Tauberian Theorems Norbert Wiener The Annals of Mathematics, 2nd Ser., Vol. 33, No. 1. (Jan., 1932), pp. 1-100. Stable URL: http://links.jstor.org/sici?sici=0003-486X%28193201%292%3A33%3A1%3C1%3ATT%3E2.0.CO%3B2-X The Annals of Mathematics is currently published by Annals of Mathematics. Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at http://www.jstor.org/journals/annals.html. Each copy of any part of a JSTOR transmission must contain the same copyright notice that appears on the screen or printed page of such transmission. The JSTOR Archive is a trusted digital repository providing for long-term preservation and access to leading academic journals and scholarly literature from around the world. The Archive is supported by libraries, scholarly societies, publishers, and foundations. It is an initiative of JSTOR, a not-for-profit organization with a mission to help the scholarly community take advantage of advances in technology. For more information regarding JSTOR, please contact [email protected]. http://www.jstor.org Sun Sep 2 02:38:52 2007 TAUBERIAN THEOREMS.. BY NORBERTWIENER. - Page INTRODUCTIO Pi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 CHAPTER I. THE CLOSUREOR THE SET OF TRANSLATIONS OF A GIVEN HUNCTION 7 1. Closure in class La . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 . Closure in class L1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3. A sub-class of Ll . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . CHAPTER I1. ASYMPTOTICPROPERTIESOR AVERAGES. . . . . . . . . . . . . . . . . . . . . . . . 4 . Averages of bounded functions . . . . . . . . . . . . . . . . . . . . . . . . . . 6. Averages of bounded Stieltjes distributions . . . . . . . . . . . . . . . 6. Averages of unilaterally bounded distributions and functions OF SERIES AKD CHAPTER I11. TAUBERIANTHEOREMSAND THE CONVERGENCE INTEURALS ............................................... 7. The Hardy-Littlewood condition . . . . . . . . . . . . . . . . . . . . . . . . . 8. The Schmidt condition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . CHAPTER IV . TAUBERIANTHEOREMSAKD PRIME NUMBERTHEORY. . . . . . . . . . . 9. Tauberian theorems and Lambert series . . . . . . . . . . . . . . . . . . 10. Ikehara's theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 CHAPTER V . SPECIALAPPLICATIONSOF TAUBERIANTHEOREMS . . . . . . . . . . . . . . . 60 11. On the proof of special Tauberian theorems . . . . . . . . . . . . . . 50 12. Examples of kernels for which Tauberian theorems hold ... 52 13. A theorem of Ramanujan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53 14. The summation of trigonometrical developments . . . . . . . . . . 55 15. Young's criterion for the convergence of a Fourier series . . 57 16. Tauberian theorems and asymptotic series . . . . . . . . . . . . . . . . 60 CHAPTER VI . KERKELSALMOSTOF THE CLOSEDCYCLE. . . . . . . . . . . . . . . . . . . . . . 62 17. The reduction of kernels almost of the closed cycle to kernels of the closed cycle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18. A Tauberian theorem of Hardy and Littlewood . . . . . . . . . . . 19. The Tauberian theorem of Bore1 summation . . . . . . . . . . . . . . CHAPTER VII . A QUASI-TAUBERIAN THEOREM. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20. The quasi-Tauberian theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21. Applications of the quasi-Tauberian theorem . . . . . . . . . . . . . . CHAPTER VIII. TAUBERIANTHEOREMSAND SPECTRA. . . . . . . . . . . . . . . . . . . . . . . . . . 22. A further type of asymptotic behavior . . . . . . . . . . . . . . . . . . . 23. Generalized types of summability . . . . . . . . . . . . . . . . . . . . . . . . 90 24. Some unsolved problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 BIBLIOGRAPHY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94 INTRODUCTION . Numerous important branches of mathematics and physics concern themselves with the asymptotic behavior of functions for very large or very * Received July 20. 1931. 1 1 2 N. WIENER. small values of their arguments, or of certain parameters. Statistical mechanics is that branch of mechanics which concerns itself, not with an individual dynamical system of a finite number of degrees of freedom, but with the asymptotic behavior of dynamical systems as the number of degrees of freedom increases without limit. The analytical theory of numbers is likewise concerned with the behavior of assemblages of whole numbers as the size of these assemblages increases. To this domain of ideas belong asymptotic series in analysis, and a whole order of concepts clustering about the operational calculus of Heaviside and the Fourier series and integrals. The Fourier integral is of peculiar interest in the study of asymptotic problems. If f (x) is a function of Lebesgue class L2, by a theorem of Plancherel,' there is related to it another function g ( u ) , also of L,, defined by the equation (0.01) g!u) = 1. i. m. ---- J A A+a 1/% -Af( x) eiux cix (where 1. i. m, stands for "limit in the mean"), such that and (0.03) 1 PA f ( x ) = 1. i. m. --a+m 1/gJ - A g ( U ) e-iux d7h. The functions f ( x ) and g(zr) have the reciprocal relation, that asymptotic properties of each correspond to local properties of the other. They are known as Fourier transforms of one another. It is easy to see that f (2-4-3,) and g(u) eWiuA are likewise Fourier transforms of one another. There is a large class of asymptotic problems in which the asymptotic property to be investigated is connected in some obvious and simple way with the entire class of functions f (x+Iw). Since the Fourier transforms of the functions of this class only differ by factors eciuA, independent of the particular function f ( x ) , Fourier transformation is here a peculiarly useful tool. An example of such a problem is the investigation of the asymptotic behavior of the integral Many problems which on first investigation do not appear to be concerned with integrals of the above sort may be put into such a form by an elementary transformati011 of variables. F o r example, if we put ' Cf. Plancherel (l),Titchmarsh (3), liellin (l),Wiener (7). Cf. Bibliography on p. 94. - TAUBERIAN THEOREMS. the integral in question assumes the form Thus the study of the asymptotic properties of this integral also fall under those accessible through Fourier developments. I n 1925 a paper by Robert Schmidte appeared in which the class of theorems known as Tauberian was brought into relation with the asymptotic properties of integrals of this type. Tauberian theorems gain their name from a theorem published by A. TauberS in 1897, to the effect that if and (0.08) then (0.09) This is a conditioned converse of Abel's theorem, which stated that (0.07) follows from (0.09), without the mediation of any hypothesis such as (0.08). Such conditioned inverses of Abel's theorem, and of other analogous theorems which assert that the convergence of a series implies its summability by a certain method to the same sum, have been especially studied by (3. H. Hardy and J. E. Littlewood, and have been termed by them Taz~be~ian. It is the service of Hardy and Littlewood4 to have replaced hypothesis (0.08) by hypotheses of the form or even of the form (0.11) nun>-K. The importance of these generalizations is scarcely to be exaggerated. They far exceed in significance Tauber's original theorem. The work of Hardy and Littlewood, unlike that of Tauber, makes very appreciable demands on analytical technique, and is capable, among other. things, of supplying the gaps in Poisson's imperfect discussion of the convergence ' Schmidt (2). Tauber (1). 'Hardy (2), Littlewood (I), Hardy and Littlewood (4)' (10). (13), (18) ete. '1 4 N. WIENER. of the Fourier series. F o r these reasons, I feel that it would be far more appropriate to term these theorems Hardy-Littlewood theorems, were i t not that usage has sanctioned the other appelation. As we said, Tauberian theorems reduce to theorems on the conditioned equivalence of the asymptotic values of certain averages. The auxiliary conditions of Hardy and Littlewood, together with certain more extended conditions given by Schmidt5 and discussed by Vijayaraghavan6 and S z & s ~ , ~ become restrictions on the magnitude of the function or mass distribution of which the average is to be taken. An even further reduction eliminates this function from all consideration, and finds the essence of the Tauberian theorem in the liuear properties of the weighting functions used in determining the average in question. The linear properties which are of importance concern the closure of the set of functions derivable from a given weighting function by translation, and the first chapter of this monograph is devoted to the study of such closure properties. The second chapter is occupied with the formulation and proof of the fundamental Tauberian theorems concerning averages, and the third with the transformation of these theorems into a recognized Tauberian form. Some of the most interesting applications of Tauberian theorems have been in the analytic theory of numbers. Here two different avenues of approach are possible. Hardy and Littlewoods have shown that the prime number theorem, to the effect that the number of primes less than n is asymptotically nllog n , is entirely equivalent to the Tauberian theorem concerning Lambert series, that if (0.1 2) and (0.11) then This theorem falls under the category of theorems demonstrable by the methods of the present paper, and involves no further information concerning the Riemann zeta function t; (of zi) than that this must be free of zeros on the line o = 1. This theorem was already contained in the author's first note on his method, dated 1928, and establishes the usefulness of Lambert series in the proof of the prime number theorem, which had Schmidt (1) and (2). Vijayaraghavan (1) and (2). S Z ~ S (Z1) and (2). Hardy and Littlewood (11). TAUBERIAN THEOREMS. 5 frequently been questionedg. The proof was however needlessly complicated by the fact that after a good deal of labor was spent in transforming the author's average theorem into recognizable Tauberian form, this form did not appear to be especially direct in its relation to the prime number theorem. The present memoir gives a much more direct proof, starting from a theorem of the average type. The other approach to the prime number theorem eniploys a theorem of S. Ikeharalo, which is itself a generalization of a theorem of Landau. Landau" showed that if 2 a, n-z is a Dirichlet series with positive coefficients, representing a function q(s) analytic on and to the right of W (z) 1, except for a pole of order 1 at x = 1, for which the residue is A, and if the function in question is O(lx for W (x)2 1, then - (0.13) Ik) lim n+m -n1 2o% al = A. Ikeliara proved by a Tauberian theorem that the condition that q(x)= O(lzlk) is inessential. By applying the theorem to q (x) = - 5' (x)/C(x) it is at once seen that the prime number theorem again follows from the fact that the Riemann zeta function has no zeros on the line W(z) = 1. Chapter V is devoted to miscellaneous applications of Tauberian theorems. Among these perhaps the most important are to trigonometric developments and their summability. Here a theorem of Ramanujan" on Fourier transforms is of service. A particular application of Tauberian theorems to the criterion of Young1' for the convergence of a Fourier series is due to Dr. Littauer14, and is here discussed. TVe also take up the application of Tauberian theorems to asymptotic series and Wintner7s15work. There is a further field of application for Tauberian theorems where wt need to introduce something like Robert Schmidt7s16notion of "gestrahlte Matrizen". This we discuss in Chapter VI. In this c,ategory we find certain theorems of Hardy and Littlewood17 related to Abel summation, as also the Tauberian theorems that concern themselves with Bore1 summationls. -- Wiener (4). Ikehara (1). " Landau (3). l2 Hardy and Littlewood (8). l 3 Young (1). l4 Littauer (2). l5 Wintner (1). l6 Schmidt (2). l 7 Cf. Hardy and Littlewood (lo), (13), (18); Karamata (I), (2), (3), (4) ; Szhsz (I), (2) ; Doetsch (3); etc. ls Cf. Hardy and Littlewood (2), (3) ; Doetsch (4); Schmidt (1) ; Vijayaraghavan (1) ; Wiener (4). lo 6 N. WIENER. In Chapter VII, me discuss certain theorems not strictly of a Tauberian nature, in that they involve no positiveness or boundedness condition. We here follow an earlier paper1' in which the author proved the HardyLittlewood necessary and sufficient condition for the suinmability of a Fourier series. There our result was not a "best possible" one, as the work of BosanquetZoand Paley has demonstrated. At our method has succeeded in yielding their strict theorem. Chapter VIII is devoted to the development of certain Tauberian theorems intimately connected with our generalized harmonic analysis8'. These suggest certain new definitions of summability, and we discuss definitions of this sort. The genesis of the present paper may deserve a word of comment. In the preparation of a previous investigation on generalized harmonic analysis, the author found himself obliged to make use of certain theorems communicated to him by Mr. A. E. Ingham and of a Tauberian nature. A correspondence arose with Professor Hardy, finally resulting in a number of papers of a Tauberian character. While interested in theorems of this type, the author had the work of Dr. Robert Schmidt brought to his notice, and at Dr. Schmidt's suggestion, began to search for a method of combining the trigonometric attack of his own earlier papers with the generality of the Schmidt standpoint. I t was only by a radical change in the manner in which trigonometric methods were applied that this attempt succeeded. This change consisted in a logarithmic change of base before the introduction of the harmonic analysis. It was quite along lines contemplated by Schmidt, who correlated with his Tauberian theorems a certain moment problem. Schmidt, however, found in the problem of uniqueness the significant aspect of this moment problem. The present author looked for it rather in the problem of the existence of a solution together with certain associated problems of approximation. I t was Dr. Schmidt himself who furnished the experimentum crucis which established the greater scope of the methods of this paper. He suggested that the Tauberian theorem for Lambert series had resisted his methods of proof, and that it might be desirable to try on it the edge of any new method. The origination of a new method is but the prelude to a large amount of detailed application before its power can be judged or its limitations defined. In this task the author has had the valuable aid of his students, Drs. S. B. Littauer and S. Ikehara. He also wishes to express his gratitude for the criticisms of Professors Hardy and Tamarkin a t more than one stage of his work. Cf. Hardy and Littlewood (12); Wiener (5). Bosanquet (1); Paley (1). *'Wiener (7). l9 20 TAUBERIAN THEOREMS. CHAPTER I. THE CLOSURE OF THE SET OF TRANSLATIONS OF A GIVEN FUNCTION. 1. Closure in class L,. Let f (xj be a function, real or complex, defined for all real arguments over (- oo, m). Let it belong to Lebesgue class L,-that is, let it be measurable, and let be finite. We shall term the class of all functions f ( x + I ) for all real values of I the class of translations o f f ( x ) . We wish to know when this class is closed or complete-that is, when it is possible, whenever a function F ( x ) from L2 is given, and any positive quantity s, to find a function Fl ( x ) of the form n (1.02) F,(x) = CA~~(X+I~), 1 such that (1.03) :l [ F ( x )-F1(x))l2dx s. The situation is governed by the following theorem: THEOREM I. The necessary and sufjcient condition for the set of all translations o f f ( x ) to be closed is that the real zeros of its Fourier transform should form a set of zero measure. The existence of this Fourier transform results from a familiar theorem of Plancherel.' This theorem further requires that and that (0.03) I JA f [x) = 1. i. m. ----- VG A+, + -*g( ~ ) e - ~ d a . . The Fourier transform of f !x I ) is eciuAg (u) On account of (0.02); properties of convergence in the mean are conserved under a Fourier transformation, for these concern merely the integral of the square of the modulus of the difference of two functions, which is equal to the integral of the square of the difference of their Fourier transforms. Accordingly, Theorem I is a corollary of: 8 N. WIENER. LEMMA I a . I f g(u) is a function belonging to L2, then tlze set of fulzctions e - i 2 1 R g ( ~ )is closed tohen and only when tlze mSos of g(u) form a set of zero nzeasul-e. Since every zero of g(u) is also a zero of e-iuR g ( u ) , the necessity of this condition is a t once obvious, for if is any linear combination of the functions e--iu""gu), then must equal or exceed the measure of the set of the points between A and B where g ( ~ t v) anishes. That is, if the measure of this set is not zero? the function which is 1 between A and B and zero elsewhere cannot be a limit in the mean of functions Gl(u). Now as to the sufficiency of the condition in Lemma I a : let (1.06) Then This is an absolutely convergent integral, and hence a limit of a sequence of polynomials (1.08) e-iuRn CAf1, converging boundedly, and uniformly over every finite interval. Hence -2 e .unn A Y(u)~(u) is a limit in the mean of such functions as those in (1.04). Now let q ( u ) be a quadratically summable function satisfying the conditions -iunn (1.10) Since S _ B * ~ ( u ) t ( u ) g ( u )Ae d u = 0 . [ n = . . ., -2, -1, q (u)gp (u)g(u) is absolutely s ~ r n m a b l e we , ~ ~shall have (1.11) +(u)Y(u)g(u)= 0 22This follows from the Parseval theorem for Fourier integrals. 0 , 1 , 2, ...I TAUBERIAN THEOREMS. 9 except over a set of measure zero.83 If g(u) does not vanish except over a set of measure zero, since y (u) has no zeros, q ( u ) vanishes over (-A, A) except over a set of measure zero. Thus if g(u) # 0 , there is no quadratically summable function not almost everywhere zero, ortho-iunn gonal to every function e A y (u)g(u) over (-A, A). This means that every function of La vanishing everywhere outside ( - A , A) is a limit -imn in the mean of polynomials e4 in e A y (u)g(u) and hence in e-i'b" g(u) . Every function of Lp is however the limit in the mean of a sequence of functions of L, vanishing for large arguments. Thus Lemma I a and Theorem I are established. 2. Closure in class L1. The Lebesgue class L1 consists of all measurable functions f (x) which are absolutely integrable over (- co , a). If f (x) is such a function, its Fourier transform of course exists, and is bounded and continuous. As before, the Fourier transform of f (x A) is e-iuAg(u). We shall say that a class C of functions y ~ ( x )of LI is closed Ll if, whenever F(x) is a function of L, and E is a positive number, there is a polynomial + ?I (2.02) Fl (x) = 2 Ak Y Ak (x) 1 of functions of C, such that We shall prove the following theorem: 11. If f ( x ) i s a fzinction of L1, a necessary and szcf$cient THEOREM condition for the set o f all translations o f f (x) to be closed L1 i s that its Fourier transform 1 (2.01) g (u) = f (x)eiux d x should have n o real zeros. XL ---- -.--- - -- 23This follows from the Riemann theorem on Fourier series. 24Here we make use of the familiar theorem L, is given, every function of L, is the sum of functions of the class and a function orthogonal the unicity of the function with a given that if any linear class of functions of a function expressible in the mean by the to all functions of the class. 10 N. W I E N E R . The necessity of this condition is again obvious. If g(zcl) same is true for the argument zt, of the Fourier transform of = 0 , the Let f l (x) be a function of L, with a Fourier transform g1 ( x ) for which = 0-I sl(z4) Then This proves that f1 is not a limit in the mean (L1)of ariy sequence of Flls. To prove the sufficiency of the colldition of Theorem 11, we shall have recourse to a sequence of lemmas. LEMMA IIa. I f and m zihlai I ? < = , CC 2l~= l~ A~ < w/, -m (2.06) = -m and i f ' tlzen The proof is immediate, for 2I (2.09) -m c. = 2 2 nu L-I, I%=--m m =z ja,,j -50 k=-m i 5 I 2 2 1 ax 1 ,I=-m lc=-m I h,-x I 00 2 I b,,/ = A B . -m LEMMA IIb. I f f ( x ) is a ficnction of period 2 z, and i f at every point y , there is a f ~ t n c t i o n &(~x ) , coincident with f ( x ) ovev some intwcal ( y - ~ ~y ,+ ~ ~ ) , of period 2 z , and srhch that its Fozirier series converges absolutely, then the Fourier series o f f ( x ) cofzcerges absokctely". 25 TTe shall say that a Fourier series converges absolutely when the sum of the moduli of the coefficients converges, the series being represented in complex exponential form. This is of course equivalent to the absolute convergence of the series in this form for any single real argument. TAUBERIAN THEOREMS. 11 To prove this, let us reflect that by the Heine-Bore1 theorem, any period of f(x) may be covered by a finite number of overlapping intervals (y-F,, y4-eu). Let such an interval be (A,B), let its neighbor to the left have its right-hand end-point a t C, and let its neighbor to the right have its left-hand end-point a t D. There mill be no loss in generality if D < B . Let us define y,(x) by we suppose that d;C< I-.*. c-d U-D , [ ' 1 D S'~:<B] -J-Sx<Cl It is easy to show that the Fourier series of y,(x) converges absolutely. Thus the Fourier series of (2.11) Y?, ( 4 f(5)= Yy (4 J; (2) converges absolutely, by Lemma IIa. However, if we add together the functions y, (x) for a set of intervals completely covering a period of f(x), the sum will be f (c)itself. Thus f(x) will be the sun1 of a finite number of functions with absolutely convergent Fourier series and must itself have an absolutely convergent Fourier series. then tlze Folcvier series o f 11f (x) co?tceyqes absolzctely. W e may write 1 1 -1 tc f ( 4 - no n, einx a,,eiptx +2 -00 +2 1 That this is more than formally true, and that l/j'(x)is continuous, results from the fact that the geometrical progression 12 N. WIENER. converges. Term by term, series (2.15) is greater than or equal to the sum of the sums of the moduli of the coefficients of the Fourier series of the successive terms of (2.14), and hence is greater than or equal to the sum of the moduli of the coefficients of the Fourier series of 1 lf (x). L E M M A I I ~Let . (2.16) and let (2.17) Let + m e n there is a neighborlzood ( y -E , y s) of y and a function f y ( x ) with absolutely co?zvergent Fourier series sztch tlzat over ( y -E, y s) , + and that the Fot~rierseries of f,(x), let u s say m 2 (2.19) has tlze property that C,l -m ei~~z There is manifestly no restriction in taking y to be 0 . Let us introduce the auxiliary function (2.201) This will have the Fourier series 3& m einx + e-inx -- 2m + 2 rnD-E (cos e n - cos 2 s n ) . 1 If we represent the function { f (x) y , (z)+J ( 0 ) [ l - ~ ,( x ) ] }by the Founer series TAUBERIAN THEOREMS. we shall have -t ak-m (2.203) = n,eE > m cosak- ao+2(n-i;-t-ak)[1+ cos2rlc nksE 3~ 2rr ]. Hence and -M Here 2" means that the values 0 and nz are omitted. TVe have 1 c o s ~ n - cos2~n) E 92 2 sin --- sin --2 2 76,'E 3t 2 . nn2, ' and (2.21) = /J a-m. d2 j COS EX - COS 2EX zx2E This formula may be applied in the limiting form whenever m = n or m = 0. It results from (2.205) and (2.206) that for all sufficiently small E 14 N. WIENER. and from (2.205) and (2.21) that for all sufficiently small 6 Combining (2.205), (2.22) and (2.23), we get which with (2.204) yields us If we take (2.26) .f;/(x) = f (x) YE(X)+f (0) (1- Y E (XI), Lemma I I d is established. As a direct consequence of Lemmas IIb, I I c , and I I d we obtain: LEMMA IIe. If f (x) i s a functiolz with a n absolzitely co7zz~ergentFozcrier series, whicll n o w h e ~ evanishes for yea1 argume7zts, llf (x) has a n absolutely convergent Fourier series. To prove this let us note that, in every neighborhood, by IId, f (x) coincides with a fnnction which by I I c has a reciprocal with an absolutely convergent Fourier series. By l I a , since in every neighborhood l / j ( x ) coincides with a function with an absolutely convergent Fourier series, its Fourier series converges absolutely. IIf. L e t f (x) be a function with a n absolutely co?zvevqent Fourier LEMMA series over tlte interval (- z, z ) , and vanishing over na~qhborlzoodsincluding rr and -n . Let f (x) v n n i s l ~ everywhere outside (- x, z ) . Let T h e n the integral zvill conver,qe. Conversely, i f f (x) vanishes ocer tlze region indicated, and (2.28) converges, its Fourier series will converge absoltctely. Let E be such that j (x) has no non-zero, values outside ( - z + 2 ~ , z-26). Let us define y (x) by : TAUBERIAN THEOREMS. Let (2.17) We shall have and hence where the rearrangement is possible since both integral and sun1 form part of an rtbsoluteljr convergent double summation process. Then will satisfy the condition that (2.28) shall be finite, and ecluation (2.27). To prore the converse part of Lemma IIf, let us notice that as a result of the convergence of (2.28), converges. Now, Thus the Fourier series of 2 sin xI2 f(x> converges absolutely. (2.36) X Since t'he same is true of the Fourier series of X 2 sin 212 Y (4 16 N. W I E N E R . as may be determined by a simple computation, i t follows from Lemma I I a that the same is true for the Fourier series of f ( x ) . LEMMA I Ig. Let f ( x ) be a filnction of class L1. T l ~ e n This is a well-known theorem and is proved in Hobson's Theory of Ft.lnctions of n Real Vnriable. LEMMA I Ih. Let f ( z ) Be a function of class L, . Then i f 0 ( y ) is any ficnction of class L,, difa-ing front 0 only over ( - E , E ) , The proof of this lemma merely depeiids on the inversion of the order of integration in an absolutely convergent double integral. IIi. Let f ( x ) be a fzbnction of class L1. Then LEMMA 100 1 m (2.39) lim 9z+m 1 3m f ( x )- -- f(x z 9% +y) sin2y2 y 92 d y d x = 0. This is a theorem of the Fej6r type. It depends on the splitting of Qo' into the sum (y) = sin2n y 7- a,(y) + Op( y ) where Lemmas I I g and I I h enable us to show that 00 (2.41) linl n+w while 1 (2.42) 1 1 S_OOf(~)-nlrS_mf(x+l/) + y I ~ I ( Y ) ~a xY = 0 y 713m 1 00 TAUBERIAN THEOREMS Now = . 0 (n-ll2 log n) Hence 00 (2.422) and Lemma I I i is established. We are now in a position to proceed to the proof of Theorem 11. Lct F ( x ) be any function of L,. By Lemma IIi, we can find a function F 7 ( x ) of the form such that : l1 (2.44) F(x)-F7(x) 1 dx<q The Fourier transform H , ( u ) of this function FT,(n.)is 00 (2.45) 00 sin' 'n y @MY dl = and will vanish for all values of its argument 2.c larger than 2 n in modulus. The same will be the case wit,h the Fourier transform HO(u)of 18 N. WIENER. which mill vanish for values of its argument greater in modulus than 492, and only for such values. If we expand these Fourier transforms in Fourier series over (-8 1 2 , 8 n ) , by Lemma IIf, these series converge absolutely. By an argninent substaritially identical with that used in proving Lemma I I b , we see that in the neighborhood of every point of (- 392, 3 n ) , there is n function coinciding locally with I / H, (u), and with an absolutely convergent Fourier series. It follows from Lemnla 1 I a that the same is true of HI (zi)IH2(zt) over the same interval. Since 0 enjoys this property also, the function which is HI (21) I H, (u) over (- 3 n , 3 n) and 0 over the rest, of a period (-8n, 8 n ) has an absolutely convergent Fourier series, and hence, by Lemma IIf, an absolutely convergent Fourier integral. That is, we may write (2.47) HI (zc) = Hz (u)H3 (26) where H3(tt) is of the form and (2.49) converges. W e shall then have Here we may replace eitLx by any function with an absolutely convergent Fourier integral, and hence by functions positive over an arbitrarily small region and zero everjrwhere else, This can only be if 19 TAUBERIAN THEOREMS. Here Rj7 ty ( o ) is absolntely integrable. Lemma I I h and Lemma IIg, Combining this with (2.52) and Lemina IIi, me obtain Theorem 11. With only a slight modification of detail, we have proved: THEOREM 111. Let f i ( x ) and fi(x) be tzuo fitnctions of I;, Let . and (2.55) Let tlze set o f points w h e ~ egi(zt) 0 consist only o f inner points o f the set wllere g, ( 1 0 0 . T l ~ mi f s >0 tlzel-e i s n polynomial + sllch that (2.57) On the basis of Theorem 111, we are in a position to prove the general: IV. Let P be a class o f ftinctions o f L1. T h e n a necessaq THEOREM ( ~ n dSZLf$cie?zt condition for the class 2, , contai?zing all functions f ( x Lj zuheneve~f ( x ) belongs to 2 , to be closed L 1 , is thctt there slzoz(ld be n o renZ sero common to all tlze Foztrier transfornzs o f ficlzctions o f 2. The proof of the necessity of the condition of Theorem IV does not differ from the similar proof in the case of Theorem 11. As to the sufficiency, it follows a t once from Theorem I11 and the fact that the Fourier transform of a function of L, differs from 0 on an open set, that for every 2 1 , an E may be assigned, such that + 20 N. WIENER. is a function approxiinable L1 by polynomials in functions of 2,. Let (-- U, U ) be any interval of frequencies. By the Heine-Bore1 theorem, this may be overlaid with a finite number of overlapping intervals U9,- En, D n t ~ n . Let US form dqs sin2E . x (2.59) x 2 for this set of intervals. This will be a function of L,, approximable L, by polynomials in the function of 2,, whose Fourier transforni may be shown to be (2.60) ~ " (41 - 2 1 +F n ( )[sgn(l-eI 1 "+' en I and to have no zeros over (- U, U). Thus by Theorem 111, every function of L, with a Fourier transform vanishing outside (- U + n , U-n) will be approximable L1 by polynomials in the functions of 2,. At this stage, the introduction of Lemma I I i serves to complete the proof of Theorem IV. I n Theorems I1 and IV, the necessary part is nearly trivial and all the difficulty resides in the proof of sufficiency. There are certain applications, however, where it is precisely the necessary part of the theorem that is significant. W e may prove a function to have no zeros if it is the Fourier transform of a function of L1 the set of whose translations is closed L,. To establish this closure is indeed more than is needed: it is enough to produce for each u among the class of functions to which we may approximate L1 by polynomials in the translations of our given functions, a t least one function whose Fourier transform does not vanish for the argument 2 1 . It may be shown if F ( z ) is a non-negative function for which (2.61) and (2.62) then (2.63) This results from the fact that for -B 5L 2 B , Accordingly, if for every value of B and E , we may find a function of this sort which may be approximated L1 by polynomials in the translations of f (x), the Fourier transform of f (x) has no zeros. As in the 21 TAUBERI AN THEOREMS. case of Theorem IV, the function f ( x ) may be replaced by the class 2 , and the class of translations of f ( x ) by 8 , . Then the condition that the Fomier transform of f ( x ) shall have no zeros is to be replaced by the condition that there shall be no zero common to all the Fourier transforms of functions of 2 . This method is a conceivable one for the investigation of the zeros of functions with known Fourier transforms, and might be applied to the study of the zeros of the Riemann zeta function. So far it has yielded no results. Under certain conditions, the Taylor series may be introduced to reduce the question of the closure of the set of translations of f ( x ) to that of the closure of the set of functions (2.65) f '") . (x) This matter has not yet, however, been subjected to an adequate investigation. 3. A sub-class of L,. I n connection with Stieltjes distributions of niass, we shall have to consider ('kernels" of class L1, fulfilling a certain more restrictive condition. This condition on a measurable function f ( x ) is that the series - k--m lim kA+BCx:(kf l)A+B 1f (4i shall converge. W e may easily verify that this condition is in fact independent of A and B, and that it can only be fulfilled by functions of L,. With it goes a certain definition of the "distance" between two functioils f ( x ) and g ( x ) , this "distance" being defined as This notion of "distance" has a very important difference from and in that i t is not true that if (3.01) is finite, then (3.05) lim e+O 2 k slim If(x+~)-f(x)i=O. xjktl k=-m 22 N. WIENER. Accordingly, if we are to prove theorems analogous to those in the last paragraph without a radical change in method of proof, we must introduce a restriction which will make (3.05) hold. Otherwise we shall be unable. to establish the analogue of Lemma IIg. A condition of the desired sort is that f ( x ) shall be continuous. It will then be uniformly continuous over any finite interval, and me shall be able, first to choose A so large that (3.06) max -A-k-1zxz-A-k and then to choose 7 so small that for - A - It will follow that for 0 4 ql 15x 2 A + 1, 0 < g, < g, < 11, We shall call the class of all continuous functions for which (3.01) is finite, the class M I , and we shall say that a class 2 of functions of MI is closed MI, if whenever F(x) belongs to MI and s > 0, there is ii polynomial 1L 27 Ahfh(x) (3.09) Fl ( x ) = h = l in functions of the class 2 such that max F ( x ) - F l ( x ) i & . k=-m kzx2kfl The following theorem is valid: THEOREM V. L e t f ( x ) belong to L1. Tlten a necessary and szcf$cient condition that whewever fi ( x ) i s a function o f MI and E > 0 , there slzall exist a ficnction ~ ( z o) f MI such that i s thnt for n o real 11 I /-6 m The p r o d differs in no essential respect from that of Theorem 11. Let us note that if f,(x) belo~lgsto L1 and 23 TAUBERIAN THEOREMS. then & ( x ) belongs to HI.To see this, let us put 1 (3.14) & (x)e-iux d x = gz ( Z L ) ; ( t i ) is bounded and differs from 0 only over a bounded range, and hence belongs to L,. Thus g, exists as a function of L2. Further y2( e l ) = 1 1. i. in. -= B-tw 1 / 2 n 'B ( x )e-iux d x J9 exists arid belongs to L 2 . If we put where # belongs both to L2 and Ll, it follows readily from (3.14) and (3.16) that We can choose a set of F ' s vanishing outside a given finite interval and closed L, and hence L, over this interval. Then over this interval, which is arbitrary, J2 and f3 can differ a t most on a null set. Thus f 2 belongs to L,. Now (3.19) 92 ( 2 4 ) = g2 (4 W(z4) where (3.20) Thus by the Parseval theorem, 24 N. WIENER. From this it follows that 2 (3.22) S=-m W 1 max l ~ ( . z ~ ~ ~ h:xzk -m -1 /=m and that Ji(z), which obviously can be modified so as to be continuons, belongs to MI. I t only remains to prove the analogue of Lemma I l i , and to show that every fullction of class ,$Ilmay be approximated with any degree of accuracy in the Jll sense by functions with Fourier transforms vanishing for large arguments. This follows exactly tlie lines suggested by IIi. We wish to show, that is, that if f (x) belongs to J f i , AS before, we put (3.222) 1 - V 1 ; @,(y) = The proof that (3.224) lim (f(x), S + 0 0 , 1 Lrn [ j y ~h7-l12] m f(z+r) @I (Y) a x ) 0 ; i follows exactly the lines of that of (2.41), for the analogue of Lemma I I g has already been shown to be true, while that of Lemma I I h is proved by the same arguments of absolute convergence as the lemma itself. Again, W 2 2 k=-m 2 nlax kzxzkf I 1 f (x) 1 lim 1 00 - and this, by (2.421), is zero. This completes the proof of (3.221). An extension of Theorem V in the direction of Theorem I V is tlie following: 25 TAUBERIAN THEOREMS. THEOREM VI. L e t 2 be n class o f f i ~ n c t i o n s o f L1. L e t El be tlze class of all fiuxctions o f tlze fornx $ Ah( y ) a,,(1:-1y) d y JK W to1lel.e j; , . . Jlv belon.9 to 2 a n d a l , . ., a N to ilil. TIze11 HIi s closecl llfl zclten a n d o n l y zolzen there i s t2o real valzle o f zc ~olzichi s n ze9.o co??znzon to all tlze fzinctiorzs a , sW L--m (3.24) 1/27 (J) (:iuZ ( 1 ~ c.o~.~.esponcli?~, to firnctio~lsfiL(n.) o f class 1'. As a n easy corollary of Theorem V , using (3.10), we have: THEOREI\I VII. If f ( x ) i s n functiort oj' 1111,n necessnvy a n d szcfficient co~zditionf o ~the set o f i t s tr.anslntions to be closed dI1 i s t h a t f o r n o 21. slzozcld zoe lznve 1 (3.25) lW,l.(z) W e"'"dx =0. CHAPTER 11. ASYMPTOTIC PROPERTIES OF AVERAGESZG. 4 . Averages of bounded functions. Our fu~idameiital tlieorein is: THEOREM VIII. L e t f ( x ) be n bounded nzeaszi~nblefitnction, defined over. L e t K1(z) be n f i ~ n c t i o n in Ll , a n d let ( - ) f o ~every ?.en1 z c . L e t lW W (4.02) lim Z+W f(~)~l(~-x)d~=~J-:~<l(~)d~. TIzen i f Kz ( x ) i s a n y f z ~ n c t i o n in L 1 , L,/.(F) m (4.03) lim X+W K 2 ( 5 - x ) dF = AS-: lW( F ) Conce,sel!y, let Kl ( F ) be n f i ~ n c t i o n of Ll , a n d let K 2 ( 6 )d.. W Kl clF # 0. Let (4.02) i m p l y (4.03) whenever Kz (rc) belongs to L1 a n d f ( x ) i s bounded. T h e n (4.01) holds. 26 The emphasis here placed on averages is in the same order of ideas as was first introduced into the theory by Schmidt (1) (2). 26 N. W I E N E R . As to the first part of Theorein VIII, it is clear that it is valid whenever 2 i l k K, (x+ Lk). lt=l 11 K,(x)is of the form (4.04) then f(x)lsu; aoO I t is also clear that if ~-~i~~(x)--&(x)dx~r, d6--lo0f W J-,f(6) &(B - J ) (:)Z;r(E-x) d ~ $ 1 Be. Ail application of Theorem I1 colnpletes the proof. As to the second part of the proof, it is merely necessary to suppose that 1 Vs J,h; (x)eitLIXdx 00 -- (4.05) = 0 and to take (4.06) j'(n.)= e i u l ~ to obtain a contradiction. Theorem VIII has an extension in the sense of Theorem 111, in which Kl (x)is replaced by a class of functions 8 , (4.02)holds for every function of the class, and there is no 21 for which for eceyy function K, (x) of 8 , The conveInse of this extended theorem is also valid. 5. Averages of bounded Stieltjes distributions. Here our theorem is: THEOREM IX. L e t f (x)be a fzt~zction of limited total vnricrtio?~o-cer every finite raqzge, a n d let (5.01) be boz~~zdedin y . L e t Kl (x)be a conti~zz~ozrs fzcnctiou o f L1, a n d let (5.02) conz.er.ae. Let a r ~ dlet (5.03) S-mI{, (E m 00 linl X+W - x ) df (F)= A T h e n if K, (x)is a n y f u n c t i o n o f XI, -oO Kt (F)d E 27 TAUBERIAN THEOREMS. M Q?zunsely, let (5.02) converge. Let Jpm K, (z) dx: # 0 . Let (5.03) imply (5.04) for every fii~~ction of & of illl nucl ecery f(.c) for zclAich (5.01) is bounded. Then (4.0 1 ) Ibolds. To prove this theorem we need the following elementary: LEMMA 1%. Let and let With this lemma a t our disposal, the proof of Theorem I X does not differ in any important respect from that of Theorem VITI. Of course, as in Theorem VI, we must replace the polynomials in translations of K , that figure in Theorem VIII by absolutely convergent integrals in these translations. The proof of the lemma itself is immediate. The nlodification of Theorem I X with a hypothesis involving a rvhole class of kernels will be used later, so we shall formulate i t as a separate theorem : THEOREMX. Let f (rx) be 11 fic?zct?ion of linlited total vaYiatio?l over every Ji?zite ?.nnge, cuzd let be bounded in. y. Let 2 be a class of continuous functions of L 1 , eaclt one of which, for example Kl ( x ) , has the pro21erties that converges, and that S-M 00 (5.03) lim E+rn Kl(F-r)df(F) = AS 00 -M Kl(E)dE. Let there be no u which is a real zero for all the fztnctions for. zchich Kl (x;) belongs to E. Tlzen ~f K 2( x ) is any f u n c t i o ~ belongin,q to M I , 28 N. WIENER. lm (F(F) d J m (5.04) lim x+m m IC2 X) d f = -m K,(F)d F. Conversely, if the class 2 contains at least one ficnction w i t h n o n zero integral and has the property that eaclz member o f i t i s a member o f L1 a n d satisjes the condition t7~at(5.02)shall converge, and i f , twlzencver f (x) satisjes tlre condition tlzat (5.01)be bozhnded, and (5.03)for every nzelnber belongin,g to MI, then there o f 2 , then (5.04)holds for e c w y fzcnction K2(x) is n o 21 sztclz that (4.07)lzolcls for every fitnction Kl(xj belonging to 2 . 6. Averages of unilaterally bounded distributions and functions. Let K,(x) not be equivalent to 0, and let it be a contiriuous function (or a function continuous except for a finite number of finite jumps) not identically zero and such that (6.01) K l ( x ) Z O , 2 k=-m max Kl(x)<p (-m<z:m). k:xzk+l We shall sa.y that the mass-distribution determined by f (x) is boz~nded belozu when and that it is bozcnded above when -f(x) determines a mass-distribution bounded below. W e shall prove: LEMMA X I a. L e t the distribution corresponding to f(x)be bozcnded below (or above). Let (6.01)hold, and let T h e n there is n Q s z ~ hthat To prove this, let us notice that Since K is "stiickweise stetig", B, a and b exist such t11a.t Hence (6.07) M+N 2 k=-w k:~:ktl Kl(E) 2 ~ l z d J r ~ d f ( y ) ~ , TAUBERIAN THEOREMS. or in other terms 2 (6.08) ~ l [ ~ ] + l } ( ~ + N max K l ( 5 ) ) B b-a k=-cc kzxzk+l 2 If we combine this lemma with Theorem X, we get: XI. Let f ( x ) be n Jknction o f limited total variation over every THEOREM jinite interval, for which Let 2 be a class o f continziozts functions Kl, for each o f which converges, and let (5.03) lim x-+w rcc C -m 30 K , (F -,z) d f (5) = A -30 Kl ( 5 ) d 5 for every K, belonging to 2'. L e t there be n o rea,l u for which evely vanislzes, for whiclz Kl belongs to 2 . Let Q ( x ) be a continuozcs function belonging to 8,f o r which T h e n if K2 (-x) is a n y f z ~ n c t i o n belonging to ill,, W e shall have frequent occasion to use Theorems X and XI in a form in which the infinite range of x is mapped on a semi-infinite range by an exponential transformation. This may happen in two ways: either 0 or m for the new argument may correspond to m for x. I n the first case, let us write: + and in the second, (6.11) 5 = log A , f ( E ) =&-I d p ( i ) , K I , I ( ~= ) iXj2(i), 411) = i d l ( L ) . 30 N. WIENER. Then Theorem X I yields: THEOHEM XI'. L e t y (A) be a j i ~ ~ 2 c t i oofn limited total variatio?z ouer ece1.y interval ( 8 , I / & ) lulzere 0 < ~ < 1 . L e t y(0) = 0 and let Lct 2' he zc clnss of contirzuozts Jirnctions ATl(I) f o ~each of zuhicl~ 2 (6.13) pu -- - cx, inax A ~l~~ (I) 1 aI. 21:ak+' co?zve~yes,ctnd let for every A\7, ( 2 ) beloizging to 2 . Let there be n o real t( for. which ew?y ~anisltes,for tulzich AT1 belongs to 2. Let M(I) be n f i ~ n c t i o nbe1ongin.q to 2 , for which 6 . 6 1 0, if N2 (I) i s Then +Icx, ($1 4 (Iy p I ! - roost,. for 0 2 A < m . a129 continuozts firnction for zvlzich (6.17) max AIN2(L)I li = -cx, 2k:122k+' concer,qes, I11 the case where (6.19) (6.12) mill be satisfied if (6.20) N f (I) > - ---2log2 ' If the other hypotheses of Theorem XI' are satisfied, (6.18) will become TAUBERIAN THEOREMS. As a particular adnlissible N;,, we nlay take 1 AT2(p) = (6.22) { , lo 2 ,I < 11 -1 1- -, /I I . [ l ~ ! ~ < l + f ] . [l+&i,lI Tl~us(6.21) will assume the form - - - Ns 41og2 ' Hence by (6.23) -- (6.25) Since linl 11-+o(rn) E - 1. f is arbitrarily small, - (6.25) ( A 1- ) - lim i.+o:rn, +J 14' + ;) 410gLL' F - - I1 ,f(/r) d p 5 A. Again, we may write (6.21) in the form (6.26) lim k-+0(rn) [l --L (1+ 6) A(l+E) -r f(/')dp]'= 4 1 4- ~ 1 2 ) I+& from which we nlay conclude as above that Combining (6.25) and (6.27), we see that We thus get T I ~ E O RXI1'. E ~ I L e t f (.r) be n ,fic+2cfion bowzded over ecery i n t e ~ c l x l ( F , I/&), toliere 0 < F < 1 . LP~ (6.29) ,f(),) > -- K (or ,f(A) < I<) nrgzlnzent. L e t S be u class o f ~ o n t i n z i o ~fii?~ctions ~s hTl (A) enclz o f zohich (6.13) conce~*,qes,a nd let , f i , ~every f01' 32 N. WIENER. f o r every A: (3") belouging to 2 . L e t the9.e be n o real 7 1 f o r ?luhiclz every expression (6.15) vanislzes zuitlz ATl Belonging to 2 . L e t llif(A) belong t o 2 , and let 3 ) 1 ) 1 0 :i1 - f(p)d p 5 const. f o r 0 < I -< . Tlzen (6.28) i s t m e . Another case where a stricter conclusion than (6.18) may be drawn is where y(A) is monotone. I n this case, (6.12) is automatically satisfied. If we take & ( p ) as in (6.22), we shall be able to write (6.18) in the form (6.32) lim [y (A) A--to(m) b (IS€) + d y (PI] = A (1 -k (1 - $1 and hence (6.33) Prom the analogue of (6.26) it follows that and hence that (6.36) y ( I ) -An. W e thus obtain THEOREM XI"'. If in the hypothesis o f Theorenz XI', (6.12) i s replaced b y the condition tlzc~ty(A) i s monotone. T h e n (6.35) follozus. It is even possible to weaken the hypothesis here given, and to replace (6.12) by the condition that (6.36) lim E++O ]im -m<,u<m [L P U+C) A-1 d y (A) i J L(~+E) A ( I to establish (6.25). CHAPTER 111. TAUBERIAN THEOREMS AND THE CONVERGENCE OF SERIES AND INTEGRALS. 7. The Hardy-Littlewood condition. W e now enter upon the realm of ideas which has longest been associated with Tauberian theorems.27 The class 2 of the last paragraph now consists of all functions of the form ?' Hardy (2) : Hardy and Littlem~ood(4), (lo), (13) etc. ; Littlewood (1); Landau (9). (4) . 33 TAUBERI AN THEOREMS. M (x)- M ( x f A) (7.01) for which we have (7.02) ( - = 1, J-: X(oo) = 0, LV(E- x) df (g) bounded. Condition (5.02) now asserts the convergence of k=-m + A)1 max 1 M(X) - LW(X k;x:k+l whicli will be automatically fulfilled if M(x)is monotone and satisfies (7.02). W e shall also suppose M(x) continuous. Condition (5.07)becomes the condition that m 1 (7.04) shall not vanish for any real 21 for every A. oo , and let exponentially a t + am 1 (7.05) Let us suppose il1 to vanish 1 w (2)fFzcz x = . y (2) y(z) will clearly be analytic over some vertical strip to the right of the origin. W e shall obviously have (7.06) vI 2 -- sm [llI(x)- 111 (X + A)]exZ dx = y (2) (1 - ecAz) -09 over this strip, and by analytic continuation, which we assume to be possible, the non-vanishing of (7.04)becomes the non-vanishing of y (zj over the imaginary axis. Tf (5.03)is satisfied for A (7.08) K = 0. I ) 4 &I($)-1 ) 4 Then (5.04)assumes the form which becomes As is obviously permissible, let us put ) F ; (-oo<f'O) . (OsFie) (8 E < m) 1 < N. WIENER. 34 If w e put (7.11) (5.04) assumes t h e f o r m (7.12) f(-93) LJ;+' lim = 0 f ( Z ) d Z = 13. E x+00 Restating T h e o r e m X I in t h i s n e w f o r m , w e get, THEORE XII. I ~ L e t f ( x ) be a f u n c t i o ? ~o f limited total l;a?iation oz.e?. eve?-y range ( - m , A), let f (-m) = 0 , a n d let L e t M ( x ) be a monotonely dec~easingcontinuozrs ficnction, szrclz that Let (7.05) analytically over a strzp' to the ~ i g l ~o ft the origin, and let ~ ( z ) continzted , o?z to the i m a g i n a r y m i s , have n o ze).os there. ( W e assume t h e possibility o f t h i s continuation.) L e t (7.14) be bounded, iW(E - 2.) d f alzc? (8) let n(hl lim J x+00 (7.12) lirn =B. Y(B-x)df(Z) -O0 -[ + E , f ( Z ) d Z = B. 6 x+00 L e t u s put iW(1ogx) = N ( x ) ; j(1ogx) = F(x) T h e o r e m XI1 t h e n becomes : T H E O R E MXIII. L e t F ( x ) be a ficnction vanishing a t the origin and of limited total va?.iation ovey a n y finite range (includinq the origin), a n d let f o r some A > 1 , L e t i i T ( z ) be n fnonotonely dec~ensirzgcontinz~ousfunction, szcc7~ that (7.17) Let ( 0 = 1, AT(x) = O (x-9 Jim I VG at ac, N(x) 2"-' cl x = yJ ( z ) [I, > 01. 35 TAUBERIAN THEOREMS. over a strip to the right o f tlze origin, and let y ( a ) , conti)~z~ed analytically on to the ima,gi7zary axis, as we nsslinze to he possible for. all points bzct the origin, have no zeros the9.e. Let be Bouqzded, and let JWivj'j ~ F ( s ) lim (7.20) = x+m B. A case of particular interest and importance is where rz1 F(x) = 2 a,. rr = 0 Here (7.23) Jy' - I : ' " d ~ ( z1 -)- F ( n g ) 4- ~ ( y ) ' J -- max 2 72 an ; (n lo. 2 ?L=[yl+l (- n,, f a, < [Ay])) if A is sufficiently near to 1. (7.23) is t o be interpreted as meaning that the expression on the left hand side is less than or equal to the greater of the two expressions in brackets. W e thus obtain the COROLLARY.I f N ( x ) is subject to t l ~ econditions o f T l w o ~ e mX I I I , if (7.24) is bou~zded,i f (7.25) for all 72, a?zd i f (7 -26) tlzen (7.27) Jr W A'(f)d~($) n n,, <K 2 = n=O ilnx (or 91 a,, -K ) l . CCI x+oo 1.1-0 W 2 a , -0 B. Here instead of (7.27)) what we directly prove is 36 N. WIENER. (7.27) may however be written in the form liin d5 an-= B. 10gAl ~L=O 5 Our conclusion (7.27) mill then follow if we can show that we can so choose A,, that 1 lim z+oc log A1 (7.29) 1 lim m+m log A1 However, - z+m Again, Since we may take A, as near to 1 as we wish, (7.29) is established, and (7.27) follows a t once. This type of argument is to be found in the work of SzAsz. 8. The Schmidt condition.28 This last corollary covers the work of Hardy and Littlewood on Tauberian theorems. An extension of their conditions is due to Robert Schmidt. To arrive a t theorems of his type, let M be subject to the conditions stated in the hypothesis to Theorem XII; let us put (8.01) ,c/ ( x ) =--=f (T a ) -- f(z) and let us assume that + As the integrals in question converge absolutely by (8.02) and (7.13), whenever they exist we may invert our order of integration and write: -- - p p - - - Schmidt (I), (2). Throughout this section, the author has been strongly influenced by the methods of Vijnyaraghavnn and Szksz. 2d 37 T A U B E R I A N THEOREhIS. Thus if ,11(2) is subject to the conditions in the hypothesis to Theorem XII, if it is bounded above or below, and (7.07) is valid, and (7.14) bounded, whether (6.02) is true or not, it follows from Theorem XI1 itself on replacing- .f(.:) - by +r -w g(8)dE that Let u s now introduce Schmidt's notion of a "slo~vlydecreasing" function. Let f (u) have the property that when 21 and 1: run through a sequence of pairs of values for whicli (8.05) Zi 2 Z t , V-26--to then (8.06) lim ( f ( v ) - , f ( z ~ ) )) 0 ; ZL+w we shall call f ( z b ) slozvly decrensit~g. (Schmidt treats sequences instead of functions, and on another scale, but the difference is unimportant.) Schmidt shows that we may write (8.07) f ( 2 6 ) =-,I; (21) -/--A (26) where f,(zl) is monotone increasing, and fi(.u) satisfies the condition that whenever (8.05) is fulfilled, then lim (fi(c) -fi (u))- 0 . z4+w He proves that there exists a function T ( a ) such that lim T ( a ) -- 0 a-io He proves that a number T exists, such that '- (8.11) I fi ( v )-fi (u)/ 2 T (21 -26) (v> From this, it readily follows that if f is bounded near - m , valid and g ( z ) is bounded below. Furthermore, ZL$ a). (8.02) is 38 N. WIENER. and going to the limit (8.14) lim f ( x )2 - T ( 2 a ) + B x+m and (8.15) - lim f (z) 2 B-+TT2u). x+m Then by (8.10), it follows that (8.16) lim f ( x+m x ) = B. This yields THEOREM XITT. In the Injpothesis of Tlleorem X I I , condition (6.02) nxay be yeplaced by the assumption that f ( x )is o f limited total variation over a n y finite ran,ge, and is slowly decreasin,g, and the conclusion (7.12) m a y be replaced by (8.16). Again, Theorem XI11 becomes THEORE~I X V . In tlze hypothesis to T h e o ~ e mX I I I , condition (7.16) m a y be ?.eplaced by tlie condition that i f zt and v rzcn th~ozrglt,n sequence for t ~ h i c h (8.17) then (8.18) v ~ 2 1 1 , --+I 2c lim - (F(v) -F tl+m (u)) 2 0 . In the conclztsion to Theorem X I I I , (7.21) m a y then be replaced by linl F(x) = B. x+oO I n tlze corollary to Tlteorenz X I I I , (7.25) nluy be replaced by the Izypothesis that if (8.19) S,L = no 4-. . C a,, + and p +x , q + y3 in suclz a. nzawzer that then (8.2 1) lim (sq-sp) 2 0 . P+W Tlze conclusio~z o f this corollary remains u?zcl~anged. The hypothesis that (8.20) shall imply (8.21) is Schmidt's hypothesis concerning slowly decreasing sequences in unaltered form. TAUBERIAN THEOREMS. 39 It will be noted that the proof here given for the Schmidt theorems does not essentially differ from the proofs given by Vijayaraghavan" and Sz&sz30for theorems of these types. I n both cases the transition is made to a Tauberian theorem of more standard type in which s, is itself averaged, instead of appearing in the conclusion as the average of a unilaterally or bilaterally bounded mass distribution. In both cases, moreover, the Schmidt condition is again used to give a bilateral or unilateral estimate of the difference between Sn and its average. CHAPTER IV. TAUBERIAN THEOREMS AND PRIME NUMBER THEORY. 9. Tauberian theorems and Lambert series. One of the most important applications of Tauberian theorems is to the proof of the prime number theorem of HadamardB1 and de la Vall6e Pou~sin,~"o the effect that the number of primes less than N is asymptotically Xllog N. The prime numbers bear an exceedingly close relation to series of the form known as Lambert series, after their eighteenth century discoverer. Until recent times, however, all attempts to employ Lambert series effectively in the study of prime numbers had proved a failnre, and indeed Knopp3" has characterized one of these directions of attack as "verfiihrerisch". Hardy and LittlewoodB4 finally showed that the prime number theorem was equivalent to a Tauberian theorem concerning Lambert series, but did not succeed in establishing an autonomous proof of this theorem. Our general Tauberian theorems suffice to furnish this autonomous proof, and indeed, the Tauberian theorem which we shall find it easiest to establish directly leads more directly to the prime number theorem than does the theorem of Hardy and Littlewood. The latter is also directly demonstrable by our methods. I n both, the cardinal point in the proof is that the Riemann zeta function, 5(x $ iy), has no zeros on the line x = 1. The proof of this goes back to the first proofs of the prime number theorem. and has always been recognized as that property of the Riemann zeta (I), (2). SzBsz (I), (2). 3' Hadamard (1). 32 de la Vallke Poussin (1). 33 Knopp (3). 31 Hardy and Littlewood (11) ; Hardy (6) ; Ananda-Rau (2). 29 Vijayaraghavan 30 40 N. W I E N E R . function which is most central in the proofs of this theorem, but all earlier proofs had made some use of the behavior of the zeta function a t infinity. These further properties now appear as inessential, and the non-vanishing of the function becomes the only non-elementary feature of the zeta function in question. For example, the usual proof of the prime number theorem employs a lemma of Landau35 to the following effect: LANDAU'S LEMMA.Let W 2 cc,, n-x n=l [R (x) > 11 F(x) = (9.02) and let (9.03) CAI, 20 [n - 1, 2, . . .I. Let F ( x ) when analytically continued be without singula~itieson W (x) = 1, except for a pole of order one at x = 1, with principal part Al(x - 1 ) . Let there be some or for which (9.04) F ( x ) = O(lx/") in the right half~lane. Then In the following section, we shall show-following Ikehara- that condition (9.04) is not needed. When the lemma is used in the proof of the prime number theorem, a,,,= A,, (to be defined immediately) ; (9.06) F(x) = - 5' ( x )/ 5 ( x ) and it will be seen that here too the only non-elementary property of the zeta function which we use is that i t does not vanish on the line % ( x ) = 1. To return to Lambert series, let A ( n ) be the number-theoretic function determined by: C ( p k ) = l o g y if p is a prime and k is a positive integer; C(n) = 0 if n is not of the form pk. =< x < 1; then Let 0 W m W W x" 2 log nz xrn =nz=2 xm 2 A ( n ) =n=1 2 C ( n )nlnz 2 xn+ 2 C ( n )1-xn (9.07) 1 33 Landau (1). 1 nlm n=l ' TAUBERIAN THEOREMS. Hence W W 2 11 (7%) = 1 2 log nL -x?J" Xl'l 1-x. 1 - L$ 1-x x log (14- 1 xnt F [-b + .(;;.]] - - 1-x 1 1 W If we put x = e-5 and multiply by 5 we have For E > 0, the derived series on both sides converge absolutely and uniformly, and we may differentiate (9.09) term by term. On multiplication hg 5 this yields us as 5-20. If we put this leads us to (9.12) W lim 5 S-to 2A 1 ( 1 ~ ).ATl (9% 5) = 1 . This is a particular case of (6.14), which forms part of the hypothesis to Theorem XI"'. A(n) is positive, as the hypothesis of that theorem further demands. The function Nl (u) may be written Thus of that part of the hypothesis of Theorem XI"' containing Nl, which is now both M and the whole class 2 , it only remains far us to verify the boundedness of 42 N. WIENER. which follows from the fact that there is a K such that for 5 > 8, >0 and from (9.12), and to verify further that (9.1 6) Now (21) 2LiX (9.17) lim ( i x == d ZL i+o ]in, ( i z r?+o = lim (i + I.) + A) Jim Jr + 1,) /'(is u'x+' cl I L 1 - eZ6 -k e-2t' + . . .) d l h + I -+ 1 ) (1 + 2- (i.z+d+l)+ 3- (ix+k+l) $ . . .) d+o = = lim ( i x + A ) r ( i x + A + l ) C ( i x + I - t l ) d+o + 1) 5(ix -t 1 ) . i x T(in: Let us take over from the theory of the Riemann zeta function the following facts: (a) that the Riemann zeta function 5(s) is analytic on the line with real part 1, except for a pole of the first order with principal part l / ( z - 1 ) ; (b) that the Riemann zeta function has no zeros with real part 1. I t then follows that for any real 2, and that TAUBERIAN THEOREMS. (9.1 9) f r 0 m X1(a)dtr = ; lim i I . ( l b - 1 1 )f ( i + l ) R-tO - 1. Thus it follows from (6.35) that Let us put z(11) for the number of primes less than or equal to let us write a(?&)= z ( u ) z ( d 2 ) +z(7b1l3) . . .. (9.23) + + ++ I t is easy to prove by elementary means that < cll'"[log 21Ilog dl = 0 (211;"log 21). (19.25) - + 1) Thus We nlay write (9.22) in the form la 1 h7 lim (9.27) ,v-tm log t~ dm (71) = On integrating by parts, we see that (9.28) lim A~+W Now because of (9.26). \ N hi Thus . llrn GJ X+m (9.31) (AT) log AT - N -- x -- ,v m(N) From (9.25) it follows that z(N) log N log 1 Y ' ' 1 . ZL, and 44 N. WIENER. This is the fainons prime number theorem of de la ValleB Poussin and Hadamard. 10. Ikehara's Theorem. The Landau Theorem (XVI) received several successive generalizations a t the hands of Landau himself, and of Hardy and Littlewood, perhaps the most general of which was indicated by Hardy and L i t t l e ~ o o dto~ ~be the following: XVI. Let: THEOREM (i) the series Za,, be absolutely convergent j b ~8 ( s ) :,-uO,, 0; (ii) the fz~nction F(s) dcfi:fi.lzed by the series be re,qztlar for 8 ( s ) > c where 0 < c 5 o, itncl continuol1.s for 8(s) 2 c, except for CL sinzl~le pole zuitl~ l,esiclzte q at s = c ; (iii) F ( s ) -- 0 ( d l t ) (10.01) fo). some finite CI, i~n.i~5irwz1y fop* (iv) 2 6 - c; 2 ,, (10.02) +l; &-1 (v) a,, be j*eal, am? satisfy oue of tl~einequalities or complez, and of tlze fo~wz (10.04) o { a;-' Then (lUlL - dlL= n, -t u2 (10.05) } + . . + a,, . - ---1; c . The vital change between the Landau and the Hardy-Littlewood theorem is the looser form of (iii), which replaces a restriction of the form Both these restrictions are inessential, and the true theorem is that of Ikehara37, which reads as follows: THEOREM XVII. Let a ( z ) be a wtonoto~zeincreasirbg fitnction, and let --- -- - - Hardy and Littlewood (8). 3i Ikehara (1). 36 TAUBERI AN THEOREMS. con~ergefor !Ft (M)> 1 . Let convwge tcw$onnly to it finite linzit as otiw any Jinite i?ztef.vulof the line !Ft(zr) = 1. A (10.09) lim . K+oc fl Then (N) 1v a To prove this, let us put B(F) (10.10) 5 = u ( e ~ ) e - ~. + o J ~ z u ( e ~ ) d t . - A F . (5'0). Thus (10.11) (l@(E) = e-:da($)--AdE. Let us assume-what is no essentJial restriction-that TVllat we wish to prove is that which is equivalent to (10.09). If E >O and 7 is real, nre have As this double integral is absolutely convergent, i t becomes Jw (10.16) Sow, e - ~ z d ~ ( gJ) n -9) - -lw (i- eitb'~-5) dlt -B -"O m 2(cosB(g--$)--I) -B(T--F)~ -$, e dB($). 46 N. WIENER. Thus exist,s. Remembering that and that is a non-positive integrand, me have, by a theorem due to BraySs and fundamental in the theory of the Stieltjes integral and hence - i k ll because 1- ,q (it1 $1) is summable over (- B , B). Similarly may be proved to be bounded because of (10.23) and (10.12). W e know that (10.25) 47 TAUBERIAN THEOREMS. and that all the other conditions of Theorem X I are satisfied, with the possible exception of the non-vanishing of (6.15). To see that this is also satisfied, we need only reflect that Thus there are no zeros common to all these functions for all values of B, and the non-vanishing of (6.15) follows. It will be observed that the full force of our 7"~uberian method is scarcely needed for this theorem. I n Theorem XI, which is the critical part of the proof, the difficulty of proof is considerably lessened if K , ( x ) assumes such a special form as 2(cos BLT-1). As a corollary of Theoren? XVII, wcL nlay prove: T~IEOREAI XTTIII. L e t y(x) be n mofiotone incrensi?zg fil?zctiot?, m21l l e f convelye j o i , 8 ( ( 1 ) >1. Let (10.25) ( 1 ) - [0 < B < e f L ( 1 - 1) 101zen confinzted cii~alyficnlly,be ~eg-yzilcr?~ f o 8 ~ (?r) -, 1 1 nltd let it slot ~ , n s z i s l ~ To prove this, let us put / KO 5 log tly(:) = cc(2); The theorem then reduces itself to Theorem XVII, provided we can establish that (10.07) approaches a finite limit as B(u) +1. From the regularity of (10.25), it follows that (10.31) y (u) A log (2( - 1) + is regular for %(u) = 1 , except for logarithmic sing~~larities with ~ie,qc/atice infinities. I t is also clear that there is no singularity for 11 = 1 . Now. l+o LC 3 (y ("1) so that = s-"(u) cos (3( ~ 1 )log SC)c i y (2;) 48 N. WIENER. + + 2 i v)) = l+o x-(~+') cos (2 v log x) d y (x) ; 00 W (y (1 (10.34) E and + r) ---- l+o x-(l+" d y (x). 00 y (1 (10.35) Thus 3 y ( l f - ~ ) - t 4W(y(1 $~+iv))+~(y(1+~+2iv)) (10.36) .x-(]-+"' (3 + 4 cos v log x + cos (2 v log 2)) d y (2) and since 3+4cosy-1-cos2y = 3+4cosy+2cosey-1 = 2 (1 $ cos ~ p ) ~ (10.37) 20 it follows that (10.38) 3 y ( 1 - t ~ ) - t 4 W ( y (+l ~ + i v ) ) + W ( y ( l 4-e-t-2iv)) 2 0 , or (10.39) W ( y ( l S ~ - k ~ v ' ) ) - l y ( l +~)-$W(y(1$-~+2iv)). Thus - S ( I P ( ~ +-E +-~ ~ . ) ) lim E+O log 6 (10.40) 3A W(y(1+~+2iv)) IP (1 &) / lim - -- - - $ lim -4 5 - <4 I . 6+0 108~ E--fO log E + \ On the other hand, if 1 $ i v is a logarithmic singularity of y with a negative coefficient, it is a zero of F(u) of integral order ? I , and - W(y(l+&+iv)) lim log E E+O - la >I, Thus gp (u) $ A log(u - 1) has no logarithmic singularities with negative coefficients, for W (u) = 1, and hence is analytic throughout this whole line. Thus, by differentiation, is analytic on the line in question, and the finiteness of the limit of (10.07) is established. I t will be observed that our proof, which completes the demonstration of Theorem XVIII, follovrrs closely the lines of Landau's proofs9 that the Riemann zeta function has no zeros on the line W (u) = 1, and includes it 39 Landau (2). 49 TAUBERI AN THEOREMS. as a particular case. The prime r~uinber theorem itself is a particular case of Theorem XVIII. Let us put. (10.43) Then (10.44) and the hypothesis of Theorem XVIII is manifestly satisfied. becomes (10.29) then N (9.27) l = lim N+W M . logzda(x) 14-0 which we have shown to be equivalent to the prime number theorem. Thus we have repeatedly shown that the prime number theorem is basically Tauberian in nature. I t might consequently be expected that the more refined theorems as to t,he distribution of the primes, based on Rieinann's hypothesis as to the distribution of the zeros of the zeta function, and established by Hardy, Littlewood and others, might be easy to establish on a Tauberian basis. Such a formula as 00 (10.45) lim 5 5+0 2 (A (n)-1) ?la E-a XI(12 E)) = 0 jO<a<l) 1 1 which follows from (9.10) inuch as does (9.12), appears to lend a certain color to this view. Here the theorem to which this seems to lead is and the condition of non-vanishing on the Fourier transform becomes the Biemann condition S(ix+ 1-n)$-0. (10.47) The author considers these hopes illusory and deceptive. Let it be noted that (10.45) does not form a satisfactory hypothesis to a Tauberian theorem until we have some hold on the boundedness of the mass distribution whose integral is Such information ~vouldalready presuppose as inucli information as (10.45) can yield concerning all smaller values of a than occur in (10.46). Jn other words, Tauberian theocems merely transform a 0 into a o . 1 N. WIENER. 50 Another way of stating the same thing is to say that a Tauberian theorem always operates in the neighborhood of a single ordinate in the plane of the zeta function. This is because it depends on a division of the range of this function into near and remote parts, and because this division has validity in the theory of functions of a real variable, not in the theory of functions of a conlplex variable. On the other hand, the more refined properties of the distribution of primes depend on the behavior of the zeta function in the entire strip between ordinates 4 and 1 , inclusive, and can only be discussed with the aid of Cauchy's theorem. Of course, no proof of the limitations of so vague a thing as a method has real mathemat,ical cogency. A t any time some super-Tauberian theorem may come to light and prove to be central in the utmost refinements of prime number theory. F o r the present, however, Tauberian theorems do not seem to lie on the main avenue of progress. CHAPTER V. SPECIAL APPLICATIONS OF TAUBERIAN THEOREMS. 11. On the proof of special Tauberian theorems. I n the sequel, we shall show that the greater part of all known Tauberian theorems may be proved without great difficulty on the basis of the general theorems of the present paper. However, most of the particular theorems were proved in the first instance by entirely different methods. In individual cases, these methods are simpler and more direct than the general method here indicated. This is especially noticeable in the case of Karamata's40 proof of the original Abel-Tauber theorem. Being in possession of a general method, we may consider with advantage the particular methods and why they function. All Tauberian theorems of the type discussed in this paper are intimately related to the solution of an integral equation of the form The most direct and general method of solving such an equation is by the use of Fourier transforms. Nevertheless, there are many cases in which a repeated differentiation will reduce such an equation to a linear differential equation of finite order, and many more where the same repeated differentiation will lead to a differential equation of infinite order, but of manageable form. Thus it is appropriate in many cases to employ a technique 40 Karamata (2), (3), (4). TAUBERIAN THEOREMS. 51 of repeated differentiation, and this has been done by Hardy, Littlewood4', and Vijayaraghavan,4Vhough scarcely from an explicit consideration of the integral equations in question. So far, the successes of this method have been confined to cases where the analytic properties of the Fourier transforin of F are extremely simple, and it has failed to throw any light on the Tauberian theorems of prime number theory. The methods of Robert SchmidtAglie more along the lines of the present paper, in as much as he has seen the essential role played by the integral i11 the study of the kernel of a Tauberian theorem. However, he has devoted his attention to &(zt) for real integral arguments instead of for complex general arguments. Furthermore, Schmidt's general theorem concerns the urlicity of the solution of l ~ i smoment problem rather than its existence theory. As a consequence there is :L wide gap between his general moment theorem and the particular Ta~tberiaiitheorems which he obtains as corollaries. This gap he actually fills in in two cases, that of the Abel-Tauber theorem and that of the Borel-Ta~tber theorem, but he gives no general method by which it may be filled in in a new case. His actual procedure is closely allied to that of Hardy, Littlewood and Vijayaraghavan. Schmidt's chief service to the subject is in his great improvement of ~vlrhatmay be called the auxiliary apparatus of the theory of Tailberian theorems, through his invention of the notioils of "langsam abfallende Fnnktionen" and "gestrahlte Matrizen". Icaramata's elegant method leads to the study of the closure of a set of translations of a given function, and thus most closely approximates to that developed here. His function is and the problem is solved through Weierstrass' theory of polynomial approximation. The translations considered are accordingly those of the form (11.04) f ( x + log / I ) . Sz&sz has carried further the study of this particular set of translations of a given function. This is a far more difficult study than that of the " CCf. Littlewood (1). (I), (2). Schmidt (I), (2). " Vijayaraghavan 43 N. WIENER. 52 closure of the complete set of translations, and here the general solution of the closure problem is not yet known to me. 12. Examples of kernels for which Tauberian theorems hold. Among the kernels admissible in tlie role of the AT(x)of Theorem XI11 are: ( 1 ) The Riesz kernels 44 ( 2 ) The Abel kernel (12.02) (3) The kernel hT(z) = e-x; I corresponding to the method of summation of the series Z a n , which gives as its partial sum the Sbel average (12.04) of the cosine series (12.05) A Jm ( x ) e-AX d x f ( x ) = zn, cos n x . I n the respective cases we have lW N ( x )Y-l d x = 7c 2 sin , Z Z None of these functions vanishes for purely imaginary values of z . A possible 2\T1 ( p ) of Theorem XI"' is r(A+ 2) I'(i2t (12.10) f 1) r(it(+1+2) .f- 0 if I( is real. 53 'IAUBERIAN THEOREMS. 13. A theorem of Ramanujan. As a lemma in our further work, we shall find it convenient to introduce a theorem formulated by R a r n a ~ l u j a n ~ ~ and first proved by Hardy aild l ' i t c h m a r ~ h ,although ~~ with a formulation somewhat different from that here given. The theorem is intrinsically interesting, and is perhaps worth presenting in some detail. Let f(x) be a function of L,, defined over (0, m). Then ed2f (e") will also belong to L, over (- oc,m ) ; for The Fourier transform of 8t2f ( F ) will be The sine transform of f (x) will be and its cosine transform, g, (y) = V Z 1 . i. m. 7.c B+oo lB cosxy d x . Let us put and k2 (u) = (13.06) 1 --- 1. i. m. v2rr We have Ll'fi z (9) d y = E+O 11" g2 (y) yitL-112 d Y. VzJoo f (x) d x l zj : s i n x y 30 dx. Similarly (13.08) 45 sin xz Lz ~ z g 2 ( y ) d y = V ~ 1 3 0 f ( x ) - - -x-z clx. Hardy and Littlewood (8). and Titchmarsh (1). 46 Hardy dy 54 N. WIENER. However, on an exponential transformation, these become ]lzJ E+c w (13.09)Jc q (eTi2g2 ($)) d q = e -00 -- sin (eE+c) e -00 * (eu"(eF)) d 5 , and If we now make a Fourier transformation and make use of the Parseval theorem, it appears that (13.11) kl (u)JW (1- cos eE) e-6'2 eiui d 8, e-7" e ' ~ ?d 7 = 0 and (13.12) k, (u)JW e-" 0 sin et e-El2 eiui d E . dUUclg = Thus Here we make use of the formulae: (13.131) Y76 0 xv sin x d x = T ( Y f 1) cos 2 [--I 2 %(v)>-21 and Y76 ( 1 3 . 1 3 2 o) ~ 0 0 x v ( 1 - c o s x ) d x = ~ ( v + l ) s i n T [-l>W(v)>-31. Similarly (13.14) The duality of the relation between k, (u) or k2 (u) and h ( u ) is shown by the familiar formulae of the gamma function, TAUBERI AN THEOREMS. Thus (13.16) and the real zeros of kl(u), k2(zc), and h(-26) are the same. words, if the integrals in question exist, the zeros of In other (13 1 g2(y) y"-'I2 d Y 9 are the same. This is a very valnable way of determining new kernels whose Fourier transforms (on a logarithmic scale) have no zeros. 14. The summation of trigonometrical developments. Let f (x) be an even function of class L,, and, as above, let fi (y) = i. m. JBf(x) % B+w cosxg d x . Let K(x) belong to L, over (0, a),and let us form (13 (14.01) This will eaual x i g2(w)I<(tux) dw. where for the cosine transform of x K(tu x) is k . (3 - Thus an average of g2(tu) at infinity will appear formally as an average of z f(z) about the origin, and an average of ~ , ( I u )about the origin will appear as an average of 1 z f (z) a t infinity. The kernels in the two cases will be K(x) and -- k (x). x Now by 5 13, we have formally 56 N. WIENER. when 3 (A) = ;. converge for 0 ~f 5 L - 4, i t then follo~vsthat when, and only when, Thus if k ( x ) / x in the role of n',( x ) , aiid A', ( x ) satisfy the other conditions specified in the hypothesis of Theorem XI, and (14.07) holds, it is possible t,o, infer from S) (14.08) lim ~ J % ~ g ~ ( L u ) K ( , t c x= ) dAi u[ x+g c 0 K(w)dlu to the coiiclusion that x (14.09) lim r L Wz f ( z ) N 2 ( ~ x ) d= z d l X2(z)dz z+g The condition that f belongs to L2 may in nlaily cases be very considerably altered and relaxed. I t is possible to read the relation between (14.01) aiid (14.02) in the reverse direction, and to infer from and other conditions completing the hypothesis of Theorem XI, to AL rm (14.11) lim ~ ~ g ~ ( ~ ) K ~ ( = ~ u x j & d ( ~z u t) ~i z c . z-+o The condition that should determine a function over a strip to the right of the origin, which, when continued has no zeros over the imaginary axis, becomes the same condition for 57 TAUBERIAN THEOREMS. We thus arrive a t a whole class of theorems relating the partial sum of a Fourier development with the average of the funct.ion represented about some point. F o r example, it is easy to prove: THEOREM XVIII. If f (x) i s a non-ne.qative fzilzction of class L, over (-rr, x ) , if i t i s sz~tnnzable at a n y point 1)y a Riesz nzean o f a n y positive odes., or by a n Abel nzean, to a n y value A, it i s so sumnzable to A by Riesz means o f all positive orders, and by a n Abel mean. A necessary and acfjcient condition that this should take place at a given point x i s tlzat This theorem is due to Hardy and Littlewood. 15. Young's criterion for the convergence of a Fourier series. \Ire now come to a region in which S. B. Littauel. has done work, which constitutes the theorems proved in the present section. Young has proved the follo~vingtheorem: for the Fourier series of tlze integrableficnctionvf(u) to converge to s f o r zc = x, i t i s szcfjcient tlzat (15.01) and that for small t , zulzel*e Further work on this theorem has been done by Young, Pollard, Hardy and Littlewood. The chief theorem to which Hardy and Littlewood came was the following: THEOREMXIX. d necessar'y nncl swfficient condition that tlze Fourier series o f the integrable fiinction f (u) be sz~mmable (C, - 1 6 ) f o ~a n y positive 6 i s that (15.04) Yl(t) = 0 ( t ) r provided that + 1 This theorem in its original form is not directly adaptable to proof by the methods of this paper, inasmuch as Ceskro summation of fractional 58 N. WIENER. order does not depend on a kernel of the form n'(nz). On the other hand, if the Cesaro summation is replaced by Riesz summation, the theorem is reduced to a particular case of theorems already proved. W e shall here content ourselves v i t h proving this related theorem, as applied to Fourier integrals rather than series, in the case where f ( x ) differs from zero only over a finite range.47 Let us write t IP(t) = Y(t). (15.07) Then (15.05) becomes which yields the bonndedness of (15.09) Furthermore Thus (15.04) becomes (15.11) W e have This is similar in form to (6.15). The Eiesz sum of k t h order of the Fourier series of f ( x ) - s for x = 0 is m - (15.13) lim o . 1 It r (t1 - l-- k ) . f t d 7 (1,) I" t (1 - i)kcos -dl. 8 m = Sl+ Oi --- - - dt m L ~ m c i p ( t ~ -)t r-~( -l +~ k~j ( ~ - ~ j ~ ~ 8c o s ~ ~ ~ ~ w - *'It is possible to make the transition to Theorem XM, but several of the steps require some consideration. In particular, the equivalence of Riesz and Cesiro summation for orders 1 - 1 was proved by Riesz (Proc. Lond. Math. Soc., 2 (22), 412-419 (1924). TAUBERIAN THEOREMS. Here if 16 > - 1, is finite, and the illversioil of iiltegratioii in (15.13) is hence applied to an absolutely coiirergent integral. i n view of (15.08). TVe have 1 00 r(l + k) 1=1 1 Lm J" (1 + 1) ~ ( k ) 1 - J1 (1 d 2 LLli (it4 + 1) T ( k ) =1 -A ) 2 - A (iu+1 ) T(k) - ,.,,iu-l (izc I ~ ) J C - ~ ).)h-l (15.15) W A-0 sin 2 w A wit&--1sin 1.W d w 1 r(k) (iu+l)T(k) T(k+l-izc) rn -9 T ( i t ( )cos (iu- 1 ) 2 -- - T ( 1 - i u ) T(iz6) (izi+ l ) T ( k + l - i u ) . ziu sin -2 zi u .- - n sin -2 (izc+l)T(k+ 1-iz~)sin,zizc In proving this, we have made use of (13.131) and (13.132). The other conditions of the hypothesis of Theorem XI' are readily proved to be satisfied, and we have already show11 that if (15.05) is satisfied, (15.11) and 60 N. WIENER. w e eqztivnle?zt. T h u s g ( 1 5 . 0 5 ) is scltisjied, (15.04) i s completely equivalent to the stcitement that the Fou?.iel- s e ~ i e so f f ( x ) i s su~7znzuble to s by Riesz (or C e s d ~ o )szinzs o f a n y gizsen o?-cler eccccedir~y 1 . 16. Tauberian theorems and asymptotic series. Certain asymptotic problems arise in the discussion of the behavior of an integral for large values of z. By a change of variable, this problem may be reduced to the consideration of p (16.02) e-& @ ( t ) d f . In particular, let ns discuss the situation which arises when zJ>O and which we nlay write is bounded and O ( t ) is positive, it will follow by Theorem XI" that or that Again, it will follow that which yields (16.09) linl E-+O The condition that (16.10) lD (+) tY-10 A r(v) dt =- r ( i u + v ) = L m e - l tiU+v-ldt ' #0 61 TAUBERI AN THEOREMS. is obviously satisfied. Indeed the Tauberia,n theorems of this section (which are due to Ikehara4') differ only from those of the last section in that x tends to infinity instead of to 0. If 2 is bounded and tends to B a t the origin and v > 0 , Then W (16.12) lim x 2300 .Bxvl 30 l (xt)z'-lo-xtodt tv-1 Thus linl (16.13) X+W r'r e-" = ~9(t) tv-le-xtdt =BI'(v). d t = R T(v). In particular, let there be a neighborhood of the origin in which @(t) is v- 1 times differentiable, with a bounded derivative of the (v -1)st order. Let (16.14) @ (0) = 0 ; @' (0) = 0 ; . . . @(tf-2) (0) = 0; @(lf-1)(O) = A 0 (t) and let 7-7 be bounded outside the neighborhood in quesbion. Then (16.03) lW lim rv x+X, ecxt @ (t) d t = A. If now 0 (t)- Atz'-l has a bounded derivative of order y -1> v - 1 at the origin, and vanishes there with all its derivatives of order less than A tV-l p - 1, and W(t) is a function which equals 0 ( t )- ----- in some neighr (v) borhood of the origin, and for which 2 is bounded and tends to A a t the origin, we have (16.15) lim xp p r e - ~ ~ u i ( ~ ,= l t A. x-+m By a repetition of this process, it is easy to show that if if W(t) is bounded and ([c - 1) times differentiable with bounded (p- l)st* derivative in some neighborhood of the origin, if 49 In n paper not yet published. 62 N. and if y > a?, . ~s > 1 1 , . . . ., WIENER. > vl;, then as x + m . This is an adequate basis for the theory of asynptotic expansions of Lnplace integrals, and enables TVintner's workd9 on the subject to be greatly simplified. CHAPTER VI. KERNELS ALMOST OF THE CLOSED CYCLE. 17. The reduction of kernels almost of the closed cycle to kernels of the closed cycle. In the present section, we shall approach very close to the work of Robert Schmidtso in his discussion of "gestrahlte Mittelbildtulgen", although our terminology mill be somewhat different. Up to this point, we have been discussing means of t,he form (17.01) J-m Kl (2 - s ) f (F) d 5 or means only differing from these by a change of variable from 5 to a function of 5. Let us now turn our attention to means of the form where (17.04) Kl(t"! zj = ~ , ( ; -ix ) + K:(E, x> where K,(x) satisfies the condition that (5.02) converges and that (5.07) does not vanish, and where 00 (17 -05) lim x-+m 2 n zmax IK?(~, ?~zn+l -m x)/ Let K,(x, y) and Kl (2) be continuous, and let 49 Wintner (1). Schmidt (2). = 0. TAUBERI AN THEOREMS. be bounded. Let ==AS m 50 (17.061) .T lim- + S-OOK1(E,x)dr(E) ~ -m Kl(5)dl. The argument of Lemma X I a will need no substantial alteration to show that there is a Q such that I t will then follow from (17.05) that and that n C A is bounded. Hence, by Theorem X, if K, is any fuilction belonging to Nl, In Chapter 111, the kernel K (5 - x ) is replaced by a kernel of the form where 1W(z) is a monotone function for which and for which the function (7.05) which is defined over a strip to the right of the origin, when continued analytically on to the imaginary axis, has no zeros there. W e can replace the kernel M (5 - X) by a kernel of the form where Ml(x) satisfies the conditions we have already laid down for M(z3, and where (17.09) and (17.10) lim x+00 1 I dill2 (F, z ) I = 0 iM, (F, x) = O (e-242) at ao uniformly. Under this change, Theorem XIV still remains valid. 64 N. WIENER. 18. A Tauberian theorem of Hardy and L i t t l e w o ~ d . ~ Hardy ~ and Littlewood have proved the following theorem: X X. Let f (XI a n z n be a power series with positive coefficients, THEOREM and let A (18.01) f ( x ) (1 - x)" (a>O, x - t l ) . Then 78 n" A ( 1 8.02) Cnk(n-a). r(a+l) 1 W e may write (18.01) a,$e-nt A $-a (18.03) or =z - 2 e-"E = A . 2n ~ - Al (n lim 5 ( 1 8.04) E-to This falls under (6.30), and (18.05) Since a,, Inu-l lim 5 F 5-t Eiu ,j = r (a+izc) =/= 0 . >0 , 11/51 (18.06) e-E $a-1 a,z (12 5)"-1 JoP - 0 A A ---~ " - 1 e-i c i ~ r(a+1 rW r O 1d8 because of Theorem XI"'. Writing tn for 118, and letting m become infinite through integral values, we get which is only another way of writing (18.02). This however is not the most general theorem proved by Hardy and Littlewood in this connection. They show that if (18.08) where (18.09) and (18.10) then j' f (x) - (1 A qcT) L (u)= (log w ) a l (log log Z Hardy and Littlewood (4). 11. 1 ! . . (log(lL)zt)")l L ) ~ ~ L (u)# 0 (1) a t oo , 65 TAUBERIAN THEOREMS. We may write our theorem to be proved in the form that if then (18.11) follows. This we may again write as p + m . Now, if M ( $ ) is a continuous function, defined over (0, oo), and asymptotic to L(S) a t oo, we may show that: Here M(E) is introduced instead of L(E) in order that we may have no trouble with finite singularities of L (5). To prove (18.14), let us reflect that +l:: e(tb -@ (Y e-e(il-P) M(eU)d ~ t Since M ( $ ) is asymptotic to L(S), which is asymptotically increasing, the first integral is asymptotically less than As to the second integral, i t is asymptotically while the third one is ultin~atelyless than 66 N. WIENER. Now. C(,-312 --. (18.145) 00 5 e--14 +J "I-':~ -- < 2 e-ILL Thus by (18.144) (18.146) J'O e(tl-,l~)C4 LLT li p-t?(" '"1 . p"l-l12 M(eU) 117 t t 5 ( a , - f) *La'-'" d zt j. iU eA2e-eA [L (ep) + o (I;(efl))]. Combining this with (18.141), (18.142) and (18.143), we see that where y ( d ) vanishes as 9 becomes infinite. (1 8.14) follows. Consequently, by (18.14), if we put Since A is arbitrarily large. On the other hand. we may write (18.11) in the forin Both integrals, (18.16) and (18.17), converge absolutely. TVe wish to make tlie transition from (18.16) to (18.17). If a , 5 1, ?,b (21;) is "slowly decreasing" in the sense of Schmidt, we can apply Theorem XV, and it appears that (1") + 0 as 1. +cx; . From this it follows that TJTe now come to the more general case where a, > 1 . Our hypothesis becomes log 12["" e(~ogu-,u)( c e - l ) c,-e lovl&-,u a (18.19) e - , ~ - -2 AA(ePj, 1lC4-l(log n)[("] I" 2 - TAUBERIAN THEOREMS. where (18.20) -4(16) = (log 26)a,-[all (log log 26)"" The kernel of (18.19), in the sense of 5 . . (log"" 26)"$'. 17, is I t hence appears that this kernel is of the form indicated in (17.04) where K, and KT satisfy the appropriate conditions. Thus if we put ill*( 5 )- A ( E ) at oo and M" (8) is continuous, and if it follows just as in the case where or, _< - 1 that This however is only another way of writing (15.11). 19. T h e T a u b e r i a n t h e o r e m of B o r e 1 s u m r n a t i ~ n . ~ V hBore1 e sum of tlic series with partial sums s,,, is Let us put 12 = [ti2] and ior 11 > O . Let f(u) = 0 for negative Then (19.01) becomes (19.03) lim ?/--too r c'-vP ti. Let us also put x Pi: dJ'(u) ?, - V?12- 1 I'i2h2+l) Now For this section: cf. Schmidt (2) ; Vijayaraghavan (1). jZ - - s = y2, 68 N. WIENER. Thus over the range y - yll" zu because 5 y+ y1j6, ):( 2uP e8t~'-4u~+~s Moreover, it is always true that Thus the conditions (17.05) and (17.06) are satisfied if we put and (19.09) I t follows a t once t)hat (19.10) and that YFJI lim Y-+W (19.101) e-2 (21-yj2 e-2 (u-9)' df( U j = s f( 2 k ) is bounded. W e now introdnce again in its appropriate form Robert Schmidt's definition of a "langsam abfallende F'olge". The sequence {s,) has this property if, whenever q = q(p) (p = 0, 1, . . .) runs through such a sequence of indices that (19.11) q 2 and q -P -+ O v23 TAUBERIAN THEOREMS. then (19.12) Schmidt proves by elementary methods that if so, sl, then C(A) = lim (s,- s,) (19.13) .. is such a sequence, P--too P:q:P+ifVF exists, and (19.14) lim C(A) = 0. A+o Furthermore, he shows that there exists a constant K, such that for all p = 0, 1 , ... and all p exists such that 2 p+ VF. SP (19.16) Vp+l 2 -K Thus he shotvs that a K ( p = 0 , 1, ...). - Still Let the sequence s, be "langsam abfallend" and let (19.01) hold. following Schmidt, we see that If we build up the appropriate f ( u ) as in (19.02), and make the transformation which led from (19.01) to (19.03), we get: Again, by (19.07) (19.19) Obviously (19.20) e-~zv n x n o n! . e-(tb-vy)z 0 (u) d u = 0 ( K T ) 70 N. WIENER. On the other hand L Z T ~ e~-x~xI e-x X: x )& 2 -r> lim zzm n, [XILl ,r+m (19.21) = lini e-x-l x (x+ cl V F )V ~~Z ( X + V F ) I;+( [ I/-I 112 = -- Thus (19.17) yields (19.22) I& x-ll%srxl< r+m + [ ~ x - l ' ~ I<0 (1) + C(1) cc-lr] = 0(I), which we may simplify and write Let us now introduce the function Substituting this in (19.25), and ~vritingS for an average of the sn's for xY<z<(~+2af ) ~1, we have TAUBERIAN THEOREMS. I t is indeed easy to show that as z increases, the weight of the later s,,'s averaged in S increases a t the expense of the weight of the earlier ones. We niny show that the condition that { s m } is "langsam abfallend" may be put iu the form that if (19.28) then lim (srpl-S I , ~ , ) 0. (19.29) - u+00 Hence by (19.27) and (19.23), we may readily shorn that - ( y u ( ~-ga j lim (70) 2 0. u+m Again remembering (19.23), which makes all the integrals in question absolutely convergent, we have An integration by parts yields: 72 N. WIENER. Similar methods establish the boundedness of We may then apply Theorem XIV, taking In this case (19.35) Hence (19.36) lim ga(x) = s - x 3 w Let us now return to (19.27), making use of the existence of (19.13) and of (19.14). Then if x is sufficiently large, (19.37) and (19.38) It then follows from (19.27) and (19.36) that - lim s,, 5 s - C(5 a) )1+00 and (19.40) lim - s, n+oo 2 s + C(5a). <= Combining these, and remembering that C(A) 0,we see that the following theorem holds : THEOREM XXI. Let (19.01) lzold, and let s, be "lautgsam abfa12endv. Then (19.41) lim 8% = S . ?E 3 CHAPTER VD. A QUASI-TAUBERIAN THEOREbI. 20. The quasi-Tauberian theorem. Up to the present point, all the Tauberian theorenis we have discussed have involved some auxiliary condition of boundedness or positiveness or slow decrease. In the present chapter, we shall discuss a theorem without any such auxiliary condition as to the function averaged. The type of theorem is so fundamentally 73 TAUBERIAN THEOREMS. different from that already discussed that the nomenclature, ('Taubwian", seems to the author unfortunate. The theorems now to be discussed are in essence much closer to Abel's theorem than to Tauber's theorem. By an integration by parts, me establish the following: LEMMA XXII a. Let exist for every C > B, and let exist as the limit of CF(X) d f ( x ) ns C'+ .a. Let exist for. each C> B, let G ( x ) and F ( z ) be continztous, and let Then (20.05) will exist, ancl (20.06) - LL' d f ( x )- r rW (%) B d L F ( $ )d f ( 8 ) . Now let us suppose that f ( x ) is of limited total variation orer every finite interval, that Ii, ( x ) is bounded and continuous, that (20.061) ' d ( x )e43 i const., and that (20.07) exists in the sense of (20.02). Let us suppose further that as x (20.08) where A1 .f. 0 . Then Kl ( x )-- A1 e'", (A > 0 ) + -m 74 N. WIENER. / < const., < if D is sufficiently large that for cr: - -D, / e-j.~ li; ( z )i 2 const. > 0 . (20.082) As a particular case of (20.06), if B is large enough, (20.083) JZm- 9d.r.w and hence (20.084) is bounded. A further application o f (20.06) yields us Froill this we may conclude that (20.09) O(1) a s y + - - c c and that lini e-lv (20.10) C-+m K, ( -2 ) f ( = 0 uniformly in y. iVow let R(z) be a fonction for ~vliicli and (20.12) are finite. I t follows from (20.10) that , ~ ; L Z R ( ~ - Z ) ~ = (20.13) Kl(z-x)d f (x) linl J - ) B ( ~ - ~ ) ~ K J ~f(xl - ~ ) ~ B-,m = B+W lim ~~df(4~S",li,(z-z))d~(y-z) =i r n d (z)S-", ~ ~ ( y - - z - z ) dB e ) . TAUBERIAN THEOREMS. Thus if m (20.14) 71 lirn -+ r ~ , ( ~ - x ) d f ( d= d l M l i l ( z ) c ) d e then $=K,(zJ - 2 j d (20.15) (2) will be bounded: by (20.09), and it follows that lam 0% u' Hewe k; (x) i s boz~nded and co?ltinuous, if j'(z) is oj' limited total variation eve,. cuevy Jinite interval, i f (20.14), (20.061) and (20.08) hold. iJ' (20.11) and (20.12) are finite, and if' l h l.s is a sufficiently important theorem to dignify by a numbel-; we shall call it Theorern XXII. A closely related proposition is: THEOREM XXIII. In tlze Izypothesis o f Tl~eovenaS X I I , in case 11 (20.19) K, (z) = 0, [x> 01, (tie nzay 1.eplace the asszinzption o f t l ~ eJinifeness qf' (20.11) a ~ ~ (20.12) r? by that o f tlze Jiniteness oJ (20.20) T h e conclusion remains valid. 76 N. W I E N E R . To prove this, let us reflect that if (20.08) holds as x + m , since it will follow from (20.06) that By a precisely similar argument, a* if B > y. Thus by (20.21), JB Kl ( y - x ) d f ( x ) is less than a function which is bounded and decreases monotonely to 0 as B becomes infinite. Consequently, by a theorem of Daniell on the Stieltjes integral,53 in combination with the finiteness of (20.21), Thus the inversions of integration in (20.13) are again permissible. Formally and heuristically, (20.17) is equivalent to (20.25) Lrn K , ( x )eUxd x J-: Lw ?o -- = K, ( x )eUx d x If Kl and K, are both O(e-(p+E)x) a t etmdR(x)). + cx, and O(e+€") a t - cx,, Lrn 00 (20.26) and h2(u)= (20.27) k1 (u) = 53 Daniell (I). K2( x ) eUx d x 00 Kl ( x ) em d x TAUBERI AN THEOREMS. are both analytic over - E < % (u)< E + p . Formally, the second integral being taken along any ordinate in the strip -E<%(~l)<E$,lb. Nozu let Kl (x) belong to L, Let k, (zc)lk, (u) be analytic over -- E % (u) 5 p E , and let i t be quadratically sz~mmableover every ovdinnie in that strip. - Then . + (20.29) and are gzcadratically summable. As a consequence, (20.31) and are absolutely summable. If we assume R to be defined as in (20.28) and p = 1, we obtain: THEOREM XXII'. Let Kl ( x ) be bounded and continzcous. Let j'(x) be o f limited total variation over every finite i n t e ~ v a l . Let (20.14), (20.061) and (20.08) hold. Let ke ( u ) and kl ( u ) be defined as in (20.26) and (20.27), respectively. Let Kl ( x ) belon.9 to L,. Let k, (u),'kl (u) be analytic over - E 5 % ( u ) 5 I E , and let i t belong to L2 over every ot~dinatein that strip. Then (20.18) follolus. Similarly, we have : THEOREM XXIII'. In the lzypotlzesis of Tlzeorenz XXII', i n case Kl ( x ) I % (u)51 E vanishes for positice argunzents, zue m a y repltrce the strij -F by the narrower strip -E 2 % (zc) l s . 21. Applications of the quasi-?'auberian theorem. If + + 78 N. W I E N E R . then (80.08) is clearly satisfied for 1. = 1, and K, ( x ) = Kcm) (2) K, (z) If we pnt (21.05) z , - (20 = (""'K(x) . K("L) (x)el&" -= + + r(rn 2) r ( u 1) r(?h+m$2) ' and then as 13(N) + K - 2r(nz + 1) -- Thus if n > rn, then lim (2 1.08) will imply iirn ( 21 .09) Jo (?,OK(y - .r) d.f ( x ) Y4m y--7m [ K(70(y - 1 3 ( I t ] ~#(t6)-71&+9?+1/2, d Jo (Ib)K (x)d J30 - Kc")( 2 )d T . z ) d,f ( 2 ) = d + -A while if nz >, ?z 1 , (21.09) mill imply (21.08). With a little manipulation, already indicated by the authors in question, this result is seen to be equivalent to an important theorem of Hardy and L i t t l e w ~ o d , ~ h h i cgives h the necessary and sufficient condition for the summability of Fomier series and integrals by Ceskro sums of some order. In the integral form, the theorem reads as follows: Let j'(x) be n nzea.mrable ,ficlzcfion definer1 over (- G O ,GO),and zero outside ( - A : A). L e t Then i f lue zc~rite B, <for tlze propositiolz ant1 Ti,,, ,fo,. the p ~ o p o s i t i o ? ~ Bnbinzylies j1 Cnt+e , ~ o I171.. 2 1 , 11.1iile(/na inz~~lies B m + l i-z .for nz > 0 . - Hardy and Littlewood (13). TAUBERIAN THEOREMS. 79 lT7hile the general method of the present section has been developed in an earlier paper of the author,55 his final results mere not stated correctly. ~ ~ Paley, who have shown it The correct result is due to B o ~ a n q u e tand to be a "best possible" result in both directions. Their theorem also applies to m > - 1, and is otherwise somewhat more general. CHAPTER VIII. TAUBERIAW THEOREMS AND SPECTRA. 22. A further type of asymptotic behavior. The 0 and o symbols do not exhaust the possible terms in which me may describe the behavior of a functioil a t infinity. 4 proposition which nlay be regarded as in some vise a generalization of lim f ( x ) z+m + 1 ,-J lim O-im = A PB , f ( x ) - ~ ~ -~0a ~ U If c f ( x )is bounded and measurable, (22.01) clearly implies (22.02), while (22.02) does not imply (22.01). Proposition (22.02) has a certain analogy to the different types of "strong convergence" to a limit which a function may exhibit: namely % M (22.03) and f(x)- d d r converges 1 00 (22.04) f( T )-A d x converges. 1% The series analogues of the latter (22.05) 5 5! s,, - - A converges 1 and (22.06) s,, -A ' converges imply the ordinary convergence of s,, to A: but are not implied by it. On the other hand, neither (22.03) nor (22.04) is implied by ordinary convergence, although (22.04) implies (22.02). 111 cont,rast ivith propositions Wiener (5). "Bosanquet (1); (2): Paleg (1). "5 80 N. WIENER. (22.03)-(22.06), which represent various types of "strong convergence", we shall express (22.02) in the usual language by saying that f(x) is strongly summableb7 to A as x + m . We shall say t#hat A is a sztblimit of f (x), and shall write (22.07) slm f (x) = A . z-+m The sublimit of a function f (x) differs markedly from the ordinary limit in that neither its existence nor its value are invariant if we replace x by a monotone function of x becoming infinite with x . On the other hand, the sublimit of f(x) has a relation to the harmonic analysis of f(x) far closer than does the ordinary limit. Closely related to the notion of sublimit is that of subboundedness, which bears to the ordinary notion of boundedness much the same relation which that of sublimit does to the ordinary notion of limit. A function f(x) is said to be subbozc.nded if is bounded. This juxtaposition of a notion of limit and a notion of boundedness suggests a generalized form of Tauberian theorem. To be specific, let us ask what conditions beyond the subboundedness of f(x) are sufficient to make 00 M (22.09) slm K,(x--5)f(E)d5 = IL~K,(F)~E ,Z+M imply (22.10) slm l " K 2 ( x - - E ) f ( E ) d ~ = A .Z+W This problem belongs to the range of ideas treated by the author in his work on generalized harmonic analysis. It gives a clearer picture of the real significance of Tauberian theorems. On the other hand, it does not a t present offer an alternative approach to them, since Tauberian theorems of the type already discussed in this paper play an essential role in the establishment of a theory of generalized harmonic analysis. Results involving these theorems will be applied in this section. To return to (22.09) and (22.10), no generality is lost by taking A = 0, as this simply amounts to replacing f (x) by f (x)- A . Let us then take A = 0 , and let us put f(x) = 0 for negative arguments, which j7 Hardy and Littlewood (15). 81 TAUBERIAN T H E O R E M S . is cleal-ly perinissible. IVe then wish to find a set of conditions which in conjunction with the boundedness for large B of (or what is the same, with the fact that f(x) - belongs 14- lz: to L,) and the proposition are sufficient to imply We shall prore the following: THEOREM XXIV. L e t f(x) be menszrrable, a n d let (22.11) be bozrndelt. L e t (22.12) be calid. L e t K, a n d Ar2 be measzcrable, a n d let (22.11) fr ( l + l z ~ )I K~~ ~( X ) ,d~2 < m e -w (and henceJ-: and (I + z 1) rm (l+ XI)"' (22.16) / Kl (z) ) d x <a), IKx(~))'dx<m (and l ~ e n e e (r l~+ x l ) JK,(z) d z < a ) . F t ~ r t h e ~ n z o r c(et ~, for all veal z t . Z'lzen (22.13) i s t ~ z i e . F o r this theorem we shall need the following: LEMMA X XIVa. L e t f (3, u,1) belong to L2 as a ficnction o f LmIf am tixea*n~.able in ( x ,w). ~ e t ti n n d be (x,21, I) 1% drc be Loznsded, a n d let zi?zifornzly oveY a n y finite range o f x as 1-30. a n d let L e t K be measurable, $2 N. WIENER. be finite. Let exist for all 1. Then To prove this lemma, let us reflect that By taking A large and B infinite, or --B large and -A infinite, we may make the left-hand member uniformly small. Over any finite range (4, B) the left-hand member tends to 0 as il-a. By combining these facts the lemma follows. It will be noted that i t il~volvesthe existence almost everywhere of lmf 372 (22.22) K G ) (z, w) d z . W e may now return to the proof of our main theorem. paperss, the :luthor has shown that exists. ?1.loreover, -56 -- Wiener (5). <m, 111 a previous TAUBERIAN THEOREMS. so that (2 &L1L:Kl(3--5) f ( F ) d E d3; < const. Thus the function W (22.26) fi (x) = J-W and the analogous function (22.27) &(x) = K1( 2 - 5 ) f ( ~dE ) $ T c P ( ~ - B )f ( F ) d l w define functions sl (u) and sz (u), corresponding to them in the same way in which s ( u ) corresponds to f ( x ) . I n his previous paper,58 the author has shown that (22.28) sin E X : . f(x)-----sZUXdx. X: A+-n Similarly Sl (U + E) -S1 (26 - E ) a00 1 A sin E X . - - 1. i. m. JA-x ~ ~ ~ d x LKl ( -(F)- f ~( x - 5 ) 7c A+w There is no trouble in modifying (22.28) into (22.29) 1 A-E -- - 1.i.m. (22.80) s (rl+r)-s(u-E) 7-c A-+w f sin Ex ( T ) d5. eium d X: . Thus 81 ( a + & ) -s1 (1~-8) - ( s ( ~ L + E-s(u-E))S-:K~ ) W = (22.31) ( 5 ) eiuf d f A sin E X . 1 -76[ ~ A+w . i . r n . ~ ~ K , ( Ed)B ~ A f ( x - E ) - - x ezUxd x A sin E ( X - 5) f(x-2)--------eZ""dx X-8 In the proof of this we have used our last lemma. ti* 84 N. WIENER. Clearlv Again, sin~x sin^(^:-8) cos E Z U - 6 sin &to EZw 2 cos~zu s i n ~ w E ~ W 2 6181 max TO i n - x ----10 iuY Thus and hence ly an application of (22.32) (22.33) t Fs .f A sin E X -A --I ,"'" sin a (x - F) x-2 dl converges in the mean uniformly in zb as A + oo over any finite range of 5. Hence by our lemma, we may write s ( (22.34) +) 1 -s ( -) m = -Jm&(5) z - ( (u + 6) -s ( -. m -8 ) ) Kl (5) eif6gd 5 c sin~x d ~ lA.+iW. m . S-A~ f ( ~ - 5 ) [ - - - x -00 sin~(x-F)x-S , --]eiuxdx. By a further use of (22.321) and our lemma, since (22.35) 1. i. m.- 1 sinr x z sin s (x - 5) ehcX.lX = x - F--I uniformly in 5, it follows that From (22.12) and a theorem of the previous paper,59 it follows that jg Wiener ('i),(5.52). TAUBERIAN THEOREMS. 85 Combining (22.36) and (22.37), we get Since over any finite range, by (22.16), it results t,hat for any finite C, am (22.40) 1 ~ s ( I L + ~ ) - s ( z-I- 1 ) 1 ~ d t ~== 0 . €7'0 As in (22.36), me have Vm (22.41) '+O 1 1f m 6 c -W s2 ( u + 8) -s2 (tc - 6) am -(s(zI+E)-s(?I-E~) This yields us 1 C ' (22.42) liln S+O 1J' ' --C + (S + a) - s s2(u r ) - s2 (76 - el -- (26 (11 --6)) Combining this with (22.40), we get By our previous paper,60 and sin % x dr - " Wiener 11-('i,fif;(z+ -,. t~)d~i' ? (22.45) (7), (6.62). 1 2. LW I2112 '" sinqlw , 1 a (ZL + E )-s2 (71 - 6) 5171. N. WIENER. 86 Nowr am - lim € 3 0 -300 sin% x (x) &J-m IJ? l2?b const. <l i m p 6 E+" = - lim E-+O c -j-m 00 f -m -A I f2(x+y) d ~ / sinPs x ~~(Z-I-Y)7 ~ Y , dx. " 1 lm roO const. 1 1h(x)-37J1, 2 8 1 sinZE X 1 dx-zJ-mT-dx~LJ W f ( x - 21 A 2 singsx 1 K 2 ( @ - - 2 1 , -A K 2 ( l + y ) d y ] d F i 7 d r f 2n + o o (22.46) const. 2 B sB/ l: &(Fj-ls ~ ( J L -GI F) R -A 23, I /&(F)---S boo - const. 2 lim B , -m -- B+m xSw -m -30 where B+w (22.47) =( E+O w -m A 3 A A 2 -1 I I /K2(~)-&~A~~(b+y)dy/d5. sin5x ih(r)12--T-rlx x 5 censt. [Jm -CO j sin" x 1 1 K~(5)- 23, sA -A i l z i23, l J 2-2j i (x+y) dylfiI 2 l i , ( 5 + y ) d y I d ~ ]. As -\Ire have seen in section 1, (22.49) lim i-to , ~ , ( ~ + ~ ) jdi +y *j ) d ~ A &J(,, (22.45) & ( 5 + ?1)dy1d 1 K , ( : ) - -2-1L ~-2 K 2 ( F + y ) c l Y ~( l + % ) d b ] aw c Hence lim 1 J((/K ~ ( F ) -23,L J - lim -A -,~ ( ~ + ~ ) d z l d * i ( ~ + l ~ l + l r i i ) 1 2 1- - < const. B-+CC[ .J m A 1 21, 1 2 K2(Ff y ) d y ] d F 1 d x loo / - JA K, (8) -- 21 -1 K2(F+y)rly d l = 0 , TAUBERIAN THEOREMS. from which it immediately follows that In combination with (22.44) and (22.45) this yields us (22.51) lim lim - -A-zoe+o 2~ Since ~ ~ ( u + ~ ) - s ~ ( z i - ~ )= ~ ~0.d t l (22.52) it results at once that (22.53) ' lim linl - -[ E+O 28 C+W ~ m + ~ ~ ] i s 2 ( u + E ) - s I ( z ~ - E ) 1 2 d t= ~ 0. Combining this with (22.43), we may readily conclude that or in view of a theorem of our previous paper, that (22.13) lim T+m 1 2T 3T r(-!~j f 2 ( x ) 1 2 c l x = 0 . -- This establishes Theorem XXIV. I t will be noted that this theorem has an immediate extension in the direction of Theorem XI'. There is another Tatiberian theorem concerning strong sommability which ~ particular we may discuss here. I t is due to Hardy and L i t t l e w ~ o d . ~The case of it which most directly interests us is the following: XXV. Let THEOREM be bozinded, and let Hardy and Littlewood (16). 88 N. WIENER. i t follozcs that In the proof of this theorem, it is easy to see that we may replace the conclusion (22.58) which we are to establish, by the equivalent 1J H (22.59) H H+oo sin zb x Jn o 2 ---- d z j dn = 0. 5 0 By a Tauberian theorem of the type of Theorem XI, already established in a previous paper of the author," it follows that (22.59) is completely eqnivalent to sins 8 t h I 2 sin z ~ x i2 l i ~ n2 f (x) ----- d x ' d 2 6 . (22.60) t+O 76 Jy F Etb2 On the assumption that f (x) = 0 if theorem Jr LL' X > z,we have by the Plancherel sin 21 5 768 - 2 76r 1% /$Jsiqrttsinax - 1 1 a J" zr (22.61) 2L sin r ( 1 cos Iix d x JW 76 r =i I~~~(sinzc(x+s)-sina(~-~))dx~~~dl -aT1_ 1 - - . 1w L J i1+~ Jm. 2 ~ dsint~(x+~)--si~~zc(x--i))d x 2 sinaxdx = rrE -- sin s ti sin 2 1 x 21 x -W --,d;51 d u i' I TAUBERIAN THEOREMS. Thus (22.59) and (2233) are equivalent t o By the Schwarz inequality, Thus by the boundedness of (22.55) we have uniforirlly in ficientlg large values of N: E for all sof- Tlzis can be made as small as me wish by talring N large enough. Moreover, N =A where (22.651) -12-1 -) z L (l+log l x S 1 l d x , I 90 N. WIENER. By (22.56), we aiay make i4 as small as we wish for a given AT by taking E small enough. Now let N be so large that for all E , and then let F be so small that I t ~ t ~ ithen l l follo~vthat for this and all smaller values of Thus (22.62) follot~s,and Theorem XSV is established. 23. Generalized types of summability. The subject-matter of the last section leads us to interesting reflections on the notion of summability itself. ?'he ordinary processes for summing a series are linear processes: that is, they consist in replacing the partial sums of a series by linear combinations of partial sums, and then investigating the ordinary limits of these linear combinations. This much of linearity must alttrays remain in a definition of summability, that if two summable series are added term by term, the corresponding sums are also added, in the sense that the new sum-series ~vill be summable to the sum of the suiiis corresponding to the individual series. It is possible, however, to consider summability from another standpoint, from which linearity is not so obvious an attribute of the process. W e may confine our attention to series, or rather to their sequences of partial sums, which are suinmable to zero. Thus a method of summability will sum to -4 the series whose partial sums are: if it mill sum to zero the series tt7hose partial sums are: \Tie may thus center our concept of summability about the notion of slzlll-sepztence or .rlull-fiinctio?~. Whatever definition we choose for the class of such sequences or functions, this class should be closed additively, in the sense that the sum of any two members of the class must belong to 91 TAUBERIAN THEOREMS. the class. It is not howwer essential that a mernber o f the class shoztld be clzaracterized by the l~nnishingof some particular linear transform of that member. I n this sense, we are introducing a non-linear theory of snmmability. 6 2 It is clearly a desideratum of a definition of a null-function that every function tending to a zero limit a t infinity should be null. This requirement a t once makes the corresponding definition of summability consistent with convergence and inclusive of it in scope. I t is not satisfied by definitions of the type that assert that f is null if but is satisfied by the definition that f is null if W e have already seen that if s(u) is defined as in (22.23), this last statement is equivalent to the assertion that This suggests an even looser definition of a null-function, according to which a function f ( x ) is null if is bounded, and if (23.07) lim SA \s(21+&)-~('21-&)j2d21= 0 - E + O 2 & -A for all finite A, or even if (23.07) is true for some A greater than 0 . The first of these definitions will make f ( x ) null if (23.06) holds and :l (23.08) is null, provided that (23.09) and (23.10) " Lw+ 1 (1 rW x K(x-F) f (1)dF / X I ( x )1' ~ ( xeiU-" ) dx # 0, d x < c~ [-m <rc< m]. As far as the author knows, strong summability of various sorts is the only example of a summability process of this sort now in the literature. 92 N. WIENER. The second definition will have the same property, provided only (23.10) holds for all values of t t in some neighborhood of 0 . All this follows from the theory developed in the last section. These two last definitions of sunlmability therefore fit in well with the ordinary linear definitions of summability, which define the generalized limit of a function as an expression of the form lim J.-w x+" l: K", 5) f (5) d 5 K (x, 5) d B on an appropriate scale of measurement. They have the great advantage of not involving any reference to a particular kernel K (x, 5). They are, however, restricted to functions for which (23.06) is bounded. If we confine our attention to functions f ( x ) vanishing for negative arguments, this difficnlty may be overcome in its turn. W e now put throughout the half-plane 8 ( z ) > u o : Then, by analytic continuation if ) be defined in some cases on a section of the real necessary, ~ ( i v may axis containing the origin. We put giving o its boundary value along the axis of imaginaries. We now define nnllity as in (23.06) and (23.07). If for all z with real part between -E. and zco s + rw 1 K(x) 1 @x (23.13) dxl'm, we have -d w (23.14) l 276, f w e-03' - ' d x ~ ~ K ( x - - ~ ) f ( E ) d ~ = ~ ( ~ ) so that if -03 K($) 8:d 5 is free from zeros and singularities in the left half plane, f (x) and SwK ( x -03 5) f ( E ) d 5 are null or not null simultane- ously. Wit,h an appropriate definition of "analytic continuation", zeros and singularities not a t the origin are of no concern, provided the function TAUBERIAN THEOREMS. 93 J-1 K(5) ez' d 5 is representible on a single-sheeted Riemann surface in the left half-plane. It will be noted that all tlie definitions liere given of the nullity of f(x) depend on the scale cl~osenfor x. If for all large x , y'(2) < const. for x < A Y (A) and then it a t once follows that A similar study of the effect of a change of scale 011 nullity of other types would be of interest. 24. Some unsolved problems. In a piece of work of the ariibitious length of the present, it is perhaps worth while to point out to the reader promising future directions of research. The follo~vi~lg remarks may therefore not be amiss. (1) The closure of the set of translations of a given function 11as been investigated in class LI and in class L2. The methods of proof have been widely different in the two cases, but both results may be stated in a single formulation, that the set of translations of f(x) is closed in the appropriate class when and only when the Fourier transform of f(x), when properly defined and chosen, has no zeros. This formulation continues to constitute a reasonable proposition for L.,, where p is intermediate between 1 end 2, or even exterior to this interval. Is this proposition true? Certainly, for neither of the special cases already given is the method of proof extensible without serious modification. My own suspicion is that the general tlieorem is a t least true for 1 5 p 5 2 . (2) Obviously the power of Tauberian theorems in number theory has not been exhausted. I s there any Tauberian tlieorem which will reach froni one complex ordinate to another, and enable us to handle the more refined forms of the prime number theorem? (3) 111 particular, can we make a direct study of the closure of the set of all polynomials in the functions 94 -N. WIENER. and thus attack directly the problem of the zeros of the zeta function in the critical strip? (4) I n section 22, the conditions to which K, (z) and K, (x) are subjected in Theorem XXIV are probably needlessly stringent. What is the best possible theorem in this connection? ( 5 ) The "quasi-Tauberian" theorem of sectioi~21 has not yet been exploited to the full. In particular, in the discussion of the relations between Riesz summability, Cesiro surnmability, Holder summability, and the like, it is extremely desirable to have theorems of this type in which the kernels are not of the form K ( x - y), but are in some sense near.2~of this form. Here the cruder theorems, depending solely on the use of dominant functions, are probably not difficult to elicit. On the other hand, the more refined ones will almost certainly require the full armament of Carleman's theory of singular integral equations and of the modern von NeumannStone63 calculus of operators. Indeed, the time will soon come when the entire Tauberian theory must be reconsidered from the point of view of this calculus. BIBLIOGRAPHY. The present list of memoirs, while i t cannot in the nature of things be complete, represents an attempt to bring together in one place as much as possible of the literature of Tauberian theorems. Up to 1915, we have been able to draw on the bibliography of the Cambridge tract by Hardy and 11. Riesz on The General Theory of Dirichlet Series, and up to about 1924, on Smail's History aiid Synopsis of the Theory of Summable Infinite Processes. The bibliography also contains certain memoirs mentioned in the notes which are not of themselves Tauberian. K. Ananda-Rau. (1) d note on a theorem of Mr. Hardy's. Proc. Lond. Math. Soc., (2) 1 7 (1918), 334-336. (2) On Lambert's series. Proc. Lond. Math. Soc., (2) 1 9 (1921). 1-20. (3) On the relation between the convergence of a series and its sunlmability by Ceshro's means. Jour. Indian Math. Soc., 1 5 (1923-5), 264-268. (4) On Dirichlet's series with positive coefficients. Rendiconti di Palermo, 54 (1930), 488-462. S. Bochner and G. H. Hardy. (1) Note on two theorems of Norbert Wiener. Jour. Lond. Math. Soc., 1 (1926), 240-242. E. Bortolotti. (1) Sulle condizioni di applicabilith e di coerenza dei processi di sommazione asiiltotica di algoritmi infiniti. Rend. del R. d c . di Bologna, 31 (1926-7), 33-41. G 3 Von Neumann (1); Stone (1). TAUBERI AN THEOREMS. 95 S. Bosanquet. (1) The sumlnability of Fourier series. Math. Gaz., 1 6 (1931), 293-296. (2) On the summability of Fourier series. Proc. Lond. Math. Soc., (2) 31 (1930), 144-164. L. S. Bosanquet aiid E. H. Linfoot. (1) On the zero order summability of Fourier series. Jour. Lond. Math. Soc., 6 (1931), 117-126. (2) Generalized means and the summability of Fourier series. Quarterly Journal (Oxford series), 2 (1931), 207-229. H. E. Bray. (1)Elementary properties of the Stieltjes integral. Ann. of Ilath., 20 (1919), 176-186. T. J. I'a. Bromnlich. (1) An introduction to the theory of infinite series. London 1908. Cf. especially p. 251 (2) On the limits of certain infinite series aiid integrals. Math. Ann. 65, (1908), 350-369. Anna Caldarera. (1) Su talune esteilzioni dei criteri di convergeiiza di ITarrlg e Landau. S o t e e memorie di mat. (Catania), 2 (1923), 77-98. T. Carlemall. (1) A theorem concerning Fourier series. Proc. Loild. Math. Poc.. (2) 21 (1923), 483-492. 11. S. C'arslaw. (1) Introduction to tlie theory of Fourier series and integrals. New edition London 1921. Cf. especially pp. 150-154, 434-243. S. Chapman. (1) On non-integral orders of summability of series and integrals. Proc. Lond. Math. Soc., (2) 9 (1910-11), 369-409. Cf. 11. 374, second note. 11. Cipolla. (1) Criteri di convergenza ridncibili a rluello di Hardy-Landau. Naples Rendiconti (3a), 27 (1921), 28-37. P. J. Daniell. (1) A general form of integral. Ann. of Math., 19 (1917), 279-294. P. Dienes. (1) Snr la sommabilitB de la sBrie de Taylor. C. R., 153 (1911), 802-805. G. Doetsch. (1) Ein Konvergenzkriterium fur Integrale. Math. Ann., 82 (1920), 68-82. (2) Die Integrodiffereiitialgleichungen vom Faltungstypus. Math. Ann., 89 (1923), 192-207. (3) Satze von Tauberschem Charakter im Gebiet der Laplace- und Stieltjes Transformation. Berliner Berichte, Phys.-Math. Klasse (1930), 144-157. (4) Dber den Zusammenhang zwischen Abelscher und Borelscher Summabilitat. Math. Ann., 104 (1931), 403-414. P . Fatou. (1) SBries trigonometriques et series de Taylor. Acta Math., 30 (1906), 335-400. (ThBse, Paris 1907.) L. FejBr. (1) Pourierreihe und Potenzreihe. lfonatshefte f. JIath., 28 (1917), 64-76. 96 (1) Visegklatok a Fourier sorokrol. N. WIENER. $1. Fekete. Math. 6s Termesz. ~ r t . ,34 (1916). M. Fujiwara. (1) Uber die Verallgemeinerung des Tauberschen Satees auf Doppelreihen. Science reports of the Tbhoku national uliiversity, Sendai, Japan, 8 (1919), 43-50. (2) Uber suiumierbare Reihen und Iategrale. Tbhoku math. jour., 15 (1919), 323-3-29. (3) Ein Sate iiber die Borelsche Sumn~ation. Tbhoku niath. jour., 17 (1920), 339-343. J. Hadamard. (1) Sur la distribution des zeros de la fonction f(s) Bull. Soc. Math. 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