_{\lambda < \beta} a_\lambda \int_a^\lambda g_\lambda(t) \, dt + C - \sum_{\beta \leq \lambda \leq \alpha} a_\lambda \int_\lambda^{+\infty} g_\lambda(t) \, dt

to precision gρg_\rho, one will as a result have an asymptotic expansion of FF to precision gmin⁡(ρ,σ)g_{\min(\rho, \sigma)}.

So it all amounts to finding asymptotic expansions with respect to E\mathscr{E} of primitives of functions in E\mathscr{E}. We have seen how, subject to certain hypotheses on E\mathscr{E}, prop. 8 of V, p. 233 gives the principal part of such a primitive. Further, the proof of prop. 8 gives the expression for the difference of the two sides of formula (1) (resp. (2)) of V, p. 233, in the form of a primitive of the function 1∣μ+1∣(xf′(x)+f(x))−f(x)\frac{1}{|\mu + 1|} (x f'(x) + f(x)) - f(x) (resp. f(x)g′(x)f(x) g'(x) with g=f/f′g = f/f'); on forming the principal part of this new primitive, as an asymptotic expansion of the right-hand side of (1) (resp. (2)), one obtains the right-hand side of the sought-for expansion (see V, p. 247-255).

Example 1

Let f(x)=1/log⁡xf(x) = 1/\log x (x>1x > 1); we have seen that ∫aλdt/log⁡t∼x/log⁡x\int_a^\lambda dt / \log t \sim x / \log x, and that the difference ∫aλdtlog⁡t−λlog⁡λ\int_a^\lambda \frac{dt}{\log t} - \frac{\lambda}{\log \lambda} is a primitive of 1/(log⁡x)21/(\log x)^2; one can apply prop. 8 again to this function, so obtaining ∫aλdt/(log⁡t)2∼x/(log⁡x)2\int_a^\lambda dt / (\log t)^2 \sim x / (\log x)^2. By recursion one thus obtains the expansion

∫aλdtlog⁡t=xlog⁡x+x(log⁡x)2+2x(log⁡x)3+⋯+(n−1)!x(log⁡x)n+o(x(log⁡x)n). \int_a^\lambda \frac{dt}{\log t} = \frac{x}{\log x} + \frac{x}{(\log x)^2} + \frac{2x}{(\log x)^3} + \cdots + (n-1)! \frac{x}{(\log x)^n} + o \left( \frac{x}{(\log x)^n} \right).

Note that, irrespective of nn, all the terms of this expansion tend to +∞+\infty with xx.

Example 2

Let f(x)=exx2+1f(x) = \frac{e^x}{x^2 + 1}; one can write f(x)=exx2−exx4+o1(exx4)f(x) = \frac{e^x}{x^2} - \frac{e^x}{x^4} + o_1 \left( \frac{e^x}{x^4} \right). Prop. 8 gives the expansions

∫aλett2 dt=exx2+2exx3+6exx4+o2(exx4),∫aλett4 dt=exx4+o3(exx4) \int_a^\lambda \frac{e^t}{t^2} \, dt = \frac{e^x}{x^2} + \frac{2e^x}{x^3} + \frac{6e^x}{x^4} + o_2 \left( \frac{e^x}{x^4} \right), \quad \int_a^\lambda \frac{e^t}{t^4} \, dt = \frac{e^x}{x^4} + o_3 \left( \frac{e^x}{x^4} \right)

whence, on adding,

∫aλett2+1 dt=exx2+2exx3+5exx4+o4(exx4). \int_a^\lambda \frac{e^t}{t^2 + 1} \, dt = \frac{e^x}{x^2} + 2 \frac{e^x}{x^3} + 5 \frac{e^x}{x^4} + o_4 \left( \frac{e^x}{x^4} \right).

Exercises

See the exercises for § 3.

Transcribed from the printed volume. Not translated.