Background Notes 0.3. The O, o, ,  and notations.

Definition 1 Big O notation. Suppose that f (x) and h (x) are functions
such that h (x) > 0 for x > x0 . We write f (x) = O (h (x)) if there exists a
constant C > 0 such that
|f (x)| < Ch (x)
for all x > x1 with some x1 x0 .

Usually f will be a complicated function and h a simple one. I will

refer to C as the implicit constant; the O notation implies the constant
exists without saying what it is.
Examples

sin x = O (1) ,

x sin x = O (x) .

We write f (x) = g (x) + O (h (x)) if there exists C > 0 such that

|f (x) g (x)| < Ch (x) for all sufficiently large x. Alternatively f (x) =
g (x) + O (h (x)) means f (x) = g (x) + E (x) with E (x) = O (h (x)) .
If f (x) = O (1) then there exists C such that |f (x)| < C for all suffi-
ciently large x, i.e. f is bounded for such x.
Property If f (x) = O (h (x)) and g (x) = O (h (x)) then f (x) + g (x) =
O (h (x)) .

Example 2 For a polynomial p (x) we have p (x) = O (xn ) where n is the

highest power in p.

Another application of this first property is seen in

Lemma 3
Z x  
dt x
=O ,
2 logr t logr x

for all r 1.

1

Proof Split the integral at x. In the integral over [2, x] use logr t logr 2
so Z
x

dt x2
r r =O x .
2 log t log 2

In the integral over [ x, x] use logr t logr x = 2r logr x. Then
Z x
dt rx x
r
log t
2 r = O (x) . (1)
x log x
Hence

Z x Z x Z x

dt dt dt
= + r = O x + O (x) = O (x) .
2 logr t 2 logr t
x log t


An important observation is that in (1) the constant depends on r; here
as r grows the constant 2r grows. We indicate this by writing
Z x
dt
logr t
= Or (x) ,
x

which says the implied constant depends on r.

Why is this lemma important? Let (x) be the number of primes x.
The Prime Number Theorem (PNT) attempts to describe how quickly
(x) grows as x . The stronger versions of the PNT show that (x) is
well approximated by the integral
Z x
dt
lix = .
2 log t

But how fast does lix grow as x ?

Corollary 4
Z x  
dt x x
= +O ,
2 log t log x log2 x
and n
Z x  
dt X x x
= (r 1)! r + On .
2 log t r=1
log x logn+1 x

2
Proof Integration by parts. 
Unfortunately, in this course we do not prove these stronger versions of
the PNT. As an illustration of how the big O notation arises, a weaker form
of the Prime Number Theorem is
 
x x
(x) = +O .
log x log2 x

3
Other Properties

If f (x) = O (g (x)) and g (x) = O (h (x)) then f (x) = O (h (x)) .

If f (x) = O (h (x)) then f (x) g (x) = O (h (x) g (x)) if g (x) > 0 for all
sufficiently large x otherwise f (x) g (x) = O (h (x) |g (x)|)

If f (x) = O (h (x)) then

Z x Z x 
f (y) dy = O h (y) dy .
a a

If f (x) = O (h (x)) and g (x) > 0 then

Z x Z x 
f (y) g (y) dy = O h (y) g (y) dy .
a a

Proof of the final point The assumption f (x) = O (h (x)) means that
there exists C > 0 such that |f (x)| Ch (x). Then
Z x  Z x
 

 f (y) g (y) dy 
 |f (y) g (y)| dy
a a
Z x
Ch (y) g (y) dy
a
Z x 
= O h (y) g (y) dy ,
a

having used |g (y)| = g (y) , true since g 0. 

The following example illustrates the exponentiation of an O-term.

Example 5 A weak form of Stirlings formula would be

 
1
log N ! = N + log N N + O (1) ,
2
for integers N 1. This implies

N ! = O eN N N +1/2 .

Proof of implication Write Stirlings formula as

 
1
log N ! = N + log N N + E (N ) .
2

4
Exponentiate as
N ! = N N +1/2 eN eE(N ) .
But E (N ) = O (1) means there exists C > 0 such that |E (N )| < C, i.e.
C < E (N ) < C. Thus eC < eE(N ) < eC . This again means eE(N ) =
O (1) . 
The previous example can be summed up as eO(1) = O (1).

Definition 6 Landaus Notation We write f (x)  g (x) to mean f (x) =

O (g (x)) .

Example 7 In the course we will prove Chebyshevs Theorem,

x x
 (x)  .
log x log x

A virtue of Landaus notation is an example where you have f (x) =

g (x) + h (x) and you know that g (x) = O (k (x)) and h (x) = O (` (x)).
Instead of writing f (x) = O (k (x)) + O (` (x)) you can more succinctly write
f (x)  k (x) + ` (x) .

Definition 8 If we have both f (x)  g (x) and g (x)  f (x), which means
that f and g are both non-negative and there exist positive constants c and
C for which cg (x) f (x) Cg (x), we write f (x)  g (x) .

Example 9 The two bounds of Chebyshev proved in the course combine to

show that
x
(x)  .
log x

Definition 10 Little o-notation Write f (x) = o (h (x)) if

f (x)
lim = 0.
x h (x)

Note that f (x) = o (g (x)) f (x) = O (g (x)) but the converse need not
hold. For example, if p (x) is a polynomial of degree n then p (x) = O (xn )
but p (x) 6= o (xn ).
Note that f (x) = o (1) means that f (x) 0 as x . For such a function
f (x) , its exponential satisfies ef (x) 1 by continuity. In fact we can say a
little more (and this result is used in the lectures).

Lemma 11 If f (x) = o (1) then ef (x) = 1 + O (f (x)) .

5
Proof It can be shown (and was done so in MATH2010) that if |y| < 1/2
then
|ey 1| < 2 |y| . (2)
The assumption f (x) = o (1) means we can choose x sufficiently large
such that |f (x)| < 1/2. An application of (2) immediately gives stated
result. 
This example could be summed up as eo(1) = 1 + o (1).
Extend the definition of o-notation to f (x) = g (x) + o (h (x)) if

f (x) g (x)
lim = 0.
x h (x)

In particular, f (x) = g (x) (1 + o (1)) means that

f (x) f (x) g (x)

1 = o (1) , i.e. lim = 0.
g (x) x g (x)

This is the same as f (x) = g (x) + o (g (x)).

Definition 12 Write f (x) g (x) iff

f (x)
lim = 1.
x g (x)

Note that
f (x) f (x) f (x) g (x)
lim = 1 lim 1 = 0 lim = 0.
x g (x) x g (x) x g (x)

That is

f (x) g (x) f (x) = g (x) + o (g (x)) = g (x) (1 + o (1)) .

Example 13 In the course we will present a proof of the Prime Number

Theorem in the (very weak) form
 
x x x
(x) = +o = (1 + o (1)) .
log x log x log x

Which is thus equivalent to

x
(x) .
log x

6
 In Analytic Number Theory you are required to have an understanding
of relative growths of different functions. For example, can you prove

Example 14 For any r > 0 and > 0 (so think of r as large and as small)
we have
logr x r, x ,
for all x > 1.

Subtle point. This example says that given r > 0 and > 0 there exists
C = C (r, ) such that logr x Cx for all x > 1. Yet
logr x
lim = 0,
x x

which means that you can find x0 = x0 (r, ) such that

 r 
 log x  r
 x  < 1, i.e. log x < x
 

for all x > x0 (normally rephrased as for x sufficiently large.) So, in this
case, the r, can be replaced by < on replacing x > 1 by x > x0 for some
x0 depending on r and .
This is an important example since it can be used to bound the following
integral found in many error terms in the course.

Example 15 For any r 1, > 0 and x 1,

Z
logr t logr x
dt r, .
x t1+ x
Returning to the relative rates of growth of functions of x encountered in
Analytic Number Theory we have

Example 16 i) For > 0, 1 > > 0 and A > 0 we have

x
x1 , x exp ( (log x) ) ,A ,
logA x
for all x 2
ii) For > 0, and > 0,

log x , exp ( (log x) ) ,

for all x 2.

7
 Again the  can be replaced by <, with the resulting inequalities valid
for x > x0 , with x0 depending on the appropriate , or A.

As stated earlier we do not, in this course, prove the strongest version of

the PNT.

Theorem 17 There exists C > 0 such that

!!
log3/5
(x) = lix + O x exp C .
log log1/5

Using the last example show that this error term grows more slowly than
x/ logA x, however large A is, but faster that x1 , however small > 0 is.