Math 6350 Homework #11

due Wednesday, December 11

1. (a) With defined as in class by the formula
Z
tz1 et dt,
(z) =

Re(z) > 0,

prove that ln (x) is convex for x > 0. Use Holders inequality

Z
0

Z

f (t)g(t) dt 

1/p Z
 
f (t) dt 

1/q

g(t) dt
q

for positive functions f and g, as long as p and q are positive numbers with
p1 + q 1 = 1, and derive that
(sx + (1 s)y) (x)s (y)1s

for 0 < s < 1 and 0 < x, y < .

(1)

Solution: For any s (0, 1), let p = s1 and q = (1 s)1 , so that p + q = 1.

Then
Z
(sx + (1 s)y) =
tx/p+y/q1/p1/q et dt.
0
x/p1/p t/p

Now let f (t) = t

and g(t) = ty/q1/q et/q ; then Holders inequality says

1s
s Z
q
g(t) dt
f (t) dt
(sx + (1 s)y)
0
0
1s
s Z
Z
y1 t
x1 t
t e dt
t e dt
=

Z

0
s

1s

= (x) (y)

(b) Show that equation (1) is also true using Ahlfors definition of the function,
in class. (Hint: equation (31) on page 200.)
which I called
Solution: By equation (31) we have (for x > 0) that
d
dx

0 (x)
(x)

X
1
d2
= 2 ln (x) =
0.
dx
(x + n)2
n=0

Thus ln (x) is a convex function in the calculus sense. To derive (1) from this,
fix an x and y, and consider the function
g(s) = ln (sx + (1 s)y) s ln (x) (1 s) ln (y).
Then g(0) = g(1) = 0, while
g 0 (s) =

0 (sx + (1 s)y)
(x y) ln (x) + ln (y),
(sx + (1 s)y)
1

and finally



d 0 (t) 
g (s) = (x y)
0.

dt (t) t=sx+(1s)y
Now any function with g(0) = g(1) = 0 and g 00 (s) 0 for all s must satisfy
g(s) 0 for 0 < s < 1, by the following argument. Either g 0 (0) > 0 or g 0 (0) 0.
Since g 00 (s) 0, the derivative g 0 is increasing and g 0 (s) g 0 (0) for all s 0;
hence g(s) g(0) + sg 0 (0) = sg 0 (0). In particular g(1) g 0 (0), contradiction.
Hence g 0 (0) 0. By the same reasoning, we see that g 0 (1) 0, and we conclude
that g(s) max{sg 0 (0), (s 1)g 0 (1)} for all s (0, 1); in either case we have
g(s) 0.
00

2. In this problem we show the Bohr-Mollerup theorem, that the properties (1) = 1,
(z + 1) = z(z), and ln (x) convex on the positive real axis uniquely determine
(in particular giving a simpler proof than Ahlfors gives). This comes from Rudins
Principles of Mathematical Analysis.
(a) Suppose (x + 1) = ln x + (x) for x > 0, (1) = 0, and (x) is convex on (0, ).
Prove that
(n + 1 + x) (n + 1)
ln (n + 1)
for n N and 0 < x < 1.
ln n
x
Solution: Since is convex, we have for every x (0, 1) that
(n + 1 + x) (1 x)(n + 1) + x(n + 2).
Therefore we have


(n + 1 + x) (n + 1) x (n + 2) (n + 1) = x ln (n + 1),
which gives the right inequality.
The left inequality is a bit more subtle: it is equivalent to
(n + 1) (n)
(n + 1 + x) (n + 1)

,
1
x
which is comparing the secant line slope on [n, n + 1] to that on [n + 1, n + 1 + x].
The basic trick here is that if a < c < b, and if m(a, b) = (b)(a)
, then m(a, c)
ba
m(a, b) m(c, b). This gives us what we want when a = n, b = n + 1 + x, and
c = n + 1.
bc
b + ba
a to get
To prove the inequality, we use c = ca
ba
(c) (a)
ca

1 c a
bc

(b) +
(a) (a)
ca ba
ba


1
(c a)(b) (c a)(a)
=
(c a)(b a)
= m(a, b).

m(a, c) =

The proof that m(a, b) m(c, b) is similar.

2

(b) Show
 that (n + 1) = ln (n!), and derive the formula (n + 1 + x) = (x) +
ln x(x + 1) (x + n) for n N.
Solution: The proof that (n + 1) = ln (n!) is an easy induction: when n = 1 we
have (2) = ln 1 + (1) = 0, so the base case works. Then if (n) = ln (n 1)!,
we will have (n + 1) = ln n + ln (n 1)! = ln n!.
The other formula is also easy by induction: when n = 0 we have (0 + 1 + x) =
ln x+(x), and if the
 formula works for some n then
 (n+2+x) = ln (n + 1 + x)+
(n + 1 + x) = ln x(x + 1) (x + n)(x + n + 1) .
(c) Conclude that



1
n!nx
x ln 1 +
,
0 (x) ln
x(x + 1) (x + n)
n


and thus

n!nx
n x(x + 1) (x + n)

e(x) = lim

for every x > 0.

Solution: Plug in the formulas for (n + 1 + x) and (n + 1) from part (b) to
the inequality in part (a) to get


(x) + ln x(x + 1) (x + n) ln (n!)
ln n
ln (n + 1).
x
Subtract ln n from all three terms and divide by the positive number x to get




x(x + 1) (x + n)
1
0 (x) + ln
x ln n x ln 1 +
.
n!
n
In the limit as n , both the far left and the far right side approach zero for
any fixed x, and thus


x(x + 1) (x + n)
(x) = lim ln
n
n!nx
for every x. Exponentiate both sides (using continuity of the exponential function)
to obtain the desired limit.
(d) Show that the two definitions of agree everywhere on the complex plane.
Solution: Both definitions of obviously satisfy the recursion and have the same
value at 1, and from problem 1 they are both convex on the positive real axis.
Hence they must be equal on the positive real axis since the limit in part (c) is
unique. But two analytic functions which agree on the positive real axis must
everywhere
agree everywhere in their domain of analyticity, and hence =
except at the poles of each (but the poles and residues also agree).
3. The usual proof that (s) 6= 0 if Re(s) = 1 (due to Mertens, 1898).

(a) Prove that 3 + 4 cos + cos 2 0 for all R.

Solution: Just use the double angle formula cos = 2 cos2 1 to get

2
3 + 4 cos + cos 2 = 2 cos2 + 4 cos + 2 = 2 1 + cos ,
which is obviously nonnegative for all .
(b) Write z = + it where , t R, and write



(z) = Re log (z) .
Show using the product formula that
(z) =

XX
pk
p

k=1

cos (kt ln p),

the first sum being over all primes.

Solution: The product formula says that
Y

1
(z) =
1 pz
.

(2)

Thus we have
log (z) =

log 1 pz ,

and using the formula for the Maclaurin series of the logarithm, we may write
log (z) =

XX
pkz
p

k=1

which is valid since the absolute value of pz is p where = Rez, which is less
than 1 since > 1 and p 2.
Thus we only need to compute Repk(+it) = pk cos (kt ln p), which yields the
desired formula.
(c) Suppose > 0. Show that for any t R,
3(1 + ) + 4(1 + + it) + (1 + + 2it) 0.
Conclude that
|(1 + )|3 |(1 + + it)|4 |(1 + + 2it)| 1.
Solution: Using the formula for part (b), this sum is equal to

XX
p



pk(1+) 3 + 4 cos (k ln p) + cos (2k ln p) 0

k=1

since each term is nonnegative by part (a).

Now exponentiate each term and use Relog z = ln |z| to get (3).
4

(3)

(d) If (1 + it) = 0, show that the left side of (3) approaches zero as 0 like to
derive a contradiction.
Solution: First of all, we know that (z) has a simple pole at z = 1, and therefore
(1 + ) M 1 as 0. Secondly if (1 + it) = 0 then |(1 + it + )| K
for some constant K (or a higher power depending on the order of this zero, but
this estimate will still work). Finally we know that since has no poles except at
z = 1, we have |(1 + it + 2)| L for some constant L. Hence we have
|(1 + )|3 |(1 + + it)|4 |(1 + + 2it)| M 3 3 K 4 4 L = LK 4 M 3 ,
and in particular as 0 the right side goes to zero regardless of K, L, and M .
However the previous part shows that the left side must be at least one always, a
contradiction. Hence we cannot have (1 + it) = 0 for any real t.
4. (a) Prove that

X
0 (s)
(n)
=
,
s
(s)
n
n=1

where (n) = ln p if n = pk for some prime p and integer k, and (n) = 0

otherwise (this is the Von Mangoldt function).
Solution: Use the product formula (2) to obtain
X d
X
1
0 (s)
=
ln (1 ps ) =
ps ln p.
s
(s)
ds
1p
p
p
Now we use the geometric series formula (since Re(s) > 1 and thus |ps | < 1 to
obtain

XX
0 (s)
=
ln ppsk .
(s)
p k=1
This double sum is a sum over all numbers of the form pk where p is prime and
k is some integer. This is a subset of all the natural numbers and there is no
duplication in this list; hence we can replace it with a sum over all integers n as
long as we multiply by a function that is zero when n is not pk for some p and k.
This is exactly what the von Mangoldt function does.
1
has a removable singularity at s = 1. What is the value
(b) We know that (s) s1
of the analytic function at s = 1?
Solution: By formula (64) on pg. 218, we have

(s) =

N
X

n=1

whenever Re(s) > 1. Subtract

N 1s
+
s
s1
1
s1

x [x] xs1 dx

from both sides to obtain

X
1
N 1s 1
(s)
=
ns +
s
s 1 n=1
s1
5

x [x] xs1 dx.

As Ahlfors mentions, the right side is now analytic for all s with = Re(s) > 0
since the limit of the middle term exists by LHopitals rule. It thus makes sense
to compute the limit as s 1 (for fixed N ). We get
N

X
1
=
n1
lim (s)
s1
s 1 n=1
N
X

x [x]
N 1s 1
dx + lim
s1
x2
s1

x [x]
dx lim ln N N 1s
2
s1
x
N
n=1
Z
N
X
x [x]
1
ln N
=
dx.
n
x2
N
n=1
=

Now since |x [x]| < 1, the integral is bounded by

Z
 Z

x [x] 
1
1

dx
dx = .

2
2
x
N
N
N x
Hence in the limit as N we get
N
X
1
1
lim (s)
= lim
ln N
s1
s 1 N n=1 n

!
= ,

where 0.577 is Eulers constant.

(c) Show that if (s) = 0, then either s = 2n for some n N or 4(s2 s) + 1 = m2
for some m R.
Solution: This is the Riemann hypothesis. The strategy is basically to rotate
the line Re(s) = 12 into the real axis (which is what Riemann originally did),
then turn the problem into a functional analysis problem: set up a second-order
self-adjoint differential operator whose eigenvalues are the zeroes of this rotated
function. Then they will automatically be real. Details are left to the reader.
5. Ahlfors p. 241 #2: Show that
Z

dt

p
=
(1 t2 )(1 k 2 t2 )
1

if and only if k = ( 2 1)2 .

1/k

dt
p
(t2 1)(1 k 2 t2 )

Solution: I have not found a way to prove this that doesnt use some fairly sophisticated methods or more complicated facts about elliptic functions. Here are a couple
of attempts at Math StackExchange.