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Feng Qi
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DOI: https://doi.org/10.1016/j.cam.2017.11.047
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FENG QI
Abstract. In the paper, by induction and recursively, the author proves that
the generating function of multivariate logarithmic polynomials and its recipro-
cal are a Bernstein function and a completely monotonic function respectively,
establishes a Lévy-Khintchine representation for the generating function of
multivariate logarithmic polynomials, deduces an integral representation for
multivariate logarithmic polynomials, presents an integral representation for
the reciprocal of the generating function of multivariate logarithmic polyno-
mials, computes real and imaginary parts for the generating function of multi-
variate logarithmic polynomials, derives two integral formulas, and denies the
uniform convergence of a known integral representation for Bernstein func-
tions.
Contents
1. Preliminaries and motivations 1
1.1. Completely monotonic function and the Bernstein function 1
1.2. Integral representations for the logarithmic function and its reciprocal 2
1.3. Multivariate logarithmic polynomials 3
2. Integral representations for multivariate logarithmic polynomials 4
References 11
2010 Mathematics Subject Classification. Primary 11B83; Secondary 05A15, 11B37, 26A48,
30A99, 33B99, 40A10, 44A10.
Key words and phrases. multivariate logarithmic polynomial; generating function; completely
monotonic function; Bernstein function; integral representation; Lévy-Khintchine representation;
real part; imaginary part; uniform convergence; recurrence relation; mathematical induction.
This paper was typeset using AMS-LATEX.
1
2 F. QI
necessary and sufficient condition that f (t) should be completely monotonic for
0 < t < ∞ is that Z ∞
f (t) = e−ts d α(s), (1.1)
0
where α(s) is non-decreasing and the integral converges for 0 < s < ∞.
Recall also from [13, p. 21, Definition 3.1] that a nonnegative function f :
(0, ∞) → R is a Bernstein function if its first derivative f ′ is completely mono-
tonic on (0, ∞). Theorem 3.2 in [13] states that, a function f : (0, ∞) → [0, ∞) is
a Bernstein function if and only if it admits the Lévy-Khintchine representation
Z ∞
f (x) = a + bx + 1 − e−xt d µ(t), (1.2)
0
where
f (t)
a = lim f (t), b = lim ,
t→0+ t
t→∞
R∞
and µ is called the Lévy measure on (0, ∞) satisfying 0 min{1, t} d µ(t) < ∞.
1.2. Integral representations for the logarithmic function and its recip-
rocal. We can directly verify by definition that ln(1 + t) is a Bernstein function.
In [1, p. 230, 5.1.32] and [12, Remark 1], it is listed that
Z ∞ −au
b e − e−bu
ln = d u. (1.3)
a 0 u
Letting a = 1 and b = 1 + t in (1.3) leads to
Z ∞ −u Z ∞
e − e−(1+t)u e−u
ln(1 + t) = du = 1 − e−tu d u. (1.4)
0 u 0 u
Comparing the integral representation (1.4), which is the Lévy-Khintchine repre-
sentation of ln(1 + t), with (1.2) shows that ln(1 + t) is a Bernstein function.
In [2, Eq. (1.4)], [3, p. 2130], and [12, Lemma 1], it was proved that
Z ∞
1 1 1 dt
= + 2 + π2 z + t
ln(1 + z) z 1 [ln(t − 1)]
1
for z ∈ C \ (−∞, 0]. Then it is clear that ln(1+t) is a completely monotonic function
on (0, ∞). In [12, p. 996], it was presented that
Z ∞ Z ∞ u−1
1 −s s
= e d u e−ts d s, (1.5)
ln(1 + t) 0 0 Γ(u)
where t > 0 and Γ(z) is the classical gamma function which can be defined by
Z ∞
Γ(z) = tz−1 e−t d t, ℜ(z) > 0.
0
1
Then it is easy to see that ln(1+t) is a completely monotonic function on (0, ∞).
1
Comparing (1.5) with (1.1) reveals that ln(1+t) is completely monotonic on (0, ∞).
This can also follows from the fact that ln(1 + t) is a Bernstein function and the fact
in [4, pp. 161–162, Theorem 3] and [13, p. 64, Proposition 5.25] that the reciprocal
of a Bernstein function is completely monotonic on (0, ∞), but not conversely.
Proposition 3.6 in [13, p. 25] states that every Bernstein function f has an
→ →
extension f : H = {z ∈ C : ℜ(z) ≥ 0} → H which is continuous for ℜ(z) ≥ 0 and
INTEGRAL REPRESENTATIONS OF MULTIVARIATE LOGARITHMIC POLYNOMIALS 3
→
holomorphic for ℜ(z) > 0, satisfies f (z) = f (z̄) for all z ∈ H = {z ∈ C : ℜ(z) > 0},
and has the representation
Z
2 ∞ z
f (z) = a + bz + ℜ(f (si)) d s, ℜ(z) ≥ 0, (1.6)
π 0 z 2 + s2
√
where i = −1 is the imaginary unit, a = limt→0+ f (t), and b = limt→∞ f (t) t .
Theorem 3.1 in [5, 6, 7] reads that, if φ is a Bernstein function, then
Z
2 ∞ x
φ(x) = bx + ℜ[φ(ui)] d u. (1.7)
π 0 x + u22
By virtue of (1.6) and (1.7), we see that the complex function ln(1 + z) for z ∈
C \ (−∞, −1] has the integral representation
Z
z ∞ ln(1 + s2 )
ln(1 + z) = d s, ℜ(z) ≥ 0; (1.8)
π 0 z 2 + s2
The formula (1.8) can also be derived from taking a = b = g = 1 and c = z in
Z ∞
dx π ag + bc
ln a2 + b2 x2 2 2 2
= ln , a, b, c, g > 0
0 c +g x cg g
listed in [8, p. 564, Item 7].
Proof. Item (iii) in [13, p. 28, Corollary 3.8] reads that the composition of two
Bernstein functions is still a Bernstein function. Hence, it is immediate that the
generating function H(t; xm ) is a Bernstein function.
By virtue of (1.4), we have
Z ∞
e−u
H(t; x1 ) = 1 − e−ux1 ln(1+t) du
0 u
Z ∞ −u
1 e
= 1− ux1
du
0 (1 + t) u
Z ∞ Z ∞ −u
1 e
= 1− v ux1 −1 e−v(1+t) d v du
0 Γ(ux 1 ) 0 u
Z ∞ Z ∞ −u
1 ux1 −1 −v −vt
e
= v e 1−e dv du
0 Γ(ux 1 ) 0 u
Z ∞ Z ∞ −(u+v) ux1 −1
e v
= 1 − e−vt d u d v.
0 0 u Γ(ux 1)
Z ∞ Z ∞ Z ∞
1 e−u v ux1 −1
= 1− wvx2 −1 e−w(1+t) d w d u e−v d v
0 Γ(vx2 ) 0 0 u Γ(ux1 )
Z ∞ Z ∞ Z ∞ −u ux1 −1
1 e v
= wvx2 −1 e−w 1−e −wt
dw d u e−v d v
0 Γ(vx2 ) 0 0 u Γ(ux1 )
Z ∞ Z ∞ Z ∞
e−(u+v+w) v ux1 −1 wvx2 −1
= 1 − e−wt dudv dw
0 0 0 u Γ(ux1 ) Γ(vx2 )
and, inductively, that
Z Z Z m
!
∞ ∞ ∞
1 X
−sm t
H(t; xm ) = 1−e ··· exp − sℓ
0 0 0 s0
ℓ=0
m
Y sk−1 xk −1
sk
× d s0 · · · d sm−1 d sm
Γ(sk−1 xk )
k=1
which can be rearranged as (2.1) and again confirm that the generating function
H(t; xm ) is a Bernstein function.
Considering (1.9) in Definition 1.1, differentiating on both sides of (2.1) with
respect to t, and taking the limit t → 0+ derive (2.3) readily. The proof of Theo-
rem 2.1 is complete.
1
Theorem 2.2. For x1 , x2 , . . . , xm > 0, the function H(t;x m)
is completely mono-
tonic with respect to t ∈ (0, ∞) and has the integral representation
Z ∞ "Z ∞ Z ∞ #
1
= ··· Q(sm+1 ; xm ) d s0 · · · d sm e−sm+1 t d sm+1 , (2.4)
H(t; xm ) 0 0 0
Z ∞ Z ∞Z ∞
1 su−1 v sx1 −1 −(s+v)
= e d u d s e−vx2 ln(1+t) d v
H(t; x2 ) 0 0 0 Γ(u) Γ(sx1 )
Z ∞ Z ∞ Z ∞ u−1 sx1 −1
s v −(s+v) 1
= e duds dv
0 0 0 Γ(u) Γ(sx1 ) (1 + t)vx2
Z ∞ Z ∞ Z ∞ u−1 sx1 −1 Z ∞
s v 1
= e−(s+v) d u d s wvx2 −1 e−w(1+t) d w d v
0 0 0 Γ(u) Γ(sx1 ) Γ(vx2 ) 0
Z ∞ Z ∞ Z ∞ Z ∞ u−1 sx1 −1 vx2 −1
s v w −(s+v+w)
= e d u d s d v e−wt d w
0 0 0 0 Γ(u) Γ(sx1 ) Γ(vx2 )
and, by induction, that
Z ∞ "Z ∞ Z ∞Z ∞ Y m s x −1
1 skk−1 k
= ···
H(t; xm ) 0 0 0 0 Γ(sk−1 xk )
k=0
m
! #
X
× exp − sℓ d s−1 d s0 · · · d sm−1 e−sm t d sm
ℓ=0
1
which can be rewritten as (2.4) and confirm the complete monotonicity of H(t;xm )
again. The proof of Theorem 2.2 is complete.
Theorem 2.3. For m ∈ N and s, x1 , . . . , xm > 0, the real and imaginary parts of
the complex function H(si; xm ) can be recursively computed by
1 2
ℜ[H(si; xm )] = ln Um (x1 , . . . , xm ; s) + Vm2 (x1 , . . . , xm ; s) (2.8)
2
and
Vm (x1 , . . . , xm ; s)
ℑ[H(si; xm )] = arctan , (2.9)
Um (x1 , . . . , xm ; s)
where Um (x1 , . . . , xm ; s) and Vm (x1 , . . . , xm ; s) satisfy the recurrence relations
1
U1 (x1 ; s) = 1 + x1 ln s2 + 1 , V1 (x1 ; s) = x1 arctan s, (2.10)
2
and, when m ≥ 2,
1 2 2
Um (x1 , . . . , xm ; s) = 1 + x1 ln Um−1 (x2 , . . . , xm ; s) + Vm−1 (x2 , . . . , xm ; s) ,
2
(2.11)
Vm−1 (x2 , . . . , xm ; s)
Vm (x1 , . . . , xm ; s) = x1 arctan . (2.12)
Um−1 (x2 , . . . , xm ; s)
Proof. By standard and careful calculation, we find
1 1 2
ℜ[H(si; x1 )] = ln 1 + x1 ln s2 + 1 + (x1 arctan s)2
2 2
1 2
, ln U1 (x1 ; s) + V12 (x1 ; s) ,
2
x1 arctan s
ℑ[H(si; x1 )] = arctan
1 + 21 x1 ln(s2 + 1)
V1 (x1 ; s)
= arctan ,
U1 (x1 ; s)
2
1 1 1 2
ℜ[H(si; x2 )] = ln 1 + x1 ln 1 + x2 ln s2 + 1 + (x2 arctan s)2
2 2 2
2
x2 arctan s
+ x1 arctan
1 + 21 x2 ln(s2 + 1)
1
, ln U22 (x1 , x2 ; s) + V22 (x1 , x2 ; s) ,
2
x1 arctan 1+x12xarctan s
2
2 2 ln(1+s )
ℑ[H(si; x2 )] = arctan 1 1
1 + 2 x1 ln([1 + 2 x2 ln(1 + s )] + [x2 arctan s]2 )
2 2
V2 (x1 , x2 ; s)
= arctan ,
U2 (x1 , x2 ; s)
and
(
1 1 1 1 2
2
ℜ[H(si; x3 )] = ln 1 + x1 ln 1 + x2 ln 1 + x3 ln s + 1
2 2 2 2
2 2 2
2 x3 arctan s
+ (x3 arctan s) + x2 arctan
1 + 12 x3 ln(s2 + 1)
8 F. QI
" #2 )
x2 arctan 1+x13xarctan 2
s
2 3 ln(s +1)
+ x1 arctan
2
1 + 21 x2 ln 1 + 21 x3 ln(s2 + 1) + (x3 arctan s)2
1
, ln U32 (x1 , x2 , x3 ; s) + V32 (x1 , x2 , x3 ; s) ,
2
where U1 (x1 ; s) and V1 (x1 ; s) are defined by (2.10) and
1
U2 (x1 , x2 ; s) = 1 + x1 ln U12 (x2 ; s) + V12 (x2 ; s) ,
2
V1 (x2 ; s)
V2 (x1 , x2 ; s) = x1 arctan ,
U1 (x2 ; s)
1
U3 (x1 , x2 , x3 ; s) = 1 + x1 ln U22 (x2 , x3 ; s) + V22 (x2 , x3 ; s) ,
2
V2 (x2 , x3 ; s)
V3 (x1 , x2 , x3 ; s) = x1 arctan .
U2 (x2 , x3 ; s)
Assume that the recurrence relations (2.11) and (2.12) are valid for some m ≥ 3.
This means that
1 2
ℜ[H(si; xm )] = ln Um (x1 , . . . , xm ; s) + Vm2 (x1 , . . . , xm ; s)
2
and
Vm (x1 , . . . , xm ; s)
ℑ[H(si; xm )] = arctan
Um (x1 , . . . , xm ; s)
for m ≥ 3. Since
H(si; xm+1 ) = ln[1 + x1 H(si; x2 , . . . , xm+1 )]
= ln(1 + x1 ℜ[H(si; x2 , . . . , xm+1 )] + ix1 ℑ[H(si; x2 , . . . , xm+1 )])
1
= ln (1 + x1 ℜ[H(si; x2 , . . . , xm+1 )])2 + (x1 ℑ[H(si; x2 , . . . , xm+1 )])2
2
x1 ℑ[H(si; x2 , . . . , xm+1 )]
+ i arg ,
1 + x1 ℜ[H(si; x2 , . . . , xm+1 )]
it follows that
2
1 Vm (x2 , . . . , xm+1 ; s)
ℜ[H(si; xm+1 )] = ln x1 arctan
2 Um (x2 , . . . , xm+1 ; s)
1 2
2
+ 1 + x1 ln Um (x2 , . . . , xm+1 ; s) + Vm2 (x2 , . . . , xm+1 ; s)
2
and
Vm (x2 ,...,xm+1 ;s)
x1 arctan U m (x2 ,...,xm+1 ;s)
ℑ[H(si; xm+1 )] = arg .
1 + 12 x1 ln Um
2 (x , . . . , x
2
2
m+1 ; s) + Vm (x2 , . . . , xm+1 ; s)
and
Vm+1 (x1 , . . . , xm+1 ; s)
ℑ[H(si; xm+1 )] = arctan .
Um+1 (x1 , . . . , xm+1 ; s)
By mathematical induction, the formulas (2.8) and (2.9) and the recurrence rela-
tions (2.11) and (2.12) are valid. The proof of Theorem 2.3 is complete.
Combining these with (2.8) and (2.9) yields (2.13) and (2.14) respectively. The
proof of Theorem 2.4 is complete.
Theorem 2.5. For ℜ(z) ≥ 0 and x1 , . . . , xm > 0 with m ∈ N, the integral repre-
sentation
Z
1 ∞ z 2
H(z; xm ) = ln Um (x1 , . . . , xm ; s) + Vm2 (x1 , . . . , xm ; s) d z (2.15)
π 0 z 2 + s2
is pointwisely convergent but not uniformly convergent, where Um (x1 , . . . , xm ; s)
and Vm (x1 , . . . , xm ; s) are defined by (2.10), (2.11), and (2.12) respectively. Conse-
quently, the integrals in (1.6) and (1.7) are pointwisely convergent but not uniformly
convergent.
Proof. A simple computation gives
H(t; xm )
lim H(t; xm ) = lim = 0.
t→0 t→∞ t
Accordingly, when t ≥ 0 and x1 . . . , xm > 0, by (1.6) or (1.7), it follows that
Z
2 ∞ t
H(t; xm ) = ℜ[G(si; xm )] d s.
π 0 t2 + s 2
If the integrals in (1.6) and (1.7) are uniformly convergent, then differentiating on
both sides of the above integral representation for H(t; xm ) results in
Z
∂ k H(t; xm ) 1 ∞ ∂k 2t
= ℜ[G(si; xm )] d s (2.16)
∂tk π 0 ∂tk t2 + s2
for t ≥ 0 and k ∈ N, where
k+1 ℓ
∂k 2t ∂ k+1 ln t2 + s2 X d ln µ
k 2 2
= k+1
= Bk+1,ℓ (2t, 2, 0, . . . , 0)
∂t t + s ∂t d µℓ
ℓ=1
k+1
X ℓ−1
(−1) (ℓ − 1)!
= 2ℓ Bk+1,ℓ (t, 1, 0, . . . , 0)
µℓ
ℓ=1
k+1
X
(−1)ℓ−1 (ℓ − 1)! ℓ (k − ℓ + 1)! k + 1 ℓ
= 2 t2ℓ−k−1
(t2 + s2 )ℓ 2k−ℓ+1 ℓ k−ℓ+1
ℓ=1
X (−1)ℓ−1 1
k+1
ℓ
= (k + 1)! (2t)2ℓ−k−1
(t2 + s2 )ℓ ℓ k − ℓ + 1
ℓ=1
0, k is even
→ 2(k!)
(−1)(k−1)/2 , k is odd
sk+1
as t → 0 for k ∈ N, where µ = µ(t) = t2 + s2 and the formula
(n − k)! n k
Bn,k (x, 1, 0, . . . , 0) = x2k−n , 0 ≤ k ≤ n
2n−k k n−k
in [11, Theorem 5.1] were used. Taking t → 0 in (2.16) and making use of (1.9) in
Definition 1.1 conclude
∂ k H(t; xm ) 0, k is even
Z ∞
= L m,k (x m ) = (k−1)/2 2(k!) ℜ[G(si; x m )]
∂tk (−1) d s, k is odd
π 0 sk+1
for k ∈ N. This leads to a contradiction. The proof of Theorem 2.5 is complete.
INTEGRAL REPRESENTATIONS OF MULTIVARIATE LOGARITHMIC POLYNOMIALS 11
Remark 2.3. Theorem 2.5 demonstrates that we can not derive an integral rep-
resentation for multivariate logarithmic polynomials Lm,n (xm ) from the integral
representation (2.15).
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