05 Extra

$$ \newcommand{aster}{*} \newcommand{exist}{\exists} \newcommand{B}{\mathbb B} \newcommand{C}{\mathbb C} \newcommand{I}{\mathbb I} \newcommand{N}{\mathbb N} \newcommand{Q}{\mathbb Q} \newcommand{R}{\mathbb R} \newcommand{Z}{\mathbb Z} \newcommand{eR}{\overline {\mathbb R}} \newcommand{cD}{ {\mathbb D}} \newcommand{dD}{ {\part \mathbb D}} \newcommand{dH}{ {\part \mathbb H}} \newcommand{eC}{\overline {\mathbb C}} \newcommand{A}{\mathcal A} \newcommand{D}{\mathcal D} \newcommand{E}{\mathcal E} \newcommand{F}{\mathcal F} \newcommand{G}{\mathcal G} \newcommand{H}{\mathcal H} \newcommand{J}{\mathcal J} \newcommand{L}{\mathcal L} \newcommand{U}{\mathcal U} \newcommand{M}{\mathcal M} \newcommand{O}{\mathcal O} \newcommand{P}{\mathcal P} \newcommand{S}{\mathcal S} \newcommand{T}{\mathcal T} \newcommand{V}{\mathcal V} \newcommand{W}{\mathcal W} \newcommand{X}{\mathcal X} \newcommand{Y}{\mathcal Y} \newcommand{bE}{\symbf E} \newcommand{bF}{\symbf F} \newcommand{bD}{\symbf D} \newcommand{bI}{\symbf I} \newcommand{bX}{\symbf X} \newcommand{bY}{\symbf Y} \newcommand{nz}{\mathcal Z} \newcommand{bT}{\mathbb T} \newcommand{bB}{\mathbb B} \newcommand{bS}{\mathbb S} \newcommand{bA}{\mathbb A} \newcommand{bL}{\mathbb L} \newcommand{bP}{\symbf P} \newcommand{bM}{\symbf M} \newcommand{bH}{\mathbb H} \newcommand{dd}{\mathrm d} \newcommand{Mu}{\mathup M} \newcommand{Tau}{\mathup T} \newcommand{ae}{\operatorname{a.e.}} \newcommand{aut}{\operatorname{aut}} \newcommand{adj}{\operatorname{adj}} \newcommand{char}{\operatorname{char}} \newcommand{cov}{\operatorname{Cov}} \newcommand{cl}{\operatorname{cl}} \newcommand{cont}{\operatorname{cont}} \newcommand{e}{\mathbb E} \newcommand{pp}{\operatorname{primitive}} \newcommand{dist}{\operatorname{dist}} \newcommand{diam}{\operatorname{diam}} \newcommand{fp}{\operatorname{Fp}} \newcommand{from}{\leftarrow} \newcommand{Gal}{\operatorname{Gal}} \newcommand{GCD}{\operatorname{GCD}} \newcommand{LCM}{\operatorname{LCM}} \newcommand{fg}{\mathrm{fg}} \newcommand{gf}{\mathrm{gf}} \newcommand{im}{\operatorname{Im}} \newcommand{image}{\operatorname{image}} \newcommand{inj}{\hookrightarrow} \newcommand{irr}{\operatorname{irr}} \newcommand{lcm}{\operatorname{lcm}} \newcommand{ltrieq}{\mathrel{\unlhd}} \newcommand{ltri}{\mathrel{\lhd}} \newcommand{loc}{ {\operatorname{loc}}} \newcommand{null}{\operatorname{null}} \newcommand{part}{\partial} \newcommand{pf}{\operatorname{Pf}} \newcommand{pv}{\operatorname{Pv}} \newcommand{rank}{\operatorname{rank}} \newcommand{range}{\operatorname{range}} \newcommand{re}{\operatorname{Re}} \newcommand{span}{\operatorname{span}} \newcommand{su}{\operatorname{supp}} \newcommand{sgn}{\operatorname{sgn}} \newcommand{syn}{\operatorname{syn}} \newcommand{var}{\operatorname{Var}} \newcommand{res}{\operatorname{Res}} \newcommand{data}{\operatorname{data}} \newcommand{erfc}{\operatorname{erfc}} \newcommand{erfcx}{\operatorname{erfcx}} \newcommand{tr}{\operatorname{tr}} \newcommand{col}{\operatorname{Col}} \newcommand{row}{\operatorname{Row}} \newcommand{sol}{\operatorname{Sol}} \newcommand{lub}{\operatorname{lub}} \newcommand{glb}{\operatorname{glb}} \newcommand{ltrieq}{\mathrel{\unlhd}} \newcommand{ltri}{\mathrel{\lhd}} \newcommand{lr}{\leftrightarrow} \newcommand{phat}{^\widehat{\,\,\,}} \newcommand{what}{\widehat} \newcommand{wbar}{\overline} \newcommand{wtilde}{\widetilde} \newcommand{iid}{\operatorname{i.i.d.}} \newcommand{Exp}{\operatorname{Exp}} \newcommand{abs}[1]{\left| {#1}\right|} \newcommand{d}[2]{D_{\text{KL}}\left (#1\middle\| #2\right)} \newcommand{n}[1]{\|#1\|} \newcommand{norm}[1]{\left\|{#1}\right\|} \newcommand{pd}[2]{\left \langle {#1},{#2} \right \rangle} \newcommand{argmax}[1]{\underset{#1}{\operatorname{argmax}}} \newcommand{argmin}[1]{\underset{#1}{\operatorname{argmin}}} \newcommand{p}[1]{\left({#1}\right)} \newcommand{c}[1]{\left \{ {#1}\right\}} \newcommand{s}[1]{\left [{#1}\right]} \newcommand{a}[1]{\left \langle{#1}\right\rangle} \newcommand{cc}[2]{\left(\begin{array}{c} #1 \\ #2 \end{array}\right)} \newcommand{f}{\mathfrak F} \newcommand{fi}{\mathfrak F^{-1}} \newcommand{Fi}{\mathcal F^{-1}} \newcommand{l}{\mathfrak L} \newcommand{li}{\mathfrak L^{-1}} \newcommand{Li}{\mathcal L^{-1}} \newcommand{const}{\text{const.}} $$

Taylor's Series Generated by a Real Function #

Infinite Taylor approximation #

Suppose $f: [a, a + r] \to \R$. And $f \in C^\infty[a, a + r]$.

Define $\widetilde f(x): [a, a + r] \to \R$ as: $$ \widetilde f(x) := \sum _ {n=0}^{\infty} \frac{f^{(n)}(a)}{n !}(x-a)^{n} $$ For some $\xi(a, x) \in (a, x)$, we have: $$ f(x)=\sum _ {k=0}^{n-1} \frac{f^{(k)}(a)}{k !}(x-a)^{k}+\frac{f^{(n)}\left(\xi\right)}{n !}(x-a)^{n} $$ Clearly $$ \lim _ {n\to \infty}\frac{f^{(n)}\left(\xi\right)}{n !}(x-a)^{n} = 0 \iff f(x) = \widetilde f(x) $$

A sufficient condition would be $\exists M > 0, \forall x \in (a, a+r):|f^{(n)}(x)| \le M^n$. Notice that $$ \left |\frac{f^{(n)}(\xi(a, x))}{n!} (x-a)^n\right| \le (rM)^n/n! \to 0 $$ Another sufficient condition is $\forall n \in \N, \forall x \in [a, a+r]: f^{(n)}(x) \ge 0$. TODO (Bernstein 9.30 Apostol II).

Real Binomial Series #

Generalized Binomial Coefficients #

Suppose $a \in \C$, define $$ \left(\begin{array}{l} \alpha \\ k \end{array}\right):=\frac{\alpha(\alpha-1)(\alpha-2) \cdots(\alpha-k+1)}{k !} $$ We have the following similar to the integer cases: $$ \left(\begin{array}{l} \alpha \\ 0 \end{array}\right)=1;\quad \left(\begin{array}{c} \alpha \\ k+1 \end{array}\right)=\left(\begin{array}{l} \alpha \\ k \end{array}\right) \frac{\alpha-k}{k+1}; \quad \left(\begin{array}{c} \alpha \\ k-1 \end{array}\right)+\left(\begin{array}{l} \alpha \\ k \end{array}\right)=\left(\begin{array}{c} \alpha+1 \\ k \end{array}\right) $$

Binomial Series #

Consider the following Taylor approximation for $f: \R - \{-1\} \to \R$, known as the real binomial series. $$ f(x) = (1+x)^{a} \sim \tilde f(x) = \sum _ {n=0}^{\infty}\left(\begin{array}{l} a \\ n \end{array}\right) x^{n} $$ Suppose $a \in \N$, $f(x) = \tilde f(x)$. The sum is finite, and $r = \infty$.

Consider $g(x) = (1 - x)^{-c}$ on $x \in (-\infty, 1]$ for some $c > 0$. Notice that $$ f^{(n)}(x)=c(c+1) \cdots(c+n-1)(1-x)^{-c-n} = \left(\begin{array}{l} -c \\ n \end{array}\right) (1-x)^{-c -n} $$ By Bernstein's result, the following is true on $x\in(-1, 1)$. $$ \frac{1}{(1-x)^{c}}=\sum _ {k=0}^{\infty}\left(\begin{array}{l} -c \\ k \end{array}\right)(-1)^{k} x^{k} $$ Suppose $a < 0$, the following is true on $x \in (-1, 1)$. $$ (1+x)^a=\sum _ {k=0}^{\infty}\left(\begin{array}{l} a \\ k \end{array}\right) x^{k} $$ Suppose $a \in \R^+ - \N$, integration on both sides.

For $a = -1 / 2$. $\frac{1}{\sqrt{1-x}}=\sum_{n=0}^{\infty}\left(\begin{array}{c} 2 n \ n \end{array}\right) 4^{-n} x^{n}$.

Boundaries of Power Series #

Abel's Limit Theorem in Real #

Suppose $a _ n \in \R$. Suppose $f(x) = \sum _ {n=0}^ \infty a _ n x^n$ for $x \in (-1, 1)$. Suppose $\sum _ {n=0}^\infty a _ n$ converges, then $$ \lim _ {x \rightarrow 1} f| _ {(-1, 1)}(x)=\sum _ {n=0}^{\infty} a _ {n} = f(1) $$ That is $f(x)$ is left-continuous at $r$.

Abel's Limit Theorem in Complex #

Suppose $a _ n \in \C$. Suppose $f(z) = \sum _ {n=0}^\infty a _ n z^n$ for $x\in B(0, r)$. Suppose $\sum _ {n=0}^\infty a _ n r^n$ converges, then

for any $M > 1$, for any Stolz sector $S=\{z \in B(0, 1) \mid |1-z| \leq M(1-|z|) \}$. $$ \lim _ {z \to 1}f| _ S(z) = \sum _ {n=0}^\infty a _ n = f(1) $$