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K. Chandrasekharan
K. Chandrasekharan
The aim of these lectures is to provide an intorduction to the theory of the Riemann Zeta-function for students who might later want to do research on the subject.
The Prime Number Theorem, Hardys theorem on the
Zeros of (s), and Hamburgers theorem are the principal results proved here. The exposition is self-contained,
and required a preliminary knowledge of only the elements of function theory.
Contents
1 The Maximum Principle
3 Schwarzs Lemma
17
4 Entire Functions
25
35
45
45
49
51
55
55
58
59
vi
Contents
127
135
135
145
146
Lecture 1
lc M n
,
C
n
M
lC
22
2
so that
| f (zo )|
lc M 1
0, as n
22 n
Hence
| f (zo )| = 0.
2
At zo we have
so that
d2
{ f (z)}n z=zo = n f n1 (Z0 ) f (z0 ),
2
dz
2! Z { f (z)}n dz
|nM n1 f (z0 )| =
2i
(z zo )3
C
2!lc n
M ,
23
| f (zo )| < M,
zo D.
|zzo |=r
1
=
2
Z2
(1)
Hence
| f (zo )| Mr .
Further, if there is a point (such that) | zo | = r, and | f ()| <
Mr , then by continuity, there exists a neighbourhood of , on the circle
|z zo | = r, in which | f (z)| Mr , > 0 and we should have
| f (zo )| < Mr ; so that | f (zo )| = Mr implies | f (z)| = Mr everywhere on
|z zo | = r. That is | f (zo + rei )| = | f (zo )| for 0 2, or
f (zo + rei ) = f (zo )ei ,
0 2
Z2
cos d
Z2
()d
Hence
()d =
Z1
0
Z2
1 +
2 +
Z
Z 1 Z2 Z2
+
= +
()d + [(1 + t) + (2 + t)] dt
Hence
1 + Z2
2 + Z2
Z
Z
+
+
+
+
1 +
2 +
() d| Mr (2 2) + (2Mr ) = 2Mr
1
|
2
Z2
0
()d| < Mr
|zz1 |=|z2 z1 |
i.e.
| f (zo )| < M
Remarks. The above proof of Theorem 2 [7, Bd I, p.134] does not make
use of the principle of analytic continuation which will of course provide
an immediate alternative proof once the Lemma is established.
Theorem 3. If f is regular in a bounded domain D, and continuous
then f attains its maximum at some point in Bd D, unless f is a
in D,
constant.
Since D is bounded, D is also bounded. And a continuous function
on a compact set attains its maximum, and by Theorem 2 this maximum 6
cannot be attained at an interior point of D. Note that the continuity of
| f | is used.
Theorem 4. If f is regular in a bounded domain D, is non-constant, and
if for every sequence {zn }, zn D, which converges to a point Bd D,
we have
lim sup | f (zn )| M,
n
lim mn p M
constant. [We see that m > 0 since f , 0, and apply the maximum
principle to 1/ f ].
and | f | is a
(4) If f is regular and , 0 in D and continuous in D,
constant on Bd D, then f = in D. For, obviously , 0, and,
by Corollary 3, | f (z)| for z D, se that f attains its maximum
in D, and hence f = .
and | f | is a constant on 8
(5) If f is regular in D and continuous in D,
Bd D, then f is either a constant or has a zero in D.
(6) Definition: If f is regular in D, then is said to be a boundary
value of f at Bd D, if for every sequence zn Bd D,
zn D, we have
lim f (zn ) =
n
(a) It follows from Theorem 4 that if f is regular and non - constant in D, and has boundary-values {}, and || H for
each , then | f (z)| < H, z D. Further, if M = max || then
b.v
M = M max | f (z)|
zD
(b) Let f be regular and non-constant in D, and have boundaryvalues {} on Bd D. Let m = min | f |; m = min || > 0.
zD
b.v.
1
1
1
= = ;
| f (z)| m
m
Lecture 2
The Phragmen-Lindelof
principle
We shall first prove a crude version of the Phragmen-Lindelof theorem 10
and then obtain a refined variant of it. The results may be viewed as
extensions of the maximum-modulus principle to infinite strips.
Theorem 1. [6, p.168] We suppose that
(i) f is regular in the strip < x < ; f is continuous in x
(ii) | f | M on x = and x =
(iii) f is bounded in x
Then, | f | M in < x < ; and | f | = M in < x < only if f is
a constant.
Proof.
10
| fn (z)| Mec
11
|c| = 1.
Proof. Consider
f1 (z) =
12
f (z)
M1L(z)
M21L(z)
11
< x < ,
y>
|z|
(iii) f = O exp e , < D
uniformly in D.
Then, | f | M in D; and | f | < M in D unless f is a constant.
Proof. Without loss of generality we can choose
= ,
2
= +/2,
=0
Set
g(z) = f (z). exp(eikz )
f (z).{(z)} , say,
where > 0, < k < 1. Then, as y +,
"
(
#
k
|z|
ky
g = O exp e e cos
2
uniformly in x, and
13
k
k
e(y+/2) eky cos
2
2
, as y ,
12
or
Letting 0, we get
14
| f (zo )| < M.
Remarks. The choice of in the above proof is suggested by the critical
case = 1 of the theorem when the result is no longer true. For take
= /2,
= 1,
Then
iz
= /2,
iz )
|ee | = eRe(e
yix }
= eRe{e
= 0,
y
= ee
iz
f = ee
cos x
So
| f | = 1 on x = /2,
and f = ee on x = 0.
13
f = O(yb ) on x = . Then
f = O(yc ) on x = ,
uniformly in , where c = p + q, and px + q is the linear function which
equals a at x = and b at x = .
Proof. Let > 0. Define (z) = f (z)(z), where is the single-valued 15
branch of (zi)(pz+q) defined in D, and apply Theorem 2 to . We first
Next
observe that is regular in D and continuous in D.
|(z)| = |(y ix)(px+q)ipy |
log y ix
)
= |y ix|(px+q) exp(py im
y
!
" (
!)#
x
1 O(1)
1
(px+q)
=y
|1 + O
|
exp py + O 2
y
y
y
!
1
},
= y(px+q) epx {1 + O
y
x=
Then
lim | f | M uniformly in x .
14
That is,
lim| f | M + ,
since
z
1 uniformly in x. Hence
z + hi
lim| f | M.
17
a on x = ,
lim| f |
b on x = ,
where a , 0, b , 0, then
lim | f | e px+q ,
15
Lecture 3
Schwarzs Lemma
Theorem 1. Let f be regular in |z| < 1, f (o) = 0.
If, for |z| < 1, we have | f (z)| 1, then
| f (z)| |z|,
Proof.
18
3. Schwarzs Lemma
18
19
2
, for |z| = < R.
R
f (z)
.
f (z) 2
20
|z|
,
R
|z| < R.
2
But f =
. Now take |z| = < R.
1
Then, we have,
3. Schwarzs Lemma
19
|f|
N.B.
If
2 || 2
1 || R
2
, for |zo | < R, then
R
2U cz
f (z) =
, |c| = 1.
1 cz
| f (zo )| =
an zn , be
n=0
Proof. We shall first prove that |a1 | < 1 , and then for general an .
(i) Let f1
n=1
an zn . Then Re f1 1 .
21
3. Schwarzs Lemma
20
Now letting z 0, we get
|a1 | 21
(ii) Define = e2i/k , k a +ve integer.
Then
k
X
v=1
We have
if m , 0
=o
& if m , a multiple of k
if m = 0
=k
or if m = a multiple of k.
k1
X
1X
f1 (r z) =
ank znk = g1 (zk ) g1 (), say.
k r=0
n=1
22
The series for g1 is convergent for |z| < 1, and so for || < 1. Hence
g1 is regular for || < 1. Since Re g1 1 , we have
| coefficient of | 21 by the first part of the proof i.e. |ak |
21 .
Corollary 1. Let f be regular in |z| < R, and Re{ f (z) f (o)} 1 . Then
| f (z)|
2 1 R
,
(R )2
|z| = < R
3. Schwarzs Lemma
Proof. Let f (z) =
21
By Theorem 3, we have
|an Rn | 2(2Rk Re ao ),
n > 0.
Letting R , we get
an = 0 if n > k.
Apropos Schwarzs Lemma we give here a formula and an inequality which are useful.
Theorem 4. Let f be regular in |z zo | r
23
f = P(r, ) + Q(r, ).
Then
1
f (zo ) =
r
Z2
P(r, )ei d.
1
f (zo ) =
2i
|zzo |=r
f (z)dz
1
=
2
2r
(z zo )
Z2
(P + iQ)ei d
0
By Cauchys theorem,
(ii)
1 1
0= 2
r 2i
1
f (z)dz =
2r
|zzo |=r
Z2
(P + iQ)ei d
0
f (zo ) =
P(r, )ei d
r
0
3. Schwarzs Lemma
22
24
2M
.
r
P
Theorem 5. [11, p.50] Let f (z)
cn (zz0 )n be regular in |zz0 | < R,
n=0
2( Re co )
,
Rn
and in |z zo | < R, we have
|en |
n = 1, 2, 3, . . .
2
| f (z) f (z0 )|
{ Re f (zo )}
R
(n)
f (z)
2R
{ Re f (zo )} n = 1, 2, 3, . . .
n!
(R )n+1
(5.1)
(5.2)
(5.3)
(z) = f (z) = c0
X
0
bn zn ,
cn zn
|z| < R.
1
(z)dz
=
n+1
2n
z
(P + iQ)ein d, n 0,
(5.4)
(P + iQ)ein d, n 1
(5.5)
3. Schwarzs Lemma
23
Peni d,
n 1.
1
|Peni |d =
Pd = 2 Re bo ,
25
(5.6)
X
1
bn z |
20
n
R
2o
R
(5.7)
and if n 1,
(n)
| (z)|
X
r=n
r(r 1) . . . (r n + 1)
d
=
d
!n X
20
n=0
!n
2e R
d
d R
o R n!
=2
(R )n+1
20 rn
Rr
r
R
(5.8)
Lecture 4
Entire Functions
An entire function is an analytic function (in the complex plane) which 26
has no singularities except at . A polynomial is a simple example. A
polynomial f (z) which has zeros at z1 , . . . , zn can be factorized as
!
!
z
z
f (z) = f (0) 1
... 1
z1
zn
The analogy holds for entire functions in general. Before we prove this,
we wish to observe that if G(z) is an entire function with no zeros it can
G (z)
; every
be written in the form eg(z) where g is entire. For consider
G(z)
(finite) point is an ordinary point for this function, and so it is entire
and equals g1 (z), say. Then we get
) Zz1
G(z)
log
=
g1 ()d = g(z) g(z0 ), say,
G(z0 )
(
z0
so that
G(z) = G(z0 )eg(z)g(z0 ) = eg(z)g(z0 )+log G(zo )
As a corollary we see that if G(z) is an entire function with n zeros,
distinct or not, then
G(z) = (z z1 ) . . . (z zn )eg(z)
25
4. Entire Functions
26
!
z Q (z)
e
,
an
=e
and choose
Q (z) =
z2
...+Q (z)
2a2
z
z
+ ... +
an
a n
so that
+1
!
azn 1 ...
z Q (z)
+1
1
e
=e
an
1 + n (z), say.
Y
1
28
!
z Q (z)
e
1
an
is absolutely and uniformly convergent for |z| < R, however large R may
4. Entire Functions
27
be.
Choose an R > 1, and an such that 0 < < 1; then there exists a
q (+ ve integer) such that
|aq |
R
,
R
.
|aq+1 | >
!
z Q (Z)
e
1
an
Y
q+1
!
z Q (z)
e
1
an
for |z| R.
R
z
We have, for n > q, |an | >
or < < 1. Using this fact we
an
shall estimate each of the factors {1 + n (z)} in the product, for n > q.
+1
z
1
| n (z)| = e +1 an ... 1
1 z +1 ...
+1 a
|m2 |
. . . = e|m| 1.
2
+1
z
1+ azn +...
an
|Un (z)| e
1,
+1
z (1++2 + )
an
=e
+1
1 z
1 an
m2
+ . . . or |em 1| 29
2!
4. Entire Functions
28
real,
ex
) = xe x
Hence
xe x ,
1
1 z +1 1
e
1 an
for
ex
, since if x is
!
x2
x2
x
+ x(1 + x +
+
1 = x 1+ +
2! 3!
2!
|Un (z)|
30
+1
z
an
1
e 1 z +1
1 an
Now arise two cases: (i) either there exists an integer p > 0 such
P
1
< or (ii) there does not. In case (i) take = p 1, so
that
p
n=1 |an |
that
1
e 1a
Rp
, since |z| R;
|Un (z)|
|an | p 1
and hence
q+1
1
e 1 z n
,n>q
1 an
z < 1
an
|z| R
|an |
P
Then by the root-test |Un (z)| < , and the same result follows
as before. Hence the product
Y
1
31
!
z Q (z)
e
an
4. Entire Functions
29
G(z)
has no
zmG(z)
G(z) = e
Y
n=1
!
z Q (z)
1
e
an
while
32
r
M(r) > e
to +
Taking logs. twice, we get
log log M(r)
<+
log r
and
log log M(r)
> for an infinity of values of r
log r
4. Entire Functions
30
Hence
log log M(r)
r
log R
= lim
eR
1
n
log
3
log 2
| f (o)|
R
33
g(z) =
1
z
a1
f (z)
... 1
|g(z)|
z
an
M
2n
M
M
, i.e. | f (o)|
2n
2n
or
1
M
log
nn
3
log 2
f (o)
R
which
4. Entire Functions
31
Corollary.
n(R) = O(R+ ).
For
1
R+ log | f (o)| ,
3
log 2
log | f (0)| < R+ , say.
n
and
R
Then for R R
n
and hence the result.
R
3
2 +
R
log 2
<
34
|a1 | |a2 | . . .
Let
p = |a p |
Then in the circle |z| r = n , there are exactly n zeros. Hence
+
n < c n , for n N
or
1
1 1
>
n c +
n
Let > + (i.e. choose 0 < < ). Then
1
n/+
or
Hence
>
1
c/+
1
,
n
1
1
< c/+ /+ for n N
n
n
P 1
< .
n
32
35
4. Entire Functions
1
< ,
|an |
is called the exponent of convergence of {an }. We shall denote it by 1 .
Then
X 1
X 1
<
,
= , > 0
|an |1 +
|an |1
Definition. The lower bound of the numbers for which
By Theorem 1, we have 1
Y
z zzn + 2zz2n 2 ++ zz
Q(z)
n,
e
f (z) = e
1
z
n
1
36
4. Entire Functions
Remark. If > 1 , then
Also,
But
33
P 1
<
|zn |
X 1
<
|zn | p+1
X 1
=
|zn | p
1
|zn |
|zn |1
second case p = 1 . Hence,
1
But 1 . Thus
p 1
Also
p 1 p + 1, since
1
< .
|zn | p+1
Lecture 5
|zN+1 | > R.
f (z) n+1 z zn
for |z| =
R
R
> R0 , and |z| = is free from any zn .
2
2
35
37
36
R
, and
2
1
< (2R)+
| f (0)|
f (z) Y
z
gR (z) =
1
f (0) n=1
zn
!1
1 (2R)+
e
| f (o)|
z
| 1 for 1 n N.
zn
Hence, by the maximum modulus principle,
+
1 (2R)+
e
for |z| = R.
f (0)
That is
log |gR (z)| < 2+2 R+ . (0 < < 1)
If hR (z) log gR (z), and the log vanishes for z = 0, then, since gR (z)
is analytic and gR (z) , 0 for |z| R, we see that hR (z) is analytic for
|z| R, and hR (0) = 0. Further, for |z| = R,
Re hR (z) = log |gR (z)| < 2+2 R+
39
37
1
f (z)
dz
f (z) z (z x)
R
taken along |z| = R/2, where |x| < . The only poles of the inte4
grand are: 0, x and those zn s which lie inside |z| = R/2. Calculating the
residues, we get
1
2i
|z|=R/2
X
1
1
f (z)
dz
=
f (z) z (z x)
z (zn x)
|Z |<R/2 n
n
f (x) 1
f (x) x
!
1
1
f (z)
1
D
+
z=0 f (z)
( 1)!
zx
+
Z X
N
N Z
X
f
1
dz
dz
1
+
I=
f
z zn z (z x)
z zn z (z x)
1
1
I1 + I2 ,
40
Z
k
X
... +
n=1|z|=R/2
N Z
X
n=k+1
...
38
f (x) 1 X
1 h i1 f 1
1
D
=0
+
z=0
f (x) x n=1 zn (z x) ( 1)!
f zx
i.e.
i.e.
41
f (x)
f (x)
f (x)
=
f (x)
1
X
0
1
X
0
bn xn
x1
zn (z
n=1
= 0,
bn = an , an =
x)
X
x1 x2
1
n
+
+ +
cn x +
1
x zn
zn
zn
n=1
h f i(n)
f z=0
( n)!
f (x) = e 0
dn x n
Y
1
!
x x/z p ++x /zn
cn1
1
, dn =
e
.
zn
n
Y
z zz ++ 1p zz p
n ,
G1 (z) =
1
en
zn
n=1
where p + 1 is the smallest integer for which
existing, since f is of finite order.
1
< , this integer
|zn | p+1
39
Remark. This follows at once from Weierstrasss theorem but can also
be deduced from the infinite-product representation derived in the proof
of Hadamards theorem (without the use of Weierstrasss theorem). One
has only to notice that
Y
e p+1
z p+1
... 1 zzn
zn
up
u2
++
p
E(u) (1 u)e 2
u+
If |u| 21 , then
p+1 p+2
u
up
u
|E(u)| = elog(1u)+u+...+ p = e p+1 p+2
e|u|
p+1 (1+ 1 + 1 + )
2 4
= e2|u|
p+1
e|2u|
p+1
e|2u| , if p + 1
If |u| > 12 , then
|E(u)| (1 + |u|)e|u|++
(1 + |u|)e|u|
(1 + |u|)e|u|
|u| p
p
p (|u|1p ++1)
p (2 p1 ++1)
40
< e|2u|
p +log(1+|u|)
+log(1+|u|)
e|2u|
43
|E(u)| e|2u|
if p p + 1.
It is possible to choose in such a way that
(i) p p + 1,
(ii) > 0,
(iii)
P 1
< , (if there are an infinity of zn s) and
|zn |
(iv) 1 1 +
P 1
< (if the series is infinite this would imply that
|zn |1
1 > 0), we have only to take = > 0. And in all other cases we must
P 1
< ] and so we
have p 1 < p + 1, [for, if 1 = p + 1, then
|zn |1
P 1
choose such that 1 < < p + 1; this implies again that
<
|zn |
and > 0. For such a we can write the above inequality as
For, if
Hence
| f (z)| e|Q(z)|+c1
c2 rq +c3 r
X
z
zn
n=1
|1/zn | = c3 .
41
= O(rmax(q,) ), as r
(2.1)
so that
max(q, )
Since is arbitrarily near 1 , we get
max(q, 1 ),
and this proves the theorem.
Theorem 3. If the order of the canonical product G(z) is , then = 1
Proof. As in the proof of Theorem 2, we have
p p + 1;
>0
|E(u)| ec1 |u|
P 1
<
|zn |
1 + ,
>0
Hence
X
z
c1
zn
n=1
|G(z)| e
ec3 r , |z| = r.
45
|z|=r
Hence
which implies 1 ; but 1 . Hence = 1
Theorem 4. If, either
42
(i) 1 < q or
(ii)
then
P 1
< (the series being infinite),
|zn |1
log M(r) = O(r ), for = max(1 , q).
Proof.
1
< , then we may take = 1 > 0 and from (2.1) we
n=1 |zn |1
get
(ii) If
(i) We have
= max(1 , q)
(ii) If > 0, and if log M(r) = O(r ) does not hold, then 1 = , f (z)
P
has an infinity of zeros zn , and |zn | is divergent.
P
P
an infinity of zeros. Finally |zn |1 is divergent, for if |zn |1 < ,
1
43
Remarks. (1) 1 is called the real order of f (z), and the apparent
order Max (q, p) is called the genus of f (z).
(2) If is not an integer, then = r , for q is an integer and =
max(1 , q). In particular, if is non-integral, then f must have an
infinity of zeros.
Lecture 6
(i) This integral converges at the upper limit , for all x, since
t x1 et = t2 t x+1 et = O(t2 ) as t ; it converges at the lower
limit o for x > 0.
(ii) The integral converges uniformly for 0 < a x b. For
1
Z
Z1 Z
t x1 et dt =
+
= O ta1 dt + O tb1 et dt
= O(1), independently of x.
46
(x) =
i
t x1 et
0
+ (x 1)
t x2 et dt
= (x 1)(x 1).
48
However,
Z
(1) =
et dt = 1; hence
(n) = (n 1)!,
if n is a +ve integer. Thus (x) is a generalization of n!
(v) We have
1
log (n) = (n ) log n n + c + O(1),
2
where c is a constant.
log (n) = log(n 1)! =
n1
X
log r.
r=1
r+ 2
Z
log t dt =
r 12
Z2
Z2
log(s + r)ds =
21
Z1/2
0
Z0
12
log(t + r) + log(r t) dt
1. Elementary Properties
47
!#
Z1/2"
t2
2
log r + log 1 2 dt
=
r
0
!
1
= log r + cr , where cr = O 2 .
r
Hence
log (n) =
r+ 12
Z
n1
X
r=1
r 12
n 2
Z
log t dt cr
log t dt
1
2
n1
X
cr
r=1
!
!
)
1
1
1
1
1
1
log
(n ) +
n log n
2
2
2
2
2
2
X
X
cr +
Cr
n
r=1
1
= (n ) log n n + c + o(1), where c is a constant.
2
49
Hence, also
Z
O
ty1
dt, x > 0, y > 0.
(1 + t) x+y
For
(x)(y) =
Z
0
x1 t
e dt
Z
0
48
Put s = tv; then
(x)(y) =
Z
0
dt
vy1 dv
t x+y1 et(1+v) dt
vy1 dv
u x+y1 eu
du
(1 + v) x+y
ty vy1 etv dv
= (x + y)
Z
0
50
x1 t
vy1
dv.
(1 + v) x+y
1
in (vii), we get [using the substitution t =
2
1
{( )}2 = 2(1)
2
Z/2
d = .
0
Z
0
ux
du =
, 0 < x < 1,
1+u
sin(1 x)
since
Z
0
xa1
dx =
for 0 < a < 1, by contour
1+x
sin a
49
integration. Hence
(x)(1 x) =
,
sin x
0 < x < 1.
et tz1 dt
+(z1)(log i)
d +
e+(z1)(log +i) d
50
Z h
i
e+(z1)(log i) + e+(z1)(log +i) d
h
i
e+(z1) log e(z1)i e(z1)i d
= 2i sin z
e z1 d
e z1 d, Re z > 0
51
i.e. I(n) =
2i
.
n!
(z) (1 z) =
,
sin z
we get
I(1 z) = 2i sin( z)(1 z)
52
= 2i sin z
or
54
Now
sin z (z)
2i
(z)
1
I(1 z)
=
.
(z)
2i
Z1
Z
|z|
t x1
t x1
e t dt + e t dt
I(z) = O e
0
1
|z|
t |z|
= O e
1 + e t dt
1+|z| Z
+
1
+
= O e|z|
1
1+|z|
i
h
= O e|z| (|z| + 1)|z|+1
h 1+ i
= O e|z| , > 0.
1
is of order 1. However, the exponent of convergence
(z)
of its zeros equals 1. Hence the order is = 1, and the genus of the
canonical product is also equal to 1.
Thus
Y
z z
1
az+b
= z, e
(1 + )e n
(z)
n
n=1
Hence
1
= 1 and
z0+ z(z)
or,
!
#
"
X
1
1
0=a+
log 1 +
n
n
1
53
m "
!
#
1
1
= a lim
log
1
+
m
n
n
1
m
X 1
X
= a + lim
log(n + 1) log n
m
n
1
1
m
X
= a + lim log(m + 1)
m
n
1
= a , where is Eulers constant.
55
Hence
Y
1
z
= ez z
1 + ez/n
(z)
n
n=1
(z) = lim e
n
z 1 + 1z
1+ z
"
# n
1
1
2
n
= lim nz
...
n
z z+1 z+2
z+n
"
#
nz n!
= lim
n z(z + 1) . . . (z + n)
"
z(log n1 12 ... n1 ) 1
We shall denote
nz n!
n (z),
z(z + 1) . . . (z + n)
so that
56
(z)
1 X 1
1
=
.
(z)
z n=1 z + n n
54
Thus
Hence
X
1
d2
[log
(z)]
=
;
2
dz2
(n
+
z)
n=0
d2
[log (z)] > 0 for real, positive z.
dz2
Lecture 7
56
x2 x
x x1
f (x1 ) +
f (x2 )
x2 x1
x2 x1
y f (x + y) f (x + y) + f (x)
y2
y2
f [u (1 )y], 0 1
2
1
f [x + y].
2
Thus if f (x) 0 for all x > 0, then (y) is monotone increasing and f
is convex. [The converse is also true].
Thus log (x) is a convex function; by the last formula of the previous section we may say that (x) is logarithmically convex for x > 0.
Further (x) > 0 for x > 0.
Theorem. (x) is the positive function uniquely defined for x > 0 by the
conditions:
(1.) (x + 1) = x(x)
(2.) (x) is logarithmically convex
(3.) (1) = 1.
59
57
Proof. Let f (x) > 0 be any function satisfying the above three conditions satisfied by (x).
Choose an integer n > 2, and 0 < x 1.
Let
n 1 < n < n + x n + 1.
By logarithmic convexity, we get
log f (n 1) log f (n) log f (n + x) log f (n)
<
(n 1) n
(n + x) n
log f (n + 1) log f (n)
(n + 1) n
f (n + x)
log n x ,
(n 1)!
f (n + x)
nx
(n 1)!
(n 1)!(n 1) x
(n 1)!n x
< f (x)
x(x + 1) . . . (x + n 1)
x(x + 1) . . . (x + n 1)
or
(n 1) x <
58
...
p
p
p
[If p = 1, then f (x) = (x)]. For x > 0, we then have
dx
[log f (x)] > 0.
dx2
Further
f (x + 1) = x f (x).
Hence by the Bohr-Artin theorem, we get
f (x) = a p (x).
Put x = 1. Then we get
!
!
!
2
p
1
...
a p = p
p
p
p
(5.1)
p+1
2
(n!) p pnp+p
(np + p)!
However
!
!
!#
"
2
p
1
1+
... 1 +
(np + p)! = (np)!(np) p 1 +
np
np
np
Thus, for fixed p, as n , we get
(n!) p pnp
n (np)!n(p1)/2
a p = p lim
6. Stirlings Formula
61
59
p a p1 .
1
1
1
(1) = 2
a = , a2 = 2
2
2
2
Hence
ap =
(5.2)
p(2)(p1)/2 .
Thus
!
!
x
x+ p1
p
...
= p(2)(p1)/2 (x)
p
p
x
x x + 1! x + 2!
x x + 1!
(x).
= x1 (x);
=
1
2
2
3
3
3
2
3 x 2
1
(n!) = 2 en nn+ 2 eo(1) ,
which is the same thing as
!
1
log(n 1)! = n log n n + log 2 + o(1)
2
(6.1)
Further
62
1+
1
1
+ +
log N = + 0(1), as N
2
N1
(6.2)
60
and
z
log(N + z) = log N + log 1 +
N !
z
1
= log N + + O 2 , as N .
N
N
(6.3)
X
z
n=1
z
z log z,
log 1 +
n
n
N1
X
[u] u + 21
du =
u+z
n=0
N1
X
Zn+1
1
n + 2 + z
1 du
u+z
n
1
+ z)[log(n + 1 + z) log(n z)] N
2
n=0
! N1
N1
X
1 X
=
n[log(n + 1 + z) log(n + z)] + z +
2 n=0
n=0
log(n + 1 + z) log(n + z) N
!
N1
X
1
= (N 1) log(N + z)
log(n + z) + z + log(N + z)
2
n=1
!
1
z + log z N
2
!
!
1
1
= N + z log(N + z) z + log z
2
2
N1
X
z
N
log n + log 1 +
n
n=1
=
(n +
(6.4)
6. Stirlings Formula
61
!
!
1
1
= N + z log(N + z) z + log z N log(N 1)!
2
2
N1
N1
X1
X z
z
z
log 1 +
+
n
n
n
1
n=1
63
!)
!
(
[u] u + 21
1
1
z
1
du = (N + z) log N + + O 2 z +
u+z
2
N
2
N
!
1
log z N N log N + N c + O(1)+
2
N1
N1
X1
Xz
z
log 1 +
z
n
n
n
1
n=1
N1
X 1
+ z + O(1) log 2
= z log N
n
1
N1
Xz
1
z
log z log z +
log 1 +
2
n
n
n=1
!
[u] u + 12
1
1
du + log 2 z + z log z = log (z)
u+z
2
2
Ru
If (u) = ([v] v + 12 )dv, then
0
if n is an integer.
Hence
Z
Z
Z
[u] u + 21
d(u)
(u)
du =
=
u+z
u+z
(u + z)2
0
64
(6.5)
62
Z
dv
= O
|u + z|2
0
Z
[u] u + 21
1
du
1
du = O
r
u+z
|u1 + i |2
0
!
[u] u + 21
1
du = O
, uniformly for |arg z| <
u+z
r
1
|z|
!
(z)
1
1
(3)
= log z
+ O 2 , |arg z| < [11, p.57]
(z)
2z
|z|
This may be deduced from (1) by using
Z
1
f ()
d,
f (z) =
2i
( z)2
C
where f (z) = log (z) z 21 log z + z 21 log 2 and C is a circle
with centre at = z and radius |z| sin /2.
Lecture 8
X
1
, s = + it, > 1.
ns
n=1
66
(1.1)
We define x s , for x > 0, as e s log x , where log x has its real determination.
Then |n s | = n , and the series converges for > 1, and uniformly
in any finite region in which 1 + > 1. Hence (s) is regular
for 1 + > 1. Its derivatives may be calculated by termwise
differentiation of the series.
We could express (s) also as an infinite product called the Euler
Product:
!1
Y
1
(s) =
1 s
, > 1,
(1.2)
p
p
where p runs through all the primes (known to be infinite in number!).
It is the Euler product which connects the properties of with the properties of primes. The infinite product is absolutely convergent for > 1,
63
64
67
X
Y
1
1
1
1
1
=
1
n s pP
n1s n2s
p2 n=1 n s
n=1
1
1
+
+
(P + 1) (P + 2)
0, as P , if > 1.
Hence (1.2) has been established for > 1, on the basis of (1.1).
As an immediate consequence of (1.2) we observe that (s) has no zeros
for > 1, since a convergent infinite product of non-zero factors is
non-zero.
We shall now obtain a few formulae involving (s) which will be of
use in the sequel. We first have
!
X
1
(1.3)
log (s) =
log 1 2 , > 1.
p
p
65
1, then
px
!
1
log (s) = {(n) (n 1)} log 1 s
n
n=2
"
!
!#
X
1
1
=
(n) log 1 s log 1
n
(n + 1) s
n=2
=
X
n=2
(n)
Zn+1
n
s
dx
x(x s 1)
68
Hence
log (s) = s
Z
2
(x)
dx, > 1.
x(x s 1)
(1.4)
XX
p
1
,
mpms
>1
(1.3)
where p runs through all primes, and m through all positive integers.
Differentiating (1.3), we get
or
(s) X (n)
=
, >1
s
(s)
n
n=1
(1.5)
66
0, otherwise.
Again
!
Y
1
1
=
1 s
(s)
p
p
=
X
(n)
ns
n=1
>1
69
(1.6)
X
d(n)
, >1
2 (s) =
ns
n=1
where d(n) denotes the number of divisors of n, including 1 and n. For
2 (s) =
X
1 X 1 X 1 X
1
=
s
s
s
m
n
mn=
m=1
n=1
=1
More generally
k
(s) =
X
dk (n)
ns
n=1
70
>1
(1.7)
X
1 X na
,
m s n=1 n s
m=1
X
1 X a
n ,
s mn=
=1
so that
(s) (s a) =
X
2 ()
=1
(1.8)
67
+
1+
=
1 pa p s
p
Using (1.8) we thus get
1 +1)a
1 p(m
1 pr(mr +1)a
1
2 (n) =
.
.
.
1 pa1
1 par
(1.9)
1
m2
mr
1
if n = pm
1 , p2 . . . pr by comparison of the coefficients of n s .
More generally, we have
1 p2s+a+b
(s) (s a) (s b) (s a b) Y
=
(2s a b)
(1 ps )(1 ps+a )(1 ps+b )
p
(1 ps+a+b )
(1 pa )(1 pb ) 1 z 1 pa z 1 pb z 1 pa+b z
n
X
o
1
(m+1)a
(m+1)b
(m+1)(a+b) m
1
p
+
p
z
=
(1 pa )(1 pb ) m=0
=
n
X
on
o
1
(m+1)a
(m+1)b m
1
p
1
p
z
(1 pa )(1 pb ) m=o
71
68
Hence
72
(s) (s a)(s b) (s a h)
(2s a b)
YX
1 p(m+1)a 1 p(m+1)b 1
=
ms
1 pa
p
1 pb
p m=0
Now using (1.9) we get
(1.10)
{(s)}4 X {d(n)2 }
=
,
(2s)
ns
n=1
get
> 1.
(1.11)
(1.12)
Lecture 9
X
n=1
an en s , o 1 < 2 < . . .
n x
an (n ) =
69
70
If A()() 0 as , then
X
n=1
an (n ) =
A(x) (x)dx,
an (n )
an {() (n )}
XZ
an (x)dx
A(x) (x)dx
74
Theorem 1. If
n=1
for
0 < < /2
an en s =
an en s0 en(ss0 )
bn en s , say,
X
+1
n s
an e
X X
s
= an en
1
71
=s
P
We have assumed that an converges, therefore, given > 0, there 75
exists an n0 such that for x > n0 , we have
|A(x) A( )| <
Hence, for such , we have
Z
X
an en s |s| ex dx + e
+1
|s|
+
|s|
< sec , and this proves the theorem. As a conseif , 0, since
an ns , an =
1
converges for all values of s.
n!
72
Ex.2.
Ex.3.
76
If a Dirichlet series converges for some, but not all, values of s, and
if s1 is a point of convergence while s2 is a point of divergence, then,
on account of the above theorems, we have 1 > 2 . All points on the
real axis can then be divided into two classes L and U; U if the
series converges at , otherwise L. Then any point of U lies to the
right of any point of L, and this classification defines a number o such
that the series converges for every > o and diverges for < o ,
the cases = 0 begin undecided. Thus the region of convergence is a
half-plane. The line = 0 is called the line of convergence, and the
number o is called the abscissa of convergence. We have seen that 0
may be . On the basis of Theorem 2 we can establish
Theorem 4. A Dirichlet series represents in its half-plane of convergence a regular function of s whose successive derivatives are obtained
by termwise differentiation.
We shall now prove a theorem which implies the uniqueness of
Dirichlet series.
P
s
Theorem 5. If an en converges for s = 0, and its sum f (s) = 0 for
an infinity of values of s lying in the region:
> 0,
77
Proof. f (s) cannot have an infinite number of zeros in the neighbourhood of any finite point of the giver region, since it is regular there.
Hence there exists an infinity of valves sn = n + itn , say, with n+1 >
, lim n = such that f (sn ) = 0.
However,
g(s) e1 s f (s) = a1 +
X
2
an e(n 1 )s ,
73
(1 2
Ex.2.
!
!
1
1
1
1
1
)(s) = s + s + s + 2 s + s +
1
2
3
2
4
!
1
1
1
1
= s s + s s +
1
2
3
4
P (1)n
(log n)s converges for all s but never absolutely. In the 78
n
simple case n = log n, we have
Theorem 6.
0 1.
P
P |an |
For if an ns < , then |an | n = O(1), so that
<
n s+1+
for > 0
While we have observed that the sum-function of a Dirichlet series
is regular in the half-plane of convergence, there is no reason to assume
that the line of convergence contains at least one singularity of the function (see Ex 1. above!). In the special case where the coefficients are
positive, however we can assert the following
Theorem 7. If an 0, then the point s = 0 is a singularity of the
function f (s).
74
X
(s 1)
=0
79
f () (1) =
X
(1 s) X
=0
an n en
n=1
X
X
(1 s) n X
s
f (s) =
an en
=
an en
!
n=1
=0
n=1
Hence the series converges for a negative value of s which is a contradiction.
Lecture 10
1
2i
where
+i
R
= lim
+iT
R
1,
eus
ds =
0,
1,
2
if u > 0
if u < 0
if u = 0
iT
iT
eus ds eus
=
s
us
+iT
Z
iT
75
+iT
Z
iT
eus
ds
us2
76
However
|eu(+iT ) | = eu
eus ds
=
s
eus
ds I, say.
us2
81
+i
Z
Z
us
eu
e ds
0, as r .
2r
2
2
us
|u|
R ,C L
C
CR
77
hence
1
2i
(1)
+i
Z
eus
ds = 0,
us2
if u < 0.
CL
so that
1
2i
(2)
+i
Z
eus
ds = 1,
us2
if u > 0.
Remarks. We can rewrite the Lemma as: if a > 0,
a+i
0, if < n
Z (n )s
e
1
ds =
1, if > n
2i
s
ai
if = n
2,
Formally, therefore, we should have
1
2i
a+i
Z
ai
a+i
Z (n )s
1 X
e
es
ds
f (s) ds =
an
s
2i 1
s
ai
X
an
=
n
the dash denoting that if = n the last term should be halved. We wish
now to establish this on a rigorous basis.
We proceed to prove another lemma first.
82
78
Lemma 2. Let
a e s = o(|t|),
a e
N
n
X
X
=
+
a e s
1
N+1
N
X
a e
+s
Zn
83
Z n
N
!
|s| N
= O(N) + O
e
= O(N) + O |t|eN
If N n, then, trivially,
n
X
1
a e s = O(N).
79
in either case.
84
X
f (s) s
1
e ds,
an =
2i
s
where the dash denotes the fact that if = n the last term is to be
halved.
Proof. Let m < m+1 , and
n s
f
(s)
a
e
g(s) = e
+i
Z
g(s)
ds
s
1
=
2i
+i
Z
X
f (s)es
ds
an
s
n
80
+i
Z
g(s)
ds = 0,
s
85
for
1
2i
+iT
Z 2
iT 1
iT +iT +iT
Z 1 Z 2 Z 2
1
=
+
+
2i
iT 1
iT 1
+iT 2
= I1 + I2 + I3 , say.
P
s
for g(s) is the sum-function of bn n , where bn = am+n , n = m+n ,
1
+iT
Z 1 +iT
Z 2
Z 2
iT
1
1
g(s)
ds =
2i
s
2i
iT 1
iT 1
+iT 2
1 > 0. This proves not only that the integral converges for a finite T 2 ,
but also that as T 2 , the second integral tends to zero. Similarly for
the first integral on the right.
81
N.B. An estimate for g(s) alone (instead of h(s)) will not work!
Remarks. More generally we have for > 0 and >
X
an en
for
an en S
+i
Z
f (s) (ss )
e
ds,
s s
i
X
n (ss )
e
=
an en s = f (s),
1
=
2i
bn en s .
We shall now give an alternative proof of Persons formula without
using the order of f (s) as s [14, Lec. 4]
Aliter. If f (s) =
P
1
a+i
Z
f (s)
es
ds
s
ai
Proof. Define
87
fm (s) =
m
X
an en s
and
rm (s) =
m+1
Then
(A)
1
2i
a+iT
Z
aiT
1
es
ds =
f (s)
s
2i
a+iT
Z
aiT
1
es
ds +
fm (s)
s
2i
a+iT
Z
rm (s)
es
ds
s
aiT
Here the integral on the left exists since f (s) is regular on = a > 0 .
By Lemma 1, as applied to the first integral on the right hand side, we
82
get
(B)
1
lim
T 2i
a+iT
Z
aiT
a+iT
Z
X
1
es
es
ds
an = lim
ds
f (s)
rm (s)
T 2i
s
s
<
n
aiT
m+1
n s
an e
N
m
X
X
=
= (s )
ZN
B(x)ex(s ) dx
ZN
88
rm (s) = (s )
1
2i
83
|s | m ( )
e
rm (s)
es
ds
s
L+CR
CR
cr
e
1
rm (s)
e(m )r cos d
ds
e
2i
)
s
2(a
/2
CR
cr
e
(a )
Z/2
e(m )r sin d
84
2
for 0 /2; hence
a+iT
Z/2
Z
s
2
e
cre
1
e (m )r d
ds
rm (s)
2i
s
(a )
aiT
0
However, sin
cre
,
2(a )(m )r
(C)
90
for all m mo .
Now reverting to relation (A), we get
a+iT
a+iT
Z
Z
s
s
1
e
1
e
(D) lim
f (s)
ds
fm (s)
ds
T 2i
s
2i
s
aiT
aiT
a+iT
Z
s
1
e
ds
rm (s)
= lim
T 2i
s
aiT
1
lim
T 2i
a+iT
Z
aiT
fm (s)
X
es
ds =
an
s
<
independently of m. Hence1
1
lim | f (T ) |
85
a+iT
Z
s
X
1
e
lim
ds
an left hand side in (D)
f (s)
T 2i
s
n <
aiT
c1
for m > mo .
m
Letting m we get the result.
Remarks.
1
multiplied by .
2
91
P
an has to be
n <
Lecture 11
x s1 ex dx.
X
(s)
n=1
ns
Z
X
n=1n=0
Z X
nx
=
e x s1 dx, if > 1.
0
since
x s1 enx dx
n=1
Z
Z
X
X
X
()
s1 nx
1 nx
< ,
x
e
dx
x
e
dx
=
n
n=1
n=1
n=1
0
87
88
if > 1. Hence
X
(s)
n=1
ns
Z
0
ex s1
x dx =
1 ex
Z
0
x s1 dx
ex 1
or
(s)(s) =
Z
0
x s1
dx, > 1
ex 1
93
Z
0
x s1
dx +
ex 1
Z
0
(xe2i ) s1
dx
ex 1
89
sin s
we get
94
e2is
1
(s)
2i. is
(1 s)
e eis
(s)
=
2i eis ,
(1 s)
I(s) =
or
eis (1 s)
(s) =
2i
Z
C
z s1 dz
, > 1.
ez 1
while
1
+
s1
Hence the residue of (s) at s = 1 is 1.
We see in passing, since
(1 s) =
that
1
1 1
z
z3
=
+
B
B
+
1
2
ez 1 z 2
2!
4!
1
(0) = , (2m) = 0, (1 2m) =
2
(1)m Bm
2m
, m = 1, 2, 3, . . .
95
90
z s1 dz
ez 1
2mi is (2me 2 i ) s1
while the residue at 2mi is (2me3/2i ) s1 ; taken together they amount
to
h i
i
i
(2m)ei(s1) e 2 (s 1) + e 2 (s1)
s1 is
= 2(2m) e sin s
2
Hence
I(s) =
91
n
sin s is X
z s1 dz
+ 4i
e
(2m) s1
ez 1
2
m=1
Cn
1
= O(1),
ez 1
for
I(s) = 4ie
is
= 4ie
(2m) s1
m=1
s
(2) s1 (1 s), if < 0.
sin
2
or
97
s
(1 s)
2
(s)
(1 s)
Thus
(s) = (1 s)(1 s)2 s s1 sin
s
,
2
92
for < 0, and hence, by analytic continuation, for all values of s (each
side is regular except for poles!).
This is the functional equation.
Since
x x + 1!
= x1 (x),
2
2
2
we get, on writing x = 1 s,
!
1s
s
s
2
1
= (1 s);
2
2
also
Hence
s
s
1
=
2
2
sin s
2
(1 s) = 2s
Thus
!
s
1 s s 1
{sin }1
2
2
2
s/2 (s/2)(s) =
98
(1s)
2
!
1s
(1 s)
2
If
1
s(s 1)s/2 (s/2)(s)
2
1
s(s 1)(s),
2
(s)
=s
ZX
1
[X]
[x]
dx + s , if X 1.
X
x s+1
s 1 (s 1)X s1
ZX
93
1
X [X]
x [x]
dx + s1
s+1
Xs
x
X
Since
1 = 1/X 1 , and X [X] 1/X ,
X s1
Xs
we deduce, on making X ,
s
(s) =
s
s1
x [x]
dx, if > 1
x s+1
or
(s) = s
[x] x +
1
2
x s+1
dx +
1
1
+ , if > 1
s1 2
1
5.1 Since [x] x + is bounded, the integral on the right hand side 99
2
converges for > 0, and uniformly in any finite region to the right of
= 0. Hence it represents an analytic function of s regular for > 0,
and so provides the continuation of (s) up to = 0, and s = 1 is clearly
a simple pole with residue 1.
For 0 < < 1, we have, however,
Z1
[x] x
dx =
x s+1
xs dx =
and
s
=
2
Z
1
Hence
Z1
dx
1
=
s+1
2
x
1
,
s1
94
5.2
(s) = s
[x] x
dx,
x s+1
0<<1
f1 (x)
Zx
f (y)dy,
n+1
R
100
Hence
Zx2
x1
x2
Zx2
f1 (x)
f (x)
f1 (x)
dx = s+1 + (s + 1)
dx
s+1
x
x
x s+2
x1
x1
0, as x1 , x2 ,
if > 1.
Z1
[x] x +
x s+1
1
2
dx =
(s) = s
1
1
+ , for < 0;
s1 2
[x] x +
1
2
x s+1
1
2
X
sin 2nx
n=1
(5.3)
95
sX1
(s) =
n=1 n
s
=
X
n=1
sin 2nx
dx
x s+1
(2n) s
n
sin y
dy
y s+1
s
s
(s) = (2) s {(1 s)} sin (1 s),
5.4 If termwise integration is permitted, for 1 < < 0. The right 101
hand side is, however, analytic for all values of s such that < 0. Hence
(5.4) provides the analytic continuation (not only for 1 < < 0) all
over the s-plane.
The term-wise integration preceding (5.4) is certainly justified over
any finite range since the concerned series is boundedly convergent. We
have therefore only to prove that
X
1
sin 2nx
dx = 0, 1 < < 0
lim
X
n
x s+1
n=1
X
Now
Z
X
"
#
Z
cos 2nx
s+1
sin 2nx
2nx
dx =
dx
s+1
s+1
2n
x
2nx
x s+2
X
X
!
Z
1
dx
1
=O
+
O
n
nX +1
x+2
X
!
1
=O
nX +1
96
and hence
X
1
sin 2nx
dx = 0, if 1 < < 0
lim
X
n
x s+1
n=1
X
This completes the analytic continuation and the proof of the Functional equation by the second method.
As a consequence of (5.1), we get
(
lim (s)
s1
) Z
[x] x + 12
1
1
dx +
=
2
s1
2
x
1
= lim
Zn
[x] x
dx + 1
x2
m+1
n1
dx
log
n
+
1
= lim
m
n
x
m=1 m
n1
X 1
= lim
+
1
log
n
n
m+1
m=1
102
1
+ + O(|s 1|)
s1
Lecture 12
1,
t 2.
t 1, if 0 < < 1.
x [x]
dx,
x s+1
97
>0
98
If > 0, t 1, X 1, we get
Z
X 1
x [x]
1
X [X]
=
s
(s)
dx +
+
s
s+1
s1
n
Xs
x
(s 1)X
nX
X
Hence
Z
X 1
1
dx
1
+ 1 + + |s|
|(s)| <
n
X
tX
x+1
nX
X
X 1
1
t 1
1
+
+
1
+
, since |s| < + t.
<
+
n tx1 X
X
nX
104
If 1,
|(s)| <
X1
nX
1 1 1+t
+ +
t X
X
(log X + 1) + 3 +
t
, since t 1,
X
Z[X]
3t
dx X 1
+
+
x
t
X
3t
X 1
+ X 1 +
1
X
X 1.
99
Taking X = t, we deduce
|(s)| < t
!
3
1
+1+ ,
1
t 1.
en x , Re x > 0
n=
2ix
f (x)e
dx lim
ZT
f (x)e2ix dx,
p+ 2
Z
p 12
Z2
p
2ix
X
2ix
e
dx.
f
(x
+
k)
f (x)e
dx =
12
If we assume that
lim
p
X
p
f (x + k) = g(x)
(7.1)
100
Hence
lim
106
or
() < , then
p
X
f (k) = lim
f (k) =
p
X
(C,1)
() =
()
()
(7.2)
()
(iii)
1
2
and
() converges,
then
f (k) =
()
101
2
e(x+k) t ,
k=
t > 0.
1
1
x<
2
2
2 t+2yi
ey
For
() = e
2
t
dy =
1
t1/2
2 /t
107
2
et y i dy, and
t
102
2 2 )
et Re(+i) = et(
t(2 2 )
Letting , we thus see that the integrals along the vertical lines
vanish. Hence we have, for all real ,
Z
t2
d =
et( t i) d
Thus
2 /t
() = e
et d
2 /t
=e
2
e /t
eu du
e /t 1
dv =
t
=
108
2
e /t
ez z 2 dz
1 1
( ) =
2
2
e /t
k2 t
1 X k2 /t
=
e
, for t > 0,
t
(7.3)
or, writing
(t) =
ek t , we get
!
)
(
1
1
2(t) + 1 = 2
+1
t
t
Remark. (7.3) holds for t complex, with Re(t) > 0.
(7.4)
103
s
ex x s/21 dx.
s
2
en x (n2 x) 2 1 n2 dx
s/2 s
en
2 dx
x s/21 dx
or
1
s/2
=
n s (s/2)
en x x s/21 dx.
109
X
2
s/2 X
1
=
(s) =
en x x s/21 dx
s
n
(s/2)
n=1
1
0
s/2
(s/2)
Z X
s/21
n2 x
x
dx
e
0
(s/2)(s) =
Z1
0
s/21
(x)dx +
Z
1
(x)x s/21 dx
104
Z1
s/21
110
!
)
Z
1
1
1
1
+
dx + (x)x s/21 dx
2 x 2
x x
1
1
1
+
s1 s
1
+
s(s 1)
Z1
0
Z
1
x s/23/2
1
dx +
x
1
xs/2 2 + x s/21 (x)dx,
(7.5)
for > 1.
Now the integral on the right converges uniformly in a s b, for
if x 1, we have
s/21/2
x
+ x s/21 xb/21 + xa/21/2
while
(x) <
enx =
1
,
1
ex
and hence the integral on the right hand side of (7.5) is an entire function. Hence (7.5) provides the analytic continuation to the left of = 1.
It also yields the functional equation directly. We have also deduced that
s/2 (s/2)(s)
1
s(s 1)
1
s/2
1
s/2
= (s)
s(s 1) (s/2)
s 1 2(s/2 + 1)
1/2
1
= 1. Hence (s)
is an
2(1/2 + 1)
s1
Lecture 13
1
1
s(s 1)s/2 (s/2)(s) s(s 1)(s).
2
2
106
(s) =
s
+ 1 (s 1)(s),
so that
1
(1) = 1/2 (3/2) 1 = ,
2
and by the functional equation, (0) = 21 .
112
We shall next examine the location of the zeros of (s) and of (s).
Theorem 2. [11, p.48] (i) The zeros of (s) (if any !) are all situated in
the strip 0 1, and lie symmetrical about the lines t = 0 and = 21
(ii) The zeros of (s) are identical (in position and order of multiplicity) with those of (s), except that (s) has a simple zero at each of
the points s = 2, 4. 6, . . .
(iii) (s) has no zeros on the real axis.
Proof. (i) (s) = (s 1)s/2
s
2
+ 1 (s)
h(s)(s), say.
Now (s) , 0; for > 1; (Euler Product!) also h(s) , 0, for
> 1; hence (s) , 0, for > 1; hence (s) , 0, for < 0; since
(s) = (1 s).
107
The zeros, if any, are symmetrical about the real axis since ( ti)
are conjugates, and about the point s = 21 , since (s) = (1 s); they are
therefore also symmetrical about the line = 12 .
(ii) The zeros of (s) differ from those of (s) only in so far as h(s)
has zeros or poles. The only zero of h(s) is at s = 1. But this is not a
zero of (s) since (1) = 12 , nor of (s) for it is a pole of the latter.
The poles of h(s) are simple ones at s = 2, 4, 6, . . .. Since these
are points at which (s) is regular and not zero, they must be simple zeros 113
of (s). We have already seen this by a different argument on p.95.
(iii) Since (s) , 0 for < 0 and > 1, it is enough, in view of (ii),
to show that
() , 0, for 0 < < 1.
Now
(1 21s )(s) = (1 2s ) + (3s 4s ) + , for > 0.
To prove this we first notice that the relation is obvious for > 1,
and secondly each side is regular for > 0; the left side is obviously
regular for > 0 (in fact it is entire); and, as for the right side, we have
Z2n
1
dx
1
s
=
(2n 1) s (2n) s
s+1
x
2n1
108
|s|
<
+1
(2n 1)
(2n 1)+1
114
1
log M(r) r log r, as r
2
Proof. For 2, we have
|(s)| (2),
and for 12 , |t| 1, we have
|(s)| < c1 |t|1/2 ,
so that
1
|(s)| < c2 |s|1/2 , for , |s| > 3.
2
Applying Stirlingls formula to (s/2), we get, for
1
, |s| = r > 3,
2
1
1
|(s)| < e| 2 s log 2 s|+c3 |s|
1
109
s
since log = log |s| log 2 + i arg s, | arg s| <
2
(s) = (1 s), we infer that
2.
115
1
1
r e 2 r log rc7 r
2
1
1
r log r C7 r < log M(r) < r log r + c6 r,
2
2
and hence the result.
!
)
s s/
1 e
,
(iii)
b0 +b1 s
(s) = e
+1 +
+ ,
(s)
s1 2 2
110
where b = b1 + 21 log 2.
First Proof. 2(1 + cos t)2 = 3 + 4 cos + cos 2 0 for real . Since
XX 1
log (s) =
, for > 1,
mpms
m p
we have
log |(s)| = Re
=
cn nti
n=2
n=2
0
otherwise.
Hence
log 3 () ( + ti)( + 2ti)
X
=
cn n 3 + 4 cos(t log n) + cos(2t log n)
0,
111
if > 1.
Now suppose 1 + ti(t 0) were a zero of (s); then, on letting
1 + 0, we see that the left hand side in the above inequality would
tend to a finite limit, viz. | (1 + ti)|4 |(1 + 2ti)|, while the right hand side 117
tends to . Hence (1 + it) , 0.
Second Proof. [11, p.89] We know from the 8th Lecture (1.12) that if
is real, and , 0, then
f (s)
(8.1)
Lecture 14
T
T
T
log
+ O(log T ) as T .
2n
2 2
Proof. Suppose first that T is not equal to any . Also let T > 3. Consider the rectangle R as indicated. (s) has 2N(T ) zeros inside it, and
none on the boundary. Hence, by the principle of the argument,
2N(T ) =
1
[arg (s)]R ,
2
where [arg (s)]R denotes the increase in arg (s), as s describes the
boundary of R.
113
114
Now
1
[arg (s)]R = [arg s(s 1)]R + [arg (s)]R ,
2
where (s) = s/2 (s/2)(s). Here
1
[arg s(s 1)]R = 4,
2
119
and (s) has the properties: (s) = (1 s), and ( ti) are conjugates.
Hence
[arg (s)]R = 4[arg (s)]ABC
Hence
N(T ) = + arg[s/2 ] + [arg (s/2)]ABC
+ [arg (s)]ABC
(9.1)
Now
t
T
= log .
[arg s/2 ]ABC = log
2
2
ABC
(9.2)
115
!#
"
1
= im log (s/2) ABC
arg
2 ABC
!
1 1
= im log + iT im log (1)
4 2
(
!
!
)
1 1
1
1
1
1
= im + iT log iT iT + log 2 + O(T )
4 2
2
2
2
!
1
1
T
1
= T log T + O T 1 , as T
(9.3)
2
2
8
2
Using (9.2) and (9.3) in (9.1), we get
T
T
T
7 1
1
N(T ) =
log
+ + [arg (s)]ABC + 0
2
2 2 8
T
(9.4)
X
1
1
du 1
Re (2 + iT ) 1
>
1
=
2
2
2
4
n
2
u
2
(9.6)
116
1 < |t T | < 2 + T.
1
by (9.6)
4
T > T0,
117
t
t
t
log
,
2
2 2
we get
f (t + h) f (t) = h f (t + h), 0 < < 1,
where f (t) =
t
1
log . Now use the Theorem.
2
2
Corollary 2.
!
X 1
X 1
log T
2
=O
= O(log T ); S
S
T
2
>T
0T
(summed over all zeros whose imaginary parts satisfy the given conditions).
Let
122
X1
, m < m + 1, and
sm =
X 1
, m < m + 1.
sm =
2
Then
S
[T ]
X
sm ,
m=0
sm
m=[T ]
m
,
m
sm
m
m2
118
Hence, as T ,
[T ]
X log m
= O(log2 T )
S = O(1) + O
m
2
!
X log m
log T
= O
S = O
T
m2
[T ]
2n
, as n
log n
123
we have first
2n n log n
whence
log n log n ,
and
2n
2n
log n log n
n |n | < n + 1.
n
And
1
||(log ||)
119
r
| f (z0 )|
| f (0)| = |(0)|
n
n |a |
Q
M Rr and f (0) , 0, hence the
=1 R
120
= c log{ f (z)}
so that
N=
1
c arg f (z).
2
Lecture 15
(s/2)(s) =
+ (x)(x 2 1 + xs/21/2 )dx,
s(s 1)
1
where (x) =
x=
1
2
en
2 x
, x > 0. Multiplying by
n=1
1
s(s 1), and writing
2
+ it, we get
!
!
! Z
1
1
1
1
2
3/4
+ it = (t) = t +
(x)x
cos t log x dx
2
2
4
2
1
122
Writing x = e4u , we get
1
1
(t) = 4 t2 +
2
4
! Z
If we write
(u) = (e4u )eu ,
126
we obtain
1
= (t2 + 1)
2
2
t
(u) cos ut du
or
1 + 2(e4u ) = e2u [1 + 2(e4u )]
or
eu + 2eu (e4u ) = eu + 2eu (e4u )
or
so that
eu + 2(u) = eu + 2(u)
d u
e + 2(u) u=0 = 0
du
i.e.
1
(0) = .
2
Z
0
1
(u) cos ut du =
2
Z
0
(u) cos ut du
123
Hence
(t/2) =
(10.1)
f (u) cos ut du
(10.2)
124
()eix d
128
ZR
eix ()d
sin Rt
f (x + t) dt
t
sin Rt f (x + t) + f (x t)
dt,
t
2
and
g x (t) =
then
1
f (x + t) + f (x t) f (x),
2
Z
sin Rt
g x (t) dt
t
0
Z Z
2
= + = I1 + I2 , say,
2
S R (x) f (x) =
125
g x (t)
is absolutely integrable in (0, ), then
t
should be noted that sufficient conditions for the validity of the theorem are: (i) f (x) is of bounded variation in a neighbourhood of x,
and (ii) f (x) is absolutely integrable in (, ). Then lim S R (x) =
R
1
2 [ f (x
+ 0) + f (x 0)].
We now return to (10.2) which is an immediate deduction from the
formula for (t), on using Fouriers inversion formula.
Now we know that (t) = ( 12 + it) = O(t1 e 4 t ); and (t) is an entire function of t. Hence we are justified in obtaining, by differentiation
of (10.2),
Z
(1)n
(2n)
(t)t2n cos ut dt.
f (u) =
Since (x) is regular for Re x > 0, f (u) is regular for /4 < Im u <
f (iu) = c0 + c1 u2 + c2 u4 +
Then
1
(1)n f (2n) (0)
=
cn =
(2n)!
(2n)!
(t)t2n dt
If (t) had only a finite number of zeros, then (t) would be of constant
sign for t > T . Let (t) > 0 for t > T . Then cn > 0 for n > 2n0 , since
Z
0
(t)t
2n
dt >
T +2
Z
(t)t
2n
dt
T +1
> (T + 1)
ZT
| (t)|t2n dt
2n
T +2
Z
T +1
(t)dt T
2n
ZT
0
| (t)| dt
126
Hence f (n) (iu) increases steadily with u for n > 2n0 . However we
i
along
shall se that f (u), and all its derivatives, tend to zero as u
4
the imaginary axis.
We know that
!
1 1 1
1
1/2
(x) = x
+ x 2
x
2
2
Further
(i + ) =
en
n=1
=2
i.e.
1
2
2 (i+)
e(2n)
(1)n en
n=1
en
= 2(4) ()
!
!
1
1
1 1
1
=
2
4
!
!
1
1
1
1
1
+ (i + ) =
2
4
Lecture 16
f (s) =
X
an
n=1
ns
= g(1 s) 2
f (s)
2
2 2
where
g(1 s) =
X
bn
,
n1s
n=1
127
(1.1)
(1.2)
(1.3)
128
The series on the right converging absolutely for < < 0. Then
f (s) = a1 (s)(= g(s)).
For the proof we need to evaluate two integrals:
y
1
=
2i
1+i
Z
ys (s)ds,
y>0
(1)
1i
a2 x bx
2ab
dx
=
e
,
a
x
a > 0,
b 0.
(2)
132
ix0
F (s) =
f (y)eiy dy.
If we define
f (x)x s1 dx,
(3)
Hence, provided that f (ey )eyc satisfies a suitable local condition, such
as differentiability in the neighbourhood of a point, we can invert this
129
yc
or
f (ey ) =
or
f (x) =
1
2
F (c + it)eiyt dt
133
F (c + it)e(c+it)y dt
c+i
Z
1
2i
1
2i
F (s)eys ds
ci
c+i
Z
(4)
ci
Relations (3) and (4) give the Mellin inversion formulae. Since
R
(s) = ex x s1 dx, Re s > 0, we get (1) as in immediate application.
0
e(ki)x dx =
so that
2
1
1 ekA eiA
k i
2.k
k 2 + 2
k>0
(5)
130
134
so that
Z
0
Z
2
cos x
12 (k2 y+ 4y )
dx
=
dy
e
y
2
x2 + k 2
0
2ab
dx
=
e
,a > 0 b 0
a
x
a2 x bx
2+i
Z
f (s)
x
ds
2
2i
2+i
Z
X
an
=
(s/2)(n2 x)s/2 ds
2i
n=1
2i
=2
an en
2x
n=1
2+i
Z
2i
135
!
1 s (1s) s/2
ds.
2 x
g(1 s)
2
131
1+i
Z
1i
!
m
X
1 s (1s) s/2
2
x
ds +
R
g(1 s)
2
v=1
132
f (s)
s
2
s/2 xs/2
+
A
log
x
+
A
x 2 A()
q 1
1
0
Hence
m
X
R =
=1
m
X
=1
Q is a polynomial
1 X bn
S2 =
x n=1 2i
2 X bn
=
x n=1 2i
1+i
Z
(1 s) n2
2
x
1i
2 +1+i
2 +1i
n2
(s)
x
!s
! (1s)
2
ds + Q(x)
ds + Q(x)
2
2 X
=
bn en /x + Q(x)
x n=1
137
an en
2x
2
2 X
bn en /x + Q(x)
=
x n=1
X
X
2
bn 2nt
an
e
+
Q(x)et x dx
=2
2
2 + n2 )
t
(t
n=1
n=1
0
133
by (2).
The last integral is convergent. Since Re s 2 , = 1, 2, . . . m,
t2 x
Q(x)e
1
dx = 2
t
Z
0
x
t2
ex dx =
m
X
t s 2 H (log t),
X
X
1
1
an
tH(t) = 2
+
bn e2nt
t
+
ni
t
ni
n=1
n=1
The series on the left hand side is uniformly convergent in any finite
region of the t-plane which excludes t = ki, k = 1, 2, . . . ; It is a meromorphic function with poles of the first order at t = ki.
H(t) is regular and single-valued in the t-plane with the negative real 138
axis deleted and t , 0.
The right hand side is a periodic function of t with period i for
Re t > 0. Hence, by analytical continuation, so is the function on the
left. Hence the residues at ki, (k + 1)i are equal. So ak = ak+1
Lecture 17
N+1
136
x
n
. Again the relation pn < 22 is far
log x
weaker than the asymptotic formula: pn n log n, which is know to be
x
(The Prime Number Theorem!).
equivalent to the formula: (x)
log x
We shall prove the Prime Number Theorem, and show that it is equivalent to the non-vanishing of the zeta function on the line = 1. We
shall state a few preliminary results on primes.
!1
P1
1
Theorem 1. The series
and the product 1
are divergent.
p
p
!1
Q
P 1
1
, P(x) =
, x > 2.
1
Proof. Let S (x) =
p
px
px p
Then, for 0 < u < 1,
we shall show that (x)
140
Hence
1
1 um+1
>
= 1 + u + + um
1u
1u
P(x)
Y
(1 + p1 + + pm ),
px
P1
summed
n
over a certain set of positive integers n, and if m is so chosen that 2m+1 >
x, this set will certainly include all integers from 1 to [x]. Hence
P(x) >
[x]
X
1
1
141
>
we have
du
> log x.
u
Since
log(1 u) u <
[x]+1
Z
1 2
2u
1u
X
px
p2
2(1 p1 )
(1)
137
<
X
n=2
1
1
=
2n(n 1) 2
Hence, by (1),
1
S (x) > log log x .
2
(1) and (2) prove the theorem.
(2)
pm x
Grouping together terms of (x) for which m has the same value, we
get
(x) = (x) + (x1/2 ) + (x1/3 ) + ,
(3)
this series having only a finite number of non-zero terms, since (x) = 0
if x < 2.
Grouping together terms for which p has the same value ( x), we
obtain
X " log x #
log p,
(4)
(x) =
log p
px
since the number of values of m associated with a given p is equal to
the
of positive integers m satisfying m log p x, and this is 142
#
" number
log x
log p
Theorem 2. The functions
(x)
,
x/ log x
(x)
,
x
(x)
x
138
Hence
L2 L3 L1 .
(5)
1
x
x
x
143
log x
Keep fixed, and let x ; then 1 0
x
Hence
L2 L1 ,
i.e.
L2 L1 , as 1 0.
This combined with (5) gives L2 = L3 = L1 , and similarly for the ls.
(x)
(x)
(x)
or
or
tends to a limit, then so do all,
x/ log x
x
x
and the limits are equal.
0, otherwise,
then
X
X
(x) =
log p =
(n), and
Corollary . If
(s)
(s)
pm x
Also
(s)
=s
(s)
nx
(n)
, > 1 [p.69]
ns
Z
1
(x)
dx, > 1.
x s+1
139
The Wiener-Ikehara theorem. [3, 4] Let A(u) be a non-negative nondecreasing function defined for 0 u < . Let
f (s)
A(u)eus du,
s = + i,
e(s1)u du
Therefore
1
=
g(s) f (s)
s1
{A(u) eu }eus du
where
B(u) A(u)eu
Take
s = 1 + + i.
Then
g(1 + + i) g () =
140
Z2
!
|| iy
e d
g () 1
2
Z2
1
=
2
iy
145
! Z
||
d {B(u) 1}euiu du.
1
2
0
u iu
B(u)e
du
eu eu du.
Z2
iy
!
||
g ()d
1
2
!
Z2
Z
||
1 i(yu)
= {B(u) 1}eu du
e
d
1
2
2
0
[B(u) 1]eu
141
sin2 (y u)
du
(y u)2
Hence
lim
Z
0
eu B(u)
sin2 (y u)
du =
(y u)2
Z
0
sin2 (y u)
du +
(y u)2
Z2
iyt
!
|t|
g(1 + it) dt
1
2
sin2 (y u)
B(u)
du =
(y u)2
Z
0
sin2 (y u)
du
(y u)2
+
Z2
iyt
!
|t|
1
g(1 + it) dt
2
Now let y ; then the second term on the right-hand side tends to
zero by the Riemann-Lebesgue lemma, while the first term is
lim
Zy
sin2
dv =
v2
sin2 v
dv =
v2
146
142
147
Hence
Zy
v sin2 v
B y
lim
dv = for every .
y
v2
To prove that
lim B(u) = 1.
Second Part.
(i) limB(u) 1.
Za
v sin2 v
dv
B y
v2
or
v
a
(va)/
B y
e
B y
.
Hence
Za
a (va)/ sin2 v
B y
lim
e
dv
y
v2
or
Za
2a
or
2a/
a
sin2 v
limB
y
dv
v2
Za
148
sin2 v
lim B(y) dv
v2 y
a
0.
143
Za Za Zy
Zy
v sin2 v
dv =
+ +
B y
v2
()
Zy
Z 2
Z
Za
2
sin
v
sin
v
c
dv +
dv +
v2
v2
a
Z 2
Zy
Za
Z
2
sin v
sin v
dv +
dv +
c
v2
v2
As before we get
a
v
ey+a/ B y +
eyv/ B y
or
a 2a/
v
a a+v
B y
B y+
e B y+
e
Therefore
Za
Za
a 2a/ sin2 v
v sin2 v
dv
dv
B y+
e
B y
v2
v2
a
Za
a
sin2 v
2a/
e
B y+
dv
v2
a
lim
Zy
= lim =
y
149
144
and
sin v
c + 2 dv + lim
a 2a/
e
{ } + limB y +
{ } + e2a/
Za
limB(y)
Za
sin2 v
dv
v2
sin2 v
dv
v2
a
Let a , in such a way that 0.
Then
limB(y)
Thus
lim B(u) = lim A(u)eu = 1.
150
(x)
dx,
x s+1
>1
> 1.
145
(x) x.
or
nx
(s), say.
s+1
s(s) 1 s
x
1
Now (s) is regular for > 0 except (possibly) for simple poles at the
zeros of (s). Now, if (x) = x + O(x), [which is a consequence of the
p.n. theorem], then, given > 0,
|(x) x| < x, for x x0 () > 1.
Hence, for > 1,
|(s)| <
Zx0
|(x) x|
dx +
x2
Z
x0
dx < K +
x
1
146
log (x)
1
log x
(2)
x n log n
x y log y,
y = (x) = n.
Hence
log x log y, as above, so that
y x/ log x
Bibliography
[1] L.Bieberbach: Lehrbuch der Funktionentheorie I & II, Chelsea, 153
1945
[2] S.Bochner: Vorlesungen u ber Fouriersche Integrale, Leipzig, 1932
[3] S.Bochner: Notes on Fourier Analysis, Princeton, 1936-37
[4] S.Bochner: Math. Zeit. 37(1933), pp.1-9
[5] S.Bochner & K.Chandrasekharan: Fourier Transforms, Princeton,
1949
[6] A.P.Calderon & A.Zygmund: Contributions to Fourier Analysis,
Princeton, 1950, pp. 166-188
[7] C.Caratheodory: Funktionentheorie, I & II, Basel, 1950
[8] K.Chandrasekharan: J.Indian Math. Soc. 5(1941), pp. 128-132
[9] K.Chandrasekharan & S.Minakshisundaram:
Bombay, 1952
Typical Means,
148
BIBLIOGRAPHY