Let g be a real function, > 0 and monotone, defined on an interval [x0, +\infty[ (where x_0 \leq 1 ), and such that log g and x are comparable to order 1.*
1° If g is of infinite order relative to e, one has
sn=m=1∑ng(m)∼g(n)ifn=1∑∞g(n)=+∞;(1)
rn=m=n+1∑∞g(m)∼g(n+1)ifn=1∑∞g(n)<+∞.(2)
2° If g is of finite order μ with respect to ex one has
(the number 1−e−μμ is to be replaced by 1 in (3) and (4) when μ=0).
1° If g is of order +∞ relative to ex one has logg≫x whence g′/g≫1, or g′≫g, by the hypothesis; g is therefore increasing and tends to +∞ with x, whence ∑n=1∞g(n)=+∞. If u is the step function associated with the series (g(n)) (V, p. 237), one has u(x)≤g(x) starting from a certain value of x, so u≪g and consequently
sn−1=∫1nu(t)dt≪∫1ng(t)dt≪∫1ng′(t)dt∼g(n);
since sn=sn−1+g(n) one has sn∼g(n). The proof is similar when g is of order −∞ relative to ex; we thus obtain formula (2).
2° If g is of finite order μ relative to ex one can write g(x)=eμxh(x) where h is of order 0 relative to ex; further, by hypothesis, logg∼μx for μ=0 (logg≪x for μ=0) implies h′≪h. Suppose first that ∑n=1∞g(n)=+∞ (which implies that μ≥0; the converse always holds if μ>0, since then g(x) tends to +∞ with x); let us evaluate the principal part of ∫n−1ng(t)dt. One can write
∫n−1ng(t)dt=∫n−1neμth(t)dt
=h(n)∫n−1neμtdt+∫n−1neμt(h(t)−h(n))dt
=μ1−e−μg(n)+∫n−1neμt(h(t)−h(n))dt.
Now, the relation h′≪h implies that for every ε>0 there is an n0 such that the relation x≥n0 implies that ∣h′(x)/h(x)∣≤ε; one deduces from the mean value theorem that −ε≤log∣h(t)/h(n)∣≤ε, for n−1≤t≤n, if n≥n0, whence
∣h(t)−h(n)∣≤(eε−1)h(n)
and consequently
∫n−1neμt(h(t)−h(n))dt≤(eε−1)eμnh(n)=(eε−1)g(n)
since eμt is increasing. Since eε−1 becomes arbitrarily small with ε one sees that one can write
∫n−1ng(t)dt=μ1−e−μg(n)+o(g(n))
(μ1−e−μ being replaced by 1 when μ=0). The proposition is then a consequence of prop. 2 of V, p. 237. One argues similarly when ∑n=1∞g(n) is finite.
By applying prop. 6 of V, p. 239, repeatedly one can then sometimes obtain an asymptotic expansion for sn=∑m=1ng(m). First suppose that g is of order +∞ relative to eλ; for every fixed value of p one can write, by prop. 6,
sn=g(n)+g(n−1)+⋯+g(n−p)+o(g(n−p))
and it suffices to expand (relative to E′) each of the functions g(n−k) (0≤k≤p), limiting the precision of the expansions to the principal part of g(n−p), to obtain an expansion for the sn.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.