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Friday, June 12, 2015

Tauberian Theorem for Cesàro mean

Because the proof of the prime number theorem is related to Tauberian theorems of various kinds (see for example this paper by Mueger), I decided to prove a Tauberian theorem for a very simple case, namely the case of Cesàro means. It seems difficult to find the proof online, I therefore write one down here.



Definition
The Cesàro mean of a sequence an is defined as the limit
limnbnwithbn=1n(a1++an)

Abelian Property
If the limit of the sequence an  exists, then the Cesàro mean also exists, and is equal to this limit:
If limnan=a exists, then limn1n(a1++an)=a

The proof is very short if one uses Landau's o notation: one has
bna=1nnk=1(aka)
Because limkak=a means ak=a+o(1), one has thus
bna=1nnk=1o(1)
Because nk=1o(1)=o(n) and 1no(n)=o(1), it follow that bna=o(1). This means limnbn=a . QED

Tauberian Theorem
Conversily, there is the following Tauberian theorem
If limn1n(a1++an)=a exists, and Δan=o(1n) , then limnan=a
Remark: I use the notation Δan=an+1an
Proof: Partial summation gives
anbn=1nn1k=1Δakk
because Δak=o(1k)  and o(1k)k=o(1) we have
anbn=o(n)n=o(1)
This means limn(anbn)=0 thus limnan=limnbn=a. QED
Remark:
  • The condition  Δan=o(1n) is a Tauberian condition, it can be weakened to Δan=O(1n)
  • The result can also be translated to a Tauberian theorem about Cesàro summability:

If n=0cn is Cesàro summable to s and cn=o(1n) , then n=0cn=s

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