In mathematical analysis, the Hardy–Littlewood Tauberian theorem is a Tauberian theorem relating the asymptotics of the partial sums of a series with the asymptotics of its Abel summation. In this form, the theorem asserts that if the sequence
a n ≥ 0 {\displaystyle a_{n}\geq 0} is such that there is an asymptotic equivalence
∑ n = 0 ∞ a n e − n y ∼ 1 y as y ↓ 0 {\displaystyle \sum _{n=0}^{\infty }a_{n}e^{-ny}\sim {\frac {1}{y}}\ {\text{as}}\ y\downarrow 0}
then there is also an asymptotic equivalence
∑ k = 0 n a k ∼ n {\displaystyle \sum _{k=0}^{n}a_{k}\sim n}
as n → ∞ {\displaystyle n\to \infty } . The integral formulation of the theorem relates in an analogous manner the asymptotics of the cumulative distribution function of a function with the asymptotics of its Laplace transform. The theorem was proved in 1914 by G. H. Hardy and J. E. Littlewood. In 1930, Jovan Karamata gave a new and much simpler proof.
Statement of the theorem
Series formulation This formulation is from Titchmarsh. Suppose a n ≥ 0 {\displaystyle a_{n}\geq 0} for all n ∈ N {\displaystyle n\in \mathbb {N} } , and we have
∑ n = 0 ∞ a n x n ∼ 1 1 − x as x ↑ 1. {\displaystyle \sum _{n=0}^{\infty }a_{n}x^{n}\sim {\frac {1}{1-x}}\ {\text{as}}\ x\uparrow 1.}
Then as n → ∞ {\displaystyle n\to \infty } we have
∑ k = 0 n a k ∼ n . {\displaystyle \sum _{k=0}^{n}a_{k}\sim n.}
The theorem is sometimes quoted in equivalent forms, where instead of requiring a n ≥ 0 {\displaystyle a_{n}\geq 0} , we require a n = O ( 1 ) {\displaystyle a_{n}=O(1)} , or we require
a n ≥ − K {\displaystyle a_{n}\geq -K} for some constant K {\displaystyle K} . The theorem is sometimes quoted in another equivalent formulation (through the change of variable x = 1 / e y {\displaystyle x=1/e^{y}} ). If,
∑ n = 0 ∞ a n e − n y ∼ 1 y as y ↓ 0 {\displaystyle \sum _{n=0}^{\infty }a_{n}e^{-ny}\sim {\frac {1}{y}}\ {\text{as}}\ y\downarrow 0}
then
∑ k = 0 n a k ∼ n . {\displaystyle \sum _{k=0}^{n}a_{k}\sim n.}
Integral formulation The following more general formulation is from Feller. Consider a real-valued function F : [ 0 , ∞ ) → R {\displaystyle F:[0,\infty )\to \mathbb {R} } of bounded variation. The Laplace–Stieltjes transform of F {\displaystyle F} is defined by the Stieltjes integral
ω ( s ) = ∫ 0 ∞ e − s t d F ( t ) . {\displaystyle \omega (s)=\int _{0}^{\infty }e^{-st}\,dF(t).}
The theorem relates the asymptotics of ω with those of F {\displaystyle F} in the following way. If ρ {\displaystyle \rho } is a non-negative real number, then the following statements are equivalent
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