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Friday, June 26, 2015

On Kronecker's lemma

While reading some parts of the nice lecture notes on Analytic Number Theory by Hildebrand, I encountered Kronecker's lemma on page 58.
If f:NC is a function, and sC with (s)>0 is a complex number such that the Dirichlet series L(f,s)=n=1f(n)ns converges, then nxf(n)=o(xs)forx+

As an example, take f(n)=1, then n=11ns converges for s>1 and indeed nx1=x=o(xs) for all s>1.

As a second example, take f(n)=1n, then n=11n1+s converges for s>0 and indeed nx1n=logx=o(xs) for all s>0.

What I like about Kronecker's lemma is that its statement and proof involve real analysis only; one does not need to know anything about the behaviour of the function L(f,s) for complex numbers s. On the other hand, in analytic number theory, one often uses Perron's formula to estimate sums nxf(n) for number theoretic functions f. One then needs to have information about the zeros of the Dirichlet series, and its behaviour for large imaginary values of s to make Perron's formula work. All this information is thus not needed when using Kronecker's lemma.

Although a proof of Kronecker's lemma can be found in Hildebrand's lecture notes, I write here a proof for the case sR. This proof is based on the French Wikipedia article about Kronecker's lemma and is very transparent.

The above version of Kronecker's lemma is a special case of
If bn is a sequence of real numbers such that 0b1b2 and limnbn=+, and an is a sequence of complex numbers such that n=1an converges, then knbkak=o(bn)forn+

The special case above follows from the general lemma by taking an=f(n)/ns and bn=ns.

Proof of the lemma: write An=k=nak, then partial summation gives (setting b0=0 for convenience )
nk=1bkak=bnAn+1+nk=1(bkbk1)Ak
thus
1bnnk=1bkak=An+1+1bnnk=1(bkbk1)Ak
Taking the limit n, the first term converges to zero because n=1an converges and the second term converges to zero because of the (generalized) lemma of Cesàro. QED.

Postscript: For a while I thought that because n=1μ(n)n=1ζ(1)=0, Kronecker's lemma implied that M(x)=nxμ(n)=o(x). Hence I thought that Kronecker's lemma implied the prime number theorem. This reasoning is incorrect however: one needs more work to make the calculation n=1μ(n)n=0 sound; although this calculation only involves swapping limn with lims1. Is the proof on the prime number theorem nothing more than proving one can change the order of these two limits?

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