Bourbaki

Proposition 6

Tag 08G4, permanent. Cite it as [Bourbaki, Tag 08G4].

Functions of a Real Variable, chapter V, § 4. APPLICATION TO SERIES WITH POSITIVE TERMS

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=1ng(m)∼g(n)if∑n=1∞g(n)=+∞;(1) s_n = \sum_{m=1}^n g(m) \sim g(n) \qquad \text{if} \quad \sum_{n=1}^\infty g(n) = +\infty; \tag{1}
rn=∑m=n+1∞g(m)∼g(n+1)if∑n=1∞g(n)<+∞.(2) r_n = \sum_{m=n+1}^\infty g(m) \sim g(n+1) \qquad \text{if} \quad \sum_{n=1}^\infty g(n) < +\infty. \tag{2}

2° If g is of finite order μ\mu with respect to exe^x one has

sn=∑m=1ng(m)∼μ1−e−μ∫λ0ng(t) dtif∑n=1∞g(n)=+∞;(3) s_n = \sum_{m=1}^n g(m) \sim \frac{\mu}{1 - e^{-\mu}} \int_{\lambda_0}^n g(t) \, dt \qquad \text{if} \quad \sum_{n=1}^\infty g(n) = +\infty; \tag{3}
rn=∑m=n+1∞g(m)∼μ1−e−μ∫n∞g(t) dtif∑n=1∞g(n)<+∞(4) r_n = \sum_{m=n+1}^\infty g(m) \sim \frac{\mu}{1 - e^{-\mu}} \int_n^\infty g(t) \, dt \qquad \text{if} \quad \sum_{n=1}^\infty g(n) < +\infty \tag{4}

(the number μ1−e−μ\frac{\mu}{1 - e^{-\mu}} is to be replaced by 1 in (3) and (4) when μ=0\mu = 0).

1° If g is of order +∞+\infty relative to exe^x one has log⁡g≫x\log g \gg x whence g′/g≫1g'/g \gg 1, or g′≫gg' \gg g, by the hypothesis; g is therefore increasing and tends to +∞+\infty with xx, whence ∑n=1∞g(n)=+∞\sum_{n=1}^\infty g(n) = +\infty. If uu is the step function associated with the series (g(n))(g(n)) (V, p. 237), one has u(x)≤g(x)u(x) \leq g(x) starting from a certain value of xx, so u≪gu \ll g and consequently

sn−1=∫1nu(t) dt≪∫1ng(t) dt≪∫1ng′(t) dt∼g(n); s_{n-1} = \int_1^n u(t) \, dt \ll \int_1^n g(t) \, dt \ll \int_1^n g'(t) \, dt \sim g(n);

since sn=sn−1+g(n)s_n = s_{n-1} + g(n) one has sn∼g(n)s_n \sim g(n). The proof is similar when g is of order −∞-\infty relative to exe^x; we thus obtain formula (2).

2° If g is of finite order μ\mu relative to exe^x one can write g(x)=eμxh(x)g(x) = e^{\mu x} h(x) where h is of order 0 relative to exe^x; further, by hypothesis, log⁡g∼μx\log g \sim \mu x for μ≠0\mu \neq 0 (log⁡g≪x\log g \ll x for μ=0\mu = 0) implies h′≪hh' \ll h. Suppose first that ∑n=1∞g(n)=+∞\sum_{n=1}^\infty g(n) = +\infty (which implies that μ≥0\mu \geq 0; the converse always holds if μ>0\mu > 0, since then g(x)g(x) tends to +∞+\infty with xx); let us evaluate the principal part of ∫n−1ng(t) dt\int_{n-1}^n g(t) \, dt. One can write

∫n−1ng(t) dt=∫n−1neμth(t) dt \int_{n-1}^n g(t) \, dt = \int_{n-1}^n e^{\mu t} h(t) \, dt
=h(n)∫n−1neμt dt+∫n−1neμt(h(t)−h(n)) dt = h(n) \int_{n-1}^n e^{\mu t} \, dt + \int_{n-1}^n e^{\mu t} (h(t) - h(n)) \, dt
=1−e−μμg(n)+∫n−1neμt(h(t)−h(n)) dt. = \frac{1 - e^{-\mu}}{\mu} g(n) + \int_{n-1}^n e^{\mu t} (h(t) - h(n)) \, dt.

Now, the relation h′≪hh' \ll h implies that for every ε>0\varepsilon > 0 there is an n0n_0 such that the relation x≥n0x \geq n_0 implies that ∣h′(x)/h(x)∣≤ε|h'(x)/h(x)| \leq \varepsilon; one deduces from the mean value theorem that −ε≤log⁡∣h(t)/h(n)∣≤ε-\varepsilon \leq \log |h(t)/h(n)| \leq \varepsilon, for n−1≤t≤nn-1 \leq t \leq n, if n≥n0n \geq n_0, whence

∣h(t)−h(n)∣≤(eε−1)h(n) |h(t) - h(n)| \leq (e^\varepsilon - 1)h(n)

and consequently

∣∫n−1neμt(h(t)−h(n)) dt∣≤(eε−1)eμnh(n)=(eε−1)g(n) \left| \int_{n-1}^n e^{\mu t} (h(t) - h(n)) \, dt \right| \leq (e^\varepsilon - 1)e^{\mu n}h(n) = (e^\varepsilon - 1)g(n)

since eμte^{\mu t} is increasing. Since eε−1e^\varepsilon - 1 becomes arbitrarily small with ε\varepsilon one sees that one can write

∫n−1ng(t) dt=1−e−μμg(n)+o(g(n)) \int_{n-1}^n g(t) \, dt = \frac{1 - e^{-\mu}}{\mu} g(n) + o(g(n))

(1−e−μμ being replaced by 1 when μ=0)\left( \frac{1 - e^{-\mu}}{\mu} \text{ being replaced by } 1 \text{ when } \mu = 0 \right). The proposition is then a consequence of prop. 2 of V, p. 237. One argues similarly when ∑n=1∞g(n)\sum_{n=1}^\infty 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)s_n = \sum_{m=1}^n g(m). First suppose that gg is of order +∞+\infty relative to eλe^\lambda; for every fixed value of pp one can write, by prop. 6,

sn=g(n)+g(n−1)+⋯+g(n−p)+o(g(n−p)) s_n = g(n) + g(n-1) + \cdots + g(n-p) + o(g(n-p))

and it suffices to expand (relative to E′\mathscr{E}') each of the functions g(n−k)g(n-k) (0≤k≤p0 \leq k \leq p), limiting the precision of the expansions to the principal part of g(n−p)g(n-p), to obtain an expansion for the sns_n.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Cites

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