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Continued Fractions:

From Analytic Number Theory


to Constructive Approximation
A Volume in Honor of L. J. Lange

Continued Fractions: From Analytic Number Theory


to Constructive Approximation
May 20-23, 1998
University of Missouri-Columbia

Bruce C. Berndt
Fritz Gesztesy
Editors

American Mathematical Society


Providence, Rhode Island
Editorial Board
Dennis DeTurck, managing editor
Andreas Blass Andy R. Magid Michael Vogelius

T h i s volume contains t h e contributions t o t h e international conference "Continued


Fractions: From Analytic N u m b e r Theory t o Constructive Approximation", held at t h e
University of Missouri-Columbia o n May 20-23, 1998.

1991 Mathematics Subject Classzjication. Primary 42C05, 30B70, 30E05, 40A15;


Secondary 11-XX, 33-XX, 41-XX.

L i b r a r y of Congress Cataloging-in-Publication D a t a
Continued fractions : from analytic number theory to constructive approximation : a volume in
honor of L. J. Lange : continued fractions, from analytic number theory t o constructive approxi-
mation, May 20-23, 1998, University of Missouri / Bruce C. Berndt, Fritz Gesztesy, editors.
p. cm. - (Contemporary mathematics, ISSN 0271-4132 ; v. 236)
Includes bibliographical references.
ISBN 0-8218-1200-9 (alk. paper)
1. Continued fractions-Congresses. I. Lange, L. J. (Leo Jerome), 1928- . 11. Berndt,
Bruce C., 1939- . 111. Gesztesy, Fritz, 1953- . IV. Series: Contemporary mathematics (Ameri-
can Mathematical Society) ; v. 236.
QA295.C663 1999
515l.243-dc21 99-30750
CIP

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Contents

Preface and Dedication ix


List of Participants xvi
Continued fractions and orthogonal polynomials
R. ASKEY
The problems submitted by Ramanujan to the Journal of the Indian
Mathematical Society
B. C. BERNDT,Y.-S. CHOI,AND S.-Y. KANG
Some examples of moment preserving approximation
B. BOJANOV
AND A. SRI RANGA

Relations between certain symmetric strong Stieltjes distributions


C. F. BRACCIALI
Estimates of the rate of convergence for certain quadrature formulas on the
half-line
A. BULTHEEL, P. GONZALEZ-VERA,
C. D~Az-MENDOZA, AND
R. ORIVE
Wavelets by orthogonal rational kernels
A. BULTHEEL AND P. GONZALEZ-VERA

On the explicit evaluations of the Rogers-Ramanujan continued fraction


H. H. CHANAND V. TAN
Absence of phase transitions in modified two-component plasmas: The
analytic theory of continued fractions in statistical mechanics
D. CHELST
Some continued fractions related to elliptic functions
M. E. H. ISMAILAND D. R. MASSON
Asymptotics of Stieltjes continued fraction coefficients and applications to
Whittaker functions
W. B. JONESAND G . SHEN
A generalization of Van Vleck's theorem and more on complex continued
fractions
L. J. LANGE
vii
...
vl11 CONTENTS

Convergence of interpolating Laurent polynomials on an annulus


X. LI
Convergence criteria for continued fractions K(a,/l) based on value sets
L. LORENTZEN
Strong Stieltjes moment problems
0. N J ~ S T A D
Weak asymptotics of orthogonal polynomials on the support of the measure
of orthogonality and considerations on functions of the second kind
F. PEHERSTORFER AND R. STEINBAUER

Trees of approximation constants


S. PERRINE
Continued fractions and Schrodinger evolution
I. RODNIANSKI
Multiple orthogonal polynomials, irrationality and transcendence
W . VANASSCHE
Reduction of continued fractions of formal power series
A. J. VAN DER POORTEN
Some observations in frequency analysis
H. WAADELAND
Some properties of Hermite-Padk approximants to eZ
F. WIELONSKY
Preface and Dedication

This volume contains the refereed contributions of the international conference


"Continued Fractions: From Analytic Number Theory to Constructive Approxi-
mation", held at the University of Missouri-Columbia on May 20-23, 1998. The
meeting also celebrated Jerry Lange's seventieth birthday and marked his retire-
ment from the University of Missouri. It is a great pleasure t o dedicate this volume
to Jerry in recognition of his distinguished service and long-lasting impact on the
Mathematics Department at MU.
In spite of their long tradition, continued fractions (whose general definition
appears to go back to the book "Liber Abaci" of Leonardo of Pisa, also called Fi-
bonacci, written around 1202) remain an active area of research in a large number
of fields ranging from pure mathematics to mathematical physics and approxima-
tion theory. The principal purpose of this conference was t o focus on continued
fractions as a common interdisciplinary theme bridging gaps between these fields.
As a consequence, the lectures at this conference and the corresponding contribu-
tions to this volume reflect the wide range of applicability of continued fractions in
mathematics and the applied sciences.
More specifically, recurrence relations for orthogonal polynomials and their
relations to continued fractions, appealing to a well-known theorem of Markoff,
are studied in Askey's contribution. Orthogonal Laurent polynomials and ques-
tions of (in)determinacy of the strong Stieltjes moment problem are considered by
Njktad. Strong Stieltjes distributions, orthogonal Laurent polynomials and related
continued fractions appear in Bracciali's article. Generating functions of orthog-
onal Laurent polynomials, associated kernel polynomials, and moment-preserving
approximations are treated by Bojanov and Sri Ranga. Convergence properties of
Laurent polynomials that interpolate functions on the boundary of a circular annu-
lus are investigated by Li. Compact perturbations of reflection coefficients and the
resulting weak asymptotics of orthogonal polynomials on the support of the mea-
sure of orthogonality and asymptotics of the corresponding functions of the second
kind are studied by Peherstorfer and Steinbauer.
Convergence of Stieltjes continued fractions and their asymptotic speed of con-
vergence as a result of analyzing the asymptotic behavior of the corresponding
expansion coefficients, applicable to Whittaker functions, are considered by Jones
and Shen. Various convergence theorems including a new and constructive proof of
an extension of Van Vleck's convergence theorem for continued fractions, including
a sharp truncation error formula, are derived in Lange's contribution. A very ex-
tensive treatment of convergence criteria, including substantial progress in proving
a conjecture by Lorentzen and Ruscheweyh, as well as a simplified approach to
Cordova's extension of the classical parabola theorem, are provided by Lorentzen.
ix
x PREFACE A N D DEDICATION

A thorough survey of all 58 problems submitted by Ramanujan to the Journal of


the Indian Mathematical Society between 1911 and 1919, detailing their subsequent
influence on various directions of research since 1927, is provided by Berndt, Choi,
and Kang. Recent progress made in explicit evaluations of the Rogers-Ramanujan
continued fractions using modular equations and class invariants, are discussed by
Chan and Tan. Continued fractions of Stieltjes and Rogers associated with elliptic
functions and solutions of the corresponding difference equations are studied by
Ismail and Masson.
A sequence of approximation constants converging towards 113 by lower values
+ + +
associated with the Diophantine equation x 2 y2 z2 = 3 x y z 22 is developed by
Perrine. A principle relating the reduction mod p of a continued fraction expansion
to the original expansion in characteristic zero and illustrations involving classi-
cal Abelian integrals and hyperelliptic curves are discussed by van der Poorten.
Multiple orthogonal polynomials, a notion closely related to Hermite-Pad6 ratio-
nal approximation of a system of Markoff functions, and constructive proofs of the
irrationality of C(3) and transcendence of certain real numbers (applicable to e )
are presented by Van Assche. Convergence questions and the location of zeros of
Hermite-Pad6 approximants to eZ are considered by Wielonsky.
Orthogonal reproducing rational kernels are used to construct rational wavelets
on the unit circle with respect t o arbitrary positive measures by Bultheel and
GonzAlez-Vera. The rate of convergence for n-point Gauss-type quadratic integrals
on the half-line is estimated by Bultheel, Diaz-Mendoza, GonzAlez-Vera, and Orive.
A new approach to frequency analysis for trigonometric signals, circumventing the
associated problem of vanishing Toplitz determinants, is presented by Waadeland.
The absence of pressure-dependent phase transitions in modified two-compo-
nent plasmas, extending Lenard's original approach based on continued fractions, is
shown by Chelst,. Spatial regularity properties of the fundamental solution (prop-
agator) of the time-dependent Schrodinger equation on the circle in the presence
of a complex-valued potential in terms of Besov spaces, depending on arithmetic
properties of the time parameter, are derived by Rodnianski.
Naturally, this event required support by a number of individuals. We thank
the remaining organizing committee members, Nigel Kalton, Igor Verbitsky, and
especially Mark Ashbaugh for their assistance in preparing this conference. Special
thanks are due t o all staff members at the Mathematics Department, especially to
Bridget Kelley and some of our graduate students for their great efforts on behalf
of this conference. Moreover, we also thank Helge Holden and Karl Unterkofler for
their help over the past two years. Holden generously shared his considerable ex-
perience in organizing events of this type; Unterkofler handled all technical aspects
in producing this proceedings volume and provided invaluable assistance to several
contributors and the editors.
Finally, we gratefully acknowledge financial support for this conference from
a variety of sources, including the US National Science Foundation (NSF DMS
9729700), the University of Missouri Research Board (RB98-012), The College of
Arts & Science, The Office of Research, and the Department of Mathematics at MU.
Special thanks are due to Elias Saab, who early on enthusiastically supported the
idea of such an event and, in his position as Chair of the Mathematics Department,
initially guaranteed a major portion of funding for this project.
L. J. Lange
L. J . Lange on His 70th Birthday

Leo Jerome Lange (Jerry) was the first of five children born to Leo and Clara
Lange on August 29, 1928, in New Rockford, North Dakota. For most of his
boyhood years, Jerry was raised on a farm about eleven miles from New Rockford.
This farm was homesteaded by his grandparents, and it was the birthplace of his
father. There he learned the value of hard work and experienced some of the
adversity brought on by the aftermath of the Great Depression and the dust bowl
era of the thirties.
Jerry's first eight years in school were spent in a one-room country school house.
He was fortunate to have several inspiring teachers in this school and recalls reading
most of the books (including the encyclopedias) in its limited library.
Jerry spent his four high school years, 1942-1946, at Sacred Heart Academy
(SHA) (now Schanley High School) in Fargo, North Dakota. To continue to attend
this premier high school (about 175 miles from the family home) he lived and
worked in a hospital in Fargo during his last three years at the school. To this day
he much appreciates the education he received from excellent dedicated teachers
at SHA. He has an especially fond memory of a nun who had the uncanny ability
of getting teen-age boys enthused about presenting proofs of propositions on the
blackboard.
Upon graduation from high school a t the rank of Salutatorian of his class,
Jerry now faced the problems of how t o finance his desired college education and
what to do about the fact that he was about to be caught up in the post World
War I1 military draft. The possible educational benefits of the W W I1 GI Bill
influenced him to enlist in the US Army on September 30, 1946 for an eighteen
month term. He served as a medic for more than a year in Berlin, Germany in the
3rd. Battalion, 16th Infantry Regiment, of the 1st. Division, and obtained the final
rank of Corporal.
Through the benefits of the GI Bill, by working in the summer, and with some
extra "travel money" from his parents, Jerry was able to attend Regis College (now
Regis University) in Denver, Colorado. He started his training there in the fall of
1948 and eventually decided to major in Mathematics and minor in Physics and
Philosophy. He is very appreciative of the challenges that were presented t o him and
the attitudes that were fostered in him by his professors at Regis. Jerry received
the Most Outstanding Senior Award from Regis, and graduated with a BS degree
in the spring of 1952.
Jerry had been encouraged by his mathematics teachers at Regis to pursue an
advanced degree in mathematics, and in August of 1952 he went to the University
of Colorado-Boulder (CU) to seek admission as a graduate student in mathematics.
Burton W. Jones, who was then Chair of the Mathematics Department a t CU,
xii
...
L. .I. L A N G E O N HIS 70TH BIRTHDAY Xlll

accepted him immediately. Jerry began his teaching career in the winter semester
of 1953 when he received a Teaching Assistantship in Mathematics.
In June of 1955, he married Geraldine Ryan who was teaching music in the
Denver public school system. They lived in Denver and Jerry commuted to Boulder
daily to continue his study and teaching at CU. By the end of the summer of 1955
he had completed his Masters Thesis on "Some Problems in Interpolation" and
all of the requirements for the MA degree. His Masters Thesis advisor was Kurt
A. Hirsch of the University of London, and the second reader for the work was S.
Chowla.
In 1956 Geraldine and Jerry had started a family, so she chose to relinquish her
teaching position in Denver. Jerry accepted a classified position as a mathematician
at the National Bureau of Standards, Boulder Laboratories (NBS) in July of 1956.
His position at NBS was located in the Low Frequency and Very Low Frequency
Section of the Radio Communication and Systems Division. For the next two
years he continued to take graduate courses at CU while working full-time at NBS,
making up the time he spent in class by working on weekends. Jerry did most of
the analyses and prepared most of the technical materials that were used by the
US delegation to the International Technical Discussions on Detection of Nuclear
Tests held in Geneva, Switzerland in the summer of 1958. For his work at NBS,
Jerry received two merit awards from the United States Department of Commerce,
one in 1959 and one in 1960.
In the fall of 1958, through his Ph.D. advisor Wolfgang J . Thron, Jerry was
awarded a two-year AFOSR grant for graduate research. This allowed him t o
convert his position at NBS to half-time, so he could spend his mornings at CU
attending classes and doing research for his doctoral thesis. Jerry was the first
of Thron's many Ph.D. students, and he was awarded the Ph.D. degree from CU
in the summer of 1960. His doctoral thesis consists of three parts and is entitled
"Divergence, Convergence, and Speed of Convergence of Continued Fractions 1 +
K(a,/l)". The Convergence part appears in his joint 1960 publication with Thron
in Mathematische Zeitschrifl, and t,he other two parts have played significant roles
in some of Jerry's later publications. Upon receiving t'he Ph.D., he was offered a
large increase in civil service rank if he would continue his work at NBS. However,
he chose to resign at NBS in August, 1960 so that he could accept an academic
position at the University of Missouri-Columbia (MU).
Jerry joined the faculty of the Department of Mathematics at MU on September
1, 1960. He has spent his entire academic career at this institution. He served as
Chair of the Department during the years 1988-91 and during the summers of 1966,
1968, and 1969. He also served in the position of Associate Chair during the years
1968-69, 1977-78, and 1978-79. His teaching record shows that he taught in the
neighborhood of one hundred and ninety classes at MU, most of which were at the
calculus level and beyond. He was a pioneer in the use of the computer as a teaching
aid in calculus, and for three decades he was the principal creator, teacher, and
promoter of complex analysis courses in the Department. Jerry gave unselfishly of
his time t o numerous important Departmental and Campus personnel, academic,
and policy committees. He is especially proud of his role in the Departmental
Planning Committee that had much to do with charting the path of the Department
in the last decade.
xiv I. .J L A N G E O N HIS 70TH BIRTHDAY

Jerry's principal field of research has been the analytic theory of continued
fractions. He is an internationally recognized expert on the convergence of con-
tinued fractions and their applications to function representation in the complex
domain. In each of his papers on continued fractions he has solved one or more,
usually long-standing, problems in the field. Space limitations prohibit a discussion
of Jerry's research in detail here. but the majority of his results are fundamental,
have wide-reaching significance, and are cited often by other researchers. His Uni-
form Twin Liina~onTheorem for continued fractions K ( a , / l ) . which he proved in
his 1966 paper in the Illznozs Journal of Mathematzcs, has turned out t o be one of
the most significant results in convergence region theory. Recently. in the Campznas
Proceedzngs. he settled a twenty-eight-year-old conjecture of Jones and Thron by
proving that almost all twin convergence regions for K ( a , / l ) generated by either
disk-disk, disk-halfplane, or disk-complement of disk mappings are embeddable in
those of his L i m a ~ o nTheorem. In two papers in the early 1980's, Jerry developed
the theory of 6-fractions. His &fraction work solved a number of problems dealing
with the association of continued fractions and power series for analytic functions.
Others have used his 6-fractions to approximate solutions of Riccati differential
equations, and Jerry applied them to zero location and stability problems in one
of his 1986 papers. I11 his 1986 work with Kalton, many outstanding problems in
the area of equimodular limit-periodic continued fractions were solved. More than
ten years later. some of this work was used to disprove an assertion of Ramanujan
and now appears in Berndt's Ramanujan's Notebooks, Part V. The Worpitzky and
Transcendental strips in his 1994 paper on strip convergence regions for continued
fractions amount to the first known best convergence regions that are distortions
of the famous parabolic regions and have inspired others to seek generalizations of
them. In his 1995 paper in Constructzve Approxzmatzon, Jerry completely settles
the Oval Theorem for continued fractions and proves an earlier result of others
false by actually showing that these ovals are embeddable in the parabolas of the
Uniform Parabola Theorem. His Uniform Twin Parabola Theorem of 1994 in the
Journal of Mathematzcal Analyszs and Applzcatzons generalizes work of Thron fifty
years earlier in several important ways. Uniformity and speed of convergence are
obtained, and only the even elements need to be bounded. His work on Van Vleck
fractions K ( l / b , , ) in this publication should prove to be quite valuable in future
research on complex continued fractions of this type. Jerry has participated by in-
vitation in many research workshops and conferences in his field, including Boulder
and Redstone. Colorado. Pitlochry and Aviemore, Scotland, Loen and Trondheim,
Norway. and Campinas. Brazil.
Geraldine and Jerry have four children (two sons and two daughters) and nine
grandchildren. Jerry retired on September 1 , 1998, with the status of Professor
Emeritus after thirty-eight years of service at MU. He is looking forward t o enjoying
mathematics, his family, and his other interests for a long time to come.
We wish the very best to Jerry in his future personal and professional endeavors.

Bruce C. Berndt
Fritz Gesztesy
Publications of L. J. Lange
[I] Ionospheric reflection coefficients at VLF from sferics measurements, Geofisica Pura Applicata
38 (1957) 147-153 (with A. G. Jean and J. R. Wait).
[2] Some characteristics of VLF propagation using atmospheric waveforms, Recent Advances in
Atmospheric Electrzcity, pp. 609-617, Permagon Press, London-New York-Paris-Los Angeles,
1959 (with W. L. Taylor).
(31 A two-parameter family of best twin convergence regions for continued fractions, Math. Z. 73
(1960) 295-311 (with W. J. Thron).
[4] On a family of twin convergence regions for continued fractions, Illinois J. Math. 10 (1966),
97-108.
[5] A simple irrationality proof for nth roots of positive integers, Math. Mag. 42 (1969) 242-244.
[6] &fraction expansions of analytic functions, Analytic Theory of Continued Fractions (Loen,
1981), pp. 152-175, Lecture Notes in Math. 932,Springer, Berlin-New York, 1982.
[7] &fraction expansions of analytic functions, SIAM J. Math. Anal. 14 (1983) 323-368.
[8] Equimodular limit periodic continued fractions, Analytic Theory of Contznued Fractions, I I
(Pitlochry/Aviemore, 1985), pp. 159-219, Lecture Notes In Math. 1199,Springer, Berlin-New
York, 1986 (with N. J. Kalton).
[9] Continued fraction applications to zero location, Analytic Theory of Continued Fractions, I1
(Pitlochry/Aviemore, 1985), pp. 220-262, Lecture Notes In Math. 1199,Springer, Berlin-New
York, 1986.
[lo] Continued fraction representations for functions related to the gamma function, Continued
Fractions and Orthogonal Functions (Loen, 1992), pp. 233-279, Lecture Notes in Pure and
Appl. Math. 154,Dekker, New York, 1994.
[ll] Strip convergence regions for continued fractions, Contznued Fractions and Orthogonal Func-
tions (Loen, 1992), pp. 211-231, Lecture Notes in Pure and Appl. Math. 154,Dekker, New
York, 1994.
[12] A uniform twin parabola convergence theorem for continued fractions, J. Math. Anal. Appl.
188 (1994) 985-998.
[13] Convergence region inclusion theorems for continued fractions K(a,/l), Constr. Approx. 11
(1995) 321-329.
1141 Uniformity and speed of convergence of complex continued fractions K(a,,/l), Orthogonal
Functions, Moment Theory, and Continued Fractions (Campinas, 1996), pp. 275-326, Lec-
ture Notes in Pure and Appl. Math. 199,Dekker, New York, 1998.
[15] Convergence regions with bounded convex complements for continued fractions K(l/bn), J.
Comp. Appl. Math. 105 (1999),pp. 355-366.
[16] A generalization of Van Vleck's theorem and more on complex continued fractions, Continued
Fractions: From Analytic Number Theory to Constructive Approximation, Contemporary
Mathematics 236 (1999),pp. 179-192.
[17] An elegant continued fraction for T , Amer. Math. Monthly 106 (1999), pp. 456-458.
A List of Participants

M. Ashbaugh, University of Missouri, Columbia


E-Mail: mark@math.missouri.edu
R. Askey, University of Wisconsin, Madison
E-Mail: askey@math.wisc.edu
J. Beem, University of Missouri, Columbia
E-Mail: mathjkb@showme.missouri.edu
R. Benguria, P. Universidad Cat6lica de Chile, Santiago, Chile
E-Mail: rbenguri@lascar.puc.cl
B.C. Berndt, University of Illinois, Urbana-Champaign
E-Mail: berndt@math.uiuc.edu
D. Bowman, University of Illinois, Urbana-Champaign
E-Mail: bowman@math.uiuc.edu
K. N. Boyadzhiev, Ohio Northern University, Ada
E-Mail: k-boyadzhiev@onu.edu
C. F. Bracciali, State University of Siio Paulo, Brazil,
Current address: Mathematical Institute, University of St Andrews, Scotland
E-Mail: cfb@st-and.ac.uk
A. Bultheel, Catholic University of Leuven, Belgium
E-Mail: Adhemar.Bultheel@cs.kuleuven.ac.be
H. H. Chan, National University of Singapore, Singapore
E-Mail: chanhh@math.nus.edu.sg
D. Chelst, Rutgers, New Jersey
E-Mail: chelst@math.rutgers.edu
C. Chicone, University of Missouri, Columbia
E-Mail: carmen@math.missouri.edu
G. Choi, University of Illinois, Urbana-Champaign
E-Mail: g-choil@math.uiuc.edu
Y .-S. Choi, University of Illinois, Urbana-Champaign
E-Mail: y-choi2@students.uiuc.edu
S. Clark, University of Missouri, Rolla
E-Mail: sclark@umr.edu
J. Conlon, University of Michigan, Ann Arbor
E-Mail: conlon@math.lsa.umich.edu
R. Crownover, University of Missouri, Columbia
E-Mail: rmc@math.missouri.edu
P. E. Ehrlich, University of Florida, Gainesville
E-Mail: ehrlich@math.ufl.edu

xvi
A LIST OF PARTICIPANI'S xvii

Z. Franco, Butler University, Indianapolis


E-Mail: francoQthomas.butler.edu
F. Gesztesy, University of Missouri, Columbia
E-Mail: fritz@math.missouri.edu
P. GonzBlez-Vera, La Laguna University, Tenerife, Spain
E-Mail: pglezQul1.e~
D. Hensley, Texas A&M University. College Station
E-Mail: doug.hensley@math.tamu.edu
C. Hines. Institute for Defense Analyses, Fairview Hgts, IL
E-Mail: cwhinesQapci.net
M. Ismail, University of South Florida, Tampa
E-Mail: ismail@hahn.math.usf.edu
W. B. Jones, University of Colorado, Boulder
E-Mail: wjones@euclid.colorado.edu
N. J. Kalton, IJniversity of Missouri, Columbia
I E-Mail: nigelQmath.missouri.edu
1 L. J. Lange, University of Missouri, Columbia
E-Mail: jerryQmath.missouri.edu
1 Y. Latushkin, University of Missouri, Columbia
E-Mail: yuri@math.missouri.edu
X. Li, University of Central Florida, Orlando
E-Mail: xliQpegasus.cc.ucf.edu
W.-C. Liaw, University of Illinois, Urbana-Champaign
E-Mail: liaw@math.uiuc.edu
K. P. Litchfield, Farmington, Utah
E-Mail: 1itchfieldkCQworldnet.att .net
L. Lorentzen, Norwegian University of Science and Technology, Trondheim, Norway
E-Mail: lisa@math.ntnu.no
P. Magnus, Ft. Collins, CO
E-Mail: magnus@lagrange.math.colostate.edu
K. A. Makarov, University of Missouri, Columbia
E-Mail: makarov@azure.math.n~issouri.edu
B. Meller, P.U. Cat6lica de Chile, Santiago, Chile
E-Mail: bmel1erQbohr.fis.puc.cl
M. Mitrea, University of Missouri, Columbia
E-Mail: mariusQmath.missouri.edu
P. Nevai, Ohio State University, Columbus
E-Mail: nevai@math.ohio-state.edu
0 . Njbstad, Norwegian University of Science and Technology, Trondheim, Norway
E-Mail: njastad@math.ntnu.no
M. Pang, University of Missouri, Columbia
E-Mail: mathmhp@showme.missouri.edu
S. Perrine, France Telecom, Metz, France
E-Mail: serge.perrine@wanadoo.fr
T. Randolph, University of Missouri, Rolla
E-Mail: randolph@umr.edu
A. S. Ranga, Universidade Estadual Paulista (UNESP), IBILCE, Brazil
E-Mail: rangaQnimitz.dcce.ibilce.unesp.br
I. Rodnianski. Kansas State University, Manhattan
E-Rlail: irod o3math.ksu.edu
F. Rsnning. S0r-Tr0ndelag College, Trondheim, Norway
E-illail: froder@alu.hist.no
C. Rousseau. The University of Memphis. Memphis, TN
E-Rlail: rousseac0hermes.msci. memphis.edu
H.-J. Runckel, University of Ulm, Ulm, Germany
E-Rlail: runckelQ!mathematik.uni-ulm.de
E. Saab. University of Rlissouri, Columbia
E-illail: rlias@math.missouri.edu
P. Saab, University of Missouri, Columbia
E-Rlail: paula@rnath.missouri.edu
G. Shen, University of Colorado. Boulder
E-illail: sheng@rintintin.colorado.edu
B. Simon, California 1nst;tute of Technology, Pasadena. CA
E-Rlail: bsimonBcaltech.edu
V. Skarda. Brigham Young University, UT
E-Mail: skardaCOmath.byu.edu
J. Sohn, University of Illinois, Urbana-Champaign
E-Llail: j-s0111l@nlath.uiuc.edu
K. Sollers, Cornell University. Ithaca. NY
E-Rlail: sollers@cam.cornell.edu
S. H. Son. University of Illinois, Urbana-Champaign
E-Mail: sonQmath.uiuc.edu
R. Steinbauer. Ohio State University. Columbus
E-hlail: robert@math.ohio-state.edu
F. E. Su. Harvey Ivfudd College, Claremont. CA
E-Llail: su@math.2lmc.edu
IV. Van Assche. Catholic University of Leuven, Belgium
E-hlail: Walter.VanAsscheQwis.kuleuven.ac.be
I. Verbitsky. University of blissouri, Columbia
E-Mail: igor@math.missouri.edu
H. Waadcland, Norwegian University of Science and Technology,
Trondheirn. Norway
E-Rlail: haakonu.aQmath.ntnu.no
B. Yeap, University of Illinois, Urbana-Champaign
E-Mail: yeap@math.uiuc.edu
Z. Zhao, University of Rlissouri. Columbia
E-Mail: zzhaoQ!math.missouri.edu
Contemporary b l a t h r r r l a t i r s
Vulnrnc 236. 1999

Continued fractions and orthogonal polynomials

Richard Askey

To Jerry Lange for carryzng o n the work wzth continued fractzons

A B S ~ I I A ~Recurrence
T. relations are very important when one studies orthog-
onal polynomials. Examples are given. including some where the recurrence
relations relate t o continued fractions.

1. Introduction
Gabor Szego wrote the following in the preface of his great book "Orthogonal
Polynomials" [34. p. v]. .
"The origins of the subject [orthogonal polynomials] are t o be
fourld in the investigation of a certain type of continued fractions.
bearing the name of Stieltjes, . . . Despite the close relationship
between continued fractions and the problem of moments. and
notwithstanding recent important advances in this latter subject.
continued fractions have been gradually abandoned as a starting
point for the theory of orthogonal polynomials."
\Vhen Szego wrote his book sixty years ago. it was not clear what role was
left for continued fractions. There are two dominant themes in Szego's book: the
classical orthogonal polynomials of Jacobi. Laguerre and Hermite, and the general
theory of polynomials orthogonal on a bounded interval, say [-I. 11. whose weight
function is positive in the interior of this interval and does not vanish too rapidly
as the variable approaches the endpoints of this interval. The classical orthogonal
polynomials had been studied for about 150 years when Szego wrote [MI. with the
work of Legendre and Laplace on spherical harmonics being one of the starting
places. Gauss [14] developed Gaussian quadrature from continued fractions. How-
ever. Jacobi's version [18] of this using orthogonality was much easier to motivate.
and t o extend t o other measures.
Szego's theory of orthogonal polynomials on an interval. and the corresponding
theory on the unit circle. were developed independently from continued fractions.

1991 M a t h e m a t z c Subject Classzficatzon. Primary 33C45. 33D45: Secondary 3OB7O.


K e y words and phrases. Orthogonal polynomials. corltiriued fractions, recurrcnce relations.
Supported in part by a grant from the University of Wisconsin Graduate School.
2 RICHARD ASKEY

In the last sixty years there have been many new results obtained on orthogonal
polynomials. In one of these areas, continued fractions play a major role. There
are also very interesting combiriatorial connections with continued fractions and
orthogonal polynornials. See Viennot [39].

2. The classical orthogonal polynomials


The traditional classical orthogonal polynomials. those of Jacobi. Laguerre and
Hermite, have a number of properties which other orthogonal polynomials do not
+,
share. For example. if {p,, ( r )) is a set of orthogonal polynornials, and {p; ( T )) is
also a set of orthogonal polynornials, then {p,,(x)} is orthogonal with respect to a
beta, garnrna or normal distribution. Up to a linear transformation, {p,, (x)} is one
of these polynornials. Jacobi, Laguerre or Hermite. They are defined by

which satisfies

which satisfies
(2.2a) LE ( x ) L ~ , ( x ) ~ ( ~ e=- ~0,d xm # n, a > -1,
or

Their derivative formulas are

d
H,, (J) = 2n H,, 1 ( L ).
- -

dr
The usual notation will be used for hypergeometric series:

with

There are extensions of these polynomials, first, as hypergeomeric series, and


then as basic hypergeometric series. For hypergeometric series, the first extension
CONTINUED FRACTIONS AND ORTHOGONAL POLYNOMIALS 3

was of Legendre polynomials, the case with a = P = 0 of ( 2 . 1 ) . Thebychef [37]


showed that

satisfies

(2.10) x
r=O
2

Q,, ( x ;M)Q,, ( x :N ) = 0, rri # n 5 N .

This is mentioned by Szego [34, Section 2.81. At the end of Chapter 2. Szego
[34]mentions an extension of this result found by Markoff in his thesis [ 2 1 ] . The
measure is qT, r = 0 , 1 , . . . , N.
In a later paper [38].Tchebychef extended the polynomials defined in ( 2 . 9 ) to
a more general set:

The orthogonality relatjion is

when rn, n = 0 , 1 , . . . . N .
These poll rloinials are called Hahn polynomials. Tcl1ebycht.f'~paper contain-
ing these polynomials was not noticed until long aftcr Hahn rediscovered these
polynomials, and found an extension of them.
Hahn was led t o these polynornials and an extension of them which contains
the polynomial found by Markoff by consideration of the following problem. Hahn
1151 had proven the theorem mentioned earlier about {p,, ( x ) ) and {p:,+, ( x ) ) being
orthogonal only for Jacobi, Laguerre and Hermite polynomials. He looked for a
similar theorem when the derivative was replaced by the operator

Hahn [ 1 6 ] showed that the general operator in (2.13) could be obtained from
its special case when h = 0 . For this case,

Hahn discovered that if { p r , ( r ) ) is a set of orthogonal polynornials and if


{Dqp,+, ( x ) ) is also a set of orthogonal polynonlials. then { p , ( x ) ) is one of a
few sets of polynomials. Except for a change of scale, the most general of the
polynomials is

Here q is fixed, usually real with 1 < q < 1. See Section 3 for a definition of
the series in (2.15).
The polynoinials Hahn found have other properties in common. They satisf?
second order q-difference equations in x which are analogous to the second order
differential cquations satisfied by Jacobi. Laguerrr and Hermite polynornials. The
4 RICHARD ASKEY

rnomrmts of a measure of orthogonality satisfy a simple first order equation if the


moments are taken with respect to an appropriate set of polynomials. These poly-
nomials may be s'" but in many cases other polynomials need to be used. There
is also a Rodrigues type formula. i.e. an analogue of

Hahn only worked out the orthogonality for one of his classes of polynomials.
Ortliogonaiity relations have been worked out for all of the polynomials he found,
and for a larger class which arise from a more general operator than (2.13). In
the next section some of the different methods used to show orthogonality are
summarized.

3. Methods of finding orthogonal polynomials and weight functions.


The most general of the orthogonal polynomials with properties similar to those
Halm st,udied are balanced 1 9 : basic
~ hyperge~met~ric
series.
A basic hypergeometric series is a series
(3.1) CcI,
with CL + 1 /ch a rational function of q h . The most important examplc5 have the
form

where

In this case. the series is denoted by

The series (3.4) is balanced when. t = q.

and the series terminates because one value of the n,'s is y " . See 1131 for more on
hasic hypergeometric series.
For these balanced 4p:3's.t,here are two cases where thcre is ~rt~hogonality wit,h
respect t,o a positive measure. In one case the measure has an absolutely corltirll~ous
part. arid may have a finite nunlber of mass points. In the other case. whicli extends
the polyiiomials of Chebychev mentioned above, t,he orthogonality is purely discrete.
on a finite sct of points.
The second case gives the polynomials

where X(.r) = q ' +


qL+'cd and hdq = q '. ?i = 1 . 2 . . .
The first case has
q-"3 q ' L - I '0
K I ( C O ~ Q )f r 1 4 9 < ab. n r , ad
CONTINUED FRACTIONS AND ORTHOGONAL POLYNOMIALS

where t,he norrnalizat,iori coefficient is giver1 by


(3.7) !,, = a p " (ab;q),, ( a c ;q),, ( a d :q),,.
This riorinalization gives symmetry t o V,,( x ) in thc four parameters 0. b. c and
d.
As is the case for all sets of orthogonal polynoniials. tliesc polynonlials satisfj
three tern: recurrence rclations. For R,, ( X ( x ) )this recurrence rclatioil is
(3.8)
[ X ( x )- X(O)]Rn( X ( X ) ) = A11 K + I ( X ( J ) ) - (Art + Ci,)Rrt ( X ( X ) ) i- Cit Riz-I ( X ( J ) ) ,
with
( 1 - abqn+')(l - nq"+')(l - bdqnt')(l - cqnS I-)
All = ( 1 - nbq2n+l ) ( 1 - abq2n+21
(3.9)
q(l - q n ) ( l - b q n ) ( c- a b q n ) ( d - n q " )
Cl, =
( 1 aDq2")(1 - nbq2"+' )
-

This recurrence relation holds for all J. whcn 7r = 0, 1 . . . . . ,V 1. arid for .r = -

0 , 1 , . . . , N when n = N. where N is given by q = hdq. This is shown in [ 5 ] .


and the orthogonality is then obtained directly from the recurrericc toeffificjents
and three other facts. One 1s the symmetry in R,,( X ( x ) )111 71 and .r. If n and .r
are interchanged, then ( a , b. r.. d ) is changed t o ( c . d. a . b ) . Thc second is a. general
property of orthogonal pol) nonlials.
If { p , , ( x ) ) is orthogonal with

P,, ( x ) ~ , (, ,x ) M x ) = hllbl,,,,,

then the recurrence relation

determines h,, up t o a constant by

Finally. a rnatrix which is orthogonal by colunl~isis ortli~gonalbv rows. See [5]for


details of this argunlent .
A second way to find the weight function. or at least guess wlidt lt 15. co111cs
froin a different three term relation between orthogonal polynoniials.
Let { p , , ( x ) )be orthogonal on [ a ,b] with respect to d n ( . r ) . Assuine that r 2 b
is finite, and normalize by pi, ( c ) = 1. Then

and

(3.13) q,, ( . ~ . ) q( ~x ,),( c - . x ) d a ( . r )= 0 , n~# 11.

Thc proof is a simple calculation using the orthogonalit\- of {p,,( . r ) } .


To see how to use this fact, consider the polynomials V,,(J.) renornlalizcd by
q - " . qrr Inbccl. cle'", ne-'"
nh, n c , ntl
where .r = cos 8.
6 RICHARD ASKEY

IVhen aep" = 1, x = ( a + a p ' ) / 2 , p,,((a + a p ' ) / 2 ) = 1, and


(3.15)
qp" ( 1 q'"abcd)(l
- - 2 a x + a')
p,r ( x :a , b, c, d ) - p l t + ~( x ;a , b. c. d ) = ~ 7 ( x1 ;a q , b. c , d ) .
(1 - ab)(l - ac)(l - ad)
The three term recurrence relation for p,, ( x ) is equivalent to (3.8) for R,, ( X ( x ) ) .
There is a general result which is applicable here. See Chihara and Nevai [ll]for
simple proofs. In the present case, this implies that the measure has an absolutely
continuous part supported on [ - I , 11 with possibly finitely many mass points off this
interval. If there is just an absolutely continuous part. which we call w ( x ;a , 6, c, d ) ,
t hcn

Iteration gives

with

(3.18)

Since the polj-nomials V,,( x ) are symmetric in a , b, c , d , the weight function


should b r
w ( x :0 , 0 , 0 , O )
71!(.r:a , b. c , d ) =
h ( x ,a ) h ( x ,b ) h ( x ,c ) h ( x ,d ) '
There are a few special cases which are easy t o treat. When a = -b = q , c = d =
+
q ' / ' , the polynonlials are a constant multiple of sin(n 1 ) 0 / sin 8. x = cos 0, and
the orthogonality of these polynomials is well known. The easiest way to identify
this special case is to use the three term recurrence relation. See [6] for details of
this argument. The weight function does not have any discrete mass points when
-1 < a , b , c , d < 1.
Both of these arguments use three term recurrence relations, but do not use
continued fractions. There is one other arguments which should be mentioned here.
Its use of a recurrence relation is slightly different.
Let {pA( x ) ) be a polynomial of degree k in X ( x ) . If d a ( x ) is a positive measure
on ( a ,6 ) for which

(3.20)

exists for k = 0 . 1, then

Pl, ( x ) =

satisfies
. h
CONTINUED FRACTIONS AND ORTHOGONAL POLYNOMIALS

This is obvious, since

'pk(x)p,(x)doc(x) = 0, k = 0 , 1 , .. . ,n - 1

and nz

k=O
Szego [[34],Section 2.21 states this in a more general form. He also wrote that
(3.21) was "not suitable in general for derivation of properties of the polynomials
in question." This is true, but only if the words "in general" are interpreted cor-
rectly. I used t o say that this representation was not useful. One of my Ph.D.
students, James Wilson, proved me wrong. He showed that for the weight function
for either R,(X(x)) or V,(x), it is possible to choose pk(x) SO that the moments
can be computed explicitly, and then showed how to take linear combinations of
the rows to explicitly evaluate the determinants. Wilson used recurence relations
to obtain explicit formulas to evaluate these determinants, and even a more general
determinant. The most general one he evaluated gave a new set of biorthogonal
rational functions. See [40].
The integral of the measure for p, (x) is a generalization of the beta integral.
It is
1 'h(x, l ) h ( x ,ql/')h(s, - l ) h ( x , -ql/')dz
h(x, a ) h ( z , b)h(x,c)h(x,d ) d =
(3.22)

when -1 < a , b, c, d < 1.


The usual notation is
k
(3.23) n ( a , ; d X = ( a l , . .. ,ak;&.
3=1

The functions p k ( x ) used in (3.22) in this case are

4. Continued fractions and orthogonality.


There is an old theorem of Markoff [22] which is useful in finding explicit
orthogonality relations when a three term recurrence relation is given. This theorem
does not work for all three term recurrences, but it does for many interesting
recurrence relations, and gives the values of some integrals 1 do not know how to
find in any other way. Exactly how important these integrals and the corresponding
orthogonalities are is still not determined, but some seem to be important.
Here is part of Szego's treatment of Markoff's theorem, from [36].
Let A,, > 0, C,, > 0 when n >
1, p-1 (x) = 0 (or C1 = 0) and assume {p,, ( x ) )
satisfies

po (x) a constant.
8 RICHARD ASKEY

Consider the Stieltjes continued fraction

with the same ,4,,. B,,. C,, in (4.1).


Let R,, ( x ) / S ,(, x )he the approximating rational functioris with S,,(1)of degree
n and R,, ( J ) of degree n - 1. Then

(4.3) s,,( x ) = bpl, (.c)


and

where 3 and 5 are constants depending on the first three moments of d a ( t )

and & ( x ) is the nleaslire used in the orthogonality relation of p,, (x). hlarkoff's
theorem requires that n and b are finite. and that is all that will be needed in the
examples below. There is a variant due to Stieltjes which allows b t o be infinite
when other conditions are added.
hlarkoff proved that
RO-
lim - (-x)= p(x)
"-"S,,( S )
when s is in the complex plaric cut on the interval n < x < b. The function E'(x)
is dcfined hj-

Smgo's proof of (4.6) uses the theorcrn of Stieltjes that Gaussian quadrature
couvergcs t o the integral of the fiinction when the functioii is continuous. See [36]
for detail\.
The first non-classicnl example I know was done by Sherman. and involves
associated Legtndrc fiinctions.
Legcndrr pol? rloriiials 5atisfy the three term recurrence relation

The associated Legelidre polvnornials arise whrn all the n's in the coefficients
in this recurrence relation are shifted by the same arriount. Sherinan [33] treated
the most important case, wlien tllc shift is by oiie. Thc general case is as follows.

P _ 1 ( x ; c )= 0 , f i ( x : c ) = 1.
IVhrn c = 1 . Sherman showed that

(4.10) P,, ( I . : l ) P r ,(.r;


, 1) [ ' + [ log ( l1+- 'sr ) ] ' ] ' d . r = ~ .r n f n .
7r --

Shcrinan did rriort, grneral work. trcating some associatrd Jacohi polynomial
when the shift is bj- 1. Sccl Nevai [25] for gc~nr~ral
results with integer shifts.
CONTINUED FRACTIONS AND ORTHOGONAL POLYNOMIALS 9

The general case was treated twice. Once by Pollaczek [28] as part of a more
general set of orthogonal polynomials wliich will be inentiorled next. Tlw otlwr
time was by Barrucand and Dickerison [8]. The form of tlw weight fun( tion given
in these two cases is different. Barrucand and Dickimon have

as the weight function. The function PC(.r) and Q , (.r) are Legendrc~fiinction5 of
the first and second kind. T h r polynornials when c = 112 and c = 312 arose In
finding polynomials orthogonal with respect t o the ineasures
( 1 - y y l L ( 1 - k.2 .L -1IL
J 1
work done by Revs [30].
111
In a remarkablr seric.s of short notes [27]. [28],and others. and a monograph
[29]. Felix Pollaczck described a vorj interestmg 5ct of orthogonal polynomials
which he discovered. One set satisfies the following recurrence relation.

P - ] ( r ) = O . P,,(r) = 1.
Inltlally he found these pol\ nomi& u hell = f did r = 0 G a h r %ego
[35] appreciated the import ante of t he111 and cxtcndrd-~o1l;iczrk'srcwdt to iiic lude
A. Then Pollaczek added the c. Thtl assoclatrd Legciltlre pol\ nolnldls arise mlicn
a = b = O a r l d X = L.
Il'hen n> 5~ +
lbl. > + >
c > 0 nncl ( 0 or whcn n 2 lbl. 2X c 1. c > -1. the
orthogonality rtllatioll is 11 it11 respwt t o an dbsolutclj continuous rricasurc given for
l < J <lby

wit 11
(4.14)
Thc case c = O is a littlc easicr t o handle. and contains the lnost iinportant
c~xainple.The weight function satisfic.~
r ]

\I'hcn the integral in (3.15) is finitc. u 3 ( s )# O for -1 < .x. < 1. ant1 u , ( r ) is
smoot,h enough. Szcg6 has shown that the polynonliitls orthogonal with rvspect to
t,his weight function look a lot like .lacobi polynoinials. SIT [34]. Tlirse polylmrnials
whrn taken to be orthonormal grow at most like a poxwr of 11 whcn .r. = 1. I'ollaczck
polyrlomials havc more rapid growth when either n # 0 or 0 # 0. Thesc werc the
first polynoiriials t o b r fouiid explicitly m-hose weight function is not in the Szegii
class.
Szegij gave the problcm of finding out mar(' about Polla,czek's polynomials to
a Ph.D. student. A. Novikoff. Novikoff's thrsis [26] was not p~lblished.but Szegii
included a sumniary of the mait1 results in an appeidix t,o t,lie second edit ioii of
[34]. Essentiall>-nothing was tlo~iowith t,liesc, polynomials for many y ~ a r s .
Thc first rcxlated work was dolic, by Srlliah [32]. this was not plhlislled. and
the connect,ion with I'ollaczek's work was not rcdizcd. St,lliali was cxt.ending ~vork
10 RICHARD ASKEY

of Karlin and 1LlcGregor. [19], who had come across a limiting case of Pollaczek's
polynomials but with different conditions on the parameters. The Karlin and Mc-
Gregor work dealt with a set of orthogonal polynomials whose weight function is
supported on a discrete set of points with 0 as the only limit point. See [19]. Selliah
found the Stieltjes transform of the measure of orthogonality, and from this found
all of the discrete mass points. However, his lack of knowledge of Pollaczek's work
led him t o write: "It seems very unlikely that this [the Stieltjes transform] will in
general give us on inversion, a simple function for the distribution."
Askey and Isinail knew of Pollaczek's work, but not that of Selliah. when they
studied the special case of (4.12) when b = c = 0. Here is a sample of the results in
.141. A different normalization was used t o make it easier t o consider the limiting
>

case when the measure is purely discrete.


Define the polynomials G I ,( x ) = G,, ( x :a , b) by

G 1( 2 ) = 0. G o ( x )= 1.
There is orthogonality with respect t o a positive measure when a b > 0 and +
a>O,orwhena<-landa+b+l<O.
L$'hen a > 1. b > 0 , the orthogonality relation is contained in the ones Pollaczek
[27] and Szego [35] found. When 0 < a < 1, b > 0, in addition t o an absolutely
continuous part of the measure used for orthogonality, there are infinitely many
discrete mass points outside the interval [-d, dl, d = 2 & / ( a +
1 ) . which have d
and -d as limit points.
To understand the power of Markoff's theorem combined with other 19~''cen-
tury parts of analysis, try to evaluate the integral and sum in the following orthog-
onality relation. I do not know how t o do this directly, or know if the integral and
sum can be evaluated separately.

THEOREM 4.1. If 0 < n < 1, b > 0 and G , , ( x ;a , b) = G , , ( x ) 2s defined b y the


recurrence relntron (4.161, then

where

b
r ( % +i-
b(l - a)
2a
cot 8 ) 12,
and
CONTINUED FRACTIONS AND ORTHOGONAL POLYNOMIALS 11

After this paper was written, a number of other examples were worked out.
The parameter b in (4.12) was reintroduced.
A different type of generalization of Legendre polynomials had been found.
first by L. J. Rogers [31],who was unaware he had orthogonal polynomials, but
who found many other remarkable formulas for his polynomials. His polynomials,
which are now called continuous q-ultraspherical polynomials. satisfy the recurrence
relation
(4.20)
2 4 1 - Pq'"C,,(x:P I 9) = (1 - qn+')C,+1(x:P I 9 ) + (1- P q
2 71-1
) G - l ( x ; P I 91,
C-l(.GP 19) = 0, C o ( x ; P 19) = 1.
Those polynomials as orthogonal polynomials were rediscovered by Feldheim
[12] and Lanzewizky [20]. They were also rediscovered by Allaway [3]. Allaway
was more careful in giving all of the cases when orthogonal polynomials arise, and
found a new set of polynomials which are a limiting case of those of Rogers. There
are two limiting cases, one of which is found as follows.
Let W A be a kt" root of unity, say W L = exp(2nilk). Set P = s " ' + ' u J ~ , q = SUL
in (4.20). Divide by 1 - sw;" and let s -+ 1. The resulting polynomials B;(x; k)
satisfy

>
B $ ( x ; k ) = 1. BF(x;k) = 22 if k 2.
See [2] for the orthogonality of these polynomials.
Polynomials whose recurrence relation coefficients are constant except on an
arithmetic progression, are frequently called sieved orthogonal polynomials.
Both q-extensions and sieved extensions of the results in Theorem 4.1 are con-
tained in the following papers, [I],[9]. Also see [17] for related results.
Another paper which builds on work of Pollaczek is [7]. Here, associated
Laguerre and Hermite polynomials are treated as limits of other polynomials of
Pollaczek, his extensions to associated polynomials of polynomials first found by
Meixner. For associated Hermite polynomials defined by
2xHn (x; c) = H,,+I (2; c ) + 2(n + c)Hn-, (x: c),
(4.22)
H-, (2: c) = 0, Ho(x: c) = 1,
t,he orthogonality is

with

When c > 0 the weight function can be written as


12 RICHARD ASKEY

Various Pad4 type approximations havc been found using these poly~iomials.
and int,eresting Stieltjes transforms follow from t hcse results. See [7]. [41], [42] for
examples.
Fillall\: some itnpressive contirmcd fractioris stated bj- Ranianujari and first
proved and extended bj- IVatson werc reconsiderrd by Alasson [23], [24]. He was
able to extend t,he most general t,o an infinite c~nt~ilrnedfraction. while Ramanujan
and II;;rtson old\- gave their rcsult,s for ternlinating continued fract,ions. hlassori
also found a coinpanion continued fract,ion which had been rnissed. If one likes
beautiful fornullas, and t,hcse continutd fractions are beautiful. then it is useful to
have a firm knowledge of continued fractions.

References
[l] N. Al-Salaln and hI. Isrnail. O n szct~rdorthogonal p o l y n o m 7 d s . V I I I . S7evcd cassoc7ated Pol-
lnczek polynom7als. J . Approx. Theory 68 (1992). 306 321.
[2] \.V. Al-Salaln. M'. R . Allaway and R. Askcy, S z c ~ ~ eultmphcrzcal d pol:ynomzuls, Trans. A ~ n c r .
hlatlr. Soc. 284 (1981). 39 55.
[3] W. R . Allaway. T h e zdentzfieatzon of u class of orthogonal polynom7al.s. Pl1.D. Thesis. Urli-
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07;. 6-3 syrnbols. SIAhI J . hlath. Anal. 10 (1979). 1008 1016.

[6] R . Askcy and J. Wilson, S o m e tmszc h ~ p e r g e o m e t r 7 corthogonal polynomzals t h a t gencrnlzse


Jacobz polynonazals. hIcrnoirs Amer. hlath. Soc. 319 Providence. RI, 1985.
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(1984), 15 37.
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Etlwartlsville. 1Sti8. 4:3 50.
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SIARI .J. hiatli. Anal. 18 (1987). 1177 1218.
[ l o ] T . 8.('liiliara. An Intro(11lrtions t o Orthogonal Polynomials. Gordon and Breach. New York.
1978.
[ l l ] T . S. Chihara alitl P. Xcvai. Orthogoraal p o l y m m z a l s an,d m e a s u r e s wzth finlte1:y 7nan,y pozn,t
rr~asses..l. Approxirnatio~iTheory 35 (1!182), 370 380.
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5 (1911), 241 2-18
[13] C;. (2aspc.r an(l hI. R a l l ~ n a uBasic. Hypcrgcomctric Scries, Cambridge IJniv. Press, Cambridge.
Xcw York. 1!1!10.
[14] C . F . Gauss, Alethodus n o w zntegral7urn .ualores per c r p p r o ~ z r r ~ a t z o n rzn~ien7end7,
~r~ Werke 3,
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(1935). 211.
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[17] hI. Isrnail and hl. Rahrnan. Thc. as,soc.~ntedA s k c y - W ~ l s o npoly71o7;r~zals,Trans. Amer. hIath.
Soc. 328 (1!191). 201 237.
[ l X ] C". G. J . Jacohi. U r h r r G U I I S S7ie7~t:
' Alethode, dzc Wr.rthe d e r Integrule n,iiherungswezse zu
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n e r ~ t l a lser.cvcf2tzrrac. Pacific .J. hlath. 8 (1%58),87 118.
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Acatl. Sci. URSS 31 (19-11), 1!N 200.
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Pctt~rsl)urgh.1884.
[22] A. hlarkoff, Diffc~rcllzt~nrccl~~llrlg, Tc~ubner.Lt4pzig. 1896.
CONTINUED FRACTIONS AND ORTHOGONAL POLYNOMIALS 13

[23] D. Masson, Urzlson polynomzals a n d s o m e c o n h u e d f r a c t z o n , ~of R a m a n u j a n , Rocky hloun-


tain J . Math. 21 (1991), 489-499.
1241 D. hIasson, A generalzzat7on o f R a m a n u j a n ' s best t h e o r e m o n contznued fractzons, C . R .
Math. Rep. Acad. Sci. Canada 13 (1991), 167 172.
[25] P. Nevai, A ncw class of orthogonal polynomzals, Proc. Amer. I\lath. Soc. 91 (1984). 409 41.5.
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[27] F. Pollaczck, S u r u n e gine'ralisation d e s polynomes d e Legen,dre, C . R. Acad. Sci.. Paris 228
(1949), 1363 1365.
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Sci., Paris 230 (1950), 2254 2256.
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[33] .J. Sherman O n t h e nu7nerntzons of t h e conwerqcnts of th,e Stie-ltjes contznued fmctaons, Trans.
Arner. hlath. Soc. 35 (1933), 64 87.
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[35] G. Szego. O n certazn speczal sets of orthogonal polynonzzals, Proc. Arncr. hlath. Soc. 1 (1950),
731 737, reprinted in Gabor Szego, Collected Papers, volume 3, 225231, Birkhauser, Boston,
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[38] P. L. Tchebychef, SILTL'znterpolatzon des valeurs, equzdzstantes. in Oeuvres de P. L. Tcheby-
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1861, 219 2 U .
[39] X. G. Viennot, U n e theorze combinatozre d e s p o l y n o m e s o r t h o g o n ~ u z ~yenerauz,
r Ut~iv.of
Quebec, hlontreal. 1984.
[40] J. A. Wilson, Orthogonal functzons f r o m G r a m d e t e r m i n a n t s . SIAhl .J. hlath. Anal. 22 (1991).
1147 1155.
[41] J. Wimp, S o m e explzcit P a d 6 a p p r o x i m a n t s f o r t h e functzon @'/aa n d a related quadraturr
f o r m u l a znvolvzng Bessel fun,ctions, SIAM J . hlath. Anal. 16 (1985), 887 895.
[ a ] J. Wimp, Explp2lczt fonnu1a.s for t h e assoczated Jacob7 polynomzals a n d s o m e applzcatzons.
Can. J. Math. 39 (1987). 983 1000.

DEPAWRIESTOF ~ I X ~ I I E ~ I A TUNI\.SRSITY
ICS. OF \VIS?ONSIN ~ I . \ I ) I S O N1.I ~ 1 1 1 ~ 0 \VI
4 . 53706
E-mazl address: askeymmath. wisc . edu
Contemporary M a t h e m a t ~ c s
Volurrw 236. IWS

The Problems Submitted by Ramanujan to


the Journal of the Indian Mathematical Society

Bruce C . B e r n d t , Youn Seo Choi. a n d Soon--Yi K a n g

To .Jerry Lange o n his 70th bzrthday

Abstract

Between 1911 and 1919 Ramanujan submitted a total of 58 problems to the


Journal of t h r Indzan M a t h ~ m a t z c a lSoczety. hlany of these problems have become
famous since their inclusion with Rarnanujan's Collected Papers published in 1927.
In this paper we give a survey of all 58 problems, emphasizing the mathematical
activity generated by them since 1927.

1. Introduction

Between the years 1911 and 1919 Ramanujan submitted a total of 58 problems,
several with multiple parts, to the Journal of the Indian Mathematical Society.
For t,he first five. the spelling R a m a n u j a m was used. Several of the problems arc
elementary and can be &tacked with a background of only high school mathematics.
Ebr others, significant amounts of hard analysis are necessary to effect solutioiis.
and a few problems have riot been completely solved. Every problerri is either
interesting or curious in some way. All 58 problems can be found in Rarnarnljan's
Collected Papers [172, pp. 322-3341, As is customary in problems sections of
journals, edit,ors norrrlally prefer to publish solut,ions other than those given by
t,he proposer. However, if no one other t,llan the proposer has solved the problem,
or if the proposer's so1ut)ion is ~art~icularly elegant,. then the proposer's solution is
published. This was likely the practice followed by the editors of the Journal of t h e
Indian Mathernatical Societ?y, but naturally thp editors of Rarnanujan's Collected
Papers chose different criteria; only those printed solutions by Ramanujan were
reproduced in his Collected Papers.
The publication of the Collected Papers in 1927 brought Ramanujan's problems
to a wider matherriatical audience. Several problems have become quite farnous
and have attracted the attention of many mathematicians. Some problems have
spawned a p1et)hora of papers, nlany cont,ainirig generalizations or analogues. It
1991 Mathematics Subject Classzjication. Primary 11-03, 40-03; Secondary llD25, llD99,
40A15.
@ 199'3 A m e r i c a n Mrrthematlcal Society

15
16 BRUCE C . BERNDT, YOUN-SEO CHOI, AND SOON-YI KANG

thus v e m s appropriate to provide a survey of all 58 problems irldicating the activity


g t ~ l e r a t t db) t11v prohlcms sirlcr 1927.
In referring to these problcms, we follow the numbering given in the .Journal of
the l n d ~ a nMatherrmtzcal S o c ~ r t y .Although the division of problerns into categories
is d l m a ~ ssomtwhat arbitrary, we have decided to place the 58 problems in nine
subsets as follows:

Solutions of Equations: 283. 284. 507, 666. 722


Radicals: 289. 524. 525, 682, 1070, 1076
Further Elementary Problems: 359. 785
Number Theory: 427, 441, 464, 469. 489, 584, G29. 661, 681, 699. 770, 723, 784
Integrals: 295. 308. 353, 386. 463. 739. 783
Series: 260. 327. 358. 387, 546. 606, 642, 700. 724, 768. 769
Continued Fractions: 352. 541. 1049
Other Analysis: 261. 233, 526. 571, 605, 738. 740. 753. 754
Geometry: 662. 755

Some of Ramam?jan's problems have been slightly rephrased by the editors of


his Collected l ' q m - s . Cherally, wc cluot>eeither Rarnanujan's forrnulatiori of each
problem. or t h t version in the Collected Papers. However, we have t,aken the lib-
crtl- of replacing occasional archaic spelling by more contemporary spelling. and
nmst often w t have crnployed surrlrnation notation in place of the more elaborate
notation n l + nn + . . . . After the number of the question, t,he volume and page
nuniber(s) where the problem first appeared in the Journal of the I n d i a n Mathe-
rrlntical Society. which we abbreviate by JIhIS, are stated, and t,hese arc followed by
the volurnc(s) and page number(s) where solutions, partial solutions, or cornrnents
are givtm \VP do not cite problems individually in t,he references of this paper.
\ire also do not separately list in our references the solvers of the problerns cited in
Hamarilijan's Collected Papers [172]. However, if a solution was pliblished after the
publication of the Collected Papers in 1927, then we record it as a separate item
in the bibliography. AIany of the problenls. or portions thereof, can be found in
Ramanu,jan's not,cbooks [171]. Normally in such a case. we cit,e where a problem
can be located in the notebooks and where it can also be found in Berndt's accounts
of t,lw notebooks [20]-1241.

2. Solutions of Equations

QI-ESTION 28:3 (.JIRIS 3. P. 89: 3, PP. 198-200; 4, P. 106). S h o w that it is


possible t o solve the rquatsons

nihere a,, g , z . p. q . r ar.e the u n k n o w n s . Solve the above w h e n n = 2, b = 3, c = 4, d =


6. c = 12, wnd f = 32.
T H E PROBLEMS SUBMITTED BY RAMANUJAN

Question 283 is a special case of the more general system

where X I , x ~. .,. , x,, and yl. y 2 , . . . , y, are 2n unknowns. ingeniously solved by Ra-
manujan in his third published paper [ 1 6 4 ] ,[172, pp. 18-19]. Implicit assump-
tions were made in Ramanujan's solution, and thus it should be emphasized that
(2.1) is not always solvable. For a sketch of Ramanujan's solution. see a paper by
Berndt and S. Bhargava [ 2 5 ] . Another derivation of the general solution for (2.1)
was found by hI. T. Naraniengar [148].The more general system (2.1) is also found
on page 338 in Rainanujan's second notebook [ 1 7 1 ] . We quote the discussion of
(2.1) from Berndt's book 123, p. 301.
"It is easy to see that the system (2.1) is equivalent to the single equation

Thus. h m a n u j a n ' s problem is equivalent to the question: When can a binary


(2n - 1)-ic form be represented as a sum of n (2n - 1)th powers? In 1851, J. J.
Sylvester [ 1 9 6 ] ,[ 1 9 7 ] ,[198, pp. 203-216, 265-2831 found the following necessary
and sufficient conditions for a solution: The system of n equations,

.
must have a solution ul , uz, . . . u,,+l such that the n-ic form

can be represented as a product of n distinct linear forms. Thus, the numbers


XI, . y 2 , . . . ,yn are related to the factorization of p(w, 2 ) . Sylvester's
x l , . . . , x I i y1,
theorem belongs to the subject of invariant theory, which was developed in the late
nineteenth and early twentieth centuries. For a contemporary account. but with
classical language. see a paper by J. P. S. Kung and G.-C. Rota [113]."
QUESTION
284 (JILTS 3. P. 89: 4 , P. 183). Solve

This problem is the special case a = 6, b = 9 of the more general system


18 BRUCE C. BERNDT, YOUN-SEO CHOI, AND SOON-YI KANG

recorded by Ramanujan on page 338 in his second notebook and solved by Berndt in
[23, pp. 27-29]. The solutions comprise 25 values for both x and y. As pointed out
in [23, pp. 28-29]. Ramariujaa's published solution. which is reproduced in [172,
pp. 322-3231. contains some mistakes. \Ve very briefly describe the solutions. Let
s=o+fi+? and ,y=a/?+py+ya,

where a i j y = 1. Then [23, pp. 28-29] a 5 ,[ji3',


and y' are roots of the equation
tJ - a t 2 + bt - 1 = 0.
Ramanujan then listed the values of s as

a+P+r, ~+PP+?P'. a+PpL+ypJ. ~+PP+?P'.


cup + Pp" +p2\ ap2 + pp4 + ? p i , ap' + Pp' + ?P4.
whcre p is a primitive fifth root of unity. However, observe that the third member
of this set may be derived from the second member by replacing p by p2. Also. the
seventh can be obtained from the fourth by replacing p by p'. Lastly, the sixth
arises from the fifth when p is replaced by p2. Ramanujan missed the values

ap + P + 7p4, (YP + Pp' + 7, o p + Pp5 + ~ p .

QUESTION
507 (JIMS 5, P. 240; 6, PP. 74-77). Solve completely

and hence show thnt

I11 parts (a)-(c), the signs under the outward-most radical sign have period
three; they are, respectively, -, +, -; -, +,
-; -, +. +.
Rarnamijan's published solution in the .Journal of the Indian Mathematical
Society is correct,. However, there are four sign errors in the solution published in his
Collected Papers [172, pp. 327-3291, which we now relate. The equations in (2.2)
easily imply that .r ~at~isfiesa polynomial equation of degree 8. This polynomial
factors over ( ) ( d m )int,o a quadratic polynomial c2 T - u and t,wo cubic -

polynoinials, which are given in the Collected Papers near the end of Rarnanujan's
solution on page 328 and just before the verifications of the three exairlples (a)-
(c). Each of t,hese two cubic: polynomials has two sign errors. The polynomials are
corrr:ctly given in Ramanujan's original solut,ion and in Berndt,'~book [23, pp. 10,
11, eqs. (4.2), (4.3)].
The formulation of Question 507 indicates t,hat the three examples can be
deduced from the solutiorls of (2.2). However, in his published solution, Ramanujan
did not do this but established each ident,it,y ad hoc. In his so1ut)ionto Question 507.
M. B. Rao [176] derived each of the examples, (a)-(c), from t,he general solut,ion of
(2.2).
T H E PROBLEMS SUBMITTED BY RAMANUJAN 19

On pages 305-307 in his second notebook [171]. Rarnanujm offtm a more


extensive version of Question 507 [23, pp. 10-201. By taking successive square
roots in (2.2). it is not difficult t o see that we can approximate the roots by ail
infinite sequence of nested radicals

However. we must be careful in t,aking these square roots, for there are three differ-
ent square roots t o be taken and t,here are two choices for the sign of the square root
in each case. The 2" different sequences of nested radicals correspond t o the eight
root,s of thc octic polynomial arising from (2.2). Of course, one must determine the
values of a for which the eight infinite sequences convergc. In [23, pp. 14-16].
it was shown that the infinite sequences converge for a > 2. which is not tlle best
possible result. For example, it was indicated in [23, p. 151 t,hat the sequence

wit,ll signs +, -,+ of period 3, likely converges at least for a > 1.9408. In our
discussion of Quest,iorl 289. we will return to the question of the convergence of
infinite sequences of nested radicals. .
For a part,icular value of a , one can numerically check which infinite sequence
of nested radicals corresponds to a given root. In general, for the t,wo infinite
sequences of nested radicals arising from the two roots of the quadratic polynomial.
the identification is easy. However. for the remaining six roots, the problem is more
difficult. On pages 305-306 in his second not,ebook. Rarnanujan made thcse general
identifications [23, p. 17, Entry 51. In [23, p. 181, asymptotic expansions of the
six roots and the six sequences of nested radicals. as a + x, were established in
order to obtain the desired rnatchings.
There is also a very brief discussion of the system (2.2) in I.'. Cajori's book [53,
pp. 196-1971,
722 (JIILIS 8 ,
QUESTION P. 240). Solve completely

and deduce that, z:f

then

and that, 2f
20 BRUCE C. BERNDT, YOUN-SEO CHOI, AND SOON-YI KANG

then

Question 722 is obviously an analogue of Question 507. The first complete solu-
tion to this problem was given by XI. B. Rao [176] in 1925. He also solved Question
507. examined the analogue for five equations of the same type as Questions 507
and 722, and presented several examples. The second solution was given in 1929 by
G. N . Watson [210].who also derived Ramanujan's two examples. A considerably
shorter solution was found by A. Salam [I831 in 1943. Question 722 can also be
found in Ramanujan's third notebook [171, vol. 2, p. 3671, and a fourth solution
is given in Berndt's book [23, pp. 42-47, Entry 32, Corollary].
666 (,JIILIS 7 , P . 120; 8 ,
QUESTION P. 3 1 ) . Solve i n posztive rational numbers

For ezample, x = 4 , y = 2 : ~ = 33 ~ =, 2y: .


Since the published solution by J. C. Swaminarayan arid R. Vythynathaswarny
is short and elegant and was not published in Rarnanujan's Collected Papers, we
reproduce it here.
P u t x = k y . It follows that
yhpl = k.
+
I t is easy to see that k is a rational solution if and only if k = 1 l / n for some
positive integer 1 1 . Thus.

%h'en 71 = 1 . x = 4 and y = 2: when n = 2 , z = arid y = 2.


3. Radicals

N (JIILIS 3 ,
Q U E S T I O289 P. 90: 4 , P. 2 2 6 ) . find the value of

(ii)

The values of (i) and (ii) are 3 and 4, respectively. Rarnanujan's solutions in
volume 4 [172, p. 3231 are not completely rigorous. A note by T. Vijajaraghavan
at the end of Appendix 1 in Rarnanujan's Collected Papers [172, p. 3481 justifies
Rarnanujan's formal procedure. This note was considerably amplified in a letter
from Vijayaraghavan t o B. hf. \$'ilson on January 4. 1928 [36, pp. 275-2781. If
<
a , > 0 , l J < x, then Vijayaraghavan proved that a sufficient condition for the
convergence of the sequence
THE PROBLEMS SUBMITTED BY RAMANUJAN

is that
- loga,,
lirn
rr-x
-

2"
< X.
Vijayaraghavan's criterion for the convergence of infinite ~iestedradicals is a prob-
lern in P61~-aand Szegij's book [156, Prob. 162, pp. 37, 2141. A . Herschfeld [96]
also proved Vijayaragliavan's criterion. In a 1at)erquestion s u b i n i t t d t,o the Jour-
nal of the Indian Mathenmtzcul Society, Vijayaragllavan [204] claimed a stronger
theorem for t,lle convergence of t,,, which he said was best possible. However, the
problenl is flawed, and no correction or solution was evident,ly publishrd. However.
Problem 163 in P61ya and Szego's book [156, pp. 37, 2141 is likely thc criterion
that Vijayaraghavan had in mind. A sufficient condition for c:onvergencc wherl thtl
sequence {a,) is complex has been established by G. Schuskr arid \V. J. Tllron
[189]. Convergence criteria for certain iiifiriit,e nested radicals of pth roots liaw
been given by J . LI. Borwein and G. dc Barra [42].
Part (i) appeared as a problem in the \Villiam Lowell Putiianl coinpt'tition in
1966 [141]. The values of (i) and (ii) appear as examples for a gcncral tlicwrcm of
Rarrianujan on ncsted radicals in Section 4 of Chapter 12 in his second notebook
[21, p. 108, Entry 41. Further references for Qurstioii 289 and relatcd work arc
found in Section 4, and addit,ional r,xamples of infinite ~ i c s t t dradicals appear in
Entries 5 and 6 in that same chapter [21, pp. 109-1121.

523 (JIILIS Ci.


QUESTION P. 39: 6. PP. 190-191). Show thof

Part (i) appears on the last page of Rarnanujan's second notebook [171, p.
3561. The proofs of (i) and dnother co~npanionresult by Berndt 111 [23, p. 391 use
a general result of Rarnanujan [23, p. 22, Entry 101 on the sunl of t h cube ~ moth
of the three roots of d L U ~ Kpolyno~nial.The proofs of (i) and (ii) b\ N. Salikara
Aiyar in volume 6 of the Journal of the I n d ~ a nMafh~rnntzcalSo( rely arc. similar

QUESTION 682 (JIhIS 7, P. 160; 10. P. 325). Show how to find t h u~ ~ b eroot.^
of surd.^ of the ,form A + m, and d ~ d u c ethat

Qr EsIION 525 (JIhfS 6. P. 39: 6, PP. 191-192) Show h o t o~find t h p 5quclrt


roots of surds of the form a+ m,and h r n w prow that
22 BRUCE C. BERNDT, YOUN-SEO CHOI, AND SOON-YI KANG

QUESTION1070 (.JIhIS 9, P. 160; 16, PP. 122-123). Show t h a t

QUESTION1076 ( J I h f S 11, P. 199). Show t h a t

6)
(ii)

Of course, one can establish each of the nine identities in the four preceding
problems by taklng the appropriate powcr of each side of each equality. applying the
rnultinornial thcorcin, and simplifying. However, such a proof provides no insight
whatsoever into such an equality. nor does it indicate how Ramanujan might have
discovered it. Both the left and right sides of each of the equalities are units
in sornt. algebraic number field. Although Ramanujan never used the term unzt,
and probably did not formally know what a unit was, he evidently rralized their
funcldinental properties. He then recognized that taking certain powers of units
often led to elegant identities.
Berndt, Chan. and Zharig [33] have found generalizations of the identities
above. For example. for any real number a ,

and
(a + 2) + (1 - 4a) \i/2aL-*-l
9 3
which when we set a = 5 in the former equality and a = 7 in the latter yield (i)
and (ii), respectively. of Question 525. As another example, for any real number a ,

which wit,h a = 2 yields t,he equality in Question 682.


In both the original formulation and the Collected Papers [172, p. 3341, the
exponent,^ 116 and 118 on the left sides of (i) and (ii) in Question 1076 were unfor-
tunately inverted. The inversion likcly was not irnrnediat,ely discovered, as the first
solution t,o the corrected problems was not given until 1927 by S. Srinivasan [194].
In 1929. a second, shorter solution was given by R. Kothantlararnan [110].
THE PROBLEMS SUBMITTED BY RAMANUJAN 23

On page 341 in his second notebook [171], Ramanujan stated two general
radical identities involving cube roots. For example,

See [23, pp. 34-36] for these two identities and several additional examples of the
sorts we have discussed here.
Many papers have been written on simplifying radicals. In particular. we men-
tion papers by R. Zippel [224] and T. J. Osler [151]. S. Landau [116]. [117] has
given Galois explanations for several types of radical identities.

4. Further Elementary Problems

QUESTION
785 ( J I M S 8. PP. 159-160; 8, P. 232): Shour that

This i s analogous to

(4.2) (2 {(a' + b2)'/' - a} {(a' +b ) - b})li2 = a + b - (a2 + b 2 ) l l 2


The proof by K. K. Ranganatha Aiyar, R. D. Karve, G. A. Kamtekar, L. N.
Datta, and L. N. Subramanyam is clever and short, and so we give it.
In the identity
( a + b - r)" = ( a + b)" - rL 3r (a + b)' + 3r2( a + b),
put r" = a" + b:'. Thus,
(a +b - r)" =3ab(a + b) - 3r(a + b)' + 3r2(a + b)
=3(a + b)(r a ) ( r b).
- -

Hence,

from which (4.1) follows.


Equality (4.2) can be proved in a similar fashion.

QUESTION
359 (JIMS 4 , P. 78; 15. PP. 114-117). If

prove that
(+sinrcosi)"'+ f + r o s z s i n z ) " ' = (sin2t~)'/",
and verzfy the result when

sin 2x = (&-2)"(4+~%)~, sin 2y = &-2. sin 22 = ( & - 2 ) " ( 4 - 6 ) 2 ,


Note that it took over ten years before a solution was submitted. Nore recently,
another solution was given by V. R. Thiruvenkatachar and K. Venkatachaliengar
24 BRUCE C. BERNDT, YOUN-SEO CHOI, AND SOON-YI KANG

1203, pp. 2-91. but their solution is also quite lengthy. It would seem desirable to
have a briefer, more elegant solution, but perhaps this is not possible.

5. Number Theory

QI;ESTION
441 (JIILIS 5 , P. 39; 6, PP. 226-227). Show that

and find other quadratic expressions satisfying similar relations.


This problem gives a two-parameter family of solutions to Euler's diophantine
ccluation

The published solut~onhy S. Narayanan, in fact, gives a more general family of


solutions; if 0 = X ( X 3 + 1 ) , r n = 2 X ' - l , n = X ( X 3 - 2 ) , a n d p = X 3 + l , then

Equation (5.1) is obtained by setting X = 2 above.


The equality (5.1) is mentioned by Hardy and Wright 193, p. 2011. C. Hooley
1991 employed (5.1) t,o obtain a lower bound for the number of integers less than z
that can be represented as a sun1 of two cubes.
Quest,ion 441 can also be found on page 266 in Ramanujan's second n ~ t ~ e b o o k
[23, p. 561. In his second n ~ t ~ e b o o k
Ramanujan
. gave further families of solutions
to (5.2). First, he gave t,wo families of solut,iorls which include (5.1) as special cases
123, p. 54, Entry 1; p. 55, Entry 31. Second, Rarnanujan gavt, another t,wo-
pararn~t~er family of solut,ions to (5.2) and several examples [22, pp. 197-199,
Entry 20(iii)].
According to Dickson 173, p. 5501, the problem of finding rational or integral
solutions t,o (5.2) can be t,raced back t,o Diophantus 1741. Euler [77]. 179, pp.
428-4581 found the most general family of rational solutions to (5.2). Rarnanlijan,
in his t,hird notebook 1171, vol. 2, p. 3871, 123, pp. 107, 1081 also gave t,he most
general solut,ion of (5.2). but in a different formulation. Both Hardy [92, p. 111
and Watson [213, p. 1451 were unaware of this entry in the notebooks and so did
not realize that Rarnanujan had found t,he most general solution of (5.2). There
arc. in fact, several forrns of the general solution: Hard>-and Wright 193, p. 2001
prescnt one due to A. Hurwitz. Further references to gerlcral solutions of (5.2) can
be fourid in Dickson's Hzstory [73, pp. 550-5611,
The complet,e characterization of all integral solutioris t,o (5.2) is an open prob-
lem. However, C. Slindor [186]has solved the problem if one restricts t,ht solutions
to be r~present~ed by quadrat,ic forms in 2 variables: note that Ramanujan's so-
lutions in Question 441 arc represent,ed by quadratic: forrns. Sdndor's paper also
cont,ains a summary of further (especially recent) progress on the problem of finding
all integral solutions t,o (5.2).
661 ( J I M S 7 , r. 119; 13. PP. 15- 17; 14,
QUESTION PP. 73-77). S o l w i n
integers
T H E PROBLEMS SUBMITTED BY RAMANUJAN

Obviously. ( 5 . 3 ) is a special case of Eulcr's diophantine equation ( 5 . 2 ) .


The solutions in both volumes 13 and 14 of the Journal of the Indian Mathr-
nmtacal Soczefy are by S.B. hlltra. In volume 13. hlitra presented four nlethocls for
obtaining solutioris of ( 5 . 3 ) . The first family of solutions coiltains the special case
8 ' + 6' +
1' = 3'. The second family contains as spcclal cases all examples in the
first column above, and the second example in the second column. In volurne 14.
Alitra established the general rational solution of (5.3). Howevcr. the most general
solution in m t e g e ~ sis not known.
Q U E S T I O6N8 1 ( J I M S 7 , P. 160: 1 3 , P. 17: 1 4 . PP. 7 3 - 7 7 ) . Solve In tnfegers

and deduce th,e following:

Clearly, (5.4) is a particular instance of Eulcr's diophantine equation (5.2).


Observe t,ha.t the second example given above gives t,he famous %xi-cab"
representations of 1729 [172, p. xxxv]. [22, p. 1991.
As in the previous problem, the solut,ions in both volumes 13 and 14 of the
Journal of the Indian Mathematical Society are by S. B. Llit,ra. In volurne 13.
hlitra established a one-yaramcter family of solut,ions yielding the first two exan-
ples abovt.. In volume 14. he derived the general rational solution of ( 5 . 4 ) . h1.
Venkata R a n a Ayl-ar [15] found other met hods for examining Quest ions 441. 66 1.
and 681. In an earlier paper [16]. he and LI. B. Kao foimd further solntioils to
( 5 . 4 ) . Some very special solut,ions to ( 5 . 4 ) are found in Ramanujau's lost notebook
[173, p. 3411. hl. Hirschhorn [97].[98]has supplied a plausible arguilient for how
Ranlariujan might have discovered these particular solutions.
In contrast to Question 661, Qucst,ion 681 has at,tractcd corisiderable att,mtioii
in t,he literature. R.. D. Carrnichael [55] raised the problem of finding t,he general
integral solution of ( 5 . 4 ) ,and H. C . Bradley [44] asked if t,he om--paramctcr family

of solutions (also found h? hlitrn) constitutes all integral solutions to ( 5 . 4 ) . They


further~rioreasked for a general solution, if ( 5 5 ) does not give all integral
N. B. hlitra [I421 negativel) n~iswcrcdthe first question by constructing another
famil) of solutions. Unawarc of the work of Ranlari~ljan.Carrnicliael, Bradley, and
hlitra. in a letter to K. hIahler, L. J. hlorclell asked if (5.4) had other solutions
besides the trivial ones r = 1, y = -a. In response, hlahler [136] con5tr1lcted the
family of solutions ( 5 . 5 ) . D. H. Lchmer [128] showed how to construct infinite
sequmces of solutions to ( 5 . 4 ) . In part iculnr, starting from t h r paramc>tric solution
( 5 . 5 ) . he derived an infinite sequence of parametric solutions. the si~nplcstbeing
= 2 1 3 ' r . 1 " 2 i 3 1 r i - 3 1 r'+3r. = 2L3'r')+~'3ir03Lr'+l. = 213ir10-3'5rL,
26 BRUCE C. BERNDT, YOUN-SEO CHOI, AND SOON-YI KANG

Supplenienting the work of Lehmer, H. J. Godwin [86]and V. D. Podsypariin [155]


found further families of solutions. Finding a complete description of all zntegral
solutions to (5.4) appears to be an uri~olvedproblem.
It 1s natural to generalize Question 681 by asking which positive integers n are
the sum of three cubes. For early references, consult Dickson's Hzstory [73, pp.
726-7271, Many papers have been written on this question. and we cite only a
few of them. It is conjectured that, if C is the set of all integers representable as a
sum of three cubes. then C has positive density. The best result to date is b> R.
C. Vaughan [202] who showed that

for each F > 0. Extensive computer searches for solutions of

for various n , have been conducted by several mathematicians. including D. R.


Heath-Brown. ItT. hI. Lioen. and H. J. J . te Riele [95] and A. Breinrler [45]. Up
to the present time. the most extensive calculations have been performed by K.
Koyama. Y. Tsuruoka, and H. Sekigawa [ I l l ] .
QUESI'ION 464 (JI1LLS 5 , P. 120: 5 , PP. 227-228). 2" - 7 7s a perfect squore
for the values 3 , 4 , 5 . 7 ,15 of n. Fznd other values.
The equation

is called Ramanujan's diophantine equation, or the Ramanujan-Nagell diophant~ine


equation, and is perhaps the most famous of the 58 problems that Rarnanujari sub-
mitted to t,he .Journal of the Indian Mathematical Society. It should be emphasized
that t,he bsol~ition"by K. J . Sanjana and T. P. Trivedi in volume 5 offers a systern-
atic derivation of the five given solutions but does not show that these are the only
solutions (as the authors make clear).
Unaware of Rarnanujan's problem. IV. Ljunggren [132] proposed the same
problem in 1943. T . Nagell's name is att,ached to (5.6) because in 1948 he solved
Ljunggren's problem and therefore was the first to prove Ramanu,jan's "conjecture"
that no ot,her solutions exist. However, since his paper was writt,en in Norwegian in
a relatively obscure Norwegian journal [145].very few ~nat,henlat,icians were aware
of his solution. Thus. after Th. Skolem, S. D. Chowla, and D. J. Lewis [193] used
Skolem's p-adic nlethod to prove Ramanujan's conjecture in 1959, Nagell repub-
lished his proof in English in a more prominent journal [146] and pointed out that
he had solved the problem much earlier than had Skolem. Chowla, and Lewis. Also.
in 1959, unaware of Nagell's work, H. S. Shapiro and D. L. Slotnik [192],in t,heir
work on error correcting codes. found all solutions of an equation easily seen to
be equivalent to (5.6). Significantly improving the methods in [193], Chowla, hI.
Dunton, and Lewis [66] gave in 1960 another proof of Ranxmujan's conjecture. In
1962, using the arithmetic of certain cubic fields, L. J . blordell [143] gave another.
less elementary proof. hl. F. Hossain [100]:W. Johnson [105].G. Turnwald [201],
and P. Buiidschuh [52] are some of the aut,hors who have also found proofs. In his
book [144]. hlordell gave Hasse's simplification [94] of Nagell's proof. Instruct,ive
surveys of all known proofs with a p1et)hoi-aof references have been writt,eri by E.
Coheii [68] and A. hI. S. Rarnasamy [175].
T H E PROBLEMS SUBMITTED BY RAMANUJAN 27

hlany generalizatioris of (5.6) are found in the literature. We confine further


remarks to the generalued Rnmnnujan-Nagell equation

J. Browkiri and A. Schinzel [49] proved that 2" - D = y 2 has at most one solut,ion
if D $ 0 , 4 . 7 (mod 8). Furthermore: if any solut,ion exist,s. then n < 2. They also
pointed out that, in fact, in 1956, they [48] had completely solved a diophantine
equation, easily shown to be equivalent t,o (5.6). and so had given the second solution
to Rarnanlljan's problem. R. Apiiry [8]showed t,hat. if p is a n odd prirne not dividing
D > 0. then (5.7) has at most two s~lut~ioris. Ljuriggren [133] proved t,hat when
D = 7. (5.7) has no solutjioris when p is odd. More recently. J. H. E. Cohn [70]
has shown that for 46 values of D 5 100, (5.7) has no solutions. H. Hasse [94]
and F. Beukers [37] have written excellent surveys on (5.7). Beukers' thesis [37]
and his two papers [38] and [39] contain substantial new results as well. In [38].
Beukers studied (5.7) for p = 2 and proved. among other things, a co~ljectureof
Browkin and Schinzel on the number of solutions when D > 0. 111his second payer
[39],assuming that D is a negative int,eger and p is an odd prime not dividing D .
he showed that there are a t most four solutions. hloreover. he gave a farnily of
equations having exactly three solutions. 111both papers. hypergeometric f u n h o n s
play a central role. LI. H. Le has written several papers on (5.7). most of t,hern
improving results of Beukers. To describe some of his results, assume in t,he sequel
that D < 0, t,hat ( D , p ) = 1, p is prirne, and that N ( D , p ) denotes the number of
solutions of (5.7). In [124],Le considered the case when p = 2 and showed that, in
various cases, N ( D , 2) 5 2, 5 3. = 4. In [I231 and [125], Le considered the case of
an odd prime p and showed that if m a x ( D , p ) is sufficiently large (which is made
precise), then N ( D ,p) 5 3. There are many further generali~at~ions of (5.7) studied
by Le and others. but we will not discuss these here.
QI:ESTION469 (JIMS 5 , P. 159; 15, P. 97). The number 1 + n ! is a perfect
squcre for the values 4 , 5 , 7 of n,.Find other values.
In volume 15. citing Dickson's History [73, p. 6811. RI. B. Rao wrote that the
question was originally posed by H. Brocard [46] in 1876, and then again in 1885
[47]. (The problem was also nlentioned on t,he Norwegian radio program, Verdt
aa vit,e (Worth knowing).) Furthermore. Dickson [73, p. 6821 reported t,hat A .
G6rardin [83] remarked that, if further solutions of

exist. thcn r n has at least 20 digits. H. Gupta [88] found no solutions in the range
8 5 r~ 5 63 and thereby concluded that rrr has at least 45 digits. Recent calculations
[35] have shown that there are no further solutions up to TL = 10".
In 1993. ill. Overholt [I521 proved that (5.8) has only finitely many solutions
if the weak form of Szpiro's conjecture 1s true. but this remains unproved. To state
the weak form of Szpiro's conlecturc. which is a special case of the ABC conjecture.
first set

where p denotes a prime. Let a,b, and c denote positive integers, relatively prime
+
in pairs and satisfying the equality a b = c. Then the weak form of Szpiro's
28 BRUCE C. BERNDT, YOUN-SEO CHOI, AND SOON-YI KANG

conjecture asserts that there cxists a constant s slich that


(abc 5 N6 (abc).
For a furtlier discussion of Szpiro's conjecture. see a paper by S. Lang [119, pp.
44-45]. The more general q u a t i o n

was examined b j A. Dabrowski [72] in 1996. By a short. elementary argument. he


proved that. if .4 is not a square, then there are only finitely many solutions of (5.9)
in positive integers rn and n. He also showed that. if A is a square, then (5.9) has
only finitely many solutions, provided that the weak form of Szpiro's conjecture is
true.
The problem of finding solutions to (5.8) also appears in R. K. Guy's book [89,
pp. 193-1941.
I O N(JILIS 7, P. 240; 10. PP. 357-358).
Q L ~ E S ~ I723 If [L] denotes the greatest
zntegrr In x . and n 7s any posztzve zntegrr, show that

(ii)

(iii) 1-
[A+ = [J&q
All three parts of Question 723 may be found on the first page of Rarnanujan's
third notebook 1171, vol. 2, p. 3611, and proofs can be found in Berndt's book
[23, pp. 76-78]. A. A . Krislmaswami Aiyangar [2] later posed a problem giving
analogues. one involving fourth roots and one involving fifth roots, of all three parts
of Question 723. In a subsequent paper [3], he established theorems generalizing
the results in his problem. a i d so further generalized Rarnanujan's Question 723.
K . J . Cheii [60] has also established extensions of (ii) and (iii). Part (iii) appeared
on thc M'illiam L o w d Putnam exam in 1948 [85].
QLESTION 770 (.JIhIS 8. P. 120). If d(n) denotrs the r~urnherof dzvzsors of
n (p.g.,d(1) = 1,d(2) = 2 . 4 3 ) = 2, d(4) = 3 . . . . ) show that

is a convergent series; and that

(ii)

is n divergen,t series in th,e strict sense (2.e.. not oscillating )


There are two published solutions to Question 770. The first is by S. D. Chowla
[63] and usc5 two thcorerns of E. Landau The second, by G. N. \Vatson [212],is
cornpletelv different arid uses Dirichlct's well-known asymptotic formula

d(n) = .r. log .r + (2? - l).r + O(&)


rr<r
THE PROBLEMS SUBMITTED BY RAMANUJAN 29

(where 7 denotes Euler's constant), as 2 tends t o m, as well as similar formulas for


the sum over odd n and for sums over n 5 1 , 3 (mod 4). due t o T . Esterinam [76].
QUESTION 784 (JILIS 8 . P. 159). If E ( T ) denotes fhe f m c t ~ o n a lpart of x
(e.g., F ( T ) = 0.14159.. . ), and zf N I S a posztme znteger. shoui fhat

J
liin !VF(N&) = -;
\-x 2fi
(ii) lim log M ) ~ - J ' F ( N ~ ~ /=" )0,
v-x
where n is any integer and p is any positive nmmber: show further that i n (ii) p
cannot be zero.
Question 784 is concerned with the approximation of irrational nunlbers by
rational riumbers. The proposed equalities should be compared with Hurwitz's
theorem [150, p. 304, Thm. 6.111: Given any irrational number <. there are
infinitely man; distinct rational numbers rrrln such that

The constant 1/& is best possible. To sec how Question 784 rclates t o Hurwitz's
theorem. we more closely exanline the first assertion in Question 784, which iinplies
that there exists a sequence of positive integers {lV,:) tending t o x such that

as NA --t cc.Setting A l k = [ N A a],we may write the last formula in the equivalent
form

which makes clear the relation t o Hurwitz's theorem.


A partial solution was given by A. A. Krishnaswarny Aiyangar [I].and a com-
plete solution was fourld by T. Vijayaraghavan and G. N.Watson [205].
QUESTION 427 (JIMS 3, P. 238; 10. PP. 320-321). Express
(A.r2 + B z y + p y 2 ) ( A p 2+ B p q + c ~ ' )
In the form Au' + B u u + C ~ Z ,and
~ : hence show that. zf

then one set of the values of 11 and 11 zs

Question 427 appears in Rarnanujan's second notebook [171, p. 2661. In


Berndt's book [23, pp. 9-10] it is shown that Question 427 is a consequence of
30 BRUCE C. BERNDT, YOUN-SEO CHOI, AND SOON-YI KANG

a more general lemma. The two published solutions in the Journal of the Indian
Mathematical Society are more complicated.
In fact, Question 427 is a special case of Gauss' theory of composition of binary
quadratic forms [69, p. 2121, [51, Chap. 71, which we very briefly describe.
Suppose that Q l (x,y ) and Q2(x,g) are integral, positive definite quadratic forms
of discriminant d. Then if Q:j is a form of discriminant d,

where, for cert,ain integral coefficients A,, B,, 1 <j 5 4,

Thus, Ramanujan considered a special case of Gauss' theory for Q3 = Q1 = Q n ,


<
and explicitly determined the coefficients A,, B,, 1 j 5 4 for IL, 71, or z:j, y3, in the
notation above.
489 (JIMS 5,
QUESTION P. 200: 7, P. 104). Show that

As A. C. L. Wilkinson observed in volume 7, Question 489 gives the value of


Weber's class invariant f(m) [219, p. 7231, which is also found (with different
notation) in both Ramanujan's first and second notebooks [24, p. 1921. Recall
[24, p. 1831 that, for each positive real number n, Ramanujan's class invariant G,
is defined by

where q = exp(-.irfi). In the notation of Weber [219], G,, =: 2 - ' 1 ' f ( f i ) .


Weber [219] calculated a total of 105 class invariants, or the monic irreducible
polynomials satisfied by them, for the primary purpose of generating Hilbert class
fields. Without knowledge of Weber's work, Ramanujan calculated a total of 116
class invariants, or the monic irreducible polynomials satisfied by thern. Not sur-
prisingly, many of these had also been calculated by Weber. Using, most likely,
methods considerably different from those of Weber in his calculations, Ramanujan
was motivated by the connections of class invariant,^ with the explicit determina-
tions of values of theta-functions and the Rogers-Ramanujan continued fraction.
After arriving in England, he learned of Weber's work, and so when he wrote his fa-
mous paper on modular equations, class invariants, and approximat,ions to .ir [165].
1172, pp. 23-39]. he gave a table of 46 new class invariants. Since Ramanujan
did not supply any proofs in his paper [165], [172, pp. 23-39] or notebooks,
Watson took up the task of calculating class invariants and wrote seven papers on
calculating invariants. with three of them [214], [215], [216] specifically directed
at verifying Ramanujan's class invariants. After Watson's work, a total of 18 of Ra-
manujan's class invariants remained to be verified up to recent times. Using four
distinct methods, Berndt, H. H. Chan, and L . 4 . Zhang complet,ed the verification
of Ramanujan's class invariarits in two papers [28], [30]. This work can also be
found in Chapter 34 of Berndt's book [24]. For expository, less technical accounts
T H E PROBLEMS SUBMITTED BY RAMANUJAN 31

on Ramanujan's class invariants, their applications. and attempts to prove them.


see two further papers by Berndt, Chan, and Zhang [31], [32]. Not all of Watson's
verifications of Ramanujan's class invariants are rigorous. Zhang [222], [223] has
given rigorous derivations of the invariants calculated by Watson by means of his
"empirical method." while Chan [59] has taken Watson's empirical method, ern-
ployed class field theory to put it on a firm foundation, and determined several new
invariants as well.
QUESTION
699 (JIMS 7 . P. 160). Show that the roots of the equations

6)
(ii)

can be expressed in terms of radicals.


First observe that

and that

Thus, Ramanujan's problem can be reduced to solving two quintic polynomials. It


is doubtful that Ramanujan had actually solved these two quintic polynomials. It
is unclear why Ramanujan introduced these two linear factors. In an unpublished
lecture on solving quintic polynomials, Watson [218] remarked, "I do not know
+
why Ramanujan inserted the factor x 1; it may have been an attempt at frivolity,
or it may have been a desire to propose an equation in which the coefficients were
as small as possible, or it may have been a combination of the two."
Watson [211] observed that 2 p 1 / 4 ~ 4 7where
, G,, is defined by (5.10), is a
solution of

a result which is also found in both Ramanujan's first and second notebooks [23, p.
1911. The class equation for G7y is not found in Weber's book [219]. However, on
pages 263 and 300 in his second notebook [171],Ramanujan claimed that 21/4/G70
is a root of

This result can be deduced from equivalent results due to R. Russell [182] and
later by Watson [217]. See also Berndt's book [24, pp. 193, 2751. Watson [211]
furthermore pointed out that (5.13) was explicity solved by G. P. Young 12211
in a paper devoted to the general problem of explicitly finding solutions to solv-
able quintic polynomials and to working out many examples, the first of which is
(5.13). Young remarks that (5.13) was "brought under the notice of the writer by
a mathematical correspondent," whom Watson conjectured was A. G. Greenhill,
who had also studied (5.13). A few years later, A. Cayley [58] considerably simpli-
fied Young's calculations. Since the solutions of (5.14) had not been given in the
literature, Watson [211] explicitly determined them. The work of Ramanujan and
Watson is summarized in a paper by S. Chowla [65].
32 BRUCE C. BERNDT, YOUN-SEO CHOI, AND SOON-YI KANG

D. Dummit [75] and V. M. Galkin and 0. R. Kozyrev [82] have also examined
(5.13) and (5.14) and provided some insights into the Galois theory behind the two
equations. For example, the Galois groups of the Hilbert class fields over Q are
dihedral groups of order 10. Unaware of the work of Russell, Watson, and others,
Galkin and Kozyrev rederived the class equation (5.14).
629 (JIMS 7,
QUESTION P. 40; 8 , PP. 25-30). Prove that
(5.15)
l
-
2
+ x
x
n=l
e-nn2xcos {nn2JG?)
=
n=l

and deduce the following:

(ii)

In volume 8, three solutions are given. In the first, the solver erroneously

7L= 1 71= 1
Chowla [62] pointed out these mistakes and evaluated each series above in terms
of gamma functions. The second and third solutions by N. Durai Rajan and M.
Bhimasena Rao, respectively, are correct.
Equality (5.15) can be found in Section 23 of Chapter 18 in Ramanujan's second
notebook [22, p. 2091, where it is a corollary of a more general transformation
formula, Entry 23 [22, p. 2081. Part (ii) is given as Example (iv) in Section 7 of
Chapter 17 in Ramanujan's second notebook [22, p. 1041. After Ramanujan, set

In that same Section 7, Ramanujan offers the values of p(eP"), p(epnJZ), and
p(e-2") [22, pp. 103-1041, all of which are classical. In particular [22, p. 1031,

Observe that (i) can be written in the form

In view of (5.16), we see that (5.17) explicitly determines cp(e-"). Part (i) is found
in the second notebook, where it is an example in the aforementioned Section 23
[22, p. 2101. In Berndt's book [22, p. 2101, one can find a short proof that uses
the same generalized theta transformation formula that leads to a proof of (5.15).
Part (i)?in the form (5.17), is also recorded in Ramanujan's first notebook [171,
p. 2851. The values p(e-:'"), p(e-7k), p(ep"), and p(e-4") are also recorded in
THE PROBLEMS SUBMITTED BY RAMANUJAN 33

the first notebook and were first proved by Berndt and Chan [27];see also Berndt's
book [24, pp. 327-3281, where several "easier" values of p are also established
124, p. 325, Entry 11. Explicit values of cp yield at once explicit values for the
i:
hypergeometric function 2 ~ L ( $ , 1; k2) and for the complete elliptic integral of the
first kind K ( k ) , for certain values of the modulus k [24, p. 323, eq. (0.4)].
We shorten Ramanujan's formulation of Question 584. in part, by using the
notation
n-1
(5.18) (a; q)n := n(l- aqk), (a:q), = hrl(a;q),,. (ql < 1.

QUESTION
584 ( J I M S 6' P. 199). Examine the correctness of the following
results:

The identities (5.19) and (5.20) are called the Rogers-Ramanujan identities.
and they have a long, interesting history, which we briefly relate here. As the word-
ing of the problem intimates. Ramanujan had not proved these identities when he
submitted them. Also. as their name suggests. they were, in fact. first discovered
and proved by L. J. Rogers [180] in 1894. Ramanujan had evidently stated them
in one of his initial letters to Hardy, for Hardy [172, p. 3141 later claimed that.
"They were rediscovered nearly 20 years later by Mr Ramanujan, who communi-
cated them to me in a letter from India in February 1913." (For a discussion of
Hardy's assertion. see Berndt and Rankin's book [36, pp. 43-44].) Hardy in-
formed several mathematicians about (5.19) and (5.20). but he obviously failed to
consult with Rogers. The "unproved" identities became well-known, and P. A.
MacMahon stated them without proof and devoted an entire chapter to them in
volume 2 of his treatise Combznatory Analyszs [135]. In 1917. Ramanujan was
perusing old volumes of the Proceedzngs of the London Mathematzcal Soczety and
accidently came across Rogers' paper [180]. Shortly thereafter, Rainanujan [l7O],
[172, pp. 214-2151 found his own proof. and Rogers [181] published a second
proof. There now exist many proofs, which have been classified and discussed by
G. E. Andrews in a very informative paper [6].
The Rogers-Ramanujan identities are recorded as Entries 38(i). (ii) in Chapter
16 in Ramanujan's second notebook [22, p. 161. It is ironic that they are. in fact.
limiting cases of Entry 7 in the same chapter, as observed by R. A. Askey [22, pp.
77-78]. Entry 7 is a limiting case of ViTatson'stransformation for 8P7, and, in view
of the complexity of Entry 7. it is inconceivable that Ramanujan could have found
it without having a proof of it.
The Rogers-Ramanujan identities have interesting combinatorial interpreta-
tions. first observed by ICIacMahorl [135]. The first. (5.19), implies that: The
number of partitions of a positive integer n into distinct parts. each two differing
by at least 2. is equinumerous with the number of partitions of n into parts that
are congruent to either 1 or 4 modulo 5. The second implies that: The number of
partitions of a positive integer n into distinct parts. with each part at least 2 and
34 BRUCE C. BERNDT, YOUN-SEO CHOI, AND SOON-YI KANG

each two parts differing by at least 2. is equinumerous with the number of partitions
of n into parts that are congruent to either 2 or 3 modulo 5.
For further history and information on the Rogers-Ramanujan identities, see
Andrews' paper [6] and books [4, pp. 103-1051, [5] and Berndt's book [22, pp.
77-79].

6. Integrals

After R.amanujan (e.g., see [22, p. 36, Entry 22(ii)]), set

Using this notation and the notation (5.18). we abbreviate Ramanujan's Question
386.
QUESTION386 ( J I M S 4, P. 120; 7, PP. 143-144). Show that

The evaluation (6.1) can be deduced from the theorem

which is stated by Ramanujan in his paper [168, eq. ( l g ) ] , [172, p. 571. The
deduction of (6.1) from (6.2) is given on the following page in that paper [168,
eq. (24)], [172, p. 581. Ramanujan evidently never had a rigorous proof of (6.2).
for he wrote [168], [172, p. 571 "My own proofs of the above results make use
of a general formula, the truth of which depends on conditions which I have not
yet investigated completely. A direct proof depending on Cauchy's theorem will
be found in Mr Hardy's note which follows this paper." (That paper is [go]. [91,
pp. 594-5971,) The special case a = 0 of (6.2), which, of course, contains (6.1),
is stated by Ramanujan in his Quarterly Reports to the University of Madras, the
focus of which is Ramanujan's "Master Theorem." To see how Ramanujan deduced
the special case a = 0 from his "Master Theorem," see Hardy's book [92, p. 1941
or Berndt's book [20, p. 3021. The solution of Question 386 by N. Durai Rajan in
volume 7 employs a partial fraction decomposition of the integrand.
R. A. Askey [9].[lo],[ll], [12] has shown that (6.2) is a q-analogue of the beta
integral. For references to extensions and further related work, see the aforemen-
tioned papers by Askey. A nice discussion of (6.2) may also be found in his book
[7, Chap. 101 with Andrews and R. Roy. The evaluation (6.2) also appears as
Entry 14 in Chapter 16 of Ramanujan's second notebook. See Berndt's book [22,
p. 291, where several references for (6.2) and kindred integrals can also be found.

QUESTION783 ( J I M S 8 , P. 159; 10, PP. 397-399). If


THE PROBLEMS SUBMITTED BY RAMANUJAN

show that

This is a very beautiful result which has been greatly generalized by Berndt
and R. J. Evans [34] in the following theorem.
THEOREM 1. Let g be a strictly increasing, differentinble function o n [0,cx;)
with g(0) = 1 and g ( w ) = x.For n > 0 and t 0, define >

Suppose that

converges. T h e n
471) +4 l l n ) = 241).
To deduce (ii) of Question 783, let g(t) = l + t . Observing that v ( t ) = t ( l + t ) ' l p l ,
setting u = 1 + t , and using the value p(1) = 7r2/12, we find that Theorem 1 reduces
to (ii). The proof by N. Durai Rajan and "Zero" in volume 10 is longer than the
proof by Berndt and Evans of the more general result. Question 783 can be found
on page 373 of Ramanujan's third notebook [22, pp. 326-329, Entry 411.
308 (JIMS 3,
QUESTION P. 168; 3, P. 248). Show that

7r3 T
(i) 0 cot 0 log(sin 0)dO = - - - - log2 2,
48 4

Observe that

which is called Catalan's constant. The arithmetical nature of C is unknown, and


this is a long outstanding, famous problem. It is ~onject~ured that C is transcen-
dental. The function

was studied by Ramanujan in his paper [166], [172, pp. 40-431 and in his note-
books [20, pp. 265-2671, For related results in the notebooks. set [20, pp.
268-273, 285-2901 and [24, pp. 457-4611, The function
36 BRUCE C. BERNDT, YOUN-SEO CHOI, AND SOON-YI KANG

was also examined by Ramanujan in his notebooks [20, pp. 264-265, 268, 285-
2881. In fact, (ii) is a special case of Entry 16 of Chapter 9 in the second notebook,
which we can write in the form

rl (sin(nz)) = nx log 12 sin(rrx) + I1 sin(2nkx)


k2
k=l

(see [20, p. 264, penultimate line of p. 2851). Setting x = 114 in (6.4) and
using (6.3), we deduce (ii).
For (i), observe that an integration by parts gives

which can be found in the tables of A. P. Prudnikov, Yu. A. Brychkov. and 0. I.


Marichev [157, p. 544, formula 71. The solution by K. J . Sanjana in volume 3
proceeds similarly. Part (i) is Example 2 in Section 13 of Chapter 10 in Ramanujan's
second notebook. and the proof given in [21, pp. 31-32] is quite different from
the aforementioned proof. For values of other integrals akin to that on the right
side of (6.5), see the aforementioned tables [157, pp. 543-5441.
QUESTION
295 (JIMS 3, P. 128; 5, P. 65). If ap = n , show that

Ramanujan's solution involving double integrals and Fourier transforms in vol-


ume 5 is very short and clever. His idea is examined in greater generality in his
paper [168, Sect. 41, [172, pp. 53-58], where the example above and further
examples are given. The identity (6.6) was communicated by Ramanujan in his
first letter to Hardy [172, p. 3501, 136, p. 271. It is also found in Chapter 13
of Ramanujan's second notebook [21, p. 2251. In both the letter and notebooks,
(6.6) is given to again illustrate the same general idea used by Ramanujan in his
paper [168].
QUESTION353 ( J I M S 4, P. 40; 8 , PP. 106-110; 16, PP. 119-120). If n is
any positive odd integer, show that

and hence prove that

+ -)
,
-
L (2k + 1) (COS~
('Lk+l).rr
cos
(2k+l).rr
~ T L
- -

The proofs of (6.7) and (6.8) by A. C. L. Wilkinson in volume 8 employ contour


integration, but his proof of (6.8) is very long. In volume 16, Chowla showed that a
much shorter proof of (6.8) can be effected by using the Poisson summation formula
for Fourier sine transforms.
T H E PROBLEMS SUBMITTED BY RAMANUJAN 37

Related results can be found in Section 22 of Chapter 14 in Ramanujan's second


notebook [21, pp. 278-2801. In particular [21, p. 79, Corollary], if cu,P > 0
with cup = 7rV4, then

, ,
L ( 2 t + 1) (cosh
i=il + cos d m )

463 (JIMS 5,
QUESTION P. 120). If

im cos (nx)
e2nA - 1
dx =d n),

then

Find cp(n), and hence show that

A complete discussion of these results can be found in Ramanujan's paper


[169], [172, pp. 59-67] and in Berndt's account of Ramanujan's notebooks 123,
pp. 296-3031.
QUESTION
739 (JIMS 8, P. 40; 8 , PP. 218-219). Show that

for all positive integral values of n.


Wilkinson's solution in volume 8 uses contour integration.

7. Series

QUESTION
260 (JIMS 3, P. 43; 3, PP. 86-87). Show, without using calculus,
that

Question 260 is the first question submitted by Ramanujan t o the Journal of the
Indian Mathematical Society. In fact, the first two questions were communicated by
P. V. Seshu Aiyar, Ramanujan's mathematics instructor at the Government College
of Kumbakonam.
The equality (7.1) is a corollary of Entry 4 of Chapter 2 in Ramanujan's second
notebook [20, pp. 28-29]. Ramanujan was not the first to pose (7.1) as a problem;
Lionnet [I311 offered (7.1) as a problem in 1879. The problem can also be found
in G. Chrystal's book [67, p. 3221.
38 BRUCE C. BERNDT, YOUN-SEO CHOI, AND SOON-YI KANG

327 (JIMS 3,
QUESTION P. 209). Show that Euler's constant, namely [the
limit ofl

when n is infinite, is equal to

the first t e r m i n the n t h group being

1%reformulate Question 327. Let Ak = i(3" I ) ,k > 0. Then

where y denotes Euler's constant. Evidently, a solution was never published in


the Journal of the I n d ~ a nMathematzcal Soczety. However, the problem appears as
Entry 16 in Chapter 8 in Ramanujan's second notebook, and a proof can be found
in [20, p. 1961.
723 ( J I M S 7, P. 240: 8, PP. 191-192: 16, P. 121). Show that
QUESTION

11-1 71- 1
(ii) tall-'
1
= C tan-' 1
~ = I I (2n + 2k + I ) & k=o ((2k +l ) ~ 5 ) ~
'

Alehr Chand Suri showed in volume 16 that (i) and (ii) are the special cases
r = 1 and n: = 1/& of the identity

which can be readily established by induction. The original formulation of (ii) is


incorrect.
Ramanujan recorded further identities for tan-' sums in Chapter 2 of his second
notebook [20, pp. 25-40].
768 (JIMS 8.
QUESTION P. 119; 8, P. 227). I f
T H E PROBLEMS SUBMITTED BY RAMANUJAN

show that

for all positive values of x; and that

(ii)

for all negative values of x.


The sign of the right side of (ii) is incorrect in the original formulation. Part
(i) can be found in Ramanujan's third notebook [23, pp. 399-400, Entry 301. A
companion result is given on the same page [23, p. 399, Entry 291.
769 (JIMS, 8 , P. 120; 9,
QUESTION PP. 120-121). Show that
X X
1 1
log
C
n =2
n log n log(2n) n =2

The original formulation contains an obvious misprint. In volume 9, K. B.


Madhava, M. K. Kewalramani, N. Durairajan, and S. V. Venkatachala Aiyar offered
the generalization

where

Question 769 coincides with Entry ll(iii) in Chapter 13 of Ramanujan's second


notebook [21, p. 2171.
387 (JIMS 4.
QUESTION P. 120). Show that

Although no solutions were published, (7.2) has been rediscovered several times
in the literature. Its home is in the theory of elliptic functions, as Ramanujan
himself indicated when he proved (7.2) in his paper [165, p. 3611, 1172, p. 341.
However, Ramanujan was not the first to establish (7.2). The first mathematician
known to us to have proved (7.2) is 0. Schlomilch [187], [I881 in 1877. Although
not explicitly stated, (7.2) was also established by A. Hurwitz [loll, [I021 in his
thesis in 1881. Others who discovered (7.2) include C. Krishnamachari [112], S. L.
Malurkar [137],M. B. Rao and M. V. Ayyar [177],H. F. Sandham [184],and C.-B.
Ling [130]. The discovery of (7.2) in Ramanujan's paper [I651 or notebooks [I711
motivated the proofs by Watson [207], Grosswald [87], and Berndt [19]. More
precisely, (7.2) is an example in Section 8 of Chapter 14 in Ramanujan's second
notebook. The discussion in Berndt's book 121, p. 2561 contains many further
references.
40 BRUCE C. BERNDT, YOUN-SEO CHOI, AND SOON-YI KANG

Schlijmilch and several others cited above, in fact, proved a more general for-
mula than (7.2). Let a ,P > 0 with aP = r2.Then

The special case a = P = -ir of (7.3) yields (7.2). Equality (7.3) is Corollary (i) in
Section 8 of Chapter 14 in the second notebook [21, p. 2551. There is a further
generalization. Let a , P > 0 with a p = n2,and let n be a n integer exceeding 1.
Then

where B k ,k 2 0, denotes the kth Bernoulli number. Observe, by (7.3), that (7.4) is
not valid for n = 1. The first proof of (7.4) known to us is by Rao and Ayyar [177].
Ramanujan also discovered (7.4), and it can be found as Entry 13 in Chapter 14 in
his second notebook [21, p. 2611. If we set a = /3 = -ir in (7.4), assume that n is
+
odd, and replace n by 2n 1, we find that, for each positive integer n ,

which is also in Ramanujan's notebooks [21, p. 262, Cor. (iv)]. Apparently the
first proof of (7.5) is by J . W. L. Glaisher [84] in 1889. Many proofs of (7.4) and
(7.5) can be found in the literature, and readers should consult Berndt's book [21,
pp. 261-2621 for many of these references.
Analogues of (7.3) and (7.4) wherein negative odd powers of k appear in the
summands are also very farnous. Although we do not state the primary formula
+
here, it is generally called "Ramanujan's formula for C(2n I)." It is recorded by
Ramanujan as Entry 21(i) in his second notebook [21, pp. 275-2761, and there
exist many proofs of it. See Berndt's book 121, p. 2761 for almost two dozen
references.
Most of the proofs of (7.2)-(7.5) do not involve elliptic functions or modu-
lar forms. However, Berndt [19] has shown that all of the identities discussed
above, and others as well, can be derived from one general modular transformation
formula for a large class of functions generalizing the logarithm of the Dedekind
eta-function.

QUESTION 358 ( J I M S 4, P. 78; 7, PP. 99-101). If n is a multiple of 4,


excluding 0, show that

Although not stated, n must be a positive integer.


In fact, (7.6) is originally due to Cauchy [57, pp. 313, 3621. Other proofs of
(7.6) have been given by Rao and Ayyar [178], Chowla [64], Sandham [185],Riesel
[179],Ling [130], and K. Narasimha Murthy Rao [149].
T H E PROBLEMS SUBMITTED BY RAMANUJAN 41

Question 358 has a beautiful generalization. Let cu, ,i3 > 0 with a0 = 7r2, and
let n be a positive integer. Then

If n is even and cu = /3 = .rr in (7.7), then (7.6) arises. Equality (7.7) is Entry 14 in
Chapter 14 in Ramanujan's second notebook [21, p. 2621, and the corollary (7.6) is
recorded immediately thereafter. The first proof of (7.7) appears to be by Malurkar
[I371 in 1925. Proofs have also been given by Nanjundiah [147] and Berndt [19,
p. 1771.
+
Analogues of (7.6) and (7.7) exist for negative powers of 2k 1 in the sum-
mands. Such results were also found by Malurkar [137], Nanjundiah [147], and
Berndt [19]. These formulas, (7.6), and (7.7) can be deduced from the same gen-
eral transformation formula; see [19] for details.
QUESTION
546 (JIMS 6, P. 80; 7, PP. 107-109, 136-141). Show that

(ii)

The evaluations (i) and (ii) are Examples (v) and (vi), respectively, in Section
32 of Chapter 9 in Ramanujan's second notebook [20, p. 2891. These and several
other evaluations of this sort were derived in [20, pp. 288-2901 from the following
two related corollaries given in the same section. If 1x1 < 1, then

If 1x1 < 7r/4, then

In turn, these corollaries may be deduced from Whipple's quadratic transformation


for a well poised generalized hypergeometric function 3F2.
QUESTION
606 (JIMS 6 , P. 239; 7, PP. 136-141, 192). Show that

Question 606 gives the value of X2(& - 2), where


42 BRUCE C. BERNDT, YOUN-SEO CHOI, AND SOON-YI KANG

and where Li, ( z ) ,n > 2, denotes the polylogarithm

The value of X 2 ( & - 2) is recorded in a slightly different form in Chapter 9 of


Ramanujan's second notebook [20, p. 248, Ex. (vi)]. The evaluation (7.8) is also
in Lewin's book [129, p. 19, eq. (1.70)],but it is originally due to Landen [118]
in 1780.
QUESTION642 ( J I M S 7. P. 80; 7, P P . 232-233). Show that

(9

(ii)

The origina11 formulation of (i) is incorrect, as pointed out by M. B. Rao in his


solution. Ramanlian made the same mistake when he recorded it as Example (ii)
in Section 8 of Chapter 9 in his second notebook. Part (ii) in Question 642 is given
as Example (i) in that same section [20, p. 2501. For other examples of this sort,
see Catalan's paper [56].
We have slightly reformulated the next question.
700 ( J I M S 7 , P . 199; 8 ,
QUESTION P. 152). Sum the series

where, for k > 1,


( ~ ) k= C ( C + + ... (c+ k
1 ) ( ~ 2) - 1).
The sum of the series is

The two published proofs are elementary. The first, by K. R. Rama Aiyar, uses
Euler's elementary identity

x(l
k=O
n
- ak:+1)a1a2... ak = 1 - a 1 a 2 . .. anti.

8. Continued Fractions

352 ( J I M S 4,
QUESTION P. 40). Show that
THE PROBLEMS SUBMITTED BY RAMANUJAN 43

In both the original formulation and Ramanujan's Collected Papers [172, p.


325). (i) has an obvious misprint.
Question 352 gives the values of the Rogers-Ramanujan continued fraction

when q = e-'", -ep", respectively. As the name suggests, R(q) was first studied
by L. .I. Rogers in 1894 [180]. In his first letter t o Hardy, Ramanujan stated both
(i) and (ii) [172, p. xxvii], [36, p. 291. and in his second letter, he gave the value
of ~ ( e - ~ " / & [172,
) p. xxviii], [36, p. 571. In both letters, Ramanujan wrote
that R(eP"fi) "can be exactly found if n be any positive rational quantity" [172,
p. xxvii], [36, pp. 29, 571. (We have quoted from the first letter; the statement
in the second letter is similar but is omitted from the excerpts of Ramanujan's
letters in the Collected Papers.) In both his first notebook [171, p. 3111 and lost
notebook [173, pp. 204, 2101, Ramanujan offered several further values for R(q).
On page 210 of [173], Ramanujan planned to list fourteen values, but only three
are actually given. Since the lost notebook was written in the last year of his life,
his illness and subsequent death obviously prevented him from determining the
values he intended to compute. In several papers [159]-[163], K. G. Ramanathan
derived some of Ramanujan's values for R(q).All of the values in the first notebook
were systematically computed by Berndt and Chan in [26], while all the values,
including the eleven omitted values, were established by Berndt, Chan, and Zhang
in [29]. Moreover, in the latter paper, the authors demonstrated for the first time
the meaning and truth of Ramanujan's claim that ~ ( e - " A )"can be exactly found"
when n is a positive rational number. More precisely, they used modular equations
to derive some general formulas for R ( e - " A ) in terms of class invariants. Thus, if
the requisite class invariants are known, R(e-"fi) can be determined exactly. A
brief expository account of this work can be found in 1311. S.-Y. Kang [106] has
proved a formula in the lost notebook [I731 that likely was used by Ramanujan to
compute values of ~ ( e - " 6 ) .
QUESTION 541 (JIMS 6, P. 79; 8, PP. 17-20 ). Prove that

K. B. Madhava offered an informative discussion of this problem in volume 8.


His solution employs Prym's identity [158]for the incomplete gamma function

where(a)o=1and(a),=a(a+l)(a+2)..~(a+n-1),n~1,witha=x=1/2,
and tjhe continued fraction of Legendre [127, p. 5091

1 a 1 a+1 2 a t 2 3
a real, x > 0,
;c+i+x+ 1 + x + x +x+...'

with z = a = 112.
44 BRUCE C. BERNDT, YOUN-SEO CHOI, AND SOON-YI KANG

Question 541 is a special case of the first part of Entry 43 in Chapter 12 in


Ramanujan's second notebook [21, p. 1661,

where x is any complex number outside (-a, 01. In turn, Entry 43 is a corollary
of Entry 42 [21, p. 1651, which gives a continued fraction of Legendre [126] for
certain generalized hypergeometric functions 1Fl (a; b; x). More precisely, if n is a
nonnegative integer, and x 6 ( - O O , ~ ]then
,

Lastly, we remark that Question 541 is closely related to a result communicated


by Ramanujan in his first letter to Hardy [172, p. xxvii], [36, p. 281, and given
also as Corollary 1 of Entry 43 in Chapter 12 of the second notebook [21, p. 1661,
namely,

which Watson [208] found in Laplace's treatise on celestial mechanics [121, pp.
253-2563. However, the first rigorous proof is due to Jacobi [103].
1049 (JIMS 11, P. 120). Show that
QUESTION

(i)
sin(nx)dx
-
-
1 2
Jtr
3 >
n+- - -
x +x+x+... n+n+n+...
sin(irnx)dx 1 l 2 22
- - - - -
32
(ii)
n + n + n + n+..
x+-
x + +
-
x
-
x +...
The formulas above are valid for n > 0.
If we set

and

then (i) and (ii) can be respectively written in the forms

and
T H E PROBLEMS SUBMITTED BY RAMANUJAN 45

Thus f and g are self-reciprocal with respect to Fourier sine transforms.


The first solution t o Question 1049 was given by E. G. Phillips 11541. In his
proof of (i), Phillips used (8.2), and in his proof of (ii). he utilized the continued
fraction
1 l2 - 22 32
dt=- - - x > 0,
a special case of a continued fraction of T. J. Stieltjes [195]. L. J. Lange [I201
independently found a similar solution. (It is curious that immediately following
Phillips' paper is the obituary of M. J. M. Hill, the first mathematician whom
Ramanujan wrote from India [36, pp. 15-19]. Hill did not fully understand Ra-
manujan's work, and there is no mention of Ramanujan in the obituary.)
W. N. Bailey [17]generalized (8.2) and thereby generalized (i), with, inter alia,
the Bessel function J, (xt), - 1 < u < 312, appearing in the integrand. He gave a
simpler proof of this result in a later paper [18].

9. Other Analysis

QUESTION
261 (JIMS 3, P. 43; 3, PP. 124-125). Show that

and prove from first principles that (b) = (a)


Question 261 was communicated to the Journal of the Indian Mathematical
Society by P. V . Seshu Aiyar.
The more general product

was studied by Ramanujan in his paper [167], [172, pp. 50-521.


In Chapter 2 of Ramanujan's second notebook, the product evaluations (a) and
(b) ran be found as Examples 3 and 4 in Section 11 [20, p. 411. In Chapter 13
of his second notebook [21, pp. 230-231, Entry 271, Ramanujan evaluated the
product

where n is an even positive integer. Further product evaluations of the same kind are
located on pages 279 and 287 in the second notebook [23, pp. 335-337, Entries
1-41,
QUESTION
571 (JIMS

show that
(G)
46 BRUCE C. BERNDT, YOUN-SEO CHOI, AND SOON-YI KANG

This result was proved by Ramanujan in his paper [166], [1?2, pp. 40-431.
An equivalent formulation can be seen on page 286 in his second notebook [24, p.
4611.
QUESTION
294 (JIMS 3, P. 128; 4, PP. 151-152). Show that [if x is apositive
integer]

where 8 lies between $ and i.


In volume 4, Ramanujan gave only a partial solution of this ultimately fa-
mous problem. A variant of Question 294 appears in Section 48 in Chapter 12 of
Ramanujan's second notebook [21, p. 1811. The problem was completely solved
independently by G. Szego [199], [ZOO, pp. 143-1521 in 1928 and by Watson [209]
in 1929. In his first letter t o Hardy [172, p. xxvi], [36, p. 271, Ramanujan claimed
the stronger result

where k lies between and& A.


Partial evidence for this claim arises from the
asymptotic expansion [21, p. 1821

as x tends to m. In his paper [209], Watson remarked, "I shall also give reasons,
which seem t o me to be fairly convincing, for believing that k lies between &
and
- ." To the best of our knowledge, however, it appears that this claim has never
been firmly established. However, K. P. Choi [61] has shown that, for all x 2 1,
o<++&.
Question 294 has the following connection with probability [139], [140]. Sup-
< <
pose that each of the n independent random variables X k , 1 k n, has a Poisson
distribution with parameter 1. Then S,, := C;=IX I , has a Poisson distribution
with parameter n. Thus,

Upon applying the central limit theorem, we find that


lim P ( S n
rL-3s
< n) = i.
For further connections to probability, see papers by K. 0. Bowman, L. R. Shenton,
and G. Szekeres [43], D. F. Lawden [122], E. S. Key [lo?], and P. Flajolet, P. J .
Grabner, P. Kirschenkofer, and H. Prodinger [81].
Question 294 is also related to the famous "birthday surprise problem;" see
papers by M. L. Klamkin and D. J. Newman [108], and by M. Blaum, I. Eisenberger,
G. Lorden, and R. J . McEliece [40].
E. T . Copson [?I]considered the analogous problem for e p x . For further
ramifications of Question 294, including applications and analogues, see papers
by 3. C. W. Marsaglia [138],J. D. Buckholtz [50], R. B. Paris [153], L. Carlitz
[54], and K. Jogdeo and S. M. Samuels [104].
THE PROBLEMS SUBMITTED BY RAMANUJAN 47

C. Y. Yilbrim 12201 has studied the zeros of the partlal sum in Question 294;
a certain s l m involving these zeros arises in formulas for certain mean values of
I<(; + <
zt)lL, where denotes the Riernanri zcta-function.
Results related to Question 294 can be found in D. E. Knuth's book [ l o g , pp.
112-1171, For further discussions of this problem see the commentary in Szego's
Collected Papers [200, pp. 151-1521 and Berndt's book [21, pp. 181-1841.
QUESTION
738 (JIMS 8 , P. 40). If

show that ~ ( x = ) 1 when x lzes b e t w ~ e n0 and 1 ; and that *(x) #1 when x > 1.
Fznd the lzmzt of
{9(1 + c) - d l ) } 1 6
as t + 0 through posztive values
The first part of Question 738 can be found as a special case of a corollary in
Section 13 of Chapter 3 in Rarnanujan's second not,ebook 120, p. 701. Rarnarlujari
also communicated a version of this corollary in his Quarterly Reports to t,he Uni-
versity of hladras [20, p. 306, eq. (1.14)]. In fact, (9.1) has a long history. It can
be traced back t,o papers of J. I]. Lanibert [I151 in 1758. J . I,. Lagrange 11141 in
1770, and Euler [78]. [BO] in 1783. The most common proof utilizes the Lagrange
inversion formula. Indeed, in P6lya and Szego's t,reatise [156, pp. 125, 135, 301,
316-3171, (9.1) is given as a problem to illustrate this formula. For many further
references, see Berndt's book [20, pp. 72, 3071.
The first complete solution t,o Problem 738 was given by Szego [199], [200,
pp. 143-1521. The limit queried by Ramanujan equals -2.
F. C. Auluck [13] and Auluck and Chowla [14] conjectured that ~ ( cis) c o n -
pletely rnonot,onic for x > 1, that is, (-l)"(k)(x) >
0, k = 0 , l . 2 . . . . . S. LI. Shah
and U. C. Sharma [I911 established this inequality for k = 0 . 1 , 2 , 3 , 4 . On the other
hand, Shah [190] proved that xd(x) and e . r b ( x ) are not completely monot,onic.
Finally. R.. P. Boas. Jr. [41] proved that $(.c) is not completely monot,onic on any
interval ( c , m).
QUESTION
526 (JIMS 6, P. 39). If n zs any posztzve quant7ty. show that

and find approximately th,e dzfference when n is great. H e m e show that

by approxzmately 1 0 ' I"

The editors of Ramanujan's Collected Papers slightly reworded the problem.


Using Question 738, Szego [199],[200, pp. 143-1521 established the inequal-
ities posed by Ramanujan in Question 526. If we let A,, denote the difference of
the right and left sides in (9.2). Szego claimed to have shown that
A,,,,),,< 1 0 ' " ' """'
= 1.0451 x 10- ''O.
48 B R U C E C . B E R N D T , Y O U N - S E O C H O I , A N D SOON-YI K A N G

It was pointed out by S. S. hlacintyre [134] that Szego actually showed that

illacintyrc [134] improved Szego's result by proving that

correct to 5 significant figures. hlore generally. she proved that

7 4 0 (JIMS 8 ,
QI-ESTION P. 40; 8 , PP. 220-221). If

where [XI denotes the greatest integer i n x . show that ~ ( xis) a continmous function
of z for all positiue values of .r, and oscdlates from +T to ,when s becomes
infinite. Also diflerentmte ~ ( - r . ) .

where [ t ] denotes the greatest integer in t , show th,at

Questions 730 and 753 are very closely related. with Stirling's formula playing
a key role in the solutions.
QI~ESTION
7 5 4 (JIillS 8 . P. 8 0 ; 1 2 , P. 101: 1 3 , P. 1 5 1 ) . Show that

where E lies between and for all posltine ,ualwe.s of s.


K. B. ilZadhava's partial solution in voluirie 12 does not yield the bounds for
E propostd b) Ranlanujail. In volume 13. E. H. Neville and C. Krishnainachary
pointed out a couple of numerical errors in hladhava's solution, arid consequently
hlacthava's hounds for E arc actually better than what hladllava originally claimed.
h i t stdl not as sharp as those posed by Rainariujan. Neville arid Krishnamachary
colicludc their remarks by writing. "hlr Rarnaiiujam's assertion is seen t o be cred-
ible. but more powerful means must be used if it is to be proved." The problem
still appears to be open.
QUESTION
605 (JIILIS 6. P. 239; 7 , PP. 191-192). Show that. uihen x = m,

(.r+ a
(3.1-+ n -
-

+ +
+
b)!(X.r+ 2b)!(9.r a + b)!
r.)!(3.r (1 - b c)!(12.r 3b)!
=
+ g.
This result is a straightforward application of Stirling':; forrriula.
T H E PROBLEMS SUBMITTED BY RAMANUJAN 49

On page 346 in his second notebook, Ramanujan stated a much more general
result. Under certain prescribed conditions on m , n, &. B,. a k , and b,, 1 5 k 5
m, 1 1 3 1 n ,

Question 605 is easily seen to be a special case of (9.3),and is one of several examples
offered by Rainanujan on page 346. For proofs of (9.3) and the aforementioned
corollaries. see Berndt's book [23, pp. 340-3411.

10. Geometry

QUESTION662 (JIMS 7 , PP. 119-120). Let AB be a diameter and B C he a


chord of a circle ABC. Bisect the m,inor arc B C at M ; and draw a chord B N equal
to half of the chord BC. .Join AAI. Describe two circles with A and B as centers
and AAl and B N as m d i i , cutting each other at S and S',and cutting the given
circle agazn at the points A1' and N' respectively. .Join A N and Biil intersecting
at R, and also join AN' and BAT' intersecting at R'. Through B draw a tangent to
the given circle, meetin,g AAl an,d AA1' produced at Q and Q' respectively. Produce
AN and AllB to meet at P. and also produce AN' and AlB to meet at PI. Show
that the eight points P , Q, R , S , S1,R', Q', PI are cyclic, and that the circle passing
through these eight points is orthogonal to the given circle ABC.
This result appears in Entry 7(iv) of Chapter 19 in Ramanujan's second note-
book, and a proof can be found in Berndt's book [22, pp. 244-2461, The problem
was reproduced in Mathematics Today [174].a journal for students of mathematics
in Indian high schools and colleges. A total of 24 solutions were received.
QUESTION 755 (JIMS 8 , P. 80). Let p he the perimeter and e the eccentricity
of a n ellipse whose center is C. and let CA and C B be a semi-major and a sema-
rninor axis. From CA cut off C Q equal to C B , and also produce A C to P making
C P equal to C B . From A draw AN perpendicular to CA (in the direction of CB).
From Q draw QAl making uiith QA a n angle equal to Q (which is to be determined)
and meeting AN at A l . Join PA1 and draw PIV making with PA1 a n angle equal lo
half of the angle A P M , and meeting AN at N . W i t h P as center and P A as radius
descrihe a circle, cutting P N at K , an,d meetzng PB produced at L. T h e n , i f
arcAL
--
p
- -
arc AK 4AiV'
trace the changes In 4 when r varzes from 0 to 1. In partzcular, show that Q = 30"
when e = 0; Q + 30" when e + 1 ; Q = 30" when e = 0.99948 nearly; Q assumes
the mznzmum value of about 29"58f1 when e zs about 0.999886: and 6 assumes the
marzmum value of about 30O44:' when e as about 0.9589.
Question 755 appears as Corollary (ii) in Section 19 of Chapter 18 in Ramanu-
jail's second notebook; a proof can be found in Berndt's book [22, p. 1901. LI. B.
Villarino [206] has obtained irnproveinents for the approximatio~isgiven in the last
part of the problem.
We arc grateful to Richard Askey, hlichael Bennett. David Bradlej-, Heng Huat
Chan. David Dummit. Gergely Harms, Adolf Hildebrand, LIichael Hirschhorn.
50 BRUCE C . BERNDT, YOUN-SEO CHOI, AND SOON-YI KANG

Robert Larnphrrc. Jtrry Lange. Frank Olver, C. A. Rrddi. Bruce Reznick. Haakon
IIkadcland. Keiineth S. Williams. arid the referee for helpful comments and refer-
Cll('CS.

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OF I L L I N O I S . 140!) VVEST ( ; I ~ E E N S T R E I ? ~ ' .


I ~ E P A R T M EONF T~ I A ' I H E \ I A T I (I.SI\.EKSITY
'S.
I - R H A N ATI.I.INOIS
. 61x01. ITSA
E-mazl address: berndt@math.uiuc.edu y-choi2@rnath.uiuc.edu kang@math.uiuc.edu
Some Examples of Moment Preserving Approximation

B. Bojanov and A. Sri Ranga

Dedzcated to Professor L.J. Lnnge o n his 70-th annzversary.

A s s l ' r r ~ c ~In. this paper we give examples of rriornent preserving approx-


imations produced by tlie generating functions and the kernel polynomials
associated with orthogonal and similar polynomials.

1. Introduction.
Any squarr integrable function f ( x ) on a finite interval ( a , h ) is completely
drternliilecl by its moments

Therefore the moments are important characteristics of f . Then the problem of


coiistructing an approximation of f of preassigned type that preserves as many
monlerlts off as possible is of some interest. The general question of constructing an
approximation from the linear space spanned by 72 given functions wo. w l , . . . , % I , , 1
that preserves twice as inany (that is, 2n) moments of a given function f with
respect to another fixed system of functions p o , ~. .~. ,, Q , 1 , . . . was considered in
111.
MTegive here some cxainples of moment preserving approximations spanned by
generating functions and kernel polynomials associated with the orthogonal poly-
nomials and the orthogonal L- polynon~ials. The following proposition which is a
specification of the rrlethod developed in [l]is the basis for the note.
T H E O R E1.1.
M i l s s u r r ~ ethat y 1 and y . are
~ rectifiable curves ( i n particular, tin-
ear segments). A s s u m e th,at G(w, z ) i s a given integrable f i m c t i o n o n y, x 22. Let
h(w)and g(z) be f i ~ n ~ t i o nintegrable
s respectively on yl a n d 72. A s s u m e also t h a t
t h e quadrature jorrnula

1991 Mnthematacs Subject Clnssificntaon. Prirnary 41A45; Secondary 41A55.


This research was supportctl by the grants CNPq (300341/87-3) and FAPESP (96107748-3)
of Brasil.
58 B. BOJANOV AND A. SRI RANGA

is exact for the functions

, 171.

preserves the moments p k ( f ) = Jy, f ( ~ ) $ ~ ( u ) ) h ( w ) dIc w , 0 , 1 , . . . , m, o,f the


function

Proof. Assume that 0 5 Ic 5 m,. Using the assumptions of t,he theorem we get

= ll h(w){o(w)j4*(w)dw
= iik(O)

and the theorem is proved. As a particular case of this theorem we get the following.
COROLLARY 1.2. Let h ( w ) be a given zntegrable function on y. Assume that
G ( w ,t ) is any integrable function on y x [c,dl such that

is a n algebrazc polynomial of degree <


Ic i n t for each k = 0 , 1 , . . . , 2 n - 1 . Let
g ( t ) be any non-negative weight function on [c,dl. Assume that {t,);' and { a , ) ; '
are respectively the nodes and the coeficients of the n-pomt Gaussian quadrature
formula associated with the weight function g ( t ) on [c,dl. Then the approximation

preserue.s 2n m o ~ n e r ~ t ps ,L ( f ) = j'? h ( w )f ( w ) w h d w . k = 0 , 1 , . . . ,271. - 1. of the


function
SOME EXAMPLES O F MOMENT PRESERVING APPROXIMATION 59

Proof. Assume t,hat 0 < k < 2n - 1. Using the assumptions of the corollary we get

Since L, h ( w ) G ( w t)wkdw
, is a polynomial of degree <
2 n - 1 in t we can compute
the integral with respect to t exactly by the Gaussian quadrature. Thus

and the corollary is proved.


Remark: If G ( w ,t ) . in addition to the requirements of the corollary. satisfies the
d
condition G ( w ,t)g(t)dt= 1. then it follows that o ( w ) preserves 2 n simple mo-
ments of the weight function h ( w ) . That is

In the following sections we give several examples of generat,ing functions and


kernel functions that satisfy the requirements of the above corollary.

2. Generating functions.
, (x),. . . be a system of orthogonal polynomials on [a,b ] , finite or
Let P o ( x ) Pl
infinite, with respect to a given weight function h ( x ) . Let
X

G ( s ,t ) = c,,PI,(x)tl'

be the generating function of this system. For any polynomial Q ( x ) of degree <k
we clearly havc

I1
since the Fourier coeficirnts b,, (Q) = h ( r ) Q ( x P,,
) ( x ) d sof Q with respect to the
system {P,,) are equal to zero for n > I;. Thus G ( x ,t ) satisfies the nlain conditions
of corollary 1.2. As an immediate consequence the corollaries given below hold.
60 B. BOJANOV AND A. SRI RANGA

We have, see for examplr. [ 3 ] ,

where TI,( x ) are the Tchebycheff polynomials of the first kind. Then
COROLLARY 2.1. Let F ( t ) be any non-negative function o n [ - I , 11 which van-
ishes at most o n a set of measure zero. Let { t , ) ; and {a,);' be the nodes and
coefJicients of the Gaussian quadrature rule associated with the weight function
g ( t ) = ~ ( t ) / d omn [ - I , 11. T h e n the rational approximation

preserves 272 moments PL( f) = L1


1
f ( x ) x L d x ,k = 0 , 1 , . . . .2n - 1 , of the
functzon

For X > 0, let P;')(.c) be the Gegenbauer polynomials. It is known (see [3])
that they are orthogonal with respect to the weight function { 1 - x 2 ) ' p 1 / 2 in [-I. 11
and

Then corollary 1.2 implies


COROLLARY 2.2. Lrt { f , ) ; and { a , ) ; be the nodes and coeficzents of the Gauss-
t a n quadrature rule wzth resppct to the wezght g ( t ) = F ( t ) { l tL)'-'/' on [ - I , 11.
-

T h e n , for X > 0, the approxzmatzon

1
preserves 2 n moments p~( f ) = J", f ( x ) x L ( l ~ ~ ) ~ " ' / ~k: d= r0 , l . . . . ,272
- - 1. of
the functzon

Again, if X = 1, then a ( s ) is a rational approxirnatioii.


Finally from e2'"' - CT=C=o{H,, ( x ) / n ! ) t Uwhere
. H,, are the Hermite polyno-
mials. we obtain
COROLLARY 2.3. Let { t , ) ; and { a , ) ; be the nodes and coeficients of the Gauss-
ian quadrature rule with respect to the weight F ( t ) e p " on ( - C G , ~ ) . T h e n the
exponential polynomial
SOME EXAMPLES OF MOMENT PRESERVING APPROXIMATION 61

preserves 27-2, moments PI,( f ) = J_Xlcf ( x ) x L e - " d x . k = 0 . 1 , . . . ,2n - 1 , of the


functzon

3. Kernels from the Christoffel-Darboux sums.


\Ye now consider the kernel polynomials

where PI, are the orthonorrnal polynornials associated with the weight function h ( t )
in the interval [a,b].
T H E O K3.1.
E ~ ~6 % ~any
. n,on-negat,ive function F ( t ) the polynomial

where { t , ) ; and { a , ) ; are the nodes ond coeficzents of the Gausszan rule wzth
respect to the wezght functzon g ( t ) = F ( t ) h ( t ) ,preserves 2 n moments p k ( f ) =
J: h ( x )f ( z ) r L d r .k = 0 . 1 , . . . ,271 - 1 . of the polynolnzal

where b J ( F )= J(: h ( t ) F ( t ) P , ( t ) d tare the Fourier coefficients of F ( t ) .


Proof. It is seen that the function

L: h ( x ) K 2( x ,t ) z L d x=

is a polynomial of degree <


k . Then we can apply corollary 1.2 to conclude that
a ( x ) preserves 271 moments of the function

which is a polynomial of degree N. This completes the proof.


Note that if N 5 272 - 1 t h m b,(F) = [ c : h ( t ) ~ ( t ) ~ j ( t =
)dC
t :'la,PJ(t,),
J = 0, . . . . X . Hcnce a ( x ) and f ( r ) are the same polynomial.

4. Generating functions of orthogonal L-polynomials.


Let y be a rectifiable curve symmetric about the origin. Let the function h(w).
integrable on y. be such that h(-ul) = h ( w ) . If the sequence of rrionic polynomials
{P,,(v,)} defined by
62 B. BOJANOV AND A. SRI RANGA

exists. then we may call it, in accordance with [3]. a sequence of orthogonal polyno-
mials in relation to the function h ( w ) on y. These polynomials satisfy the recurrence
relation

with P o ( w ) = 1, Pl (u:) = w and where a,,+, # 0 for n 1. >


Assuming y n S = 0, where S = { w : %(w)= 0 and 15(u1)1 > m),
it has
been shown recently in [2] that the monic polynomials B,,( v ) . 71 0. given by >

where w ( v ) = ( v - , 8 ) / ( 2 6 ) ,a > 0 and p > 0 , satisfy the properties

with B o ( v ) = 1, B l ( v ) = ZI - p. If v is a zero of B,, (v) then p 2 / v is also a zero of


B7l ( v and

Here the curve F , which is the image of y by the mapping w + I ) , is such that for
any v E l- also P"7: E I?. The function [ ( I ) )= c ~ n s t . v - ' / ~ h ( w ( vintegrable
)), in r,
is such that

The sequence { v - ~ ( 1 z + 1B,


) / (2v~) ) ,which can be called a sequence of Laurent
polynomials (or L-polynomials), have its elements orthogonal to each other in r
with respect t o the weight function [ ( v ) .
One interesting case for the curve y that we consider here is

y, = { W : R ( w ) = 0 and - < 5 ( w )< m).


The image of yl,under w ( v ) . is then the circle given by F 1 = { v : 7r = pelo, -71- <
0 < 7r).
Now let G ( w ,t ) be a generating function for the sequence of monic orthogonal
polynomials {P,,( w ) ) such that

G ( w ,t ) = c,, Pn ( w ) t n .

Then

is a generating function for B,, ( v ) and further

From (4.1) this last equation means that J , & ( u , t )u"[(u)dv is a polyrlonlial of
degree k in t . Now we can state the following theorem.
SOME EXAMPLES O F MOMENT PRESERVING APPROXIMATION 63

THEOREM 4.1. Let w ( v ) = ( v - 1 ) / ( 2 & ) . T h e n the real monzc polynomzals


B,(1
( u ) . n > 0 , where
~ ! , ' ) ( ~ ) = 2 ( 7 f i ) ~ ~ T ~ ( - i w n( 1> ~1 ), ) ,

where C is the unit circle { u : u = e'" -K < 6' < K ) . T h e recurrence relation

' ( v ) = 1 , B ,( 1 1 ( u ) = ( v - 1 ) and
wzth B,(,' B:' ' ( 2 1 ) = ( v - 1)'+2v, holds. Consequently
B $ ~ ' ) ( U ) = ll" + (-I)", n > 1.
Furthermore.

Proof. From the Tchebycheff polynomials TI,( u t ) . n 2 0, wp obtain that the real
monic polynomials
P r L ( w=
) 2Pr'" ( z ) " ~ (, -, i w ) , n > 1,
satisfy the orthogonality property

where yl = { w : % ( w )= 0 and - 1 < S(w)< 1). From the recurrence relation and
+
t ) ,= ( 1 - z u t ) / ( l - 2wt t 2 ) for T, ( U I ) we obtain
the generating function ~ ( " ) ( w

G(w, f ) = G(' I ( - i w , it/2) =


2(2 - w t )
4 - 4 w t - t"
= 2 P o ( w ) -t C
P,,(w)tn
rt=l
Hence the application of the transformation lc(z1) = ( 1 1 - /3)/(2&), with a = 0 =
1, gives the required results of the theorem.
Now by considering the function G(' ) ( [ I , t / u ) we obtain from (4.2) and corollary
1.2 the following result.
COROLLARY 4.2. Let g ( t ) be m y n!on-negative function o n the interval [c,dl.
Let us also assume that 1 @ [c,dl. If {t,);' and {a,); are the nodes and coeficients
of the G a t m i a n quadrature rule associated with th,e weight function g(t) o n [c,dl,
then the rational approximation,
64 B. BOJANOV AND A. SRI XANGA

preserves 2 n moments pr;(f ) = Jr. f ( v ) v " l / ( l + v ) ) d v , k = 0 , 1 , . . . , 2 n - 1, of the


function

In the same way, now by considering the Gegenbauer polynomials piX).we


obtain the following results.
THEOREM 4.3. Let w ( v ) = ( v - 1 ) / ( 2 & ) . Then for X > 0 the real monic
polynomials B!Y")
( v ), n 0 , where>

satisfy

where C is the unit circle { v : 2) = e d B-T


? < 0 < T ) . T h e recurrence relation

(G.X)
with B,j"")(v) = 1 and B, ( v ) = ( v - I), holds. Furthermore,

Consequently
COROLLARY 4.4. Let g ( t ) be any non-negative function on the interval [c,dl.
Let us also assume that 1 $ [c,dl. If { t , ) ; and { a , } ; are the nodes and coeficients
of the Gaussian quadrature rule associated wzth the weight function g ( t ) on [c,dl,
then the approximation

+
preserves 2n moments p k ( f ) = Jc,f ( v ) v k { ( v 1 ) 2 X 1 / v ' ) d v ,k = 0,1,. . . ,2n - 1,
of the function

5. Kernels from orthogonal L-polynomials.


We consider the rnonic polynomials ( v ) . n 2 0. defined by
B,,

where ((11) is e weight function such that the moments pn, = J, < ( v ) d vexist for
all rn - 0 , & I , f2.. . . . It is known that when the hankel determinants H,(-") and
SOME EXAMPLES O F MOMENT PRESERVING APPROXIMATION 65

HA-"+'), n >
0 , associated with the moments are different from zero then the
polynomials B,, ( v ) exist and satisfy
(5.2) B n + l ( v ) = ( v - Pn+l)Bn(v) - ~ n + ~ ~ B n - l ( v ) , 2 1,
with B o ( v ) = 1, B l ( v ) = v - PI, /31 = p ~ / p - 1 ,and for n > 1

It is easily seen that po = p~ and p, = a,+lp,-l for n 1. >


Polynomials such as B,(v), when r C ( 0 ,co),were first studied in [5] in the
context of the strong Stieltjes moment problem. Fa- more information about poly-
nomials defined this way and the associated or+;~ogonalL-polynomials see for ex-
ample [4],[6] and [7]. Note that the polynomials considered in the previous section
are a particular case.
Now we consider the kernel polynomials

Using the recurrence relation (5.2) one can show that


(5.4) -
+
K N ( v , t ) = B N ( u ) B N ( ~( )Y N + ~ P A T B N - I ( ~ ) B+
N Q- ~N( ~+) ~ ~ N ~ ~ t )~, N - z ( ~ ,
with K o ( v ,t ) = 1 and ~1 ( v ,t ) = B I ( v ) B l( t ) +~2P1.

Proof. For k >N , the result is immediate from (5.1). For 0 5 k 5 N - 1, we


obtain the result by proving the equivalent result

From (5.3) we have for any N 2 0,

For 1 <k <N - 1, from (5.1) and (5.4)

Now we are able to prove the result (5.5) by induction. We assume that F'LNP2)(t)=
(N-2)
pN-2tk for 1 5 k 5 N - 3 . Since ~ i ~ - ' ) ( =
t )P N - ~and H N P 2 ( t )= p N - 2 B N - 2 ( t ) ,
(N-2)
the assumption leads also to F N _ , ( t ) = p N - z t N - 2 . With these results the relation
(5.6) immediatly gives F L N ) ( t )= pNt"or 1 k < <
N - 1. The initial conditions
for the induct,ion are clearly seen. This completes the proof.
As consequences of this theorem we have the following results.
66 B . BOJANOV AND A . SRI RANGA

If t l ,t 2 ,.: . , t12are distinct numbers then, for N >n and i = 1 , 2 , .. . , n . letting


C k 1c l K . v ( u . t , ) = 0 we obtain from

that K ( u . t J ) .j = 1 , 2 , . . . , n are linearly independent. Here e, ( 1 , ) are the Lagrange


polynomials associated with t l ,t 2 ,. . . , t,, . Also from the quadratic form

K\ ( t , ,t , ) } " ,=1 > 0 . Hence, we obtain from corollary 1.2


1

T H E O R E5 M
. 2 . Let the functzon F ( t ) be such that g ( t ) = t V $ ' ( t ) < ( t ) zs non-
negatrve zn [c.d] and the zntegral J~~ t v i n l g ( t ) f ( t ) d t ezzsts for nl = 0 , 1 , . . . . Let
{t,);" and {a,);' be the nodes and coeficzents of the Gausszan rule wzth respect to
the wezght g ( t ) . T h e n the polynomzal

preserves 2n moments, ph ( f ) = Jr 2 1 'f ( P ) I ~ ~ < ( V ) ~ kU .= 0 , l . . . . .2n - 1, of the


polynomzal

6. Rational moment preserving approximations.


As mentioned in [I],the problem of constructing a fimction from span { y o ,y l ,
. . , ur1-1)that has given moments po. p1, . . . prL-l with respect to the system
0 0 , Q1. . . . ,4,, I is trivially characterized by the determinant
-

here h ( x ) is a fixed weight function on [ a ,b]. Precisely, the linear system of equations

for k = 0 , 1 , . . . , rj - 1, in unknowns bo, b l , . . . , b,,-, has a solution if and only if


D f 0 . In other words, given the moments { p L ( f ) ) l ( of a certain function f
with respect t o po. 4,. . . . , @,, 1 , there exists a unique approximation of the form
-

+ + +
bo+o (x) bl yl ( x ) . . . b,, _ $I, 1 ( x ) that preserves the monlents of f , provided
-

D f 0 . We shall consider in this section the particular case when {Oo, @ I , . . . , 4,1-I }
is the algebraic system
SOME EXAMPLES O F MOMENT PRESERVING APPROXIMATION 67

and {vo,$,. . . . , yn-l } is the system of rational functions

where t l < t 2 < . . . < t,, are any fixed points which do not lie in [a,b]. We assume
that these points are inside the interval [c,dl. where [a,b] n [c.d] = 0. Let us uote
first the following sirnple fact.
L E M M A6.1. For any weigh,t function h ( r ) o,n [a,b] we have

Proof. Assume the contrary Then tllcre exist numbers bo, bl , . . . , b , , 1 , at least
one bJ distinct from zero, such that

This implies

And thus. there exists a non-zero rational function of the forrn P ( x ) / Q ( x ) ,P E


-ir,,-1, which is orthogonal to every polynomial of degree n - 1. Then P ( r c ) / Q ( x )
should have at least n sign changes in (a,b), which is clearly impossible. Thus
Do # 0. The lemma is proved.
As an immediate consequence of this lemma and the remark at the beginning
of this section, we deduce that for every function f and ever\ polynomial Q,, (I.) =
(x- ( x-t ) ( x t,,) with zeros {t,}; lying outside [a.b ] . there exists a
-

rational function of the forrn ( . r ) / Q , , ( x )with P,,-1 E xi,- 1 which has the
.
same moments ,uo(f ) , pl ( f ) . . . . p i l l ( f ) as f with respect to the algebraic systern
1, x , . . . , x l . Now c011sider the question: Does there exist a rational function
Pn ( x ) / Q T( Lx ) which preserves 2n moments of f ' If so. Pi, 1 ( x ) is completely
- -

defined by Q , , ( z )and consequently by the poles t l , t 2 .. . . . t,, . Indeed, P,,-1 ( x ) and


Q,, ( x ) should satisfy the system

Since Q,, ( x ) ,sQ,, ( x ) ,. . . ,xri-I Q,,( 2 ) can be written as linear corrlbinatio~lsof s'.
J .
= 0 , 1 ,. . . 2n - 1, we get in particular that

h x s , r - , x h = 0, /c = 0 . 1 , . , n - 1.

which means that P,,_1 ( x ) is the polynomial of best L2-approximation of the func-
tion f ( s ) Q , (, x ) . Thus,
68 B. BOJANOV AND A. SRI RANGA

where {L,) is the system of orthonormal polynomials with respect to the weight h ( t )
in [a,b]. Thus the computation of the moment preserving rational approximation
Pn-1 ( x ) / Q , ( x )t o a given function f , if it exists, is reduced t o an non-linear problem
of determining the zeros t l ,t a , .. . , t, of Q,(x). In view of theorem 1.1 such an
approximation exists and it is completely determined if f can be presented in the
form

with some integrable non-negative function g(t) on [c,dl. Indeed, in this case one
can show as in the proof of lemma 6.1 that the functions

constitute a Tchebysheff system on [c,d] for each m. Then by theorem 1.1,

where {a,) are the coefficients and i t j ) are the nodes of the Gaussian quadrature
formula for the system {Q,,)?-l on [c,d ] corresponding to the weight g(t).
The question of convergence of P,- 1 ( z ) / Q ,( z ) to

as n tends t o cc is of some interest. The estimation of the remainder


n

can be simplified applying the following scheme. Given z @ [c,dl choose a function
Q,(t)from span {%, . . . @ z n - l } such that

To determine Q, uniquely we can impose additional interpolation conditions on Q,,


say, of the form

a t some points yl < . . . < yn from [c,dl. In particular one can choose y, = t,,
j = 1,.. . ,n, in which case Q, is the Hermite interpolant with double nodes a t
t l , . . . , t,. Having chosen @ we rewrite the remainder as

=
d
9 ( f ) d t-
z-t
ld +
Q,(t)g(t)dt L d
@(t)g(t)dt
SOME EXAMPLES O F MOMENT PRESERVING APPROXIMATION 69

hIaking use of the fact that

(since the Gaussian quadrature formula for the Tchebycheff system Q o , . . . , @212-
integrates exactly a),
and because interpolates 5
at t l . . . . . t,, . we get

Thus the problem of estimating the remainder is reduced to the estimation of L-


approximation of the particular function A
by interpolating functions from span
{ @ 0 , . . . Q2ri-1).
1

Let us apply this scheme in the case [a.b] is replaced by a circle r of radius
r > 1 and centered at z = 0. Choose [c,d] = [-I, I ] and h(x) = 1. Then we get

where

and p ( u ) is an algebraic polynomial. Clearly. by the Cauchy theorem, @ is a poly-


nomial too. In fact,, in this case Q k ( t ) is simply equal to t" Now, by the Newton
interpolation formula

where q ( t ) := ( t - y l ) . . . ( t - y,,). Since

we get

R(f;
-
- Qr,( z ) q ( z )
1' g ( t ) Q r l ( t ) ~ ( tdt)
z-t
-
-
1 '(') ' ( ' )
z-t
- -I
+ Q, ( t )4 2 )
z-t
dt

The integral of the first term in thc square brackets above is zero since ( q ( t ) - q ( z ) )/
( z - t ) is a polynomial of degree n - 1 and thus the integral can be computed exactly
by the Gaussian quadrature formula (which gives a value 0 since Q,, ( t ) vanishes at
the nodes). Therefore the next elementary estimate

yields that / R(f ; z ) 1 tendh to zero as n tends to rx, for z far from [ - I , 11.
B. BOJANOV AND A. SRI RANGA

References
[I] B. Bojanov and L. Gori, Moment Preservzng Apprommatzons, Math. Balkanzca (New Series),
t o appear.
[2] C.F. Bracciali, J.hl.V. Capela and A. Sri Ranga, Symmetric orthogonal L-polynomials zn the
complex plane, in Orthogonal Functions, Moment Theory and Continued Fractions: Theory
and Applications, (W.B. Jones and A. Sri Ranga, eds.), Lecture Notes in Pure and Applied
hlath. 199, Marcel-Dekker Inc., New York, 1998, 57-67.
[3] T.S. Chihara, An Introduction to Orthogonal Polynomzals, Mathematics and its Applications
Series, New York: Gordon and Breach, 1978.
[4] W.B. Jones, 0. Njastati and W.J. Thron, Two-point Pad6 expansions for a famzly of analytzc
functzons, J . Comput. Appl. hlath. 9 (1983), 105-123.
[5] Ur.B. Jones, W.J. Thron and H. Waadeland, A strong Stzeltjes moment problem, Trans.
Arner. Math. Soc. 261 (1980), 503-528.
[6] A. Sri Ranga, Another quadrature rule of highest algebrazc degree of preczszon, Nurncrische
Math. 68 (1994), 283-294.
[7] A. Sri Ranga, Symmetrzc orthogonal polynomials and the assoczated orthogonal L-
polynomzals, Proc. Amer. Math. Soc. 1 2 3 (1995), 3135-3141.

N T~IATHEMATICS,
D E P A K ~ X I EOF LNIVERSITYOF SOFIA,BLVD. J , u ~ ; sBOUCHER
5. 1126
SOFIA.BULGARIA
E-mazl address: borisQfmi . m i - s o f ia.bg

DCCE. IBILCE. IJNI\.ERSIDADII ESTADUAL PAULISW( L T E S P ) . 15054-000 SXo Josf: DO


RIO PRETO.SP. BRAZIL
E-mazl address: rangaQnimitz. d c c e .ibilce .unesp. br
C o n t e m p o r a r y Mathrrnatics
Volume 236, 1'39'3

Relations between certain symmetric strong


St ieltjes distributions

C. F. Bracciali

Dedzcated to L.J. Lange on the occaszon of hzs 70"' bzrthday

ABSTI~A~ We
T .consider strong Stieltjes distributions $ ( t ) that satisfy
t" d q ( p 2 / t )= - ( P 2 / t ) & d * ( t ) ,
for t t ( a ,b ) C (0, m). 2w integer, 0 > 0, and the orthogonal Laurent poly-
nomials related to ~ ( t )We . study some relations that appear between these
distributions when 2w is odd and 2w is cven. Further results concerning an
example arc given.

1. Introduction
Connections between the theory of moments. continued fractions, Pad6 approxi-
rnants and orthogonal polynomials are well known (see, e.g., Akhiezer [Ak] and
Chihara [Ch]).Analogous relationships can be found in the study of two-point Pad6
approximants, continued fractions that correspond to two series. strong moment
problems. and orthogonal Laurent (or L-)polynomials (see Cochran and Cooper
[ C C ] ,and Jones et al. [ J N T 2 , J T W ] ) . In this work we consider strong Stieltjes
distributions, the related continued fractions and orthogonal L-polynomials.
Let 0 < /? < b 5 co,a = p L / b and $ ( t ) be a real, bounded and nondecreasing
function on (a, b ) , with infinitely many points of increase in (a, b ) such that the
moments
h
(1.1) p = ( ni = 0, *I, *2, ... ,

all exist. With these conditions $(t) is a strong Stieltjes distribution function on
c
( a ,b) (0, oc).
We consider the sequences of mouic polynomials of degree n,B: ' ( z ) , n 2 1.
r = 0, *I, 5 2 , ... , defined by the conditions

1991 Mathematzcs Subject Classzficatzon. Primary 42C05, 33A65; Secondary 30R70


The author was supported by CNPq of Brazil Grant #200244/95-7.

@ 1999 A r n r r i c a n M a t h e m a t i c a l Society

71
72 C. F. BRACCIALI

The main properties of these polynomials can be found in a paper by Sri Ranga
[ S r l ] . These polynomials are related to the orthogonal Laurent polynomials studied
by Jones et al. [ J N T l , J N T 2 , J T W ] .
From the results given in [ S r l ] , it is easy to prove that the polynomials B:)(z).
>
n 0, r = 0, 11, k 2, ... , satisfy the three term recurrence relation

(.I , ( r ) > 0, a,+,


with B:;')(z) = 1, B r r ) ( z )= HI (r)
> 0, n > 1.
It is well known that the Stieltjes function given by

has the following asymptotic power series expansions

and

For any strong Stieltjes distribution, the Hankel determinants of order n ,


defined by HA")
= 1, and

for n = 1 , 2 , ... and m = 0, +1, k 2 , ... , are positive. Hence there exist rational

P1 P2
fi+ll+_i+,+...+- Zn+r + lower other terms
Pn+r-1
z z zJ
B?) ( z ) +
- p P 1 - p P 2 z - . . . - p-n-rzn-T-l higher other terms

when expanded accordingly. These rational functions form the two-point Pad6 table
for the two series.
From the three term recurrence relation (1.3), we see that the polynomials
B?' ( z ) , n >
0, r = 0, 1 1 , 1 2 , ..., are the denominators of the nth convergents of
the M-fraction

The polynomials A ; ) ( Z ) are the numerators of the nth convergents of this continued
fraction.
RELATIONS BETWEEN CERTAIN STRONG STIELTJES DISTRIBUTIONS 73

2. C o m p u t i n g t h e coefficients a$) a n d )3:/


We will display the coefficients of the three term recurrence relation (1.3), a?)
and p:), in the Q' - p table

The coefficients a:) and PC), n > 1, r = 0, f l , f 2 , ..., can be obtained from
the moments p,, r = 0, f 1 , f 2, ... using the quotient difference relations, for n 2 1,

with crj') = 0 and pir) = p r / p r l , for all values of r , (see McCabe [Mc]).
We now set Y~:)( -
- pn + F'rom the equations (2.1), we see that

while

and

Substituting (2.3) in (2.2), we obtain

and

Then from (2.3),

These relations can also be derived from the algorithms given in a paper by Jones
and Magnus [ J M ] .
74 C. F. BRACCIALI

Hence, if the coefficients a:) and ~$1"are known for a fixed r then, from (2.1).
we can calculate the coefficient ~ 1 ( +' I ) as follows
p!r+l) = + &1
We can calculate the coefficients a!,'") and p;;'"), > 2, using (2.4), then
for n

(2.5)
&+I' = (T) Pn + %+I
(7)

=P
d:),,) + a:;i1
(Tj
an (T)
+ a:? ' +

P,-, + CUP) '

The coefficients a:-'' and @c--ll', for n > 2, can be calculated similarly from

3. The Syw, P, b] distributions


We now consider the strong Stieltjes distributions, denoted by Syw, P, b] dis-
tributions, that satisfy the symmetric property

The moments for these distributions satisfy the equation


p7,, = p + i u " ~ - m - 2 w , m E Z.
These distributions were presented in the general case, S J [ w , P, b] distributions.
in Bracciali, McCabe and Sri Ranga [BMS]. They have been studied by Sri Ranga
et al. [ S r l , S A M ] , for the cases when w = 112 and w = 0, where they are denoted
by ScS(a, b) and ScS(a, b) respectively. They also were treated in an article by
Common and McCabe [ C M ] , for the particular case when w = 0 and = 1.
In [BMS] it has been shown that for an S J [ w , P, b] distribution, the related
polynomials B," (
(z), n >
0, r = 0, & 1 , 5 2 ,... and the coefficients and ~2).
>
n 1, r = 0, 51. *2, .. ., satisfy some symmetric inversive properties, namely,
for 2d odd and = $ - w,

and

for 1 = 0; *1,*2, ... . While for 2w even and j = -w

and

for 1 = 0>*l, f2, ...


RELATIONS BETWEEN CERTAIN STRONG STIELTJES DISTRIBUTIONS 75

If d @ ( t )is an S y w , 0,b] distribution, it is easy to show that, for m E 2,


(3.6) +
t m d $ ( t ) is an ~ " w m , P, b] distribution,
and
(3.7) (t + P)"%$(t) +
is an ~ " [ w m / 2 , 0 , b] distribution

4. Some relations between the S ~ W0,,b] distributions d $ " ( t ) and d y P ( t )


We now use the notation w" and d Q O ( t )when 2w is odd and w' and d Q f ' ( t )
when 2w is even.
From the properties ( 3 . 6 ) and ( 3 . 7 ) we see that the following result holds.
T H E O R E4.1. M Let d $ " ( t ) be a n S3[ w OP,
, b] distribution where 2w0 i s odd and
d $ " ( t ) be a n S y w " , p, b] distribution where 2we i s even. T h e y satisfy the equation
(4.1) d$"'t)=(t+/?)d$f'(t), t~ ( a , b ) ,
or the equation

(4.2) d q e ( t ) = t + U d @ ~ ( t ) , t t ( a ,b ) ,
zf and only if

For the case 2w0 odd, then in ( 3 . 2 ) , J = jO = - w O . While for 2w' even. in
( 3 . 4 ) ,j = j e = -w". Ram the above theorem wO = we + i,
hence j" = j'. We set
J = j 0 = j e , to simplify the notation.
If we set
d+;(t) = tJ&,ho(t) and d$,"(t) = t J d + " ( t ) ,
then. from the properties (3.6) and ( 3 . 7 ) . we obtain
+
d$$(t) is an ~ " [ w " j , P, b] = S J [ 1 / 2 ,0,b]
and
d$$ ( t )is an S" [we j , + p, b] = s"[o,
0,b].
While from ( 4 . 1 ) and (4.2), we see that

Since d$,"(t) is an S"1/2, /3, b] distribution and d$;(t) is an S 3 [ 0 ,P, b] distri-


bution, we may extend some results given in a paper by Sri Ranga and McCabe
[SM] and in a paper by Sri Ranga [Sr2]. If we consider the distributions d+,"(t)
and d~+$ ( t ) related by
d+y(t) = (t+ (t),
then the coefficients ,!$" and a${, n > 1. with respect to d$,"(t), and the coeff-
cients $,('I and a:$ n 2 1, with respect to d$$(t) are related as follows

where 1;:' = \/76("/86(fl and 76(j) = + ,(I) n + l , n 2 1.


76 C. F. BRACCIALI

They also are related by

,o(j)
where l k l l = -- n+llp 1, n > 1 and I!:) = 1. We need to calculate the coefficient
1P - 1
l p ) from @ J ) .
On the other hand, if we consider the relation

t
then the coefficients pi('), u ~ y !,B$)
, and a:?!, n > 1 , are related by

,o(j)
where l g ) = - n+llP + 1 , n > 1 and 1 f ) = 1.
(3
ln-l 1 +
5 . Example

We consider the S ~ Wp, ,b] distribution defined on ( a ,b ) ;

where 0 < /3 < b < CQ, a = P"b and 2w E 2.

T H E O R E5.1.
M For the S"w,@, b] distribution defined by (5.1), and for any
w > 112, some of the coeficients a t ) and p;), from the recurrence relation (1.3),
are given by
= p, a , f o r r > j,
- n > r+2w+ 1,
(5.2)
,&) = P,
( T I
an+, = a , f o r r 5 j , n > -r + 2,
where

and
- w, for 2w odd
j = { 1
w , for 2u, even.

It means that some of the coefficients a$) and p::) are constants and equal to
a and p respectively, and they appear in a stair shape in the a - P table. It is easy
to visualize this behaviour from some examples of the a - P table.
RELATIONS BETWEEN CERTAIN STRONG STIELTJES DISTRIBUTIONS 77

For example, for w = 112 and j = 0, some of the coefficients a:) and ,Or)
related to the distribution

For w = 1 and j = -1, the distribution

yields the a! - table

I ( I
That is
d,')=P, a:,7 . ) = a , f o r r > - 1 , n>r+3,
P?) = P, a,+l = a , for r 5 -1, n -r + 2.
While for w = 3/2 and j = -1, the distribution
78 C. F. BRACCIALI

yields the a - P table


p!~) a(r) pri pf) Pri ('1 ijjc) ..
2 3 4

That is

Similarly, for w = 2 and j = -2, the distribution

d$(t) =

yields the a - fl table

That is
pp = 0, a;:) = Q, forr>-2, n>r+5,
P:;) = P,
(1.1
a,+, = a , for r 5 -2, n > -r + 2.
We now prove Theorem 5.1.

PROOF.
For w = 112, in Sri Ranga [Srl] we find that

/3!,")=P, n > 1 , afi=2a and 71 +1 =a, n > 1 .

From the equations (2.5), we see that for r > 0 and n 2 r + 2 ,


@:)
= /3 and a$) = a.
RELATIONS BETWEEN CERTAIN STRONG STIELTJES DISTRIBUTIONS 79

While from the equations (2.6), we see that for r < 0 and n > -r + 2 ,
)3:/ =o and =a.
Hence, the result (5.2) holds for i~ = 112.
To show the result for w = 1 , we use the relation
d q O ( t )= ( t + P)d$" ( t ) .
I We set
1
d$"(t) = dt, w" = 112
Jb-tJt-a
and

Since we know that


p;(C = p, n 2 1, = 2a, and a,,+,
40) = a , n 2 1,
then using (4.5), we obtain

where 1 = d m . This last result can be found as an example in Sri Ranga


and McCabe [SM].
We also know that for w = 1 ,

We then conclude that for w = 1 ,

p:,-l) = p p)
rl+l a, - n 2 3.
From the equations (2.5), (2.6) and the above coefficients & ' ) and a!,'), we
can see that
PA') = P, a:,') = n , for r > -1, n > r + 3,
(r)
=P, a,,+, = a , f o r r < -1,
(T)
n > -r+2,
hence. the result (5.2) holds for w = 1.
To show the result for w = 312, we use t,he relation

(t P ) d q ( f ) .
d$"(t) = - +

t
80 C . F. BRACCIALI

We now set

and
t
d$O(t)) = t+/3d+'(t) =

Since we know the coefficients p:'


obtain
pi-I' = p,

0'-1' =
Z
p, a:;:) = , n > 3,
where 1 = d m .
Again using (2.5) and (2.6) we can see that
p r ) = p, a:) a, forr>-1, n > r + 4 ,
=

~ 2= )P, crril
= a , for r < -1, n > -r + 2 ,
and then conclude that the result (5.2) holds for w = 312.
Similarly we prove the result for w = 2 , 5 / 2 , 3 , 7 / 2 ,... .
From Theorem 5.1, we see that the M-fraction (1.4),for the distribution defined
>
by (5.1) with w 112, can be written as

The function

represents the limit of the periodic continued fraction


ff z ffz ffz
- - -
z-p - z-p - z-p - ...
+
for k = r 2w when r > j and k = -r +
2 when r 5 j , with j = - w when 2w is
odd and j = -w when 2w is even. From (5.3) we obtain

Then the continued fraction is equal to the rational function


A L ) ( z )- g ( z ) A r l 1( z )
~ f ( z) ) - g ( z ) B ~ J( z )'
for k = r + 2w when r > j and k = -r + 2 when r < j .
When we set w = 0 in the distribution ( 5 . 1 ) , we obtain
l + 6 l t dt.
(5.4) d$(t) = d m d z
RELATIONS BETWEEN CERTAIN STRONG STIELTJES DISTRIBUTIONS 81

THEOREM 5.2. For the S 3 [ w ,P, b] distribution defined by (5.4), some of the
coeficients a t ) and P?), from the recurrence relation (1.3), are related by

for r even, and

for r odd.
The a - P table for the distribution (5.4) is given by

In Sri Ranga and Bracciali [SB]it was proved that

where
QIP
(5.8) lo = 1, ll = -
lo 1 +
2a1' + 1 , and 1,=1+
1 + ln-1 , n22.

In this special case

From the relations (3.5) with j = 0 and 1 = 0, we obtain

(5.10) 0:) = P L,$)


1,- 1
n+l = +( 1 ) nL1.

PROPERTY
5.1. The coeficients l,, n 0, defined by (5.8) or (5.9), satisfy

where 1 = Jl+(ylP. W e define 1:+, + 1n+21n (1:+, - 1 ) = 1, for n < 0.


82 C. F. BRACCIALI

PROOF. For n = 0, the result follows directly from (5.9). For n > 0, from t,he
relation (5.8), we have

After some simple manipulations with lz+l + ln+21n (L;+, - l ) , we obtain the
result. 0
We now can prove Theorem 5.2.
PROOF. From the relations (2.5), we construct the row with superscript (2) in
the cu - p table using the row with superscript (1) given by (5.10), we then obtain

P1(2) -
- P1(1) + 0 2(1),

Hence, using Property 5.1, we obtain

and
0); =p p, = Qp,n > 3.
Similarly, using the relations (2.5) we obtain the result for the rows with superscript
(3),(4),(5),... .
From the relations (2.61, we construct the row with superscript (-1) in the
cu - table using the row with superscript (0), given by (5.7), we then obtain

Hence, using Property 5.1. we obtain

and
(-1) - (1)
P~=P:), a,+, -.,,+,, 7223.
Similarly. using the relations (2.6) we obtain the result for the rows with superscript
(-21, (-3), (-41, ... . 0
RELATIONS BETWEEN CERTAIN STRONG STIELTJES DISTRIBUTIONS 83

In addition, for the distribution defined by (5.4): the coefficients a f i l and at:i,
satisfy the property

We can prove this result by substituting (5.7) and (5.10) in (5.12), that is, for
TL > 1)

Now using the relations (5.8), we obtain (5.12).

Acknowledgement. The author is grateful to the referee for the helpful suggestions,
resulting in improvements to t,he initial version of this paper.

References
[Ak] N.I. Akhiezer, The classzcal moment problem and some related questzons i n analyszs, (trans-
lated by N. Kemmer), Oliver k Boyd, Edinburgh/London, 1965.
[BMS] C.F. Bracciali, J.H. McCabe, A. Sri Ranga, O n a symmetry zn strong dzstrzbutzons, in Con-
tinued Fractions and Geometric Function Theory, (L. Lorentzen. 0. Njastad, and F . Ronning,
eds.), J . Comput. Appl. Math., t o appear.
[Ch] T.S. Chihara, An zntroductzon to orthogonal polynomials, Gordon & Breach, New York,
1978.
[CC] L. Cochran, S. Clement Cooper, Orthogonal Laurent polynomials on the real line, in Conti-
nued Fractions and Orthogonal Functions, Theory and Applications, (S. Clement Cooper and
W.J. Thron, eds.), Lecture Notes in Pure and Appl. Math., 154, Marcel-Dekker, New York,
1994, pp. 47-100.
[CM] A.K. Common, J.H. McCabe, The symmetric strong moment problem, 3. Comput. Appl.
Math 67 (1996), 327-341.
[JM] W.B. Jones, A. Magnus, Computatzon of poles of t w o - p a n t Pad6 approximants and thew
lzmits, J . Comput. Appl. Math. 6 (1980), 105-119.
[JNTl] W.B. Jones, 0. Nj&tad, W . J . Thron, Two-point Pad6 expanszons for a famzly of analytzc
functzons, J . Comput. Appl. Math. 9 (1983), 105-123.
[JNTZ] W.B. Jones, 0.NjLstad, W . J . Thron, Orthogonal Laurent polynomials and the strong
Hamburger moment problem, J . Math. Anal. Appl. 98 (1984), 528-554.
[JTW] W.B. Jones, W.J. Thron, H. Waadeland, A strong Stzeltjes moment problem, Trans. Amer.
Math. Soc. 261, (1980), 503 528.
[Mc] J.H. McCabe, A formal extension of the Pad6 table to include two-poznt Pad6 quotzents, J .
Inst. Math. Appl. 15 (1975), 363-372.
[Srl] A. Sri Ranga, Another quadrature rule of hzghest algebrazc degree of preczsion, Numer. Math.
68 (1994), 283-294.
[Sr2] A. Sri Rangs, Companzon orthogonal polynomzals, J . Comput. Appl. Math. 75 (1996), 23
33.
[SAM] A. Sri Ranga, E.X.L. de Andrade, J.H. McCabe, Some consequences of a symmetry i n
strong dzstrzbutions: J . Math. Anal. Appl. 193 (1995), 158-168.
[SB] A. Sri Ranga, C.F. Bracciali, A contznued fractzon assoczated with a special Stieltjes functzon:
Comm. Anal. Theory of Contin. Fractions 3 (1994), 60-64.
[SM] A. Sri Ranga, J.H. McCabe, O n pairwise related strong Stieltjes dzstrzbutions, Det Kongelige
Norske Videnskaders Selskab 3 (1996), 3 12.

DEPARTAMENTO DE C I ~ N C I A
DES COMPUTA~AO
E E S T A T ~ T I CIBILCE-CNESP,
A. 1505,1-000,
SXo J o s i DO RIO PRETO,S P , BRASIL.
Current address: School of Mathematical and Computational Sciences, University of
St Andrews, North Haugh, St Andrews, KY16 9SS, Scotland, UK.
E-mazl address: cleonicet3dcce. ibilce .unesp. br
Contemporary M a t h e m a t i c s
Volume 236, 1999

Estimates of the rate of convergence for certain quadrature


formulas on the half-line

Adhemar Bultheel, Carlos Diaz-Mendoza, Pablo Gonzhlez-Vera,


and Ramon Orive

! Dedzcated to Jerry Lange on the occaszon of hzs 70th birthday

ABSTRACT.We investigate the rate of convergence of so-called n-point Gauss


type quadrature formulas t o integrals of the form f (x)da(x) where cu is
a general distribution function on [0, m) and where f is analytic and admits
a Laurent expansion in @ \ (0). The general results are then applied in the
+
special case where dcu(x) = x u exp{- (xY xpY))dx, a E E% and y E (1/2, m).

1. Introduction
I
Let a be a general distribution function on [0,co). We consider quadrature
formulas of the form Ckl
,A, f (x,,) with positive weights A ,, > O and with real
knots x,, > 0. If these quadrature formulas are exact for all integrals I , ( f ) =
h,""f (x)da(x) where f is an arbitrary Laurent polynomial of the form C y = P pa,xJ
where p = p(n) and q = q(n) are nonnegative integers such that p + q = 2n- 1, then
these are called n-point Gauss type quadrature formulas. If we want to investigate
the behavior of these quadrature formulas as n + m with both p ( n ) and q(n)
tending to co, then it is natural t o consider integrals ST
f (x)da(x) where f (z) =
fkz%uch that xr="=,
f k zk and C p = l f P k z k represent entire functions. This
class generalizes in a natural way the Laurent polynomials.
In this paper we shall give rates of convergence for these n-point Gauss-type
quadrature formulas. In Section 2 we introduce the necessary notation and defini-
tions. The main results are introduced in Section 3 and in Section 4 we apply these
general results to the special case when d a ( x ) = xa exp{-(x? +
x-Y))dx, a E IR
and y E (112, co).

1991 Mathematics Subject Classijicatzon. Primary 65D30; Secondary 41A21.


The work of the first author was performed as part of the project "Orthogonal systems and
their applications" of the FWO under grant #G0278.97.
The work of the other three authors was supported by the scientific research project of the
Spanish D.G.I.C.Y.T. under contract PB96-1029.

@ 1999 American M a t h e m a t i c a l Society

85
86 A. BULTHEEL, C. D~AZ-MENDOZA,
P. GONZALEZ-VERA, AND R. ORIVE

2. N o t a t i o n a n d definitions
Let a ( x ) be a distribution function on [0,m ) , i.e. a real valued, nondecreasing
function with infinitely many points of increase such that the moment function

exists and is finite in the Lebesgue-Stieltjes sense. Define the moments

For simplicity, we assume that co = 1. Denote

whenever the Lebesgue-Stieltjes integral is defined and finite. Let { ~ ( n ) ) , , ,be


~ a
sequence of nonnegative integers such that 0 p(n)< <
2n - 1 for any n. Now,
because of (2.1), all the moments ck, k E Z are finite and a polynomial Q,, of exact
degree n (unique up to a multiplicative factor) can be constructed satisfying

Let {x,,);=, be the zeros of Q,, , then there exist positive weights {A,l,)~=:L=l
such
that

>
where IIk ( k 0) denotes the space of polynomials of degree k at most. For p and
q nonnegative integers, we write for subspaces of Laurent polynomials

where A is the space of all Laurent polynomials. Take L E A-,(,,),,(,; ( ~ ( n ) + ~ (=n )


2n - I), then, since L ( z ) = X-P(")P(X) with P E II2,,-1, one has

where ,A,, = zyp)~,,,> 0, j = 1, . . . , n. The expression

will be called the n-point Gauss-type quadrature formula for d a ( x ) in A_,,(,),,(,).


Observe that I,,(L) = I,,(L) for any L E A_,(,) ,(,,). For further details about these
quadrature formulas see [ B D M G V 0 9 7 a ] ,[ B D M G V 0 9 7 b ] ,J B D M G V 0 9 8 1 .
In this paper we shall be concerned with the convergence of these quadrature
formulas for functions admitting a Laurent expansion valid in C \ (0). That is we
RATEOFCONVERGENCEFORQUADRATURE 87

study the convergence of I n ( f ) when f is a Lebesgue-Stieltjes integrable function


with respect to d a ( x ) on [0, m ) which is of the form

f + (2) and f -(1/z) being entire functions. This class of functions f is clearly the
most natural generalization of the Laurent polynomials.
We now introduce two functions R, and r, which we shall use to control the
size of respectively the largest and smallest node x,, as n + m. These R, and
r, are two arbitrary functions defined on [I, m ) which satisfy the following condi-
tions: R, > 0 and r, > 0, R, is monotonically increasing and r, is monotonically
decreasing, and
(2.5) X'X
lirn R, = cx and max{x,,, : 12 j < n ) 5 R,,
(2.6) lim r,
x-X
=0 and min{x,, : 1 <j < 7%) > rTL.
Thus xjn E [ r n , R n ] ,j = 1, . . . ,n,. n E N.
In the rest of this paper we also assume that the sequences ~ ( n and
) q(n) are
both nlonotonically increasing and that they satisfy
lim p(n) = lim q(n) = m.
TZ"X n-x

Next, we introduce two monotonically increasing functions which will measure


the degree of exactness of the formulas I,( f ). Set
(2.7) v(x) = min{n : q(n) 2 x), x > q(1)
and
(2.8) V* (x) = min{n : p(n) > x), x 2 p(1).
This gives the degree of exactness since
I,(x3) = I u ( J ) ( x 3 ) and I,(xp3) = 1,*(3)(x-3), V j E N.
Assume that

lim p(n)
-- =8 E (0, I ) .
2n n i x

By (2.7) it immediately follows that

Hence

Since limn,, ~ ( n =) m (recall that lim,,, q ( n ) = m), we get

Similarly, by (2.8) and (2.9), one obtains


n
lirn --- = 6 .
2u*(n)
88 A. BULTHEEL, C. D~AZ-MENDOZA,P. GONZALEZ-VERA, AND R. ORIVE

The functions which we introduce next, will enable us t o formulate convergence


results to be given in Section 3 in a more elegant form. These functions are

(2.12) $(8) = - %n)


lim -
n-co R 2(1-8)
n

and

Furthermore we introduce
lldn)
- ^in
p ( 0 ) = lim -
n+m Ra
2(1-8)

where

and Q, the nth monic orthogonal polynomial for x-p(")da(x). We also need the so
called Christoffel function of degree m for the distribution da,(x) = x-(p(")+')da(x)
a s given by

IP(z)
K m ( z , a n )= sup - --
12
IIPII~'
where IIPII: = I P ( x ) ~ ~ ~ ~ , This
( x ) .allows us t o define

For any entire function f ( z ) = CEOf j z j , we define its order by


- logn-"
p(f) = lim -
" 1%
'" Ifnl
and if 0 < p ( f ) < oo,its type is
- n Jf n ( ~ ( f ) l "
~ ( f=) lim , e = exp(1).
ep(f)
Finally, for s > 0, the indices C R and o r are defined by

For more information and properties on several of the notions that were in-
troduced, we refer to [Mha96]. There one can also find in greater detail several
(polynomial) results that are related to some of the problems we discuss in this
paper for the case of Laurent polynomials.
RATEOFCONVERGENCEFORQUADRATURE 89

3. Rates of convergence
In this section we give the main results about the convergence o f the quadrature
formulas I , ( f ) , n = 1 , 2 , . . . as defined in Section 2. T o understand better the
technical aspects, we start with two lemmas which give the relation between the
parameters p, T and a . They are basically contained in [Lub83].
LEMMA3.1. Let f +(a) = x,& f;zj be an entire function.
a ) Suppose that for some q f > 0 and c+ > 0, R , < (c+x)'Jffor suficiently
large x . Then
i ) p ( f + ) < l / q + =+ a R ( f + ;s ) = 0 , V s > 0
4
+ a R ( f t ; s ) < (c+s e r ( f i ) / q + ) ,Vs > 0
+

ii) p ( f +) = l/q+
b ) Suppose that for some q: > 0 and cf > 0, R , > (c;x)qf for suficiently
large x . Then
i ) p ( f + ) > l / q ; + a ~ ( f +s ); = cm,V s > 0
ii) p ( f + ) = l/q: + o R ( f i ; s ) > ( c f s e r(ft)/q:) 4:
,Vs > O

REMARK3.1. I f R , = ( K X ) ~ 'then
, equality holds in a)ii) and in b)ii),so that
a R (f + ; S ) can be estimated exactly in terms o f T ( f +).
T h e following lemma gives the analog for entire functions in l / z .
LEMMA3.2. Let f - ( z ) = C,"=lf ~ z - jbe an entire function.
a ) Suppose that for some q- > 0 and c- > 0 , l l r , 5 (c-x)q- for suficiently
large x . Then
i) p(f-) < l / q + a , ( f ; s ) = O , V s > O

b ) Suppose that for some q, > 0 and c l > 0 , l l r , > (c,x)q; for suficiently
large x . Then
i ) p ( f - ) > l / q , + a , ( f P ; s ) = m, V s > 0
-

ii) p ( f -) = l/q; > (c;s e r ( f - ) / q ; ) " , V s > 0


+ a,( f - ; s)

Now, taking into account that q ( n ) > 0 , we have C,"=, X j , = co = 1. Thus,


from the definition o f R, and r,, the following lemma can be deduced.
LEMMA3.3. Let I , ( f ) = CGl X j n f (x,,) denote the n-point Gauss-type quad-
rature formula for I,( f ) i n A-p(n).q(,), ( p ( n )+ q ( n ) = 2n - 1). Then

W e prove one more lemma.


90 A. BULTHEEL, C. D~AZ-MENDOZA,P. GONZALEZ-VERA, AND R . ORIVE

LEMMA3.4. Assume that f = f + f - is given as in (2.4). Furthermore


suppose that Q ( 0 ) and I/$* ( 0 ) as given b y (2.12) and (2.13) are both finite. Assume
also that a R ( f T ;&)Q(O) < 1 and a , ( f - ; $ ) / + * ( 0 ) < 1. T h e n

PROOF.
We have to prove that
Cx

and Ia [=fyz-3) =xf-~a(~-~)


Cx

3=1
3

We shall only prove the second equality since the first one is proved in a completely
similar way. By the dominated convergence theorem [Rud74, Theorem 1.341, it
is sufficient t o prove that CEl 1 f J - 5 - 3 1 is a Lebesgue-Stieltjes integrable function
with respect t o d a ( x ) on [O, m). Since f - ( z ) = C,:, fJ-zPJ is holomorphic in
?t \ (0) where 6 = C U {m} is the extended complex plane, we can write

Because JbX x P J d a ( x )5 x - J d a ( x ) , b > 0, it results that

Thus we have t o check that the series C,:, f J - I O ( x p J )is absolutely convergent.
Now by c) in Lemma 3.3, one has

l If;
l f ; l I I a ( ~ - ~ )= l l I u * ( J j ( x - 95 lf;lr;2(J)

To simplify the notation we set s = s ( 0 ) = a , ( f P ; $ ) / $ * ( O ) . (Recall that by


assumption s < 1.) Thus, there exists some no such that for all n no >

Choose p > 0 such that T/ = ~ ( 0=) ps = s + < 1. Then

Thus the series C3E1


fJPIa( T - 3 ) converges absolutely and the lemma is proved.
RATEOFCONVERGENCEFORQUADRATURE 91

We are now in a position to state the first result concerning the estimate of the
rate of convergence of the sequence I , ( f ) , n = 1 , 2 , . . . of Gauss-type quadrature
formulas.
T H E O R E3.5.
M Let f ( 2 ) be a function satisfying (2.4) and suppose that ~ ( 8 )
and I / $ * ( $ ) as given b y (2.12) and (2.13) are both finite. Assume also that
a r i ( f T ;&)+(O) < 1 and a , ( f p :$ ) / $ * ( H ) < 1. Then

where

PROOF. By (2.4), set f = f+ +f- with f + ( z ) = CJ>O=,


fTz3 and f p ( z ) =
C,:, f;zp3. Thus, with E, = I, - I,,

En(f) = En(f+)-En,(f-)

By the previous lemma, we know that

Thus, since I n ( f )= I , ( f ) , b'f E we can write


IX: X

C
f:En(x3) +
E n ( f )= f[En(~-~). C
3=dn)+l 3=p(7~)+1
We study the convergence of both series in the right-hand side separately. First
we consider the series x3Eq(n)+lf +E,(xj). From the definition of u ( x ) in (2.7),
Lemma 3.3, and the monotonicity of R,, it follows that
sup 1 f j t l l " l I a ( s ~ )- I T L ( d ) I 1 /=
~ sup 1 ~ ~ ~ I I ~ ( ~ ) ( Z IJ 1 ), ( x J ) l l ' ~
-
3>dn) 3>dn)
SUP I~;~/~(R:(~)+R;)~/J
3>4(71)

SUP 1
< 21/q(7L)
-
3>~(7~)

Then
liln
n-x
<
sup ~ ; I ~ / J I E ~ ( Z J ) ~ "lim
-I
1 c - x
sup 1f;i1~'~~~!~~
J>~(TL) 3>q(7~)

( 31
= lim sup ( f,+ll/%- -
11-X
3>dn) Z(l-0) R-L ( 1 - 8 )

Observe that since limn,, q ( n ) = cc and S 1 fT


U ~ ~ > ~ ( ~~
, ) ' /
2(1-R)
Jis monotonically
R ~
decreasing. it holds that
92 A. BULTHEEL, C. D~AZ-MENDOZA,P. GONZALEZ-VERA, AND R . ORIVE

We now proceed as in the proof of the previous lemma. By hypothesis, we know that
a R ( f + ;&)+(0) < 1. Take p > 1 such that 77 = g(0) := p o ~ ( f +&)$(0)
; <
1, then there exists an no = n"(p) E N SO that for any n > no by (3.1)

and consequently

Thus, one sees that the series CZq(,)+,


If; 1 1 I, (xj) - In(xj) 1 is convergent and it
follows that

I,
n-x
(2j=q(n)+l
5 77l-O

As the left-hand side in the last inequality does not depend on the parameter p, we
can replace p by 1 so that

On the other hand, by assuming that a,( f -; $)/+*(8) < 1, and proceeding as
above, it can be shown that

Finally, by (3.2) and (3.3) and the fact that

the proof follows. 0


Next, a lower bound for the rate of convergence of the sequence { I n ( f ) ) will be
given (compare with Lemma 3.8 in [Lub83]).
LEMMA3.6. Let f be a function given by (2.4) with nonnegative coeficients,
i.e., f;> 0 and f3- 2 0. Then
a ) I,(f) < cc if and only if CEOf;cj + CEl f3-c-j < 00
b) If I a ( f ) < m , then E n ( f ) = I a ( f ) - I n ( f ) 2 ~nf;,)+l + PnfGn)+l where
m = j", ) d aPrL
~ ~ ( x ) ~ x - p ( ~ ~ and ( x=) Qn (0)-' lom
Q ~ ( x ) ' x - ( P ( ~')da(x).
)+
RATEOFCONVERGENCEFORQUADRATURE 93

PROOF. a) Since the partial sums in CpO


f:xj and C z l f;x-j increase
monotonically for x E ( 0 ,co),the proof follows from Lebesgue's monotone
convergence theorem [Rud74, Theorem 1.261.
b ) B y part a) in this lemma, we can write

On the other hand, from the error expansion for In( f ) (see [BDMGV098])

E , ( x ~ )) 0 , 'v'k E Z.
Hence

(3.4) 1. l
E n ( f ) 2 fpjn)+l~ , ( ~ - ( p ( n ) +) l+) f z n ) + l ~ , ( ~ q ( n ) +
Let us denote b y L n ( & x ) the Hermite interpolant from A-,(n),q(n) for
the function 4,at the nodes XI,, . . . ,x,, of the quadrature formula. B y
[BDMGV097b],it follows that

E, ( x k )= I , ( x k - L, ( x k ;x ) ) .

Taking k = q(n) + 1 , then

Therefore,

Now, for k = -(p(n) + I ) , we have


~ , ( ~ - ( p ( " ) +;lx)) = x - ( ~ ( ~ ) +
[ll-) k n Q n ( x ) 2 ]

with kn = Q n ( 0 ) - 2 > 0 as it can be easily checked. Hence

and this yields

The proof now follows from (3.4), (3.5) and (3.6).

We conclude this section with a number of corollaries of the previous results.


COROLLARY3.7. Let $ ( 8 ) and l / $ * ( 8 ) be finite. Under the same conditions
as i n Lemma 3.1 and Lemma 3.2 and Theorem 3.5, the following holds.
a) If P( f') < l / q + and p( f -) < l / q - , then
lim
n+x
I I a ( f ) - ~ ~ ( f ) l l=J 0.
~"
94 A. BULTHEEL, C. D~AZ-MENDOZA,P. GONZALEZ-VERA, AND R . ORIVE

b) If p(f +) = l/q+ and p( f - ) < l/q-, then

provided that o R ( f + ; &)$J(O) < 1.


c) If p( f +) < 1/q+ and p( f -) = l/q-, then

provided that a,.(f p ;$)/$*(8) < 1.


d ) If p(f +) = l/qf and p( f -) = l/q-, then

n i x
iIa(f) - 1 , ( f ) 1 ~ ' ~ ~ < m a ~ { q +rl-)l~ (q+, q- as above)

provided that a R ( f +&)$(O)


; < 1 and ar(f-; $)I$*(@)
< 1.
REMARK3.2. In the above corollary we have assumed that there exist positive
constants c+, c-, q+ and q- such that for sufficiently large x: R, 5 (c+z)gt and
r;' 5 (c-x)q-. When in both of these relations equality occurs, then it can be
checked that the estimates of the rate of convergence are less than 1.
Now, making use of Lemma 3.6 and definitions (2.14) and (2.17), it follows that
COROLLARY 3.8. Let f be a function as given i n (2.4) with nonnegative coef-
ficients such that I,(f) < m . Then

Finally, we can state


COROLLARY 3.9. Under the same hypotheszs as zn Lemma 3.1, Lemma 3.2,
and Corollary 3.8, we have
a) If p ( f + ) > 119: or p ( f -1 > l/qF , then
lim
TL-x
IIa(f)
- 1~,(f)1'/~'" m .

b) If p( f + ) = l/q; and p( f - ) = l/q,, then

n-x
''>
IIa(f) - ~ n ( f ) l ~ / ~nla~{77:,77F),

4. An application to a family of distributions


The general results of Section 3 will now be applied to a family of weight func-
tions introduced in [LLMF95]and also studied in [BHMF96]. Such weight func-
tions were also considered in our previous papers [BDMGV097a, BDMGV097b,
BDMGV0981. Throughout this section, the distribution will be given by
(4.1) d a ( x ) = A,(x)dx = xu exp{-(xY + X - ~ ) ) ~ X , x E (0, m )
RATEOFCONVERGENCEFORQUADRATURE 95

where the parameter a E IR is not relevant for our results. The important parameter
is y E (112, m ) . Let {A,) be a sequence of nonnegative integers such that 0 <
A, 5 2n and satisfying (2.9). Let us denote by h,,(x,w,) the mth orthonormal
d z by h,,(x, w,) the corresponding mth
polynomial with respect to x p X n w 7 ( ~ ) and
monic orthogonal polynomial, i.e.,

+
where h,,,(x, w,) = K,, (wy)xn' lower degree terms.
For our further development, and to make the paper more self-contained, we
recall several results contained in [LLMF95],[BHMF96],concerning the zeros of
h,,,(x, w,) which are needed t o estimate the rate of convergence.
THEOREM
4.1. i) Let { ~ ~ , , ) 3 nbe, ~ the zeros of h,,,,(z,w,). Then. there
exzst posztzve constants R,, T, and K > 1 such that z,, E [Tn/K,KR,,]
where
1 11-7
+
o(n117) and + o(nl'~)
[X
rn = ?B(-,)I
Lw,
with B ( y ) = 6 T(-r+l) and r ( z ) being the Euler Gamma function.
ii) If 0 5 8 < 1 , then

Furthermore, i f 2 = 8 + o(&) as n + oo, then

Set A, = [T,, R,] and (compare with (2.16)

where //PIIz= I P ~ , ( X ) ~ ~ X ~ ~ ~ ~ W ~ ( ~ ) ~ Z .
Let @a,,
(z) be the conformal transformation mapping the exterior of the unit
circle onto \ A,, , preserving the point at infinity:

with T,,(z) = (z - R, ) (z - T,, ). Moreover ga,, (z; m) and gat,(z; 0) are the Green
functions of A,, with pole at infinity and a t zero respectively. Note ga,, (z; m ) =
1% P A , ,(z)l.
For a given Bore1 measure ,LL we let V,(z) = log Iz-tlp1dp(t) be its logarithmic
potential.
With this notation. we can formulate:
4.2. Let d(z, A,,) denote the dzstance from z to A,, . Then
THEOREM
4 z ,A n ) K f 1 ( z , ~<? )I ~ A , , (z)jexp{w,, - 2V,,, (z)}
96 A. BULTHEEL, C. D~AZ-MENDOZA,P. GONZALEZ-VERA, AND R . ORIVE

where p, is the solution of the following equilibrium potential problem

+ + +
2vp,,( 2 ) x - J x - ~ An log x
{> =Wn; x E supp(pn)
wn; x E itjs u p p ( p n )
with w,, the corresponding equilibrium constant.
Furthermore, it holds V z E C that
en(^; f-,) + 2Vp,, ( 2 ) + [ 2 n - AnIgA, ( 2 ;m ) + An [log lzl + gA, ( z ;0 ) ] = W n ,
where 8,(z; f,) zs the solutzon of the Dzrzchlet problem for the functzon f,(x) =
xY +
x P Y o n An whzch zs gzven by

These t w o theorems enable u s t o state t h e following


THEOREM be a sequence of nonnegative integers with 0 5
4.3. Let { P ( ~ ) ) , ~ W
p(n) <
2 n - 1 . Assume that (2.9) holds. Let I,( f ) be the n-point Gauss-type
quadrature formula i n with q ( n ) = 2 n - 1 - p ( n ) for the distribution
dcu(x) = wy ( x ) d x , x E [0,c o ) with w, ( x ) given by (4.1). Then, for any function f
satisfying (2.4) it holds that
1-8

n-x

PROOF.By Part i) o f Theorem 4.1, t h e functions R, and r , as defined i n


Section 2 can here b e taken t o b e ( K > 1 )

1 20
(4.4) .
and r , = ( K ? y- B
- ~ ()7 )
Thus

$(O) = lim -
n-x RL2(1-8)
b y (2.10). O n t h e other hand
rv*( n )
$*(el = lim,L+x
-=
r L(1-8,
' ~ n-x
( ~ )
v*(n)20
l / =
, 1.

T h e proof now follows b y T h e o r e m 3.5. 0


THEOREM 4.4. Let f be a function as given by (2.4) with nonnegative coefi-
cients. Assume that I,( f ) < co. Then, under the same conditions as i n Theo-
rem 4.3, it holds that

with

with K given by (4.4).


RATEOFCONVERGENCEFORQUADRATURE 97

PROOF. By Corollary 3.9, we only need lower bounds for p(B) and for ~ ( 8 )
which were defined in (2.14) and (2.17) respectively. We have

p(f3) =
- 'Yn
lirn -
l/s(n)
-- with
n+.x. R ~ ( ' ~ 1
7, = 1cX2 A

h:, (x)x-P(")w, ( s ) ~ x .

Thus y, = [~,,(w,)]-~ with K,,(w,) given by (4.2). Now, by (4.4) and Part ii) in
Theorem 3.5, it can be easily deduced that
1
~ ( 0=) 4(eK)lly '

On the other hand, by (2.17) and (4.3), one has

Here K,(z, w,) denotes the Christoffel function associated with x-(p(,)+l) wy (5),
while K, (z, w,) represents the one corresponding t o x-p(")w, (x). For our purposes,
we can use K, (z, w,) instead of K, (z, w,).
Now recall that A, = [?, R,], hence d(0, A,) = F,. Thus, by Theorem 4.2, it
follows
/aAn (0)1 2 n + 1 - p ( n ) e ~ ( n l )i m - o (log ~ z ~ +(uz :,~ )e) ~ n ( ~ . f , )
Kn(0,wy) 5
iTF,

Therefore

It is known that
b -a
(z; m ) - log lzl) = - log Cap [a,b] = - log -
lirn {g[a.61
Iz/-= 4 '
(log Cap is the logarithmic capacity) and since g ~ (z; , 0) = gA,l (1/z; m), (we de-
note A;' = {z : l / z E A,})
lirn {ga,,
z-0
(l/z; m ) + log Izl} = - log Cap A;'
which gives
-
R, - f,
(4.6) 2-0
lim {gA, (z; 0) + log lzl} = - log -.
4R, F,
By the definition of O,(z; f,), we have

where

and it holds that

~ ( y :=
1 qy+i/2)
J;; r'(7 + 1) =
) lim. ~ , ( y )= -
n-cx
1
;l d-dx.
X,

x(1 - 2)
Therefore
lim & ( O ; f,) -
-
-W?)- = -B(?)l_H'
B
n-x RZ l i n ~ , ~(RnFnlY
-~
or equivalently
(4.7) n-x
lim B,(O, fY)TI; = -B(?).
Thus, by (4.5) and ( 4 . 7 ) , we find after some calculations that
-
- r&g
28
1
lim 2- 4 K e l / r
TL-x &(o, uY)l/p(n) '

This proves the theorem. 0


To end this section, we apply the results for the family of distributions (4.1) to
certain integrands f . We consider integrands which can be described as follows.
Let
35 X

k=O k=O
be given, with f l ( z ) and f 2 ( l / z ) entire functions. Then consider integrands f ( z ) =
) , that
f l ( ~ ) f 2 ( ~SO
X T

3 =0 j=1

where

In order to fix the ideas, let us take

Thus

and
X

:
f = "' x
/=I
(@)'
(21)!(21 + k))!
Now by ( 4 . 4 ) , we can write
2(1 - 0 )
R, = ( K ' x ) " ~ , with K' = K Y -------
?W?) . >I
RATEOFCONVERGENCEFORQUADRATURE

and

where B(y) is given in Theorem 4.1. We can deduce (s > 0)

while

So, by Theorem 4.3, we have for any a,,6 E R and y > 1,


lirn IIn(f)- ~ ~ ( f )=l0.
~ l ~ ~
7L'X

If y = 1, then one has:

G IIn(f)- ~ ~ ( f ) / <
n i x
l /rnax
~"
2(1 - 8)

When considering the so-called balanced situation where p(n) = n for all n (see
[JNT83]),then obviously 8 = 112 and we then have

where the last equality holds because of the relation between K , K' and K"

References
[BDMGV097a] A. Bultheel, C. Diaz-Mendoza, P. Gonzblez-Vera, and R. Orive, Quadrature on
the half lzne and two-poznt Pad6 approximants to Stieltjes functzons. Part II:
Convergence, J . Comput. Appl. Math. 77 (1997), 53-76.
IBDMGVO97bI A. Bultheel, C. Diaz-Mendoza, P. Gonzalez-Vera, and R. Orive, Quadrature o n
the half line and two-point Pad6 approximants to Stzeltjes functzons. Part III:
T h e unbounded case, J . Comput. Appl. Math. 87 (1997), 95-117.
A. Bultheel, C. Diaz-Mendoza, P. Gonzilez-Vera, and R. Orive, O n the conver-
gence of certazn Gauss-type quadrature fonnulas for unbounded intervals, Math.
Comp. (1998), Accepted.
M. Bello-Hernandez and A. Martinez-Finkelshtein, Zero asymptotics of Laurent
orthogonal polynomials, J . Approx. Theory 85 (1996), 324 342.
W.B. Jones, 0 . Njbstad, and W . J . Thron, Two-poznt Pad6 expanszons for a
family of analytic functzons, J . Comput. Appl. Math. 9 (1983), 1 0 5 1 2 4 .
G. L6pez-Lagomasino and A. Martinez-Finkelshtein, Rate of convergence of two-
point Pad6 approxzmants and logarithmic asymptotics of Laurent-type orthogonal
polynomzals, Constr. Approx. 11 (1995), 255-286.
D. Lubinsky, Geometric convergence of Lagrangzan interpolatzon and numerzcal
zntegration rules over unbounded contours and zntervals, J . Approx. Theory 39
(1983), 338--360.
H.N. Mhaskar, Wezghted polynomial approxzmatzon, World Scientific, 1996.
W . Rudin, Real and complex analysis, 2nd ed., McGraw-Hill, New York, 1974.
DEPARTMENTOF COMPUTERSCIENCE,K.U.LEUVEN,LEUVEN,BELGIUM
E-mail address: Adhemar. BultheelOcs .kuleuven. ac .be
URL:http://www.cs.kuleuven.ac.be/-ade/

DEPARTMENT ANALISISMATH.,UNIV. LA LAGUNA,TENERIFE,SPAIN


E-mail address: cjdiazQul1. es

DEPARTMENT ANAIJSIS MATH.,UNIV. LA LAGUNA,TENERIFE,SPAIN


.
E-mail address: pglezQul1 es

DEPARTMENT ANALISISMATH.,UNIV. LA LAGUNA,TENERIFE,SPAIN


E-mail address: rorive(0ull.es
Contemporary Mathematics
Volume 236, 1999

Wavelets by orthogonal rational kernels

Adhemar Bultheel a n d Pablo Gonzblez-Vera

Dedicated to Jerry Lunge on the occasion of his 70th birthday

ABSTRACT. Let L , be the space of polynomials or rational functions of degree


n at most with poles in a prescribed set of numbers inside the unit disk.
Consider a complex inner product with respect to a finite positive measure on
the unit circle. Suppose {$k);=o is the corresponding orthonornal basis for 13,.
-
Set n = 2, and V, = L,. Then k, ( z ,w ) = C;=,, $k (z)$k( w ) ,is a reproducing
kernel for V,. For fixed w , such reproducing kernels are known t o be functions
localized in the neighborhood of z = w . Moreover, by an appropriate choice
of the parameters {Enk);=O,the functions {cp,,k(z) = kn(z,E,k));=, will be
an orthogonal basis for V,. The orthogonal complement W , = V,+1 8 V, is
spanned by the functions { $ ~ , , k ( z--
) 1,(z, q,k));=: for an appropriate choice
of the parameters { l l n k ) ; ~ ~where I, = kz, - k, is the reproducing kernel
for W,. These observations form the basic ingredients for the construction
of rational wavelets on the unit circle with respect to an arbitrary positive
measure.

1. Introduction
The main motivation for this paper is the basic observation that was made by
Fischer and Prestin [FP97]in the case of polynomials on the real line.
This observation is that a reproducing kernel in a reproducing kernel Hilbert
space has the property that it is a localized function. If 'H is a Hilbert space of
functions defined on some set X c @, then it is called a reproducing kernel Hilbert
space if there is a kernel function k , E 'H (w E X is a parameter) such that
(f,k,) = f(w)for all f E 31,wE X. It has the remarkable property that it gives
the solution of infpEX{llf 11 : f (w)= 1,w E X) namely f = k w / k w(w). This can
be interpreted as follows: without the constraint f (w)= 1, the solution would be
f = 0. The constraint forces f to take the value 1 a t w, but the optimization
problem implies that in X \ {w),the function f is "as small as possible". If the

1991 Mathematics Subject Classification. Primary 42C05; Secondary 46322, 42A38.


The work of the first author was performed as part of the project "Orthogonal systems and
their applications" of the FWO under grant #G0278.97.
The work of the second author was supported by the scientific research project of the Spanish
D.G.I.C.Y.T. under contract PB96-1029.

@ 1999 American Mathematical Society


102 ADHEMAR BULTHEEL AND PABLO GONZALEZ-VERA

space 'H consists of "smooth" functions like polynomials or rationals, then f has
typically a "bump" in z = w and much smaller oscillations away from z = w.
Fischer and Prestin exploited this fact t o construct polynomial wavelets. Con-
sider the space of polynomials on an interval (possibly infinite) [a,b] & R equiped
b
with the inner product (p, q) = Ja p(x)q(x)dp(x) where p is a finite positive mea-
sure. The subspaces C, of polynomials of degree at most n form a nested sequence
Lo C C1 C . . . C C, c . . . of subspaces. If f, is the projection of some f E L2(p,EX)
onto C,, it is clear that for increasing n we shall get better and better approxima-
tions for f , i.e., more and more details of f will become visible in the projections
f,. One may say that the C, represent different scales or resolution levels of the
space LZ(P,EX).
More generally, in multiresolution analysis, one decomposes a function space in
several resolution levels and the idea is to represent the functions from that function
space by a low resolution approximation and adding t o it the successive details that
lift it t o resolution levels of increasing detail.
Wavelet analysis couples the multiresolution idea with a special choice of bases
for the different resolution spaces and for the wavelet spaces that represent the
difference between successive resolution spaces. Thus if V, are the resolution spaces:
Vo c V1 c . . . , then the wavelet spaces are given by the differences: W, = VS+leV,.
By their definition, the functions in W, will automatically be band-limited in
their detail information. This means that the basis functions for these W, (which
are called wavelet functions) will have Fourier transforms that mainly live on a
relatively small interval i.e., they are small outside that interval. Moreover, for
true wavelet functions, one wants the functions themselves to live mainly on a small
interval as well. Then a local change in the function f will only have considerable
effect on the components along the basis functions that have their main part in
the neighborhood of the change and it will much less affect the other components.
Conversely, changing one component will only have a local effect on the function.
The kernel functions which we described above do have this wavelet-like be-
havior and the problem is thus whether it is possible t o give a basis of reproducing
kernels that span the successive resolution spaces and wavelet spaces. The answer
to this question is affirmative and is completely analyzed in [ F P 9 7 ] for L2(p,R)
where the subspaces are spanned by polynomials.
In this paper we give two modifications of this idea. First, we consider complex
function spaces where orthogonality is with respect to a measure on the complex
unit circle and in the second place we generalize the space of polynomials t o the
space of rational functions whose poles are in a certain prescribed set. To be more
precise, C, will be the space of functions of the form p , / ~ , where p, is a polynomial
of degree at most n and .rr,(z) = n:=l(l - h,z). We assume that all the cyk are
inside the open unit disk. A parallel theory could have been developed where all
the a k are on the unit circle, but we shall not do this here. A similar discussion
for rational wavelets on the real line with all the poles on the real line was given in
[BGV98].
The results presented in this paper rely on two pilars: the theory of wavelets,
which has to be generalized at different places, very much like it was done in [ F P 9 7 ]
and the theory of orthogonal rational functions on the unit circle.
The plan of the paper js as follows. First we introduce the rational function
spaces we shall work with and give the basic ideas of multiresolution analysis. In
WAVELETS BY ORTHOGONAL RATIONAL KERNELS 103

Section 4 we summarize the main properties of reproducing kernels and establish a


way t o make them produce a basis. In the next two sections we discuss orthogonal
basis functions. First the basis of orthogonal rational functions (ORF) and in the
next section it is shown how one can find a basis of orthogonal reproducing kernels
(ORK). In Section 7 gives a discussion of how to construct a wavelet basis of
reproducing kernels (WRK), but it is not obvious how this can be made orthogonal
in a general case. Section 8 describes the dual (i.e., biorthogonal) basis functions
and this is used in the next section to give the explicit formulas for analysis and
synthesis computations. Next, the generalization of multiresolution analysis (MRA)
and completeness properties are given and some theorems about the symmetry of
the wavelets and scaling functions. Finally, in Section 12, some computational
aspects are discussed.

2. The rational functions


We consider the complex Hilbert space L2 = L2(T1p ) of functions which are
square integrable on the unit circle T = { z E @ : lzl = 1) with respect t o some
finite positive measure p. The inner product is given by

For simplicity we assume that ST


d p = 1. Denote by II, the set of polynomials of
degree a t most n , then for a given sequence of points a l , a 2 , . . . all inside the unit
disk D = {z E C : Izl < l), we consider the spaces of rational functions

where TO = 1 and T, = JJ;=,(l - Ekz),n = 1 , 2 , . . . . We refer to the "polynomial


case" as corresponding to the choice crk = 0 for all k = 1 , 2 , . . . . In the polynomial
case, all the poles are at infinity and we have II, = C,.
An obvious choice to represent these spaces is to construct an orthonormal
basis, i.e., a sequence of functions (60, 61, . . . ) such that 4, E C, \C,- 1, 4, IC,- 1
and Ilq5,ll = 1. Such functions were first considered by M.M. Djrbashian in the
sixties (see the summary [DjrSO]) and later by A. Bultheel, K. Pan, X. Li, and in a
series of papers by E. Hendriksen and 0. Njdstad in collaboration with the authors.
Most of the results we need are found in one of these papers, but we do not reference
all of them. Instead we refer to a forthcoming monograph [ B G V H N 9 8 b ] which
brings together all these results in a systematic way, or t o a preliminary report
[BGVHNSO] which collects many of the properties needed.

3. Wavelet transform: decomposition and reconstruction


As explained in the introduction, we consider a multiresolution structure de-
fined by nested subspaces C, for increasing n. More precisely, we consider the
spaces V, = Cz. for s = 0 , 1 , . . . . Thus the resolution spaces V, have dimension
2, i >
1, s 0. We define the wavelet spaces W, as the orthogonal complement of V,
in V,+l, thus W, = V,+l @V,. The dimension of W, is 2,. To simplify the notation
we shall henceforth assume that n = 2' and work with the resolution spaces C,
and the wavelet spaces K, = La, @ C,. To get started, we need the initial spaces
V- 1 = Lo and W- = KO= C1 8 Lo. Both have dimension 1.
REMARK 3.1. We could avoid this special treatment of the initial spaces by
defining Vs = L2.-1, and Ws = Vs+l 8 Vs for s = 0 , 1 , . . . . Then V3 and Ws both
have dimension 2'. However, since the previously mentioned choice was made in
[FP97],we keep the same kind of convention in this text.
The projection fn of f E L2 onto Ln = Vs is called the representation of f at
scale or resolution level s. For every scale s, we can write fin = fn +
gn where
f2n 6 L2n, f n E Cn, and gn E K,. The projection f n is the low resolution part and
gn is the high resolution part of fin. The low resolution part is decomposed again
+
as f n = fn12 gn/2 etc. Thus, after a number of such decompositions we find

Thus

or equivalently

Now suppose that for n = Y , s = 0 , 1 , . . . , the wavelet spaces Kn are spanned


by localized basis functions (wavelet functions) {$n,k : k = 0 , . . . , n - 1) and the
resolution spaces Ln are spanned by localized basis functions (scaling functions)
{ ( P ~ :, k~ = 0 , 1 , ... , n ) .
If We Suppose that f n = pn,k(pn,k and gn = ~ 2 1 qn,k$n,k,
; then we can
write
s 2&-1

The set of coefficients { P ~ , U~ {q2k-l,l


) : k = 0,... , S ;1 = 0 , . . . , 2k - 1) is called
the (discrete) wavelet transform of fin.
Let us introduce the notation for any integer n 20

and

(the superscript means transpose) so that fn = p n q n and gn = qn@,. In one


step of the analysis or decomposition algorithm one starts from the coefficients p2,
and transforms this in pn and q,, which corresponds to a change of basis like

or more compactly: f2n = p2np2n = pnpn+qn@,. In the next step one transforms
pn into pn12and qn/2 etc. The synthesis or reconstruction algorithm goes in the
opposite direction and generates p2nfrom pn and q,. Thus it is important that
we have an efficient algorithm t o do the transformations back and forth between
P2n ++ n ).
{ ~ 7 9n
Such a transformation should preferably be unitary for the ease of inversion
and for the numerical stability. Thus the basis {pan$ : k = 0 , . . . ,272) as well as
WAVELETS BY ORTHOGONAL RATIONAL KERNELS 105

the basis { p n , k : k = 0 , . . . , n ) U {$J,,~: k = 0 , . . . , n - 1) should be orthogonal.


By construction, the &,I, are orthogonal to the p,,l and hence to all p,,~ and $,J
with m < n.
An obvious choice for the basis functions would be the orthogonal rational
functions (ORF) 4, that we have defined at the end of Section 2. Thus p,,k = 4k
for k = 0,. . . , n and $Jn,k = for k = 0 , . . . , n - 1. However, except for very
special cases, these functions are not localized and therefore are not wavelet-like.
Because reproducing kernels do have this property, we shall try to introduce a basis
of orthogonal rational kernel (ORK) functions.

4. Reproducing kernels
The following properties concerning reproducing kernels are well known (see
for example [AroFiO, Mes62, Don741)
THEOREM 4.1. W e consider an m-dimensional subspace K of Cn . Assume that
its reproducing kernel is denoted as k(z, w). Then
1. For any orthonormal basis {el, e2, . . . , e m ) of K , the reproducing kernel is
given by
m
k(z, w) = ek(z)ek(w).
k=l
2. For any set of distinct points {wl, w2,. . . , w,) among the points of analyt-
icity for K,

is positive semi-definite.
3. The orthogonal projection o f f E 13, onto K is given by
P K =~ ( f ( z ) ,k(z, w)) .
4. For any point w where it makes sense,
inf (11 f 1 ' : f (w) = I) = [k(w,w)]-'
f€K
and the minimizer is f (2) = k(z, w)/k(w, w)
Also the following lemma is easy to verify.
LEMMA4.2. Let {40,. . .4,) be the orthonormal basis for C, as introduced
above, then for any set of distinct points x = { x o , x l , .. . ,x,) which are points
of analyticity for functions i n C,, the matrix

(4.1)

is regular.
@n(x)
~ O ( X O. ). .

4n(50) . . .
40(xn)

4n(xn) I
PROOF.This is obvious because the 4k form a Haar system in the polynomial
as well as in the rational case. See Davis [Dav63, Chap. 11, Sect. 2.41. 0
FIGURE1. The real (left) and imaginary part (right) of the func-
tions kn(z, w) = C : = o ( z / ~ ) k (top) and ln(z,w) = C ~ , + ~ ( Z / W ) ~
(bottom) for z = eie and w = 1, plotted as functions of 8. Note
that the real parts are even functions, while the imaginary parts
are odd functions.

An immediate consequence is that we can choose a basis of reproducing kernels for


the spaces C,.
COROLLARY 4.3. If k,(z, w) is the reproducing kernel for 13, and the x =
+
{ x ~ ) ; = ~are n 1 distinct points of analyticity for L n , then the functions {ynj (z) =
kn(z, x~)):=~ form a basis for 13,.
PROOF. Since, with the matrix @,(x) as in the previous lemma and denoting
by a superscript the complex conjugate transpose:

the statement follows because {+k);=o is a basis and @,(x) is regular. 0


EXAMPLE4.1. Let us give a very simple example. Consider the polynomial
case, i.e., all a k = 0 and assume that the measure p is the normalized Lebesgue
measure on T. Then the orthonormal polynomials are just d k ( z ) = zk. This
is the basis used in classical Fourier analysis. Each basis function has a Fourier
transform which is a Dirac impulse and is thus extremely localized, but the functions
themselves are in modulus equal t o 1 everywhere on T and thus they have the worst
possible localization on T.However the kernels kzn(z, w) = CEO zkmk are
n

sin $ ( 8 - w)
, 2 = eie, = eiw. ,
k=-n
Hence these kernels are complex exponentials modulated by the Dirichlet kernel,
which is localized around 6 = w. This can be verified in Figure 1. For the spaces
Kn = Can 8 C,, the reproducing kernels are given by l,(z, w) = kzn(z,w) -
kn(z, W ) = ~ ~ , + ,+k(z)+k(w). In our example this is just (zE)"+' C;:
The plots for this trivial example are given in the bottom rows of Figure 1. It
WAVELETS BY ORTHOGONAL RATIONAL KERNELS 107

is immediately observed that these oscillate more but otherwise have properties
similar t o the kernels for C,.
Although we have plotted the kernel I, for the space K, in the previous example,
it is not as trivial as for the k, t o conclude that there are numbers {yo,.. . ,yn-1)
such that {l,(z, Y k ) ) ; ~ i will form a basis for K,. Indeed, the system {+k)gn+l
will not be a Haar system in general. Before we investigate this any further, we
shall first recall several properties of the ORF basis {dk) in the next section.

5. The ORF basis


We need several properties of the orthogonal rational functions (ORF) 4, that
were defined in Section 2. Almost all of them can be found in [BGVHN98b]. We
shall only give a proof of those properties that are new.
We start by giving some notation. Besides the points {al,a 2 , . . . ) c !ID, we
define the special point CYO = 0. Furthermore, we define for k = 1 , 2 , .. . the
Blaschke factors
-
z -a k a k
&(z) = Zk ---, with z k = 1 if a k = 0 and zk = -- otherwise,
1 - 5k.z lak 1

and the Blaschke products

For any function f we set f,(z) = f ( l / F ) and if f, E L, (it should be clear from
the context what space L, is involved) we define f; (z) = B,(z) f. (z).
Obviously L, = span{Bo, B1,. . . ,B,). If we write 4, = anoBo+anlB1 +. .+
.
a,,B,, then the orthonormal 4, are uniquely defined if we impose the normaliza-
tion n, = +;(a,) > 0. (Note that n, is the a,, from the previous expansion.)
We shall use the notation 4, to mean this uniquely defined orthonormal rational
function.
The ORF satisfy a recurrence relation that generalizes the Szego recurrence
relation for orthogonal polynomials on the unit circle. In fact the polynomials form
a special case obtained by setting all a k = 0.
THEOREM 5.1. For the orthonormal basis functions 41, = ~ k B k+ . . . , K k > 0
in C,, a recursion of the following form exists

and its superstar conjugate is

The parameter A, is given by

where O 5 k I n - 1.
108 ADHEMAR BULTHEEL AND PABLO GONZALEZ-VERA

The constant en > 0 defines the modulus and i t is given as the positive square
root of

(Note IXnI < 1.)


The vnl and v n 2 are constants o n T which arrange for K, = $:(an) > 0 . They
are related by 77,~ = znqnl.
The initial conditions are q50 = 4: = 1.
For the development of the theory of rational wavelets that we give in the next
sections, the precise recursion is irrelevant. However, when performing the proper
computations, the availability of a recurrence relation is really important, since
a general Gram-Schmidt procedure t o compute the ORF basis is unacceptable,
because of all the inner products (i.e., integrals) to be evaluated.
In this perspective it is important to have good recurrence relations for the
ORF basis, or even for the reproducing kernels (see later). The above recurrence
is not the only one that one could use. We give some samples of theoretically
equivalent recursions, which may have a quite different numerical behaviour. These
recurrences are all related to continued fractions.
For example, the previous recurrences are related to a continued fraction of the
form

where

Such a continued fraction is (equivalent to) a Perron-Carathkodory (or PC) fraction


when all a k = 0 and it is called a Nevanlinna-Pick (or NP) fraction in the gen-
eral case because it is related t o the solution of the Nevanlinna-Pick interpolation
problem (see Section 12). The successive convergents are

where the $k are the ORF and the $k are the so called associated functions or
functions of the second kind.
The successive approximants are interpolating functions for the Riesz-Herglotz
transform of the measure:

in the sense that

with h(z) analytic in Izl > 1 while h(z) is analytic in lzl < 1.
Several variants of this continued fraction can be obtained for example by
applying several equivalence transforms or contractions. Alternatively, they may be
WAVELETS BY ORTHOGONAL RATIONAL KERNELS 109

derived from the recurrence relations obtained by eliminating some terms from the
coupled recursions (5.1-5.2) given in the previous theorem. For example, one could
eliminate c$i-l from (5.1) which would give a relation between c$,, 4: and q5n-l.
We shall not mention all of them. Several possibilities are given in [BGVHN98b].
The most prominent one of the alternatives is some variant of a three-term
recurrence relation, which can be written in the form

will give f k = c$k.The other solution is given by functions of the second kind.
In the polynomial case, the continued fraction corresponding to this recurrence
is related to a n M-fraction and the corresponding recurrence for the q5: is related t o
T-fractions. The convergents of these continued fractions are related t o two-point
Pad6 approximants. In the general case these become multipoint Pad4 approxi-
mants and the continued fractions are sometimes called MP-fractions. Many more
of these continued fractions related to ORF are described in [BGVHNgga].
As we have seen, it is not exactly the ORF basis that we want t o use, but
the basis of reproducing kernels. Of course, once we know the ORF basis, we can
compute the reproducing kernel basis, but it would be much more interesting if
we had a recurrence directly for the reproducing kernels. Such a recurrence does
indeed exist. In fact it is even simpler to formulate.
THEOREM
5.2. Let kn(z, w) be the reproducing kernels for the spaces C,. Then

and

where

The superstar is with respect to the variable z.


Note that the pn(w) of this theorem and the An of the previous theorem are
related by

However, the recurrence for the kernels only holds for z, w @ T. For w E T, it
is clear that pn(w) E T, so that 1 - l p , ( ~ ) =
( ~0, and the recurrence breaks down.
In the sections to follow, we do need the kernels for values of w E T,so that the
recurrence of the previous theorem is useless.
Like in the polynomial case we have a certain equivalence between the existence
of a recurrence relation and the orthogonality (Favard's theorem) [BGVHN92]and
on the other hand between the recurrence relation and the existence of a Christoffel-
Darboux type formula (see [BreSO] for the real line). In our case the Christoffel-
Darboux relation takes the following form.
THEOREM 5.3 (Christoffel-Darboux formula). Let {+k)c=o with E Ck\Ck-1
be an orthonormal basis for Cn, then the reproducing kernel kn(z, w) for C, satisfies

For this paper, the relation with quadrature formulas will be important. The
zeros of the orthogonal rational functions (ORF) are known t o be in the open unit
disk Dl so they are not suitable for the construction of the quadrature formulas
representing integrals over the unit circle T. We should rather have knots which
are located on T. Such knots are provided by the zeros of para-orthogonal functions.
The para-orthogonal functions are defined as
Qn(z1rn) = &(z) +rn+:(z)
for rn E T, n = 0 , 1 , . . . and the zeros of these are simple and on T . We have the
following rational Szego quadrature formula.
THEOREM 5.4 (Rational Szego quadrature). The zeros of the para-orthogonal
rational function Qn+l(z,r n f l ) are all simple and on T . Let us denote them by
-'
{<n,k)c=o. Moreover, defining Xnk = [k, (Cnk, Cnk)] , with k,(z, w) the reproducing
kernel for C,, then equality holds i n
n,
( f i g )= ~ n k( ~ vf
f nk)~*(tnk)l 1 E Cn.
k=O
Conversely, i f the above equality holds, then the Erik should be the zeros of the para-
orthogonal function Q,+l(z, rn+1) for some rn+lE T and Xnk = [k,(Cnk, tTLk)]-l.
The n + 1 zeros {<nk);=O can also be characterized as follows.
THEOREM 5.5. Let kn(z, w) be the reproducing kernel for C,. Define Cno = w
with w arbitrary o n T and {&k);=l the n zeros of k,(z, w). Then the numbers
{Jnk);=O are the zeros of the para-orthogonal function Q,+l (z, T,+~) with

Conversely, if {Jnk);=O are the zeros of some para-orthogonal function


Q n + l ( z lrn+l),then there exists a number w E T , such that Cno = w and r n +=~
-w,n+l
while {<nk};=l a n the n zeros of k,(z, w).
PROOF. First note that neither nor can be zero on T.Thus rn+lis
well defined and is on T for all w E T because +I:, 1 = I Bnfl 1 1= 1 on
T. Thus it is immediately seen that the zeros of Qn+1(z,r,+l) are the zeros of

Obviously z = w is one of the zeros. In the Christoffel-Darboux formula, this zero


is canceled by the denominator and it is of course not a zero of k,(z, w). The n
other zeros of Qn+l(z,T ~ + however
~ ) are precisely the zeros of kn(z, w).
Conversely, recall that all the zeros of +,+I are in D and hence none of the
zeros of are in D U T.Thus it follows that has winding number
WAVELETS BY ORTHOGONAL RATIONAL KERNELS 111

n+ 1 , SO that there are n + 1 values of w E 'IT such that T,+I = - & + ~ ( w ) / ~ ~ + , ( w ) .


Each of these values of w has t o be a zero of Q n + l ( z 3~ , , + 1 ) : thus we can pick the
one which is En@ The other zeros of Q,+l(z, ~ , + 1 ) have to be zeros of k n ( z , w) as
was explained above. 0

6. The ORK basis


We have discussed before why we want t o replace the ORF basis by a basis
formed by reproducing kernels. By Corollary 4.3. we know that { k , ( z . ~ , ) } ~ = ~
forms a basis for Cn for almost any set of distinct points x = {x,}. The question is
whether it is possible to choose the points in x such that this basis is orthogonal
In that case we would have a basis of orthogonal rational kernels (ORK).
It turns out that if we choose x, = <,,.
j = 0 , . . . . n the zeros of a para-
orthogonal function Q n + l ( z ,T,,+I), then the basis {,-,,(z) = k , ( ~ . < , , ) ) ; = ~ is or-
thogonal.
THEOREM 6.1. Let k n ( z ,w) be the reproducing kernel for C,, and let En =
{[,,)y==O
be the zeros of a para-orthogonal function Q n + l ( z . for some E
T. Then the basis for C , defined by
pn,(z)=k,(z,<n,)~ j=O,l ,... , n
is orthogonal.
PROOF.Let @ , = @,(En) be defined by (4.1) then it follows from ( 4 . 2 ) and
from

kn(Enj,Inz) = 6zjkn(Eni:E n % ) ) i : j = 0 : . . . : n.
In terms of the matrix (4.1) this reads
@ @ =A or equivalently @,An@: = I
with An = diag(Ano,.. . , Ann) a diagonal matrix with An, = l/k,(<,,. t,,).ViTriting
@,An@: = I explicitly gives
n
A n k i Z ( ~ n k ) ' $ j ( < n k )623, % : 3-- 0 , . . .
k=O
Because also (4,:4,) = 6,, for 2, 3 = 0 , . . . . n, this means that the above quadrature
formula is exact for the inner product of all basis functions in C,. hence for the
inner prcduct of any two functions in 13,. By Theorem 5.4. this means that it can
only be the rational Szego quadrature formula. Thus the theorem follows. 0
E X A M P L E6.1. Let us consider again the trivial example where all a k = 0 and
where p is the normalized Lebesgue measure on T.It is clear that if we set T,+I =
-1: then Q,+I(z, T ~ + ' )= zn+'-1. Thus its zeros are given by {<,,k = e-"k"/(n+l) }
for k = 0 , . . . ; n. Supposing that f , E 13, is given by f n ( z ) = C 2 = o a n k q 5 k ( z )=
C y = o ~ n j k . n ( zEn?):
r thus
112 ADHEMAR BULTHEEL AND PABLO GONZALEZ-VERA

it follows t h a t the {ank) are given by the Discrete Fourier Transform (DFT) of
{p,,). In other words, the matrix @,(En) becomes a Fourier matrix.

7. The WRK basis


We now consider the problem t o find a reproducing kernel basis for the spaces
K, = Lz, 8 L,. Obviously the reproducing kernel for K, is
2n

L ( z , W ) = kan(z3 W )- k ( z >W ) = C Q~(z)~I;(w).

The main question in this respect is: Can we find n numbers {rl,j),"zi
such t h a t
the functions {$,j(z) = l , ( ~ , ~ , ~ ) ) , " form
~ i a basis for K, and if possible, can it
be made orthogonal?
We have t o investigate the matrix

I 1
+ l o ... 4n+l(~,-1)
(7.1) * n ( ~ )=
(YO) . . . Q2n(~n-1)
42,
Using the following lemma, it is possible t o prove that there always exists a set of
points {1J3),"zi
on T which make this matrix regular.

LEMMA7.1. Assume that Q E C(2n+1)x(2nf1)is a square matrix such that


Q H Q = D with D regular and diagonal. Assume moreover that this Q is subdivided
as

with Q1 E @ ( n + l ) x ( n + i ) and hence Q4 E C n x n . If Q l is regular and i f Q 2 E enxn+l


is of full rank n, then Qq is regular.
PROOF.Let D be subdivided into the two parts Dl E and D z E
know from Q H Q = D that
~ n x . nWe

Q ~ +QQFQ,
~ =o
so t h a t rank(QFQ1) = rank(QFQ3). Because Q1 is regular and rank(Q2) = n ,
we find that rank(QFQ3) = n. Now if Q4 were singular, then there would exist
a nonzero vector c E @ I X n such that c Q = ~ 0, hence also cQFQ3 = 0. In other
words, r a n k ( Q r Q 3 ) < n , which is a contradiction. 0
This makes it possible t o prove the following theorem which ensures the exis-
tence of a wavelet reproducing kernel basis (WRK).
THEOREM 7.2. Consider the zeros Ezn = { < z , , ~: k = 0, 1, . . . ,212) of the para-
orthogonal function Q ~ , + l ( z ,r 2 , + l ) for some Tzn+l € T. If we select y , = {yk :
k = 0 , . . . , n - 1) to be any n out of the 2 n + 1 zeros i n J2,, then the matrix Q,(y,)
as defined i n (7.1) will be regular.
PROOF. Since the ordering of the zeros is completely arbitrary, we can
always assume t h a t we select the yk to be the last elements of E2, = :J =
0 , . . . , 2 n ) . Row consider the matrix Q2, = @ 2 n ( < 2 n ) of (4.1) where the evaluation
is in the points of tan, then +,(y,) appears as the n x n right lower part of the
matrix @an. By Lemma 4.2. it follows that taking the block of the first n + 1
WAVELETS BY ORTHOGONAL RATIONAL KERNELS 113

columns in QZn, any selection of k different rows from it will result in a matrix of
+
rank min{k, n 1). Thus the conditions of the previous lemma are satisfied and
the theorem follows. 0
This theorem settles the question of the existence of a WRK basis of the form
{ l n ( z l Y k ) } ~ , ~It. is however not clear how to choose these { Y k ) ~t o~ make
~ the
WRK basis orthogonal, if it is possible at all. The same problem was encountered
for the polynomial case on an interval in [ F P 9 7 ] where an orthogonal WRK basis
could only be constructed for a Chebyshev weight of the second kind.
EXAMPLE 7.1. For some particular cases, it is however possible t o construct
such an orthogonal WRK basis. We give a trivial example. Consider again the
case where all cur, = 0 and where orthogonality is with respect to the normalized
Lebesgue measure of T. In that case

Note that 13, = lIn and K, = C2, @ Cn = Z ~ + ' I I , - ~ Furthermore, for some
distinct qnk, k = 0 , . . . , n - 1, all on T define the functions g n k ( z ) = l,(z, qnk),
k = 0 , . . . , n - 1. In analogy with Theorem 6.1, for these to be an orthogonal basis
of K,, we need the existence of numbers Xnk, k = 0 , . . . , n - 1 such that

In other words, we need a rational Szego quadrature formula which is exact in


- zn+l ITn-l. Because f (z) = zn+lpn-l (z) and g(z) = zn+lqn-l (z) are both in

ICn if pn-1, qn-1 E IIn-l, we have

The quadrature formula will be exact if and only if the nodes qnk are the zeros of
+
the para-orthogonal polynomial Q n ( z ,T ) = zn T , T E T and the weights are given
by
1 1 1

Thus in this case, one can take for example the nth roots of unity for qnk and the
basis $nk will be an orthogonal WRK basis. Note that here also the matrix Q,(qn)
will be the matrix of a DFT.
We can push this example a bit further in two directions. First by considering
orthogonal polynomials with respect to a rational modification of the Lebesgue
measure. A rational modification of the Lebesgue measure is defined as a measure
p satisfying for some a3 E ID, j = 1, . . . , m

where X is the normalized Lebesgue measure. Orthogonal polynomials for such a


measure and corresponding quadrature formulas were considered in [GVSLN96],
see also [Sze67, p.289-2901. The orthogonal polynomials for such a measure are
given by $k(z) = ~ ~ - ~ h *=( zkh*(z)
z ) >
for k m (see [Sze67, Thm. 11.2, p.2891).
114 A D H E M A R BULTHEEL A N D PABLO GONZALEZ-VERA

For the polynomial h(z) of degree m we have used h*(z) = zmh, (z) = nyzl
((za,).

Thus for n + l > m , it follows that K, = span{&+l,.. . , 42,) = zn+lWmh* (z ) K - I .


Therefore, i f f , g E IC,, then they can be represented as f (z) = zn+'-'"h* ( z ) ~ n - l ( z )
and g(z) = ~ , + ' - ~ h(*z )qn-l (z) with p,-1: q,-1 E I I - 1 and we have (f,g), =
(pn-1: qn-l)X.
If we want {$,k(z) = l n ( z , v n k ) ) t o be an orthogonal WRK basis, then, as
shown before, the numbers qnk should be chosen such that there exist positive
numbers A,,+ such that (7.2) holds, hence such that

This is clearly possible by choosing qnk t o be the n zeros of the para-orthogonal


+
polynomial zn T , T E 'F (and the weights are A,, = lh(q,k)12/n).
A second generalization of the simple case that was discussed above is t o con-
sider orthogonal rational functions with respect t o the Lebesgue measure. Such
a situation was considered in [ B G V H N 9 4 ] . In this case the orthogonal rational
functions are given by

Therefore K, =C Z 8~C, = span{&+l,. .. , $2,) is given by

where CnPl is the space c.f rational functions associated with the points {G, =
C Y , + ~ + , ) ~ ~Thus,
: . if f , g E K,, then there exist E such that

and therefore

with dp(t) = J t - ~ , + ~ ) - ~ d X ( Note t ) . that this is a rational modification of t h e


Lebesgue measure which is, up t o the factor 1 - a n + 1 l 2 equal t o the Poisson kernel
P(~,Q,+ =~(1) - / ~ , + ~ ~ )-/ a,+1I2.
lt In [ B G V H N 9 4 , Section 31 weights and
abscisses were given for this case which give an n-point rational Szego quadrature
formula which is exact in C(,-l), . hence for which the inner product (7.3)
is evaluated exactly. Thus also in this case we can construct an orthogonal wavelet
n- 1
basis { $ n k ( z ) = l n ( ~~ ,n k ) ) k = ~ .
EXAMPLE 7.2. Let us give a less trivial example. We choose equispaced C Y on
~
the circle izl = 0.9 as shown in Figure 2. The reproducing kernels for the Lebesgue
measure on the unit circle are computed and their real, and imaginary part, and
their modulus are plotted, both for the kernels k, and for t,he kernels 1,. The result
is shown in Figure 2.
WAVELETS BY ORTHOGONAL RATIONAL KERNELS

FIGURE 2. The real and imaginary part and the nlodulus of the
functions ks(z, w) (top) and 18(z,w)(bottom) for z = ele and w =
1, plotted as functions of 0.The measure is the normalized Lebesgue
for k = 1,. . . , 8
measure and the C Y ~are chosen as a k = 0 . 9 e ~ ~ " ' ~
and ak+s = 0.9e2(2k+1)a/s for k = 1 , .. . ,8. These a k ' s are plotted
in the figure on the right.

8. Biorthogonal basis functions and interpolation


For several reasons, it is important to have a biorthogonal basis in wavelet
theory. Like in the polynomial case, the biorthogonal basis functions for the re-
producing kernel bases are given by interpolation functions. This is what we shall
explain in this section.
Let us define the Lagrange polynomials in lT, for the interpolation points x, =
{ x ~ ) : = ~(all distinct and on T)by

and define

with as before .rr,(z) = nLO(l - 5 , ~ ) . Then obviously Lnk(x,) = d k 3 , k , =


~
0, . . . , n while L,k E C,. We call these Lnk the fundamental Lagrange interpolating
functions (FLIF) of C, for the points x, = {x~)"$?~. It immediately follows that
for any function f E C, we may write
n
f (2) = C f (xk)Lnk(z!.
k=O
Defining in C, the discrete inner product

(f,g),,, = f( ~ k ) m .
116 ADHEMAR BULTHEEL AND PABLO GONZALEZ-VERA

it is directly seen that the FLIF {Lnk)t=Oform an orthonormal basis for L, with
respect t o this inner product. Note that the reproducing kernels for L, with respect
to this inner product are given by x y = o Lnj (z)Lnj(xk) = Lnk (z). Thus the L,I, are
reproducing kernels and by the general theory we may say that among all functions
in C, that take the value 1 at xk, they will have minimal norm IILnkllm,,.
If we set p n k ( z ) = k , ( ~ ,x k ) and g n k ( z ) = L n k ( i ) ,then because of the repro-
ducing property of cp,k

In other words, cpnk and Pnk are biorthogonal bases for L,.
Note that we can characterize gnk in another way. We may write gnk =
xy=o cjk)q5, where dk)= [ c c ) . . . cik)] is defined by dk)an= ek where ex =
10.. . 0 1 0 . . .O] is the kth unit vector and a, = @,(x,) is the matrix (4.1). Thus
dk)is row k in the inverse of a,, so that we have

It is clear that if the xk are the zeros of a para-orthogonal polynomial


Qn+l(z, ~ n + l ) ,then the cp,k are orthogonal and (cp,,, p n j ) = S,jpn,(xi). In that
case we have of course L n k ( z )= pnk(Z)/(~nk(xk).
Similarly, given y, = { Y k ) ~ ~one ~ , can construct a biorthogonal basis for
Qnrc(z)= l n ( i , yk), on condition that the matrix Qn = 9 , ( y n ) of (7.1) is regular.
Indeed, let e k = [O . . . 0 1 0 . . . O ] be t,he kth unit vector, then if 9, is regular, there
is exactly one solution d(" = [d,,,(k) . . . d g ) ] to the equation d(k)Q, = e k ? for each
k = 0, . . . , n - 1. The function Gnk(2) = g,+,
d3( k ) Qnj ( i ) is obviously in K n and
we have qnk(y3)= hk3, k, j = 0 , . . . , n - 1. Thus these Gnk
form the FLIF of ICn
for the interpolation points y, = { y k ) ~ We . write for any function f E IC,
~ ~can
that
n-1

f (i)= C f (~k)?il'n/c(z).
k=O
The 4,k are orthonormal with respect to the discrete inner product

and $,k is the solution t o the problem


min{llf lli,,
) 1; f E xn).
f( ~ k =
Moreover, they form a biorthogonal basis for the Qnk in IC, because by the repro-
ducing property of Qnk we have ($,*, +nj) = Sxj, P , j = 0 , . . , n - 1. The relation
between the bases

(8.2)
WAVELETS BY ORTHOGONAL RATIONAL KERNELS

with \kn = \kn(yn).

9. Decomposition and reconstruction formulas


We are now in a position to give concrete formulas for the decomposition and
reconstruction steps that were described in Section 3.
Assume that for each n , we select two sets of distinct points x, = {~,k);=~ and
y, = {ynk):,: on T with y, such that \kn(y,) of (7.1) is regular. We write in short
hand a, = @,(xn) and @, = 9, (y,). In that case p,k(z) = kn(z, x,k) forms a
basis for Ln and +,k(z) = kzn(z,ynk) - kn(z,ynk) is a basis for IC, when kn(z,w)
is the reproducing kernel for C,. We use the notation of Section 3 and set for
f 2 n E C2n f2n = Pin(P2n = fn+gn with f n = PnVn E Cn and S n = '-In$, E L. On
the other hand, setting 4, = [40, 41, . . . , &IT and 4: = [&+I, $n+ir . . . , 4inIT,
then cp, = and +n = \kfiH4:. Hence

Equating coefficients of the corresponding basis functions in fin = f, + g, leads to

This relation allows us to compute p, and q, from p2, and conversely to reconstruct
Pin from Pn and 9,.
&) and p,,, = ( f i n ,
For example, using the relations pnT = (fin, we findG,,)
that
2n

and

In the special case where the v,,k are orthogonal, i.e., when the x,,k are the
zeros [n,k of Qn+l(z, r n + ~ then
), g,,, = (F~,T/(F,,,(E,,~) and we get for the first of
the analysis forrnulas

In general, the are not orthogonal, but if we choose { y , , ) ~ to~ ~be the last n
zeros {[2n,72+~+r)::0', then by definition &,(y,,) = 6,, , r: s = 0, . . . , n - 1. Thus,
the second analysis formula reduces t o

For the reconstruction formulas, it follows from pz,,, = (f, + g,, $in,,)that
Again, if the p2n,r are orthogonal, i.e.. wlien the X n n , k are tlie zeros of
Q ~ , + I ( z ,71n+l),then &n.r = p 2 n , r / ~ 2 n , r ( & n , rand
) , the reconstruction forniula
simplifies t o

10. M u l t i r e s o l u t i o n analysis
Thus far we have only worked with finite dimensional spaces C,. With our
notation V-1 = Lo and V, = C, where n = 2,, we have the nesting

One may wonder what space is ultimately covered wlien s + co.If K is a subspace
of the Hilbert space 7-1, then for the {Vk) to form a MRA of K, one should have
that

Thus for our rational spaces, we should verify in which spaces the system
{Bk)r=o is complete. There are several possibilities.

THEOREM 10.1. ([Ach56,p.244-2461, [ B G V H N g B b , Corollary 7.2.41)


If CT=,"=,(l- laki)= m then the system {Bk)rzo is complete i n H2(T) (with
respect to the Lebesgue measure) as well as i n H 2 ( T , p ) .
If JlogP1(t)dQ = -m (t = e Z B ) and Crzl(l icrkl) = x then the system
-

{Bli)?& is complete in L2(T,p ) .


Jlogp1(t)d6' > -cc is known as Szego's condition while Crzl(l lalc)= x -

means t h a t the Blaschke product B ( z ) = n T = l &((z diverges t o zero. Thus the ak:
should not approach the boundary T too fast. H2 represents the Hardy space of
functions in L2 which are analytic in ID.
In classical multiresolution analysis (MRA) of L 2 , several other conditions have
t o be satisfied. Some of these were recently generalized t o what is called a second
generation LIRA by Swelderis [SwegB]. We shall show however that with a gener-
alization of the definition of the shift operator as it was done for the polynomial
case in [ F P 9 7 ] , it is possible t o stay close t o tlie definition of a classical MRA.
First of all we use the term Fourier transform with respect t o the O R F basis.
Thus, if f is in cur function space, then we set 3 ( f ) = { f/)r=C=o
ftwith = (f:4k).
The scaling property of a classical NRA can be interpreted in t,his general
setting by rioting that f E V, ++ s u p p F ( f ) = ( 0 . 1 , . . . , n = 2S), whereas moving
from V, to V,+l practically doubles the support of the Fourier transform.
For the shift invariance property, one should show that the basis functions of
the resolution and the wavelet spaces are generated by shifts of one father function
arid one mother function. To obtain this property, we need an appropriate notion
of a shift. To define such a shift, we fix some TO as a reference point on T and define
a shift over T as the effect of the shift operator ST via
WAVELETS BY ORTHOGONAL RATIONAL KERNELS

where D, is a diagonal matrix

In other words
--
( s f f k k = 0, 1 , .. .
0

This definition can be justified as follows. Let us write F ( 0 ) for f (eZe). Then F ( 0 ) is
a 2 ~ p e r i o d i cfunction. In classical MRA for 27r periodic functions, the orthogonal
basis is the Fourier basis 4k( t ) = eZkt, a shift F(B - T ) has the effect that the kth
Fourier coefficient of F is multiplied with 4 k ( ~ ) / O k (=0 )e-'liT . Translating this to
the functions f defined on 'IT with orthogonal basis 4 k ( z ) = z k , then a shift has the
effect that the kth Fourier coefficient is multiplied with 4 k ( < ) / @ k ( = l ) < - l i where
< = e z T .So this is just a special case of our definition.
It is now clear that if we define
n

(r.n(z)= x d ' k ( ~ O ) $ k ( z=) k n ( ~ , r ~ ) ,


k=O
) S z , , k p n ( i ) . Similarly '$,k = S ,<, $, where
then p n l c ( z )= k n ( z 7 x n k=

k=n+l
Thus we have one father and one mother function per resolution level and the
other basis functions are generalized shifts of these. Consequently, these spaces are
shift-invariant, i.e., f E V , + S, f E V,.
The bases used also have a Riesz property, i.e. there are constants A # 0 and
B such that
All~nll I l l f I IBllpnll
where the norms are 2-norms and f E V , is given by f = pncpn. It follows from
(4.2) and P a r s e d ' s equality that
I f llL = I l ~ n @ , " ~ n=
li~
lI~n@,"ll~

and this implies that

Similarly, it holds that

when f E W, with f = q n @ ,
This generalized shift operator implies that the functions in the ORK basis
look like (cyclic) shifts of each other. The same holds for the functions in the \VRK
basis. We give some examples.
EXAMPLE 10.1. The cyclic shift is illustrated in Figure 3. Which is again our
trivial example where cuk = 0 for all Ic and the measure is the normalized Lebesgue
measure. If one introduces poles which are close to the unit circle 'IT, then this
will have an influence on the form of the shifted ORK and WRI< functions. For
example in Figure 4, a l = 0.9 while all other cxk = 0. This gives a pole near z = 1.
FIGURE 3. The real and imaginary part of the functions kn(z, w) =
C z = o ( z / w ) k (top) and In(.) w) = ~ : E ~ + , ( z / w (bottom)
)~ for
n = 16. All crk = 0. In Figure A, we took w = 1, and in Figure B,
we took w = e x p ( i 4 ~ / 1 7 ) .

A: k16(z, 1) and l16(zll) B: A "shifted" version of A

FIGURE4. The real and imaginary part of the functions k,(z, w)


(top) and ln(z, w) (bottom) for n = 16. Here cul = 0.9 while all
other a k = 0. In Figure A, we took w = 1, and in Figure B,we
took one of its shifts: w = eZ4"/l7.

A: k16(z, 1) and ll6(zl 1) B: A "shifted" version of A

i.e., near 0 = 0. This pole forces the peak near H = 0 to be more pronounced, but
it also implies oscillations of the ORK and WRK functions in the neighborhood of
that pole (here near 0 = 0). These oscillations disappear for w = 1 in kn(z,w) and
l,(z, w), but they do show when w moves away from the pole. This is almost not
visible in Figure 4. However this oscillation effect increases when the pole is given
more weight by making it a multiple pole. This implies a visual distortion of the
simple shift-like property as in Figure 5. where we took all cuk = 0.9, k >
1. The
peak a t 0 = 0 is now more pronounced than in Figure 4, and the shifted versions
are heavily perturbed and do not look much like being shifted now.
WAVELETS BY ORTHOGONAL RATIONAL KERNELS 121

FIGURE5. The real and imaginary part of the functions k,(z, w)


(top) and l,(z, w) (bottom) for n = 16. Here cuk = 0.9 for k 1. >
In Figure A, we took w = 1, and in Figure B, we took one of its
shifts: w = ei4r"/7.

A: kI6(z, 1) and l16(z, 1) B: A "shifted" version of A

11. S y m m e t r y
We have observed in several of the examples that the real part of the scaling and
wavelet functions were symmetric while the imaginary parts showed an antisymmet-
ric property. We can explain this as follows. Suppose that the measure p is real and
symmetric in the sense t h a t p(S) = p ( 3 ) where S = {e" : 0 5 do 5 d 5 dl I T)
is an arc of the upper half of the unit circle and 3 is the corresponding arc on the
lower half circle: = {z : 2 E S ) . Moreover assume that the poles l / Z k are chosen
symmetrically, that is the poles used in C, are either real or they appear in complex
conjugate pairs. In that case the symmetry that was observed will take place.

THEOREM 11.1. Under the above conditions about symmetry of the measure
and of the poles, the kernels k p ( z , 1) and therefore also the kernels 12.(z, 1) =
lczs+1 ( z , 1 ) - kzS( z , 1) have a symmetric real part and an antisymmetric imaginary

part.

PROOF. Suppose n = 2 S . We first observe that k,(z, w )= CE=o f k ( 2 )fk(w)


where {fk)F,o is any basis of orthogonal functions such that C, = span{fk : k =
0. . . . , n ) . Now consider the measure dp, (t) = dp(t)/ T , ( t )l 2 where t = e2' and
nz=,
~ , ( t )= (1 - ?tkt).Define the polynomials pk, k = 0 , 1 , . . . . n by orthogonaliz-
ing t h e functions (1, z, . . . , z n ) with respect t o p,. Because p, - is real and symmet-
ric on T,the coefficients of the pr, will be real. Hence pk(2) = p k ( z ) . In particular
p k ( l ) E R. The reproducing kernel ,&,(z, 1) = c;=~ p k ( z ) p k 0for the polynomial
space II, with respect to p, will thus satisfy ,&,(z. 1) = ,&,(z, 1). Furthermore,
because of the symmetry of the a k , it holds that ~ ~ (=2~ ), ( z ) .The theorem now
follows by observing that the kernel i,(z, 1) can be transformed into a reproduc-
ing kernel for C, with respect t o p by setting k,(z, 1) = i,(t, l ) / [ ~ , ( t ) ~ , ( l )and
]
obviously k,(Z, 1) = k,(z, 1). 0
ADHEhlAR BULTHEEL AND PABLO GONZALEZ-VERA

12. C o m p u t a t i o n s
We have given a recurrence for the reproducing kernels in Section 5. It was
however not applicable in its forward form when w E T . There is however a
backward algorithm, which is in fact the generalized Schur algorithm of Nevanlinna-
Pick. One starts by computing the Riesz-Herglotz transform R of the measure p and
from this one computes a Schur function (bounded by 1 in modulus and analytic
in D)

where z is the variable and w a parameter such that r ( w , w) = 0 . Given the points
{ak), one can compute the pk and yk of the recurrence by the following algorithm.
Set ro = r, and compute for k = 1 , 2 , . . . the transforms rk = 7 k ( I ' k - l ) where
Ik =Ilrc o T L k 0 7is ~ ~ by
defined

The 71;'s and pk's are the parameters that are needed in the recurrence relation of
the reproducing kernels. So, given the values of R at the points c u k , it is possible
t o generate the parameters pk and 3k. However, if some (or all) of the points a k
coincide, then one has t o provide the values of derivatives of R in these points and
t o cover the general case, it is rather difficult t o write a tractable algorithm.
A similar argument holds for a Schur-type algorithm t o compute the the pa-
rameters Xk in the recurrence relations for the O R F as given in Theorem 5.1.
In this text, we were mainly interested in experiments to generate plots for
wavelets and see what the influence was of the the introduction of the poles c y k ,
we have chosen t o use the forward recursion for the ORF for some chosen a k ' s and
Xk's and from there compute the reproducing kernels. It is then however not easy
t o find what the underlying measure is. If the XI, are all in T, then the existence
of a positive measure is guaranteed by the Favard theorem [ B G V H N 9 2 ] . There
are several theorems available describing the convergence of the kernels inside or
outside the unit disk, but there are however practically no theorems t o describe the
convergence of the kernels on 'IT.
We do have thc following direct result which is provided by MAt6-Nevai-Totik
[ M N T 9 1 , Theorem 11.
THEOREM 12.1. Let all a k = 0, so that we are i n the polynomial case. Let 4k
be the orthonormal polynomials with respect t o a finite positive Bore1 measure d p
supported on 'IT. Define k,(t, t ) = l4k(t)I2,t E T . T h e n if (Szegii's condition)

J -77

i t holds that
n
lim -= pl(t).
n+m k,(t, t )
for almost every t E 'IT
WAVELETS BY ORTHOGONAL RATIONAL KERNELS 123

We do not know of a proof which generalizes this t o the rational case. We hope
t o provide such a proof in a future paper.
The previous theorem supposes however that logp' is does not vanish on an
interval of positive Lebesgue measure. For examples where Szego's condition does
not hold, we did observe in our experiments that it does not give the convergence
hoped for. Also, convergence is relatively slow, which means that a large n is needed
before convergence occurs, so that one may run into numerical difficulties before
the computation is complete.
There is however an alternative which is not completely proved either but it
turns out t o be numerically performing better. We can motivate it as follows.
First recall that if Szego's condition is satisfied then one may define the spectral
factor

u ( z ) = e x p { & ~t -~zl o g w ( t ) d ~ } t. = e Z e

for z E ID and we normalize it such that a ( 0 ) > 0. Moreover it has a radial limit t o
1 ~p l ( t ) a.e. (w.r.t. Lebesgue measure) on T.
T such that l ~ ( t ) =
For the convergence of the kernels inside the disk we have for exanlple (see
[ B G V H N 9 8 b ] or [BGVHNSO]).
THEOREM12.2. With K,(t) = k,(t, 0)/Jkn0
we ha^

where

Moreover, if Szego's condition holds, and the Blaschke product diverges, then Kn(a)
converges locally uniformly to l / a ( z ) in D.
Thus we may hope that plotting IKn(t)l-"or t E T and n sufficiently large
will give an idea about the underlying weight.
EXAMPLE12.1. The previous idea is used in Figure 6. We took all cyk = 0 and
chose / A l l = /Xzl = 0.4 and all other Xk = 0. We have plotted ks(t, 1) and 18(t.1)
and their modulus. The rightmost pictures show the unit circle with the position of
the a k = 0 and below it. we have plotted the approximation for the weight. In the
figure B below, we plotted k8(t, 1) and 18(t,1) multiplied by the weight (pictures at
the bottom).
Both of the methods given above give bad convergence when Szego's condition
is not satisfied. However. it can be experimentally verified that in those cases we
do have convergence of 1 / [ 2 ~ l S , 1 ~with
] (C, 1) CesBro means

t o the weight function w in d p ( t ) = w(t)do, t = eZe.

EXAMPLE12.2. We give one last example in Figure 7. Here we took c y l = 0,


cyk = 0.9 for all k >
2 All other cyk are zero. For the reflection coefficients we took
the same as in the previous example: lXl 1 = lXzl = 0.4 and all other Xk = 0 . By
ADHEMAR BULTHEEL AND PABLO GONZALEZ-VERA

FIGURE6. The real and imaginary part and the modulus of the
functions ks(z, 1) (top) and ls(z, 1) (bottom) where all a,+= 0 and
IX1/ = IX21 = 0.4 and all other Xk = 0. This corresponds t o a
weight which is plotted in the lower right corner. In Figure B, we
plotted the same functions (real and imaginary parts and modulus)
multiplied by the weight.

A: ks(z, 1) and Ls(z, 1)

B: Same functions as in A, multiplied by the weight

comparing with the Figure 6, one can notice the influence of the poles. The weight
function is practically unchanged, but the wavelets are much more locallized.

13. Conclusion
We have given a rational generalization of the polynomial wavelets of Fischer
and Prestin [FP97] and translated it t o the orthogonal rational functions on the
WAVELETS BY ORTHOGONAL RATIONAL KERNELS 125

FIGURE 7. The real and imaginary part and the modulus of t h e


functions Ics(z, 1) (top) and ls(z, 1) (bottom) where all cuk = 0.9:
except ct.1 = 0, and JXIJ = I X z J = 0.4 and all other X,I = 0. This
corresponds t o a weight which is plotted in the lower right corner.
In Figure B, we plotted the same functions (real and imaginary
parts and modulus) multiplied by the weight.

A: k8(2, 1) and ls(z, 1)

B: Same functions as in A, multiplied by the weight

unit circle. The continued fraction-like recurrences and quadrature formulas related
t o these orthogonal rational functions play a central role.
This results in complex wavelets which can be influenced by the choice of poles
near the unit circle.
When one wants to apply this to real 2~-periodicfunctions. t h e wavelets be-
ing complex is a drawback. Our theory can be generalized t o orthogonal rational
functions where the points cur, are chosen in a special way like in [BGVHN94,
126 ADHEMAR BULTHEEL AND PABLO GONZALEZ-VERA

GVSLN961 where the orthogonal rational functions are obtained by orthogonal-


ization of the sequence { B i l ,B,:~, . . . , B C ' . ~ . .B. .~. , B ~ - ~ , B ~ } .

References
N.I. Achieser, Theory of approximatron. Frederick Ungar Publ. Co., New York.
1956.
N. Aronszajn, Theory of reproducing kernels. Trans. Amer. hfath. Soc. 68 (1950).
337-404.
A. Bultheel and P. Gonzalez-Vera, Ratzonal wavelet.5 on the real line, Kumer. Funct.
Anal. Optim. (1998). Submitted.
A. Bultheel, P. Gonzalez-Vera, E. Hendriksen, and 0 . N j k t a d . A Szego theory for
rational functzons. Technical Report TW131, Department of Computer Science.
K.U. Leuven, May 1990.
A. Bultheel, P. Gonzdez-Vera. E. Hendriksen, and 0 . Nj&tad, A Favard theorem
for orthogonal rational functzons on the ~ ~ n circle,
zt Numer. Algorithms 3 (1992).
81-89.
A. Bultheel, P. Gonzalez-Vera, E. Hendriksen, and 0 . Njgstad, Quadrature formulas
on the unzt circle based on ratzonal functions, J . Comput. Appl. Math. 50 (1994).
159-170.
[BGVHN98a] A. Bultheel. P. GonzBlez-Vera. E. Hendriksen, and 0. NjLstad, Continued frac-
tions and orthogonal ratzonal functzons. Orthogonal Functions, hloment Theory
and Continued Fractions: Theory and Applications (W.B. Jones arid A.S. Ranga.
eds.), Marcel Dekker, 1998, To appear.
[BGVHN98b] A. Bultheel. P. Gonzalez-Vera. E . Hendriksen, and 0. Njkstad. Orthogonal rational
functions, Cambridge University Press, 1998, (To appear).
C. Brezinski, A dzrect proof of the Chrzstoffel-Darhoux identzty and its equzvalence
to the recuvence relatzonshzp. J . Comput. Appl. hlath. 32 (1990). 17-25.
P . J . Davis. Interpolatzon and approzamation, Blaisdell. New York. 1963, Reprint:
Dover, 1975.
M.M. Djrbashian. A survey on the theory of orthogonal systems and some open
problems, Orthogonal polynomials: Theory and practice (Boston) (P. Nevai, ed.),
Series C: Mathematical and Physical Sciences. vol. 294, NATO-ASI. Kluwer Aca-
demic Publishers, 1990, pp. 135-146.
W.F. Donoghue Jr., Monotone matrix functzons and analytic contznuatzon,
Springer, Berlin, 1974.
B. Fischer and J . Prestin, Wavelets based on orthogonal polynomzals; hlath. Cornp.
66 (1997), 1593-1618.
P. Gonzblez-Vera. J.C. Santos-Leon, and 0 . N j k t a d . Some results about numerical
quadrature o n the unit circle, Adv. Comput. Math. 5 (1996), 297-328.
H. Meschkowski, Hilbertsche Raume mit Kernfunktzon, Springer, Berlin. 1962.
A. hlat8, P. Nevai. and V. Totik, Szego's extremum problem on the unit czrcle. Ann.
of Math. 134 (1991); 433-453.
W. Sweldens. The lifting scheme: A constructzon of second generatzon wavelets,
SIAhl J . hlath. Anal. 29 (1998). 511-548.
G. Szego, Orthogonal polynomzals, 3rd ed., Amer. hfath. Soc. Colloq. Publ.. vol. 33,
Amer. Math. Soc., Providence. Rhode Island, 1967. First edition 1939.

D E P A R T ~ ~ EOF
N TC O ~ I P U T ESCIENCE.
R K.U.LEUVEN.
LEITVEN.
BELGIUM
E-mail address: Adhemar. Bultheel0cs.kuleuven. ac .be
URL:http://www.cs.kuleuven.ac.be/~ade/

DEPARTMENT ANALISIS MATH..UNIV. LA LAGUNA.


TENERIFE.
SPAIN
E-mad address: pglezQul1 . es
On the explicit evaluations of the Rogers-Ramanujan
continued fraction

Heng Huat Chan and Victor Tan

ABSTRACT.In this paper, we discuss recent progress made in the explicit eval-
uations of the Rogers-Rarnanujan continued fraction via modular equations,
singular rnoduli and class invariants. We also introduce empirical processes
which will generate neur evaluations of Rogers-Ramanujan continued fraction.

1. I n t r o d u c t i o n
For Iql < 1. let

denote the famous Rogers-Ramanujan continued fraction, and let S(q) = -R(-q).
In his first letter to G.H. Hardy 13, p. 291. S. Rarnanujan asserted that

Hardy was greatly impressed by the beauty of (1.1) and (1.2). 1% quote here
Hardy's comments on these identities 17, p. 91:
" T h e s e formulas defeated m e completely. I had n e v e r seen anything
in t h e least like t h e m before. A single look a t t h e m i s enough t o
s h o w t h a t t h e y could only be w r i t t e n d o w n by a m a t h e m a t i c i a n of t h e
highest class. T h e y m u s t be t r u e because, zf t h e y were n o t t r u e , n o
o n e ulould have had t h e i m a g i n a t i o n t o i n v e n t them."
The first proofs of (1.1) and (1.2) did not appear unt,il 1929 in a paper by G.N.
Watson 1141. Using the quintuple product identity, Watson first est,ablished an im-
portant relation (known to Ramanujan) between the Rogers-Ramanujan continued
f r a ~ t ~ i oand
n infinite products, namely,

He t,llen expressed the infinite products on the right hand side in terms of Weier-
strass elliptic functions and deduced (1.1) and (1.2) using the periodicity of the
elliptic functions. We remark here, as indicated in a paper by K.G. Ranlanathan

1991 Mathematics Subject Classzficatzon. Primary l l Y 6 5


Research funded by Academic Research Fund from National University of Singapore, project
number : RP3981645
@ 1W!l !lrrlr,rica.~ h l . r t l , r ~ r n ; \ t ~ < . ,S~ul c i r t y
128 HENG HUAT CHAN AND VICTOR TAN

[8], that Watson's final arguement can be simplified if we invoke the well-known
transformation formula for the Dedekind q-function

where S

q ( r ) = q1'24 ( 1- qn), = e2"~73


n=1
and Im T > 0. If we substitute q = e-2" in (1.3), then we find that

where the last equality is obtained by substituting T = 5i into (1.4). Solving (1.5),
we complete the proof of (1.1). The identity (1.2) can be obtained in a similar
way by using the transfo-mation formula for q (F).
Hence, with the knowledge
of (1.3), the evaluations of the Rogers-Ramanujan continued fraction at q = ec2"
and -e-" are reduced to substituting T = 5i into transformation formulas of the
Dedekind eta functions ~ ( rand ) TI(+), respectively.
Identities (1.1) and (1.2) are not the only two evaluations Ramanujan gave for
the Rogers-Ramanujan continued fraction. In fact, other special values of R ( q ) and
S ( q ) are scattered in his Notebooks [lo] and Lost Notebook [ll].We give a list
of these continued fractions, dividing them into 3 classes. Besides the continued
fractions listed here, Ramanujan indicates that he could calculate further values of
the Rogers-Ramanujan continued fraction but he does not record them [ll,p. 2101.

Values of R ( e - ' " f i )


Class 1A
and ~ ( e - " f i )where n
n is not a complete square
- 1 (mod 4 )

Class 1B
n is a complete square

Set 2c,, = 1 + -
an + brl fi and R(ep'"") = - c,.
a,, - bn
We summarize Ramanujan's continued fractions in the following table
EVALUATIONS O F T H E ROGERS-RAMANUJAN CONTINUED FRACTION 129

Class 2
Values of ~ ( e - " f i ) where n - 3 (mod 4)

Class 3A
Values of s ( e p " m ) and ~ ( e - " G ) +
where 5 n and n is squarefree
n = 1 (mod 4)

n -
Class 3B
3 (mod 4)

In the following sections, we will give brief surveys of the continued fractions
listed in these classes. We will then indicate certain empirical processes which
will enable us to discover new values of the Rogers-Ramanujan continued fraction
belonging to these classes.
H E N G HUAT C H A N A N D VICTOR T A N

2 . Class 1

The evaluat,ion (1.6) appeared in Ramanujan's second 1et)ter to Hardy [3. p.


571 and was first proved by 16'atsorl [13]. The key step in \Vatson's proof involves
subst,ituting q = e-'"Ifi into Ramanujan's modular relation
-
,,,,I = ?L
+
1 - 271 4'u2 - 31~:' u 1 +
1 + 3 u + 4 u ' + 2 u 3 $111'
where 11 = R ( q ) and 71 = R ( q " ) .

In 1984, Rarrlanat,han [B] gave another proof of t,his evaluation and found the
cornpanion identity

The first cont,inued fraction is identity (1.1) while t>herest of the continued
fractions listed in Table 1 appear on page 311 of Ramanujan's first notebook. The
value for R ( e -'"1 was first proved by R a n ~ m a t h a nusing the Rarnanujan- Weber
class %nval-iunts
Y

and
x

A=I
The proofs of all the continued fractions in Table 1 are now available in a paper
b) Berndt and Chan [4]. The identities associated with R(epJT),R(e-"7) and
R ( e p l " ) were proved using the following modular relation found in Ramanujan's
Yotebook [l,pp. 212-2131:

The proof of Ramanujan's value for R ( C > - " is


~ )much harder. The first proof given
by Bcrnclt and Char1 involves the Rarnanujari cubic continued fraction
ql/: + q2 q2 + q4 q:c + q(i
- - - -
I + 1 + 1 + 1 +...' M<l.
and the comp~tat~ions are laborious. Not being satisfied with their first proof,
Berndt: Chan and Zhang [5] discovered new formulas which express relations be-
tween the Rogers-Ramanujan c~rlt~inued fraction and the class invariants G,, and
y,, . TJsirig these formulas, they obtained a simpler proof of this identit,y. They also
succeeded in proving t2hecompanion of this ident,ity, namely.
~ ( e - ~=' J
~T
~+
) 7- c'
EVALUATIONS O F T H E ROGERS-RAMANUJAN C O N T I N U E D F R A C T I O N 131

where
n+b
2c = ---h- 1, n = 60'" and h = 2 + h- A.
a-h
We now introducr a new empirical process which will enable us t o ..guess" all
the continued fractions except R(ep") and R(e-lG") in this class. This process is
illustrat~dwith the identity for R ( r p G " ) . Sct
(2.1)

Note that we havc, b y (1.3),

Now, b y cornputiiig and 21, nuniericallj-. we assume that

and

Using these assumptions, we conclude that

It can be shown that (see [ 5 ] )the value of r:)can be written in t,he form

and Ramanujan's assertion follows. The computation of y ~ leads


, to tlle clvaluation
of S(rp.").

3. Class 2

The continued fractions listed in Class 2 are recorded on page 36 of the Lost
Notebook. In view of the relation [8]

it suffices t o evaluate just one of the two continued fractions (1.7) ancl (1.8). The
evaluation of s ( ~ c was ~ ~first
) proved by Rarnanathan [9] using the valuc
132 HENG HUAT CHAN AND VICTOR TAN

which he found via Kronecker's limit formula. A second proof of this result was
given by Chan [6] using one of Ramanujan's modular equations [I,Chapter 25,
Entry 621

where

We now introduce the empirical process associated with this class. Let y, be
defined by (2.1). We compute the numerical value of ys and assume that

&+I
Solving the above quadratic equation yields y~ = -, which leads, by (2.2), to
2
the value of s(ep"&).
The continued fractions we discussed so far were known to Ramanujan. We
now show how this empirical process enables us to discover new simple values for
the Rogers-Ramanujan continued fraction which are not found in his notebooks
and Lost Notebook.
If we compute y l l and 71, numerically using the product representation (2.1),
we may assume that

and

Substituting these values into (2.2), we deduce that

and
(3.5)

These values are new but we do not have proofs for them yet since our compu-
tations rely heavily on the assumptions that (3.2) and (3.3) hold.
In the remainder of this section, we will briefly sketch how one can prove (3.4)
and (3.5) using modular equations. This method of proof is new and can be applied
to give a third proof of (1.7).
To prove (3.4), we first quote a modular equation discovered by L.J. Rogers
[121.
EVALUATIONS O F T H E ROGERS-RAMANUJAN CONTINUED FRACTION 133

T H E O R E3.1.
M Let u = R(q) and v = R ( q H). Then

Now, replace q by -q in Theorem 3.1 t o conclude that

where x = S ( q ) and y = S ( q U ) . Next, set q = e - " / "r


l 1 and invoke the relation
(3.1) to conclude that

where now z = ~ ( e - " l J i i )and y = S ( e p a J T i ) .Substituting (3.7) into (3.6) and


simplifying using MAPLEV, we conclude that

The continued fraction s ( e p i r m ) is a root of the first polynomial w h ~ h


can
be used to prove (3.4).
To prove (3.5), one would require a modular equation of degree 19. We have
succeeded in showing that if u = R ( q ) and v = R ( q l " ) then
u2" - (21''+ 19v1° + 95v5 + 76)viu1' + 38(4u1° + 45u5 + 4)vJu1'
- 76(v15+ 18u1% 79v" +)v2ui7+ 1 9 ( 1 1 + ~ ~ + 608vi + 4)t1ulb
~ 168v1('
- 114(11v"' + 121~" 1 2 5 ) ~ % ~ " 19(v1" 197v1° 1881u5 608)v1u"
- - -

+ 76(2v1" 1 0 3 ~ ' ~ '765~"


- 7 9 ) ~- ~114(12v1'
~ ' ~ - 74v1° - 510v' - 15)v2u1'
+ 19(168v1" 1683~"' - 1881~' - 5)vu1' - 418(33v1" - 79v5 - 33)v5u"'
- 19(5v1'- 1881vH'+ 1683v5 + 168)v3u% 114(15v1" 5 1 0 0 ~ ~ '74v5+
+ 12)vJuX
- 76(79v1" 765v") + 103~" 2)vLu7+ 19(608v15 - 1881v1' + 197v5 + l ) v u 6
- 114(125u1" - 12121' + ll)u5u' - 19(4v1' - 608~"' + 168~" 11)v3u4
+ 76(2u1' - 79u1" + 18v' - l ) v J u J- 38(4v1' - 45v" 4)u7uL
+ (7671'' - 95v1' + 19v5 - 1)vu + vLO= 0.
The continued fraction S(eprJiri) can then be determined in exactly the same way
as that of S ( e p r J i i ) .
Finally, it is obvious that (1.7) can also be proved using the following modular
equation of Ramanujan [2. Chapter 32, p. 17, Entry 31:
( v - u"(1 + uv" =3 uV,
134 H E N G HUAT C H A N A N D VICTOR TAN

where u = R(q) and v = R(y3).

4. Class 3
On page 210 of his Lost Notebook. Rarnarlujan started a table recording t,lic
values of ~(e-"/"') and ~ ( e - " m )for odd integers between I and 15. Only
three continued fractions are actually listed in the table. This table has now been
co~npletedby Herndt, Chan and Zhang [5] using formulas relating s ( c - " ~ ) t o
G I , and known values for G,,. We now describe an empirical process which will
enable us t,o complete Rarnanl~jan'stable (except n = 15 which belong t o Class 2)
without using values of GI,.
Let
(4.1)

The relation between 6,,and S ( r - " m ) is given by [14]

Consequently. it suffices t o drterriline 6,)irl order t o compute ~ ( e - ~ explic-


m )
itly. The contiriued fraction S(e-'/&) can then he derived from the following
reciprocity law of Ranianujan [B]:

1% now illustrate the process for n = 7 and 71 = 9.


First, we compute b7 numerically and assume that

Solving the above for d7 and substituting into (4.2). we obtain (1.11).
Next, if we assume that

then
bg = (4 - 6)
(26 5&). +
From t,his arid (4.2). we deduce that

where

which is equivalent t o the result found in [ 5 ] .


EVALUATIONS O F THE ROGERS-RAMANUJAN C O N T I N U E D F R A C T I O N 135

5. Ring Class Fields and the empirical processes


Let K be an irnagii~aryquadratic field and let D1, be the ring of integers of
K. Suppose L3 is an order of Dl, with corlductor f and let C'(L3) be the ideal class
group of the order D. A ring class field Lo of the order L3 is the unique Abelian
extension such that all primes in K ramified in Lo must divide f Dl, and that

We now state some conjectures which we wish to prove in order to provide rigorous
proofs of identities such as (3.2) and (3.3).

CONJECTURE5.1.Let n be (L positive integer not divisible by 5. If n


(mod 4 ) , then r:, and ?;, dejined i n (2.I ) , are real units in the ring class field
of Z[5fi]. If 7l E 3 (mod 4 ) , then 3. is
:n red ,unit i n the ring r + m field of
1 -
Z[:,J-n].

CONJECTURE 5.2.S ~ ~ p p o sthe W class,group


e S ~ ~ ~ L C ~ ofI L the ])r--/\of5[Z
n = 1 (mod 4 ) , as of the type Z , or Z1+ Z2. T h e n th,e real units mentioned tn
Conjectusre 5.1 can be determaned in a j k t e number of steps. If n
and the class group of Z [ 5 6 ]is of the type 222 or Zr.
be determined i n a fin,ite n u n ~ b e rof steps.
- where

3 (iriocl 3)
then th,e real u n ~ ?t: ccLn

CONJECTURE

of Z[&%].
Z[,,"zG].
If n -
5.3. Let n be a positive integer not divistble by 5. I f 7, = 1
(mod 4 ) , then A,, and 6,,. defined i n (4.1), are real units i n the ring class field
3 (mod 4), then 6,,is a real unit in the ring class field of

CONJEC~TUIIE 5.4.Suppose the structure of the class group of Z [ G ]is of


the type Z463 Z 2 6 Z2 6 . . . 9Z2.T h e n the real units mentioned in Conjecture 5 . 3
can be determined i n (I finite number of steps.

If Conjectures 5.1 and 5.2 are true. then we would have rigorous proofs of (3.2)
and (3.3) without using modular equations. It also shows wlq we ~ h o o s e1 1 = 11
and n = 19, as these are probably the only two riumbers satisfying the collditions
in these coi1,jectures.
If Corljcctures 5.3arid 5.4are true, then we would have proofs of the identities
listcd in Class 3. illoreover. we will be able to cornputt, many inore contiiiued
fractions. 1% conclude by showing how we compute ~ ~ ' ( e ~1Vemdetermine ~ ) .
the following identities :
HENG HUAT CHAN AND VICTOR TAN

Using these results, we conclude that

Hence, by (4.2), we can determine ~ 7 ( e - " J 5 7 / 7 explicitly The evaluation of S ( q )


at this value would be unthinkable if we were to use modular equations or Kro-
necker's limit formulas.

References
B. C. Berndt , Ramanujan's notebooks, part 111, Springer-Verlag, New York, 1991.
, Ramanujan's notebooks, part V , Springer-Vcrlag, Ncw York, 1998.
B. C. Berndt and R.A. Rankin, Ramanujan: Letters and Commentary, Amer. Math. Soc.,
Providence, London Math. Soc., London, 1995.
B.C. Berndt and H.H. Chan, Some values for the Rogers-Ramanujan continued fraction,
Canad. J . Math. 47 (1995), 897-914.
B.C. Berndt, H.H. Chan, and L.C. Zhang, Explicit evaluations of the Rogers-Ramanujan
contznued fraction, J . Reine Angew. Math. 480 (1996), 141-159.
H.H. Chan, O n Ramanujan's cubic contznued fraction, Acta Arith. 73 (1996), 343-355.
G.H. Hardx Ramanujan, Chelsea, New York, 1978.
K.G. Ramanathan, O n Ramanujan's continued fraction, Acta Arith. 43 (1984), 209 226.
, O n some theorems stated by Ramanujan, Number Theory and Related Topics, T a t a
Inst. Fund. Res. Stud. Math. 12, Oxford University Press, Bombay (1989), 151-160.
S. Ramanujan, Notebooks (2 volumes), Tata Institute of Fundamental Research, Bombay,
1957.
, T h e Lost Notebook and Other Unpublzshed Papers, Narosa, New Delhi, 1988.
L.J. Rogers, O n a type of modular relatzon, Proc. London Math. Soc. 19 (1920), 387 397.
G.N. Watson, Theorems stated by Ramanujan ( I X ) : T w o contznued fractzons, J . London
Math. Soc. 4 (1929), 231-237.
, Theorems stated by Ramanujan ( V I I ) : Theorems on contznued fractzons, J . London
Math. Soc. 4 (1929), 39-48.
Contcrnporary hlathematics
Volume 236. 1999

Absence of Phase Transitions in Modified Two-Component


Plasmas: The Analytic Theory of Continued Fractions in
Statistical Mechanics

Dov Chelst

ABSTRACT.In 1961, A. Lenard[9] and S. P r a g e r [ l l ] independently solved the


one-dimensional two-component plasma. Their solutions employed a n implicit
equation involving a continued fraction. In addition, Lenard used the analytic
theory of continued fractions t o prove the existence of a n implicit solution.
However, he did not realize that this theory could also be used to prove the
analyticity of this solution with the aid of an implicit function theorem.
We have extended Lenard's analysis in [3] to include a class of systems
which we call modified two-component plasmas. Any such system can
still be described in terms of a n implicit continued fraction equation. In this
paper. we intend to show that such a solution is analytic. Thermodynami-
cally, this implies the non-existence of pressure-dependent phase transitions,
i.e. transitions between two phases that occur as pressure P and density p
vary while the inverse temperature P remains fixed.

1. Introduction: Statistical Mechanics, Phase Transitions and


One-Dimensional Systems
It is not our intent to develop new theorems regarding the convergence or
analyticity of continued fractions. Rather, we intend to apply well-known theorems
(Theorems 6 and 7) t o tackle a problem in statistical mechanics. Thus, this paper
will contain no new results for continued fractions, just a new application. However,
we believe this application to be quite significant.
What is statistical mechanics? Statistical mechanics studies systems containing
a large number of particles. These particles obey a set of microscopic dynamical
laws. Starting from microscopic particle interactions, such as pair potentials, one
seeks to derive expressions for thermodynamic macroscopic quantities such as the
pressure P, as functions of the inverse temperature ,i3 and particle density p. Within

1991 Mathematics Subject Classificatzon. Primary 82B23. 82D10; Secondary 82B05, 82B26,
30B70.
This work was partially supported by AASERT Grant No. AS0281.
I would like to thank the organizers of this conference for allowing me to communicate my
ideas t o members of the continued fractions community.
I would also like t o thank Prof. Eugene Speer for discussing the details of this paper's main
argument with me and for scrutinizing my earlier drafts
138 DOV CHELST

this theory, these thermodynamic quantities correspond t o either averages or sums


over a tremendous number (e.g. lo2') of microscopic variables. The large number
of particles is responsible for the statistical nature of the theory.
While developing a thermodynamic portrait of a given system, one naturally
asks if it exhibits a phase transition. A collection of particles can behave in different
ways: like individual molecules (a gaseous state), like a loosely bound conglomerate
(a liquid state), or like a more rigidly bound molecular latt,ice (a solid state). The
question yet remains: for a given system, do clear demarcations exist between these
different states? Do they represent distinct phases of matter?
A phase transition is characterized by an abrupt change. For example, when
we increase the pressure on a gas, while maintaining its temperature, its molecules
may condense t o form a liquid. Thus, at a specific pressure, a sudden change in
density would occur. Up t o this point, the pressure and density would continuously
increase upon the gas.
To describe this behavior mathematically, we have a fundamental therrnody-
namic relation which describes the system as a function of a "complete set" of
thermodynamic variables. One example of such a relation is the average entropy
per particle s ( e , p) which depends upon the mean energy per particle e and the
particle density p of a system. Another formulation, the chenlical potential (or
Gibbs potential) p ( P . /3): which gives rise t o this article's continued fraction, de-
pends explicitly upon a system's pressure P and inverse temperature 0.All other
thermodynamic quantities are calculated as partial derivatives of this fundamental
relation. For example, the density p of a system for some P and P is related t o p
by

I 1I

lip l lip2 lip


A phase transition can be defined as a discontinuity in one of p's derivatives.
For example, in the above diagram, a liquid-vapor phase transition of van der
Jlraals type can be described by the non-differentiability of a pressure-density curve
(isotherm). Below a critical ternperat,ure: there is a certain pressure which cor-
responds t o two distinct densities pl and p2, representing matter in two different
phases. For any internlediate value of the density, each phase occupies a propor-
tional fraction of the system's total volume. At either end of this interval along the
isotherm, the curve has a discontinuity in its first derivative, i.e. a first-order phase
transition.
\iThile one can often prove that a physical system exhibits thermodynamic
behavior, one can rarely calculate its fundamental relation exactly based solely
upon the knowledge of its microscopic interactions. Thus, t o obtain exact results?
one needs t o examine idealized models. One such idealization involves restricting
CONTINUED FRACTIONS AND MODIFIED TCP'S 139

the analysis to one rather than three dimensions. In one dimension, a number of
models have exact solutions.
Rigorous proofs for the non-existence of phase transitions are another rare
commodity in statistical mechanics. These theorems, when they exist, focus on
showing that some fundamental relation describing a given system is analytic. In
one-dimension, the most famous non-existence proof certainly follows this line of
reasoning. In 1950, Van Hove[5] showed that one-dimensional systems with only
finite-neighbor interactions exhibit no phase transitions.
Plasmas, which consist of charged particles, interact via a long-range Coulomb
interaction and are not covered by Van Hove's theorem. Nevertheless, in 1962,
Lenard and S.F. Edwards[4] showed, by analyzing the eigenvalues of a differential
equation of Mathieu type, that the one-dimensional two-component plasma can
exhibit no phase transitions.' This was proven in a way that avoided the continued
fraction which featured so prominently in Lenard's original thermodynamic solution
of the system.
We can readily generalize the original thermodynamic argument of [9]to include
modified two-component p l a ~ m a s . One
~ simply notes that Leriard and Prager's
original argument uses a Laplace transform technique reminiscent of the solutions
of Tonks and Takahashi for systems with only hard-cores or with only nearest-
neighbor potentials respectively.3 Then, one replaces Lenard's Laplace transform
of the identity with a more complicated Laplace transform. However, it is not clear
how to generalize Lenard's second argument, that proved the non-existence of phase
transitions, in so broad a fashion. Luckily, this is not necessary.

2. Modified Two-Component Plasmas


When expressing the thermodynamics of this model, we fix ?!, and the unit
charge a . Thus, in order to focus upon the crux of the argument and eliminate
distracting notation, we set a = 1 and /3 = 1. We therefore intend to suppress all
dependence upon these variables, totally ignoring them in all but two places: at
the ends of Sections 4.3 and 4.4.

-
a a
w a
w
a
w
-
w
a
- ..
1 a 1
w
1 1
w
a - 1

0
Modified two-component plasmas contain an equal number of positively and
negatively charged particles with unit charges f l and --1 respectively. Each particle
resides on the positive half line, and is specified by a pair of coordinates (a,. x,)
describing its charge and position. Pairs of particles interact via a one-dimensional
Coulomb potential

When considered in three-dimensional space, we view these particles as parallel


"charged sheets" that lie perpendicularly to the x-axis and each of which has a
L'chargedensity" a,.

'In fact, he proved it for more general multi-component charged systems satisfying certain
conditions.
he entire argument can be found in [3].
3See [13, pp.48-531. A translation of Takahashi's original article can be found in [ l o , p.251.
140 DOV CHELST

In addition, nearest-neighbor particles, separated by a distance x, interact via


a potential $(x). This potential may depend upon the relative charges of the two
particles. In this case, we refer to two potentials, $,
,
,, and $I,,; as the interactions
between neighboring pairs of ions with the same charges and with opposing charges
respectively.
The total potential energy H of this system in a given configuration is just
the sum of all the pair potentials. Using H, for a fixed pressure P,we employ a
statistical ensemble especially suited to one-dimensional calculations, the isobaric-
isothermal ensemble4, to determine the fundamental relation p ( P ) exactly. That is
all we will say about the basic description of modified two-component plasmas and
their statistical mechanical calculations. A full derivation of p(P)can be found in
[3]. We will now proceed to the fruits of this analysis.

3. Thermodynamic Results: The Real and the Complex


The chemical potential p of a modified one-dimensional two-component plasma
is related t o the implicit solution of the equation

for positive P.Specifically, the implicit function z*(P)


defined to be the solution
of smallest modulus of (2)for fixed P > 0, is related to p by

Through this relation, we will show that p(P)is an analytic function of P.


Before we can examine z* we need more information about Q. can be Q
described in two ways:
1 . Power Series: Initially, for fixed P > 0, we define Q as a power series in z
about 0,

Each coefficient QN(p)is the result of a statistical calculation involving


a modified two-component plasma with 2N particles using the isobaric-
isothermal ensemble. As a consequence, each coefficient is a Laplace trans-
form of a nonnegative function5, whose integral converges for all positive
pressures P and hence for all complex P with positive real part. Our main
concern is that it is positive for all positive P.
2. Continued Fraction: Later in [3], we show that after imposing a few
conditions and employing a recursive analysis, a modified two-component
plasma's Q can be described by a continued fraction whose partial numera-
tors and denominators are functions of P and z.
The first description shows us that when P > 0, and z > 0 is within the radius
of convergence about 0, Q(P, z) and $
are positive. The second description allows
us to fully utilize complex analytic machinery. With it, we can show that Q is a
meromorphic function of both P and z. We will see that Q'S continued fraction is

4 ~ e Percus[8]
e for a discussion of this ensemble.
5 ~ p , r ( ~corresponds
) to a portion of the isobaric-isothermal partition function and is thus a
Laplace transform of some portion i N ( L )> 0 of the canonical partition function.
CONTINUED FRACTIONS AND MODIFIED TCP'S 141

well-defined when P is restricted to some appropriate open set 0, containing the


positive reals R+, while z is allowed to range over all @.
The continued fraction describing Q can be written in the standard form

When $ is charge-dependent, the partial numerators and denominat,ors are quite


complicated:

Each q is the reciprocal of a Laplace transform:

=- and O depend upon qopp and vsamethrough the relations


2

O(s)= ( voPP(s)
vsame
( s ) ) , and E = --1--(1 - O ( s ) ) .
VOPP(S)

When $ does not depend upon the neighboring particles' charges, this descrip-
tion simplifies drastically. +,,, and $,, all become equal, while O r 1 and
E = 0. Hence,
2
a1 = -2,
9(P)
a, = -z,
bo = 0, and
6, = q ( P + n2).
The fact that the description of these continued fractions hinges upon the
reciprocal of a Laplace transform, coupled with the desire to have the continued
fraction description remain valid for all positive P , motivates us to stipulate the
following condition for $.
CONDITION 1. The Laplace transform C ( e P * ) ( P )determined by any nearest
neighbor potential $ describing a modified two-component plasma will converge for
all positive P and hence in the complex right half plane Wo= { z : R ( z ) > 0).
This condition is not specific to modified plasmas; it is implicit in the standard
thermodynamic description of pure nearest neighbor systems solved by Takahashi[lO,
p.25). Thus, Condition 1 is imposed, implicitly or explicitly, on many systems con-
taining nearest-neighbor potentials.
Of course, we must now convince a reader that the reciprocals of Laplace trans-
forms, the q's, are well-defined for appropriate values of P. In other words, we need
t o show that the Laplace transforms are non-zero. Only then can we show that the
continued fractions given by (6) and ( 8 ) converge. We will explore the properties
of Laplace transforms which make each 77 well-defined in Section 4.3.2.
142 DOV CHELST

4. The Analyticity of p ( P )
4.1. The Main Result. Now, we will state our main theorem and prove it
assuming Lemma 3 that we will prove in Section 4.4.
THEOREM 2. Let a nearest-neighbor pote,ntial $ satisfy Condition 1. When $
is charge-depe,nde,nt,let i t satisfy Condition 8. Let Q(P,z ) be a function that can be
described both as a continued fraction (6) and as a power series (4) for fixed P > 0
i n z about 0 with positive coeficients. Then the implicit function p ( P ) deJned via
(2) and (3) is analytic for P > 0.
4.2. Proof of Theorem 2. To prove Theorem 2, we must traverse a number
of steps.
PROOF. 1. First, we state the lemma:
LEMMA3. If Q(P,z) satisfies the hypotheses of Theorem 2, then Q is
a separately meromorphic function of P and z for all (P,z ) E 0,x C
for some appropriate open subset 0,of @ containing R+.
While we leave the proof of Lemma 3 t o Section 4.4, we would like t o
describe its conclusion and give an idea of its proof here. Specifically, we
show that if we fix one variable, and examine a neighborhood about any
value of the other variable, there is an appropriate kth remainder of the
continued fraction, K(a,+k/b,+k), which is analytic in that neighborhood.
Thus, the full continued fraction is a rational function of the first k partial
numerators and denominators and the remainder term. Since these are all
analytic functions of the free variable, Q must be a meromorphic function
of the free variable.
This argument utilizes two theorems from the arlalytic theory of contin-
ued fractions quoted in Section 4.4 as Theorems 6 and 7. At the same time,
it relies heavily upon the asymptotic behavior of Laplace transforms de-
scribed in Section 4.3. It is not suprising that for a charge-dependent system:
we need an extra condition, given in Section 4.4 as Condition 8, t o apply
these continued fraction theorems. A charge-independent system does not
require this additional condition; yet, when $ assumes the proper form, it
automatically satisfies Condition 8.
2. An extension of Hartogs' Theorem to meromorphic functions due t o W.
Rothstein[l2] states that a separately rneromorphic function, e.g. Q, in an
open complex domain, e.g. 0,x @, is actually jointly meromorphic. Thus,
Q is jointly analytic in a neigborhood of any solution t o (2).
3. Moreover, we note that the power series description (4) of Q implies t h a t
3 is non-zero about any solution t o (2) provided that both coordinates
are positive and z lies in the radius of convergence of Q. Together with the
meromorphicity of Q, this assures us that for P > 0, Q'S first pole away from
zero occurs on the positive real axis. It also guarantees t h a t , for positive P,
a unique positive solution z ( P ) exists within this radius of convergence
and that this solution has the smallest modulus of all solutions t o (2). Thus,
this solution is actually z* ( P ) .
4. We may now employ the complex analytic implicit function theorem[G,
1.B.61 t o prove that z f ( P ) is an analytic function of P . Let us briefly review
t h e implicit function theorem.
CONTINUED FRACTIONS AND MODIFIED TCP'S 143

THEOREM 4 (Implicit Function Theorem). Let f : U 4 C be a jointly


analytic function in some open domain U C C n . I n addition, let f (2, z) = 0
for some ( 2 , ~ E) U , and %(z, z) # 0. Then there exists a neighborhood U 1
about Z and an analytic function g : en-' --t C such that f (2, g(Z)) = 0 and
(2, g(Z)) E U for all Z E U 1 .

This theorem applies t o our situation when we replace f by Q - 1. Since


f is meromorphic, it is automatically analytic in a neighborhood of any point
t h a t is not a pole of f which includes any point where f = 0. Thus, by the
implicit function theorem, z * ( P ) is analytic in an appropriate neighborhood
of P.
5. Since P > 0 was chosen arbitrarily, z * ( P ) must be analytic for all positive
P . The fact that the solution of smallest modulus z * ( P ) is always real
and positive makes this global result possible. Normally, given two analytic
implicit solutions z l ( P ) and z 2 ( P ) t o a single equation, a situation might
arise in which zl would have the smaller modulus for some values of P while
zz would have the smaller modulus for other values of P. The fact that the
solution z * ( P ) of smallest modulus is always positive implies t h a t for such
a switch t o take place z l ( P ) and z2(P) must coincide for some value of P.
By the assumptions of the implicit function theorem, namely that 2 # 0.
this cannot occur.
6. The fact that z * ( P ) is analytic and positive allows us t o conclude t h a t
p ( P ) = l n ( z * ( P ) ) is also analytic in P.
0

4.3. Three Features of Laplace Transforms. As Q is defined in terms of


Laplace transforms, we should review their relevant features. More specifically, we
list three features of Laplace transforms. The first is satisfied for any function with
an absolutely convergent Laplace integral. The second is specific t o transforms
of nonnegative functions (that are not identically zero), which is certainly true in
our case as e - i is never negative. The third holds true only for an even more
specific situation; this is meant t o serve as an example of a Laplace transform's
leading-order asymptotics.
4.3.1. Limiting Behavior. If the Laplace transform of a function f , L (f ) ( s ) =
SoM f (t)e-stdt converges absolutely for some s , it is analytic and defined for all P in
some open right half plane W, = {s : %(s) > w}. In addition, limR(,),, L(f)(s) =
0. In our situation, by the assumptions of Condition 1, C ( e - i ) ( s ) is defined in Wo
and for s E 13, c IHIo, lim,,, +
J q ( s n2)l = m.
4.3.2. Transforms of Nonnegative Functions and Their Zeros. For a nonneg-
ative function f that converges in Wo, this limiting behavior is monotonic for real
P. In addition, for complex s, Iq(s)l 2 q(%(s)). Moreover, if f is nonnegative and
not identically 0, we can be sure that 7 is well-defined in some neighborhood 13
containing R+. After all, C ( f ) ( s ) is analytic in MI0 and strictly positive on R+.
Unfortunately, this does not suffice. It is necessary t o find a complex neighbor-
+
hood 0,, containing R+, in which L (f ) (s) and C(f )( s n 2 ) are nonzero for all n.
We will prove that there exists a neighborhood 0, containing R + , on which L ( f )
+
is nonzero, and which has the property that s E 13, implies s 6 E 13, for all 6 > 0.
In other words:
144 DOV CHELST

L E M M A5 . Let C ( f ) be a Laplace transform of a nonnegative function f that


converges for all P E MIo. I f f is not identically zero, then the zeros of C ( f ) are
bounded away from R+ i n any half-plane W, for x > 0 .
PROOF. We will show more than the lemma requires. We will show that the
zeros of the real part of L ( f ) are also uniformly bounded away from the positive
real axis in W , for any x > 0. Given the original function f and a positive real
value x , pick some r < i.Now, by simple convergence arguments, one can choose
a constant K so that ff (t)e-xtdt > 0 and

La (t)e-"dt 5 r 1 K
f (t)e-ltdt.

Then, for all sl > x,

Now, simply choose w > 0 so that w K 5 3. For all real values Is21 5 w and
0 5 t 5 K , cos sat 2 51
+
and for complex s = sl is2 in the complex strip S, = { s :
W s ) > x , lQ(s)l < w),

The proof is complete when we note that since S, contains no zeros of C ( f ) , the
Laplace transform's zeros must all remain at least a distance w > 0 away from R+
in W,. 0
Before we continue, we simply construct an open set using the conclusion of
the previous lemma. Given a suitable nonnegative function f and a positive r < 3,
define the "zero-less" open set 0, = U,>, S,. Thus, because L ( f ) has no zeros and
is analytic in U,, we are assured that 77 is well-defined and analytic there as well.
Finally, we note that this lemma completes a pair of inequalites. For any
S E U,,

4.3.3. Leading Order Asymptotics of C ( f ) - Watson's Lemma. While it is not


completely necessary, the inequality ( 9 ) allows us to consider the complex asymp-
totic behavior of C ( f ) ( s )as R ( s ) + m. While the limit of C ( f ) is certainly an
asymptotic feature, in a charge-dependent modified plasma system, where two
Laplace transforms play a role, we need a clearer understanding of C ( f ) ' s asymp-
totic behavior.
Toward this end, we make a large assumption about f . Every nonnegative func-
tion has a set f -'((0, co))E R+ of points where f is positive. For a function f that
has a right-handed limit near the smallest point p in this set's closure, C ( f ) ( s ) ' s
asymptotic behavior for large R ( s ) depends very strongly upon this limit. Watson's
CONTINUED FRACTIONS AND MODIFIED TCP'S 145

Lemma[2, 6.41 covers a number of possible limiting behaviors. While this does not
exhaust all possible functions, nor does it include all physically meaningful func-
tions6, we will restrict ourselves to those potentials covered by Watson's Lemma.
An industrious reader will see that those generalizations of Watson's Lemma that
are also found in [2] can be treated similarly.
Watson's Lemma states that if a function f behaves as Ata to leading order as
>
t -+ O f , for some constants A and a 0 and if L ( f ) converges in some IHI,, then
the Laplace transform C ( f ) ( s ) decays as R(s) -+ m, to leading order, like -AT(a+l)
.
+
(I? is the Gamma function which for positive integers n satisfies I'(n 1) = n! and
using Euler's integral can be written as r ( x ) = Somtx-le-tdt.)This is certainly true
for real s and the statement for complex s follows from (9).
In statistical mechanics, we frequently encounter potentials $ that contain hard
core exclusions. In terms of f = e-P@, a hard core specifies that f ( t ) = 0 for all
t < b for some hard core diameter b. If, in addition, as t --, b+, f behaves as
A(t - b)O for some constants A and a 2 0, its Laplace transform L ( f ) ( s ) decays,
to leading order, as ~ l ? ( a + l ) e - ~. ~ This
R(s)a+l
( ' ) follows from Watson's Lemma and an
elementary feature of Laplace transforms that can be found in any undergraduate
text on the subject. The reciprocal of C ( f ) in either of these two situations, b = 0
or b # 0,diverges to infinity in an appropriate manner.
We note that while Watson's Lemma also allows for -1 < a < 0, a physical ar-
gument disallows these exponential values. After all, since f = e ~ ~our @ exponent
,
a depends linearly upon the inverse temperature /3. Thus, while for some values
of /3, 0 > a = a1/3would be greater than -1, there would certainly be values of P
for which this would be false and thus the Laplace transform would not even exist.
This contradicts Condition I that we imposed upon our nearest-neighbor potential
$ in Section 3.
This section on Laplace transforms provides all that we need in this paper.
It furnishes analyticity criteria. It gives a complex open set in which all 7's are
well-defined, i.e. just the finite intersection of open sets for each separate q. It also
provides the asymptotic information regarding our 7's that allows us to apply our
continued fractions theorems.
4.4. The Meromorphicity of Q.
PROOF OF LEMMA3. As stated in the proof of Theorem 2, our aim is t o show
that some remainder of the continued fraction Q is separately analytic in 0, x @;
i.e. analytic in a single variable while the other remains fixed. For this purpose, we
employ two theorems found in chapter 4 of the book by Thron and Jones[7, Thms.
4.35 and 4.541. Note that ,f refers to the nth convergent of the continued fraction
whose value we can obtain by substituting 0 for a n + l .
THEOREM6 (Pringsheim). If / bnl > ianl + 1 for all n , then
i. K (e)converges, and
ii. lfnl 5 1 for all n.

K
6 ~ r ey - p from a potential $(y) = 5
146 DOV CHELST

THEOREM7. If:
i. a,(x), b,(x) are analytic in some domain D, and
ii. SIC1, C2 E @, s.t. for all x E D and n E Z+,
f,(x) @ {El, C2, m)
Then K (-1 is analytic in D .

We first note that all the partial numerators and denominators described in (6)
and (8) are analytic functions of P and z . In 0,, both qOppand qsam, are nonzero
and hence their ratio is an analytic function. Thus, O and Z are both analytic
functions of P. Analyticity in z is even more obvious.
Now, consider O ( P ) and E ( P ) defined in (7). By the asymptotic behavior of
the two q's, according t o Watson's Lemma,

D S ~ v g 2 ~ ' - 2 0 ( r a me(buPI'-2bBBIIIII
t
/ E ( ~1 )
)SO 7

for some constants C and D when s is in 0, and so = R(s).


Since ( s ) can never grow asymptotically larger than O ( s ) , if we wish t o prove
that 6, is eventually bigger than a, we must focus on its other term, q,,,(P n2) +
which grows like ~ s ~ " " " + ~ ewith +
~ 'R"( oP ) n2. For this to grow more
~ ~ ~so~ =
quickly than its competing partial numerator, we impose the following condition.
CONDITION 8. Let $ be a nearest-neighbor interaction within a modified two-
component plasma. Moreover: let f (t) = e-Q(t) have the form f (t) = 0 for t < b
and f (t) NA(t - b)a as t -t b+ for some nonnegative values b and a. Then, we
require that
i. bop, 5 2bsam,, and
ii. if bop, = 2bSam,, that a,,, < 2aSam,.
If this condition holds, we are assured that eventually 6, will grow asymptoti-
cally larger than a, and the conditions of Pringsheim's lemma (Lemma 6) will be
satisfied. After all, whether we fix P or z , the real part of P n 2 , that replaces s +
from the previous discussion, goes off to infinity and our asymptotic analysis holds.
The second lemma will automatically follow if we choose any two complex numbers
and (2 with modulus greater than 1. Consequently, Q(P,z ) is meromorphic in
0, x @.
0
REMARK9. We would like to point out that charge-independent systems do
not require the additional condition stated above. If one examines their partial
numerators in (8), one notices that they remain fixed as n increases. Conversely,
the partial numerators grow asymptotically large regardless of the special form of
ec*. Thus, both lemmas provide their conclusions effortlessly.
REMARK10. In addition, while we have not ruled out temperature-dependent
phase transitions, it is possible that a similar analysis will preclude their existence
as well. Paying attention to the inverse temperature /3 merely involves replacing
+ +
P n2 by P(P n 2 ) in q's arguments and switching the transformed function from
e-* to ecP*. The dependence upon P that arises from multiplying the arguments
of q by /3 can be treated in exactly the same manner that we treated P above. Only
C O N T I N U E D F R A C T I O N S A N D MODIFIED T C P ' S 147

prove problematic.
In certain simple instances, e.g., when 1C, -
the ,8 which figures in the definition of the transformed function itself e c P could
~

0 or when $1 is a pure hard core


exclusion, temperature-dependent phase transitions are also absent. In those situ-
ations, C(eP*) depends on only through its argument P(P -tn2). Thus, in these
instances, the line of reasoning described in this paper applies t o ,8 as well.

5. Conclusion
We have accomplished our goal of utilizing the theory of continued fraction t o
prove a fact regarding modified two-component plasmas. Of course, some questions
remain unresolved. Did we use this theory effectively? The theorems employed
provided sufficient conditions preventing the existence of phase transitions in these
systems. But, how necessary is the additional condition imposed upon plasmas with
charge-dependent nearest neighbor interactions. What happens if bopp > 2bSam,?
Continued fractions may yet hold the answer t o this question. Continued frac-
tions continue t o persist in many models related t o the two-component plasma.
They appear explicitly in the discussion of one-dimensional ion-dipole systems in
[15].Moreover, they are implicit in every article that calls upon the reader t o calcu-
late an eigenvalue of a Mathieu-type differential (differential-delay) equation with
periodic boundary values7 For these reasons, we believe that continued fractions
will continue t o provide valuable information regarding this family of statistical
models.

References
R.J. Baxter. One-dimensional gases with hard-core repulsion. T h e Phyics of Fluids. 8(4):687-
692, 1965.
Carl hl. Bender and Steven A . Orszag. Advanced Mathematical Methods for Sczentists and
Engineers. McGraw-Hill, 1978.
Dov Chelst. Modified One-Dzmensional Two-Component Plasmas and Generalizations of
Schwarr's Lemma. PhD thesis, Rutgers University, 1999.
S.F. Edwards and A . Lenard. Exact statistical mechanics o f a one-dimensional system w i t h
coulomb forces. ii. t h e method o f functional integration. Journal of Allathematical Physics,
3(4):778-790. 1962.
Harry L. Frisch and Joel L . Lebowitz. editors. T h e Equilzbmum Theory of Classzcal Fluzds.
volume 15 o f Prontiers zn Physics, chapter 1-7. W . A . Benjamin, Kew York. N Y . 1964.
Robert C. Gunning and Hugo Rossi. Analytic Functions of Several Complex Varzables.
Prentice-Hall, Englewood Cliffs, N J , 3 edition, 1965.
W i l l i a m B . Jones and W . J . Thron. Contznued Fractzons: Analytzc Theory and Applzcatzons.
volume 11 o f Encyclopedia of Mathematics and its Applzcatzons. Addison-Wesley. Reading,
M A , 1980.
J.L. Lebowitz, editor. Simple Models of Equilabrzum and Nonequilibrzum Phenomena. chap-
ter 1. Elsevier, Amsterdam, 1987.
A. Lenard. Exact statistical mechanics o f a one-dimensional system w i t h coulomb forces.
Journal of Mathematzcal Physzcs, 2(5):682-693. 1961.
Daniel Mattis. The Many-Body Problem: A n Encyclopedia of Exactly Solved Models i n One
Dzmension. World Scientific. River Edge, NJ. 1993.
S. Prager. T h e one-dimensional plasma. Advwnces i n Chemical Physzcs. IV:201+. 1961.
Wolfgang Rothstein. Ein neuer Beweis des Hartogsschen Hauptsatzes und seine Ausdehnung
a u f meromorphe Funktionen. Mathematische Zeztschrift, 53:84-95, 1950.
Colin J . Thompson. Classical Equzlzbrium Statzstzcal Mechanzcs. Oxford University Press.
London. 1988.

?See [14,151 and [I]for example.


148 DOV CHELST

[14] Fernando Vericat and Lesser Blum. Statistical mechanics of ion-dipole mixtures: An exactly
solvable model in one dimension. Journal of Chemical Physics, 82(3):1492-5, 1985.
[I51 Fernando Vericat and Lesser Blum. Many-body functions of nonprimitive electrolytes in one
dimension. Journal of Statistical Physics, 61(5/6):1161-1185, 1990.

DEPARTMENT OF MATHEMATICS - HILL CENTER.RLITGERS. THE STATEUNIVERSITY


OF NEW
JERSEY.110 FRELINGHUYSEN RD. PISCATAWAY. N J 08854-8019, USA
E-mad address: chelst0math. rutgers . edu
Some Continued Fractions Related to Elliptic Functions

hlourad E.H. Isnmil and David R. Masson

Dcdzcated to L. .Jerry Lange and Wolfgang Thron on the occaszon of thezr bzrthdays.

ABSTRACT.We study solutions of difference equations associated with the


continued fractions of Stieltjes aud Rogers which involve elliptic functions.
The denominator polyrlomisls of these .I-fractions arc orthogonal polynomi-
als which arc given explicitly togetllcr with their rneasurcs of orthogonality.
These polynon~ialsgeneralize four special cases of thc continuous dual Hahn
polynomials.

1. Introduction
In 594 of his book on continued fractions [14],H.S. \.Val1 lists continued frac-
tion expansion formulas for many special functions. His list contains 24 continued
fractions. In our generation it was a good exercise for beginners to go through this
list and try to prove them all especially after seeing the Gauss continued fraction
in 389. Among Iliall's list. five continued fractions are listed undcr group C , titled
"Integrals involving the Jacobi elliptic functions." They do stand out as being very
different from the rest. Thcy are

where

1991 Mathematzcs Subject Classzficatzon. Primary 30B70, 39A10; Secondary 33E05.


Key words and phrases. Elliptic functions, continued fractions, orthogonal polyrion~ials
Rcscarch partially supported by NSF grant DMS-9625459.
Research partially supported by NSERC grant OGP0005383.

@ 1'399 American hlathrrnatical Society

149
150 M O U R A D E. H. ISMAIL A N D DAVlD R. MASSON

where
(1.6) n,, = (2n + 2)'(1+ k2), b,, = 2n(271 + 1)'(2n + 2 ) k L ,

where
(1.8) a,, = 2(2n + 1)'(2 - k'), b,, = (2n - 1)(2n)"2n + 1)k4.
IVall [14] attributes the continued fractions in (1.1). (1.3) and (1.4) t o Stic1tjr.s
[13],and credits Rogers [12] with finding (1.5) and (1.7). A more extensive list of
contliiued fraction expansions is in the verj7rccerit book on the sub jcct by L o r e n t ~ e n
and Waadeland [lo]. Note that the fartor z on the left-hand siclr of (1.5) was left
out in Wall [14. (94.20)] and [lo. (2.6.4)].
Obwrvr that the continued fractions (1.3) and (1.4) are equivalent in vicw of
the relationship [3. 98.1531. [4. p. 2491
(1.9) C I ~ ( IILl k. ) = d n ( u / k >k).
One can also show that (1.1) and (1.7) are equivalent using Landen's transformation
[12]. [15]. Thus, of these five continued fractions. only three arc, independent.
n a t ~ i ~ l(1.1).
y (1.3) and (1.5).
In Sections 2 arid 3 we will generalize these and derive an additional coritinucd
fraction given by

where
(1.11) a,, = (271 + 2)' + (271 + l)'kL, b,, = (2rtj2(2n + 1)'k'
Equation (1.10) can also be obtainrd from (1.3) in the followirig rnanrier. On
the lcft-hmd side of (1.3) 011e can iritegratc bj. parts to get
x
(1.12) J cnju, k) sn(ii. k ) du =~k ~ ~
0

Now substit~ltethe right-hand side of (1.3) into the right-hand side of (1.12) and
use t 11c idcnt ity

which can be derived from Lemmas I a d I1 in Rogers [12]. This identity should
also be cornpared with the identity (3.16) of Section 3 of this work.
SOME CONTINUED FRACTIONS RELATED T O ELLIPTIC FUNCTIONS 151

Alt,llough the result of t,his calculation is indeed (1.10). we prefere the more
fundamental derivation of Section 3 , which uses solutions to a differericc equation
arid yields both (1.3) and (1.10).
hlotivated by the nlornent problerns considered in [I]and 121. Isinail and Valent
[ 5 ] .[6]st,ridied more general nlonient problenls which led t o new orthogonal polyno-
mials. The generalization was essentially to replace the lemniscate furictions in [I]
and 121 by ellipt,ic int,egrals. This led Ismail and Valent 151. [6] t o study orthogonal
polyrionlial having generating fimct,ions of t,he form

where g ( t ) is given by

It turns out that thc only choices for rr and 0 arc tr = 0 , - 1 / 2 and 1) = 0 , 1 / 2 .
hence there are essentially four possible sets of orthogonal polynoniials. Tlicse
orthogonal polynomials are connected with the denonlinator approxirrlants of the
four independent conti~iuedfractions ( 1 . 1 ) , (1.3). (1.5) and (1.10). The case (1.14)
with a = / j = 1 1 2 . corresponds to (1.1) while cu = O = 0 correspolids to ( 1 . 5 ) .
We note that cu = -112% 9 = 0 or (r = 0, P = -112 corresponds t o the even
denominator approxirnants of (1.3). To see this consider the recurrence relation
associated with ( 1 . 3 ) ,namely
(1.17) X,,+l ( z ) - z X , , ( 2 ) - n L x , ,- 1 ( z ) = 0, n odd.
(1.18) + (z) - zX,, ( z ) - ~ 1 ' k ~ ~( z, ), 0. 11 C V C I ~ .

This yields for n odd


(1.19)
XI,+ (2)- +
[ z L nL+ ( n - 1 ) L k 2 ] ~ I,(, z ) +(n - 1)'(r1 - 2 ) ' k 2 X , , $ ( 2 )= 0.
and for n even
(1.20)
XI,+,() - [z' + n 2 k L+ ( n - +
1 ) ' ] ~ , , 1 ( 2 )( n - ( 7 - 2 ) ' k L X , , ~ ( z=) 0 .
Each of these call be written as a recurrence relation for rnonic orthogonal poly-
rioniials that come from a birth atid death process. The recurrences are of thc
form

.
with birth and death rates A,,, p,,,, respectively; and s = -2'. The case n = 2171 + 1
is associated with
152 MOURAD E. H. ISMAIL AND DAVID R. MASSON

and corresponds t o (2.25) in [6].since it also has the corrcct initial conditions. On
the othcr hand, the case n = 2777 + 2 appcars t o be associated with

but it has the wrong initial conditions.


To complete the corrrspondence, we note that in (1.15) the case cu = 0. 0 = 0
repeats (].I), while a = 0 = -112 repeats (1.5). Finally, the case a = -112. P = 0
or cr = 0. p = -112 1s associated with (1.10) and corresponds t o (1.23). which 1s
(2.32) in [6].
\Ve will give thesr correspondences in more detail in lattr sections.
In Section 2 we derive arid generalize the continued fractiori expansions (1.1),
and (1.5). while Section 3 contains the corresponding gerleralizat~orlsof (1.3) arid
(1.10). Rogers [12] showed that both (1.1) and (1.5) come from considering the
differcrlcc equation for

while (1.3) comes from considering the difference equation for

His principal technique was t o usc integrat,iori by part,s t o find solutioiis of difference
equations.
Having t,hr, integrations in (1.24) and (1.25) e ~ t ~ e n d i nt o
g infinity is. however.
misleading. It is 1nlic11 better t o consider bot,h end points of integration as zeros
of t,he elliptic furlctions in the integrand. The bonus for doing this is that wc are
then able to obtain both a dominant and minirnal solution t,o the corresponding
t,hree-t,erm recurrence. Thus. in Sect,ion 2. we examine the difference eq~iatioiifor
the funct ions
2 li

(1.26) C:,(2;k.) =
I
0
sn" ( u .k : ) e z "du.

while in Section 3 we dral with the furictions

/
2 /I-

(1.27) V,,(z: k ) = n u k) I ( k ) : ' I du;


0

where

Note that z is ROW unrestricted. In Section 4 we calculate the limiting case k -+ 1.


This limit consists of four explicit cases associated with special continuous dual
Hahn polynomials [8].
Recently Lomont and Brillhart [9] independmtly found the orthogonality re-
lations associated with (1.1) and (1.5) thus overlapping with the results in [ 5 ] ,[6].
SOME CONTINUED FRACTIONS RELATED T O ELLIPTIC FUNCTIONS 153

Alilnc's interesting work [ll]discusses Rogers's method and records related contiii-
ucd fractions. This is then applied t o study the representation of integers as sunls
of squares.

2. A Difference Equation
In this section we consider a difference equations and its ~olutions.This differ-
ence equation has two explicit special cases corrt,spoilding t o thc coritinucd fractions
(1.1) and (1.5).
TVe follow the procedure that Rogers uwd for u,,(z:k) [12] and ohtdin a gen-
eralization of (1.1) dnd (1.5).
Let U,, ( 2 ; k) be as in (1.26). Integrating by parts twice, wc have. for 11 > 1, n
not necessarily an integer.

where in the last line we have used Example 4. p. 516. of [15]. \li,thus have. for
n > 1. a solution t o the three-tcrrn recurrence rclatioii
(2.1)
n(n + l ) k LY,,+2 (z: k) - (z' + n' (1 + k L ) )Y,,(z: k) + n ( r ~
- 1) Y,rF2(2; k) = 0.
Another solution t o this recurrence relation is U,,(-z; k). These two solutions
are, however. linearly dependent. To show the linear dependence. we make usc of
the properties [15]

(2.2) sn(71 + 2K, k) = e" sn(u. k), sn(-ti, k) = elKsn(u, k).


2 I\
\Ye now rewrite 1 siiri(u,k . ) ~ " "d u with a changc of variable (1 = 2K - I?. and use
0
(2.2) t o get

+
Thus with n = r n 0.In = 0, k1.1t2, . . . the linear clepcwleilcc is established
If wc restrict ourselves to Rc z > 0 and rr a n integer. we have anothcr linearlv
dependent solutio~igiven h~ u,, (z. k) of (1.21). To see this we split the infinite range
of intcgratiori into intervals of lengtli 2h7 arid use (2 2) t o obtain
'I\

Hence for n = 0 . 1 . . . . and Re z > 0 we have


(2.5) /
u,, (z; k) = u,,( z ; k) [l - ( - l ) i i e F ' h 2 ] .
The linear dependence then follows for n even or n odd.
154 MOURAD E. H. ISMAIL AND DAVID R. MASSON

Note that. strictly speaking. U,,(2:k ) , and en"'U,, (z;k) are solutions which are
linearly indept:ndmt but in a trivial may. The factor e n T Lcan be attached t,o any
solution of (2.1) to geiierate linearly independent solutions. since, (2.1) is basically
a sccond-order d i f i r t w ; e equat,ion in the square of the shift operator.
Tlic solutions that we have are bounded solutions t o the recurrence relat,ion
(2.1). The general i d u r e of solutions can be seen from t,he large n as>-rript,oticsof
(2.1) through the Birkhoff-Trjit,zinsky theory [16]. For n large (2.1) approximates
t,he coiistant coeficient tlifftrence equation
(2.6) X.*X,,+~ - (1 + k') X,, + X r r - =~ 0.
This liab lirlearl>-indepe~ldentsolutions

The Birklioff-Trjit z i n s k ~theory implies that the recursion relation (2.1) will have
linearlv independent solutions which. for large n. are asymptotically proportional
to the wlutioiis (2.7). With 0 < k' < I wn.c must then have one solution of (2.1)
lvith constant asvmptotics and a linearly independent solution wl~icllbecomes un-
bounded as 11 4 30. Since 0 5 m ( u , k ) 5 1 for LL 111 the iriter~al[O, 2 K ] , we have
11,)(2: k ) bourided as a function of n and corisequentl\ ~t must he a bounded solution
t o thc recurreilce relation (2.1) ancl nsymptotic t o a coristant multiple of x:," in
(2.7).
I11 ortlcr to obtain ari unhoulldccl solutioii to (2.1). we now consider n an intcgcr
and
11, '

(2 8 ) ( z :) = /
-ih'
[ s) , n > 0.

7r
(2.9) 1' = ( 1 / 2 , 1 / : 1 1 - k ) O < kL < 1.
2
Tlie integral in (2.8) is in the coniplex u-plane along a contour from u = -7K' t o
I L = ?I{'. which nrc poles of sn(u. k ) , and avoids the pomt rr = 0, wht.re sn(71,k)
v;liilsllci. 111 (2.8) t l i ~point r l = 0 is to the right (left) of the contour w h m we use
I;T;y (Cr;,- ) ) .
Ti-e again intcgrdtt. b> parts twict, t o obtain from (2.8)

valid for rc 2 2. \\.'ith re-liormnlization this becomes the sanw recurrence as (2.1).
~ , iiit(1g~r71. n > 1. t he rcm~rsion(2.1) has mother linearly indcpcrldent
H e i ~ ( for
solut ion giwn by

solution\ which is asymptotirally proportioxil to .XLO or ~5')


in (2.7). By tak-
ing the tliffererlcc of tl-irie two unbounded solutions we obtain a third unboundccl
sol~ltionto (2.1) given by
SOME CONTINUED FRACTIONS RELATED T O ELLIPTIC FUNCTIONS 155

The contour in (2.12) is now a small circle. t,raversed counterclockwiscl enclosing tlic,
polr singularity at u = 0. An application of Caucliy's tlleortm sliows that (2.12) is
a polynomial in z of degree n 1 with even powers of z for r l odd and odd powers of
-

z for r1 e w n (see Corollary 2.3). If we refer t o (1.2). (2.15) in the work of Isillail a i d
Valerlt [6] arid compare t,heir recurrences with our (2.10) we can see that spcciwl
cases of the polynoniials in the generating furictions (1.14) and ( 1.15) are given hy

2.13) ( - 2 , 1 / 2 ) = (271+ 1 ) S , , ( s ;0.0) = k"+'~:f,)+, (m:


k), n > 0.
(2.14)
s,,(.r:1 / 2 >-1/2) =
2(n + 1 ) C , , + l ( r : O . O ) = - - -k."~ ~ ~ ) ( J - k s : k ) . ?,>a
S J-kr
with the pararnetcrs A and B given bj-

\Ye now summarize these results in terms of thc solutions to a second-ordcr


differcrlce equation which is in standard rnonic forin.

2.1. T h e r e r ~ ~ r w n crelnflon
THEOREM r
(2.16) X , , + I(z; k. cr) - [z' + n,,(k. cr)] X,,( z ; k , a ) + h,,(k, a ) X , , l ( z :k. a ) = 0.
u~rth2n +CL > 1. 0 < k' < 1. and
(2.17)
o,,(k..cu) = (277 + a ) ' ( l + k'), b l , ( k .0 ) = (2n + tr)(2r1 + a - 1)'(2n + rr - 2)kL.
has n mznirnnl solution

Furtherm,ore i f a is c u r i n t q e r then (2.16) h,m domln(mt s o l ~ ~ t i o n s

(2.19) X!:)(Z; k , a ) = r(2n + n)U,,,+


- (+)
,, (z: k ) .
If a = 1 , 2 then (2.16) h>n.sa rnon,ic polynmrninl solution,

PROOFTo obtain the recurqiori (2.16) with solutiori (2.18) wc use (2.1) and
the solution (1.26) with n replaced 1?\. 271 + a and wt. renormalize. The ~liirlirnal
and dominant nature of the solutions comes from thc fact that ULl,+(,(z:k ) and
- i-t)
ULr, +(,( z : k ) have nonzero constaiit large rl as) inptot ic s ( s w the discussion follow~lg
(2.7)). Similarly, (2.19) and (2.20) conic from (2.10) drld a renorinalizatio~iof (2.11)
a i d (2.12). To sce that the right-hand side of (2.20) is a polynomial of degree. 11 in
z' u.1, perform the iiidicated ~ntegrationusing C a ~ c h y ' stheorein This is done in
Corollary 2.3 below. This tomp1etc.s the proof. 0

Based on the rcsults in Tlieorcm 2.1, we now oht ail1 a continued h a r t ion ex-
pansion which g e n c d i z e s ( I .1) and (1.5).
156 MOURAD E. H. ISMAIL AND DAVID R. MASSON

COROLLARY 2.2. Let a,, ( k ,a ) . b , , ( k ,n ) be given by ( 2 . 1 7 ) . Then front the m i n -


imal solution (2.18) to the recurrence relation ( 2 . 1 6 ) u ~ eobtain

Un( z :k ) 1 b , ( k ,a ) b ~ ( k0, )
(2.21)
-
- ...
IL(N -) U p ( :k ) zL + +
a ~ ( k0. ) - z L a l ( k ,0 ) - z L + a 2 ( k , a ) -

,valid for a > 1 and 0 < k 2 < 1. I n partic,ulrrr, ,we have the special cases

z f sriL(u,k ) e p " ' d u


1) 1 b , ( k ,2 ) bl ( k . 2 )
- ...
(2'22) 2(1 - exp(-2K;))
-
z +( + +
k .2 ) - z L a , ( k .2 ) - z 2 a l ( k , 2 ) -

-
- b l ( k 1) .
(1 +exp(-2Kz)) z L t n o ( k , 1)- z' + nl ( k . 1 ) - zL + a2(k. 1)-
, ,

These specanl cases m a y be re-expressed as ( 1 . 5 ) and ( 1 . 1 ) , respectively, after making


the additional asswrnption,~that Re z > 0 .

PKOOF.\Ye apply Pincherle's theorern [7] to the iniriirnal solution ratio

The result is (2.21). In (2.21) we put n = 2 and use the explicit expression
U o ( z :k ) = z p l ( l - e x p ( - 2 K z ) ) to obtain ( 2 . 2 2 ) . In (2.21) one can take the limit
as tr + 1+ to obtain (2.23). Instead we integrate Ul ( z ;k ) by parts twice to obtain
the extra recurrenu,

(2.24) U l ( z ;k ) = - z Y 2 ( 1 + e p 2 " ' ) + z-' [- (1 + k 2 ) U , ( z :k ) + 2 k ' ~ ; ~ (k z) ];


Cornbiriing this with the tr = 3 case of (2.21). we get ( 2 . 2 3 ) . If Re z > 0 , then we
can re-express the left side of ( 2 . 2 2 ) and (2.23) by using ( 2 . 5 ) to obtain ( 1 . 5 ) and
( 1 . 1 ) . respectively. 0

IVe now give more explicit expressions for the solutions P,, ,, ( z L :k ) , a = 1.2
in (2.20). This will justify our claim that these are polynomials of degree n in z L
and the formulas (2.13) and ( 2 . 1 4 ) .

COROLLARY
2.3. W e h a w the explicit expresstons
SOME CONTINUED FRACTIONS RELATED T O ELLIPTIC FUNCTIONS 157

and

PROOF. IYe apply Cauchy's theore~nt o the expression ( 2 20) aftcr rearranging
the integrand, expanding ( u / sn(u, k))'"+"e-"' in powers of v and finding the co-
'
efficient of uL"+" - in t his expansion. Thc fact that sn( u , k ) is an odd function of
u causes the odd derivatives of ( u / sn(u, k ) ) z " t " to vaniqh a t i~ = 0. The re5ult i5
(2.25)-(2.28) and the proof of the corollary is coruplete. 0

The continued fraction ( 2 . 2 1 ) and the special cases ( 2 . 2 2 ) ancl (2.23) are positive
definite J-fractions with variable x = 2'. AS such they have a special representation
as a Stieltjes transform of a probability measure. Here the measure is discrete so
that. for N > 1 ancl O < k L < 1.

with x,,, ( a ,k ) real and R,,,( a , k) > 0. For the special cases n = 1.2. the poles
(a:, k ) and residues R,,, ( N , k ) turn out t o b e explicit. The polynomlal5 PI,,, ( z ' ; k )
s,,,
are orthogonal with respect to tlle5e discrete measures.

THEOREM 2.4. Let 0 < k 2 < 1. T h e n the contim~rcl,fraction i n ( 1 . 5 ) has (I


Stieltjes t m n s f o r m representation (2.29) ,with rr = 2 and

The contimed fraction i n ( 1 . 1 ) has a Stieltjes transform representaP~ongiven b y


the righ,t-hand side of ( 2 . 2 9 ) with rr = 1 and

PROOF. The singularity structurc of ( 1 . 5 ) is not directly evident. However


if we use ( 2 . 2 2 ) we see that the contiriued fraction has pole singularities when
( 1- e x p ( - 2 K z ) ) / z = 0. This shows that the singularities are poles at 2 = i n , m / K .
m = 1 . 2 . . . . . and yields the expansion
158 MOURAD E. H. ISMAIL AND DAVID R. MASSON

Fro111 t hc k'ouricr serics expansion [I11. [15]


K-E 27r2
(2.33) s n L ( n ,k) = - - --- cos(rrt~u/K).
n,=I

wc realize that

Using thest values in (2.32) we obtain (2.30).


In the same way we obtain t h r expansion

The Fourier serics expansion [15]

is obtained from

Using these values in (2.35) we establish (2.31). Tliis completes the proof of Tlieo-
rrm 2.4. 0
All of thc above results can be carried over t o the case whcn 1 < kL < x if we
use the replacement [4, p. 2491
(2.38) sn(u, k) -t k 1 sn(nk, k-I).
Sl'e will not repeat the calculatio~lsfor this case. Instcad. we give the malor
formula changes. First we cxterid the definitiori of thc U,,'s a?

(2.39) U,, ( 2 ; k) = k-"


/ sn" (uk. k ' ) r -"'
du

where

Then t h r recurrence relation (2.16) with 2n + (I > 1. but with 1 < kL < x,st ill
has a minimal solution
(2.42) X;,')(Z;k, t r ) = r ( 2 n + c u ) k L ' 1 ~ 2 r(, z+;ik.).
r
SOME CONTINUED FRACTIONS RELATED T O ELLIPTIC FUNCTIONS 159

and. if (I. is also an integer, a dorninant solution

(2.43) X?)(Z: k, a ) = r ( 2 n +Q ) ~ ~ k).


~ ~ ~ ~ ( z :
The polynornial solution on the left side of (2.20): with a = 1.2; is now re-expressed
as

Furthermore (2.21) is unchanged, but t,he left sides of (2.22) and (2.23) arc replaced

2L/k
sn2(uk,k-')e-lLz du.

and
2L/L
,f sn(uk, k l ) e " ' du

respectively. while (2.30) and (2.31) become

and
(rn - 1 1 2 ) ~ k " ~ 2n2k (rn- 112)pm-1/2
(2.48) s,,(l.k ) =
L
, R,,,(l,k)=-
L2 1-p2rll-l '

respectively. Here, p has the same relation to k-' as q had to k. That is

3. The Continued Fractions (1.3) and (1.10)


Since the analysis here is very similar to the analysis in Section 2 , detailed
calculations are omitted. We obtain a continued fraction expansion which yields
(1.3) and (1.10) as special cases.
Let I/,, (z: k) be as in (1.27). Two integralions by parts show that V,,( 2 ; k) is a
solution to the three term recurrence relation

for 0 < kL < 1 and n > 1. Here n is not necessarily an integer.


If n is an integer, then additional solutions are given, as in Section 2. by

(3.2) v,,c*)(z: k) = F;-"


i
-111'
dn(u, k)[sn(u,k ) ] l ' l e - U Jdu,
160 MOURAD E. H. ISMAIL AND DAVID R. MASSON

wherc the contour of integration in (3.2) avoids the point 11 = 0. \Vc take the origin
t o the right (left) of the contour for the + (-) superscript. A linear cornbination
of the solutions in (3.2) yields the solution
k-r1
y j L ) ( z :k) = --
2x1 . f
d n ( u , k ) [sn(u,k)] " - ' p - " '

which is a polyliolnial of clegrct n in z. These polynomials arc related to thc


du,

orthogotla1 polynomials {C,,(x; -1/2.0)) and { S , , ( J :-112.0)) in (1.14) and (1.15)


by
(3.3)

This is seen by cornparmg the recurrence^ (3.1) with tho5e in [6. (2.24). (2.31)].
rcnornlali~ing.arid applling Cauchy's theorem t o thc integral in (3.3). The latter
stcp i5 don(, below in Corollary 3.3. Notc that Vr,(z:k ) is a boul~dedsolutiori t o
(3.1). whilt~(3.2) and (3.3) a r r uribourldtd 5olutions, as r1 + x.
\Ye now rephrase these result5 in terms of solutions t o a threr>-term recurrence
relatlon which is in standard ~nonicform.
THEOREM
3.1. The recclrrrnce relaf7on
(3.5) X,,+~(~;k,tw)-[z'+~1,,(k,n)]X,,(z:k,n)+b,,(k.n)X,,-~(z:k,n)=0
uihere
(3.6)
tr,, ( k , rr) = (2n + 1 + a)' + ( 2 n + n)'k2. b,, ( k , n ) = (2n +n - 1)'(211 + n)'k2,
w t h 2n + (I > 1 . 0 < I;' < 1 , has a rnzn~rnalsolut~on
(3.7) ~ , ( , l ) ( k,
z ; tr) = r ( 2 n + + I ) ~ ' ~ ~ V(2:~ ~k ), + ~ ,
11

If cr 15 an znttycr then ( 3 . 5 ) has dorn~nantsollitions

(3.8) X;')(z: k. n ) = r(2n + a + l)kL"~L(:l,, (2; k ) .


If a = 0 , 1 then (3.5) has a morizc polynom~alsolution

which 6s of drqrer n in z 2

PROOF.111t,he recurrcrice relation (3.1) with its solutions V,,(z: k ) . V,!")(Z; k ) ,


L',ja(a; k ) ill (1.2'7). (3.3) and (3.4) we replace 11 bj- 2n tr and renormalize t o +
obtain (3.5) wit,li solutions (3.7). (3.8) and (3.9). Tht, bouridedlicss of V2,,+,,(z;k )
shows that x(,'' ( a : k ) is miniirial as compared wit,ll X,(,*)(z; k ) , which is dominant
because v,(,'/,,
( z ; k) is ~ m b o u ~ i d e dThe
. pol>-nomial nature of Q,,,,
(z" k ) is rnatle
cxplicit in Corollary 3.3 below. This complct,es the proof. 0
COROLLARY 3.2. Define a,, (k. cr), b,, ( k , n ) t h r m ~ g h(3.6). T h e n frorn the m i n -
zrnal sokution (3.7) to the rec~/.rrrncerelntzon (3.5) we obtuirl th,e contir~uedfraction
expun.sr;on

(3.10)
V ,( 2 ;k ) 1 bl ( L0 ) b~(k. n )
...
-
cu(a
-
- 1)V,, L ( ~ k;)
-

zL + c ~ , , ( k . .n + +
) z 2 n l ( k . ( 1 ) - z L a ~ ( k0 2, ) -
SOME CONTINUED FRACTIONS RELATED T O ELLIPTIC FUNCTIONS 161

which holds for cu > 1 and 0 < k2 < 1. For a = 0: 1 there are th,e additional special
case.5
2 11.
J cn(u, k)eP"' du
-
1 bl (k. 0) b2(k. 0) ...
(3.11) I'
z(1 + exp(-2Kz)) z' + ao(k. 0)- z' + a l ( k . 0)- z' + a2(k.0)-

If Re z > 0 then (3.11) a n d (3.12) ccm be r e e x p r e s s e d as (1.3) cmtl (1.10), respec-


tively.

PROOF.To obtain (3.10). apply Pincherlr's t l-~eoremfor the minimal solution


ratio
x / , ' ' ( z : k . n ) / [b,,(k.n)x!/(z: k.o)] .

To derive (3.11) wc integrate In?- parts twice to calculate the extra recurrence relation

(3.13) k) = z-' (1 + p p - ' " ' ) - z-' [&,(z:k) - ; .


2 k L v ~ ( zk)]

and combine this this with the case a = 2 of (3.10). Similarly we have the additional
recurrence relation

which, when cornbined with the case cu = 3 of (3.10) yields (3.12)


To obtain (1.3) and (1.10) we use the relation
2 \I
f cn(u, k)[sn(n,k)]" e"'C111
m(11. k)[sn(u.k)]" r>-"'du =
i,
1 + (-1)" exp(-2Kz) '

II

The left-hand side of (3.12) can then he rrplaccd by


1
(1
c n ( r ~I;)

(1.10) results. To rstablish (1.3) urc>use (3.15) with n = 1 on the left-hand side of
. sn(rr, k ) e "'drr and

(3.11) and we re-exprcss the rlght-lland side of (3.11) using the identity [12. Lenliria
I1 1141

This completes the proof. 0

Just as in thc case treated in Scction 2, we now give explicit exprcwions for the
orthogonal polynomials wliich are the drnoniinator approximants of thc continuc~l
fractions in (3.11) and (3.12).
162 MOURAD E. H. ISMAIL AND DAVID R. MASSON

COROLLARY
3.3. W e have

(3.17)

whew

(3.18)
E7 ,I =
(2n)! d2~~-21
( 2 ~ ) ! ( 2 n - 2 j-
71
) ! d u ~ ~[ ' -(sn(u,k.)
~ )~ 2 7 ' 1
d n ( u k)] 1 71 =O
,

and

(3.19)

with

(3.20)

PROOF.Apply Cauch?-'s theorern to (3.9). 0

Our next theorem describes the Stieltjes transform associated with the contin-
ued fractions in (3.11) and (3.12).

THEOREM 3.4. The continued fractions i n (3.11) and (3.12) have the Stieltjes
trnn.sforrn representations

PROOF. We expand the lcft-hand sides of (3.21) and (3.22) in terms of poles
and residues using the zeros of 1 ZIZ exp(-2Kz) and the values

(3.24)
i
II
cn(u, k) sn(u, k) \in(n~.iru/K)du=
2 d mq"'
kL h 1 + qL11' '
----
SOME CONTINUED FRACTIONS RELATED T O ELLIPTIC FUNCTIONS 163

for n,= 1 , 2 . . . . . Thesc values are equivalent to thr, Fourier series expansions [ 1 5 ]

since (3.26) the left-hand side of (3.26) is the derivative of d n ( l ~k,) .


The polynomials Q,, o(zL;k ) and Q r i1 (zL:k ) are orthogo~lalwith respect to the
discrete measures in thc right-hand side of (3.21) arid ( 3 . 2 2 ) . rrspectively.
In a manner similar t o the case in Section 2 , we can extend these results to
the parameter range 1 < k L < m. This is done through thc replacerncnt (2.38)
toget her with the replacement5

We leave the details as an exercise for the reader. 0

4. Limiting Cases
The results of $2 and Q3 can he extended to the limiting case k = 1. Except
for Theorems 2.4 and 3.4, this extension easill- follows from the fact that
(4.1) lim sn(u, k ) = tan11 u , lirn cn(u, k ) = lim dn(u, k ) = sech 11.
A-1- k- 1 A--1-

The limiting case k + 1 of the continued fraction expansions ( 1 . 1 ) . ( 1 . 3 ) . ( 1 . 5 ) and


(1.10) then give continued fraction expansions for the Laplace transfornis of t an11 u .
sec 11% tanhLu , and tanh u sec u , respectively. Howcver. the Sticlt jes transform rcp-
resentation of these continued fractions now have absolutel) contmuous measures.
In this section we show how t o perform this limiting process.
Recall that A' and h" are specla1 hypcrgeoinetric functions of argunlcnts X"
and 1 k 2 , respectively. see (1.28) and ( 2 . 9 ) The\- are rclatcd t o q through thc
-

important formula

[ 1 5 , p. 4861. %it'11 .r,,,(tr, k ) , R,,,( ( 1 . I ; ) . a = 1,2. as in (2.30). and (2.31) and


+
f ( x ) = l / ( z 2 .r) we find
(4.3)

In view of (4.2) and (2.31) wc find

Forrnulas (1.28) and ( 2 . 9 ) show that as k + 1 the mcsh .rr,,, I p ( 1 . k ) - .r.,,, . / . ( I . X )


tends t,o zero. Siricc K' + 7r/2. it is a st,andard argument to now show that the
riglit,-hand side of (4.3)
MOURAD E. H. ISMAIL AND DAVID R. MASSON

Similarly
(4.6)

ask + 1.

IVe thus arrive at the following k + 1 limits for (1.1), (1.5). and their Stieltjes
trallsforin representations

The discrc,tc measures in Theorem 3.4 are dealt with in the same mariner so
that thc k -. 1 limits of (1.3) arid (1.10) can be written as

Note that the Stieltjes transform rcpresentatioiis of the continued fractions in (4.7)-
(4.10) are valid for the full convergence region Rez # 0 while the Laplace transform
representations are valid only for Rez > 0.
These four cascs correspond to special cases of continuous dual Hahn polyno-
mials. The coinparison with Section 1.3 of Koekoek and Swarttouw j8, p. 271 shows
that (4.7)-(4.10) are associated with continuous dual Hahn parameters
SOME CONTINUED FRACTIONS RELATED T O ELLIPTIC FUNCTIONS 165

Using (4.11) and [S. (1.3.I ) ] we can now statc the <FL
forinulas for the d m o ~ n -
inator polynomial approxiinants of the continued fractions in (4.7)-(4.10). They
are

(4.14) Q,, ~ ( 2 ' :1) = (1/2),, n!4" jFL

and

(4.15) Qr, 1 (zL:1) = (3/2),, n! 4" ( F r

respectively.

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[I] C . Berg and G. Valent. The Ncvnnlzn,na parnmeterzzatzon for some mdeterrnznate Stzelt~rs
m,ornent prob1em.s assoczated wzth bzrth and death processes, hIethods and Applications of
Analysis 1 (1994), 169 209.
[2j Y. Chen ant1 hI. E. H. Isrnail. So~riemdetermznate n ~ o m e n tproblem,^ and Freud-lzke umghls,
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\ b l . 2 , 184 200.
[14] H. S. Wall, Analytic Theory of Continued Fractions. Van Nostrand, prince tor^. 1948.
[15] E. T . Whittaker and G. N . \t;atson. "A Course of hIoderr~Analysis." Fourth Edition. Carrl-
bridge University Press, 1962.
[lfi] .T. Wimp. "Cornputation Wit21 Recurrerice Rolatior~s."Pitman. Boston. 1!1X4.
166 MOURAD E. H. ISMAIL AND DAVID R. MASSON

D L P A R T ~ I E NOF
T ~ I A T H E ~ I ~ Z T ~I ( N' S I ERSITY
\ OF SOLJI H FLORIDA TAMPA
E'L 33620-5700
E - m a d address ~smailQmath. usf . edu

~ E I ' A R T ~ I E 01: UNI\.ERSITYOF TORONTO,TORONTO.ONT..IRIO, CANADA


N T .\IATH~;RIA.I'ICS,
115s 3G3
E - m a d address: massonQmath.toronto. e d u
Contemporary M a t h ~ r n a t i c s
Volurrlr 236.lX49

Asymptotics of Stieltjes Continued


Fraction Coefficients and
Applications to Whittaker Functions

William B. Jones and Guoxiang Shen

Derlzcated to Professor L. .I. Lange on the occaszon of hzs 70th bzrthday.

ABSTK.ACT.This work extends recent results obtained by W. B. Jones and


W. Van Asschc for a class of S-fractions that inclndcs the Binet function and
hence the Garnrna function. Functions subsurned by the present paper include
Whittaker function IV, ,,(z) and, in particular, Bessel functions

The asymptotic behavior of the coefficients in the S-fraction expansions of


these functions is derived from the Freud conjecturc proved in 1988 by D.S.
Lubinsky, H.N. hlhaskar and E. G . Saff. Knou~ingthe asymptotic behavior
of the coefficients enables us t o determine whether or not t,hr S-fractions are
convergent arid, when convergent, t o give the asymptotic speed of convergence.

1. Introduction
Many special functions of importance in mathrulatical and phi-sical sciences
can be expressed in terms of Stieltjes transforms

where y is a positive measure on the half-line (0, m) with moments

(1.2) ci = 1
x
t"dv(l). 1 = 0.1.2 . . . . .
For corwenience we call such functions S-functions and note that all S-fu~lctions
are analytic in the cut plane

An S-function G ( z ) has an asymptotic power series expansion (as z 4 m. z E


A

S, := { z E @ : arg zl 5 a } . where 0 5 a < T ) given by the formal Laurent series

1991 Mathematics Subject Classificatzon. Primary 30B70, 30E05, 30E10, 40A15, 41A20
Research supported in part by the U S National Science Foundation under Grant No DhIS
9701028
168 WILLIAM B. JONES AND GUOXIANG SHEN

Some examples of filnct,ions that can be expressed in terms of S-funct,ions include


the Binet function J ( z ) (where T ( z ) = f i z z - + ep'e . ' i t ) ) , polygarnrna functions
~ ( " ) ( zand
) \Vhit,taker functions 1Ir,,,,(z), which subsume other special functions
such as exponential integrals E,,( 2 ) . the error function erf ( z ) . modified Bessel func-
tions K,, ( z ), and incornplete gamrna functions r ( n , z ) (see, e.g., [ I ] . [5], [7].[ 8 ] ,[ l o ],
[12].[ 1 6 ] ,[ 1 7 ] ) .
It was shown by Stieltjes in [13] that, for every S-fiinct,ion G ( z ) , t,here corre-
sponds a unique Stieltjes continued fraction (S-fraction)
A bi 62 b:j b ~
G ( z ) := - . . . , b,, >0 for rr E N
z +i+t+i+
such that. for each n E W := { 1 . 2 , 3 . . . . }, the nth approxirnant y,,(z) of ( 1 . 5 ) is a
rational function, analytic at z = x, and g,, ( z ) has a Laurent series of the form

convergent in a neighborhood of z = x. illoreover, if an S-fraction ( 1 . 5 ) is conver-


gtnt for each z E S,. then it represents the S-function G ( z ) on S,. Stieltjes showed
that an S-fraction (1.5) is convergent if arid only if

It is readily seen that ( 1 . 7 ) holds if {b,l)z=l is boundtd. Other conditions sufficient


to ensure that ( 1 . 7 ) holds are:

= x (Thron's criterion [ 1 4 ] )
rr=l
and

(1.9) = x (Carleman's criterion [s]).


I, = I

Thus it can be seen that convergence of an S-fraction ( 1 . 5 ) dcpcnds upon asymptotic


pr~pert~ies of the cocfficicnts b,, as n + x.
The primary purpose of the present paper is to dctcrrninc asyinpt,otic properties
of the br, in ( 1 . 5 ) in those cases for which there is no knowri closed-form expression
for b,, in terms of n,. Our consideration is re~t~rictecl to ~ituat~ions in which the
measure y in (1.1) is absolutely continuous: hence we can write

for z E ST:

where
(1.10b) c ( t ) := ~ ' ( t ) ,for
ASYMPTOTICS O F STIELTJES CONTINUED FRACTION COEFFICIENTS 169

IVe use properties of the nonnegative weight function 7 ~ ( t )in (1.10) t o deduce as-
ymptotic properties of the sequence { b , , } ~ =. , Ehllowing the approach recently em-
ployed bv Jones and Van Assche in [9],we make use of the Freud corljecture/tlleore~n
proved in 1988 by Lubinsk>, hIllaskdr and Saff [ l l ] . For later reference that theo-
rem is stated in Lemma 2.3 and is referred t o hereafter as the FLMS-theorrrn. The
main result given by Jones and Van Assche [9] involves the Bin& function J ( z )
defined by

. for z E S,,

By using the FLilIS-theorem and properties of the weight function u,(t), Jones and
Van Assche proved that the coefficients bd of the S-fraction representation of G J ( z )
satisfy the asymptotic condition
b1 1
i n = - (corijectured by Cizek and Vrscay in 1982 [3])
n-*x n2 16
The present paper extends the work of [9] by deriving the as? rnptotic behavior
of S-fraction coefficients b,, for a large class of S-functions which subsumes (1.11)
as a special case. Our main result (Theorem 2.1) is stated and proved in Section
2. Section 3 is used to describe applications of Theorem 2.1 t o functions a,, i ( z ) .
closely related to Whit taker functions ti',, ,,(z) and modified Bessel funct ions h;,( 2 ) .
Before proceeding to Section 2, we sulnrnari~e(Theorem 1.1) some kilown rc-
slilts on convergent S-fractions. which rclate asvnlptotic propertics of thr, S-fraction
coefficients b,, (as n 4 x)wlth asymptotic properties of the nth approxiinnnt g,, (z)
(as z -+ x and as n 4 m ) . These resiilts can bo found in [8. p. 1951 with a srnall
nlodification for Theorem 1.1 (C) .
THEOREM 1.1. Let G(z) be a n S-fraction (1.5) ,which c o n v e ~ y e slocally ,!mi-
forrnly on S, to a n S-function (1.10) (or more generally (1.1)). Let b,, denote the
n t h coeflcaent and g,, (z) the n t h approximant of G ( z ) . Let z E S,. Then:
( A ) Suppose lirn,,,, b,, = 0 and let S he a subset of @. If th,ere exist constants
p > 0 an.d p > 0 such, that
lb,, 1 5 inf lzl nlin

then thrrr crrst constants A


2t.S [F' $1 for (dl n t N.

> O and B > 0 (zndependrnt o f n and z) such that

(13) Suppose lirn,,,, b,, = b and b / z E C\(-m. - f ] for all z E S where S C @.


T h e n for

there exzsfs a constant h7(q). d e p e n d e n t of n and z,such that


(1.16) s i l p ~ G ( z ) - y , , ( z ) / < K ( q ) c ] " , for n€N.
2 ES
170 WILLIAM B. JONES AND GUOXIANG SHEN

(C) Let 0 E R satzsfy 0 < / O < T a n d let b,, = O ( n 7 ) as n 4 c x j for s o m e


constant 7 uizth 0 < 7 < 2 . T h e n there e . r ~ s tconstants A > 0 , B > 0 a n d C > 1
(zndependent of n, and z ( but dependent u p o n 0 ) s u c h that for all n E N, (21 > 0
a n d I arg 21 = 0 ,

, d7.=2
, ,. zf 0 < 7 < 2 , where 6 ( 2 ) := ( 1 - i) L/i;T.
2. Main Theorem
Before stating the main result of this paper it is convenient t o introclucc a
family of fiinctio~is,dcnotecl by Q , and defined as follows: A function Q : R
a mernber of Q if Q ( z ) satisfies the following conditions:
R is -
(2.la) Q ( - s ) = Q ( x ) for all r ER (i.e., Q is even):

(2.lh) Q 1 ( r ) exists for .x > 0:


there exist const,ants A I > 0 and E >0 such that
(2.1~) I x Q 1 ( r )1 5 hI for 0 < r < E:
there (,xist constants X > 0 and B > 0 such that. for all 3. > N.

and
zQ1I(x)
linl ---- exists.
-+.; Q1(.r)
THEOREM 2.1. Let positive constants a , 6 a n d c be given. Let Q ( x ) be a nzernber
of t h e family Q that .satisjies t h e additional conrtitions:
(2.2) Q ) i s c o n t i r ~ u o u sfor all s >O
a n d either (Cast: a )
(2.3~) Q / ( J )= CS"- +~ ( ~ r l - l -) h as x--t+m
o r ( C n s e b)
(2.3b) rv >1 a,nd Q 1 ( s )= c s " - ' + o(l), as x 4 +x.
Let u:(.r) a n d ?j(t) he defined by
(2.4~~) 1 4 ) := , for - 3(j < .r < x
(1 n rl

T h e n : ( A ) T h e mornenis
X

( 2 5) ( J ) nlrd cl1 z ~ x t l l l > ( t ) d t ,n = 0 . 1 , 2 , . . . ,


ASYMPTOTICS O F STIELTJES CONTINUED FRACTION COEFFICIENTS 171

(B) Let G ( z ) denote the S-function defined by the S - t m n s f o r m (1.10): let L(z)
A

denote the formal Laurent series (1.4); and let G(z) denote the corresponding S-
fraction (1.5) with coeficients b,, . T h e n

>
(C) Let N satisfy N 1. T h e n the S-fraction G(z) converges locally uniformly
o n S, to G(z) and the asymptotic behavior of the n t h approziw~antsg,(z) of G(z)
is described by (1.7) of Theorem 1.1, since b,, = 0 ( n 2 / " ) as n --t X . and y:=
2/a
satisfies 0 < y 5 2.
Our proof of Theorem 2.1 makes use of two important lemmas whose proofs
can be found in references cited. They are stated below to make the present paper
self-contained. The first of these results (Lemma 2.2) has been proven in [9],but it
was not stated explicitly there. See also [2. Theorem 9.1 of Chap. 11 for a partial
proof.
A Let ~ ( t be) a non-negative weight function on (0, no) whose mo-
L E ~ I M 2.2.
ments c,, i n (2.5) exist. Let e ( z ) , L(z) and G ( z ) d e n o t ~the corresponding S-
fraction (1.5), formal Laurent series (1.4) and Stieltjes transform (1.10). respec-
tively. Let w(x) denote the even weight functzon defined b y

(2.8) w(x) = J x J u ( x 2 ) , for - 00 < x < 30


Let { p , , ( ~ ) ) : = ~ ,denote the orthonormal polynomzal sequence wzth respect to ul(x)
and let {a,,):=, denote the coeficzent sequence for the three-term recurrence rela-
tzons

T h e n the coeficients b, i n the S-fraction (1.5) satisfy the relations


(2.10) b,, = n i p , , n = 2 , 3 , 4, . . . .
The second known result used in our proof of Theorem 2.1 is the FLhlS-theorem
(Lemma 2.3) which verifies Freud's con,jecture; it was proven by Lubinsk~-,Alhaskar
and Saff in [ll](see also (151).
THEOREM 2.3 (FLAlS-theorem). Let w(x) be a n e v m wezght functzon on
(-X, m) of the form
(2.11) w(T) = e - Q ( l ) for -cx,<x<m
where Q ( a ) is a member of the family Q (see (2.1)). let { p , , ( ~ ) } ? =denote
~ the
orthonormal polynomial sequence with respect to w(x) and let { n , , ) ~ = =denote
, the
coeficien,ts zn the recurrence relations (2.9). Let q,, denote the positzoe root of the
equation

lim
a,,
- = -
1
,I +" q,, 2 '
172 WILLIAM B. JONES AND GUOXIANG SHEN

PROOF.Proof of Theorem 2.1 (A) C a s e a . Suppose that (2.3a) holds. It


follows that there exist real constants B > 1, A l l > 0, such t h a t , for all s B > 1. >
(2.14) Qf(.r)- cxnp1 AI]. F - ~ .
Clearly there exists a constant B' > B > 1 such that
,a-1-h
1.l
< :,y-1 for . c 2 B 1 .
- 2
It follows that
c< ,
2
-
- I 3c
5 Q1(x) 5 ,.I-"-'. for .r > B'
and lierice therc cxists B" > B' > B > 1. such that. for x > B f f .

Therefore, for cach integer n > 0, there exists a number B, > B t f such that
(2.16) eQ(') >
- x"+', for x L:> B,,;
hence

F'rom (2.la) and (2.17) one can con( lude that the moments p,, in (2.5) (with respect
to w ( x ) ) exist. From this aiid (2.4b) it is readily shown that the lrlomerlts c,, in
(2.5) with respect to ~ ( texist ) and 5atisfy equations (2.6). By a si~nilarargument
one can show that (A) holds if (2.3h) is satisfied. This concludes our proof of (A).
(B): Canr 0 . Suppose (2.3a) holds. A similar argument holds if we assume
(2.3b) instead of ( 2 . h ) . \Ye begin In\- showing that

whcrc q,, denotes the positive root of (2.12). Our proof is by contradiction. Hence
we nssumc tlidt (2.18) is false. It follows that tlirre cxlsts a corivergent subseyuen~e
)EO
{qIlA of {(I,,):=:=(, and we write
(2.19)
-
q := lirn q,,,
h x
< w.
Since Q1(x) is continuous for x > 0 and ( 2 . 1 ~holds,
) there cxists a constant AI > 0
such that

ds 7l
It is casilv seen that -
. B\ applying Lehesgue's dominated comer-
gencc thcorcrn [6] t o (2.19) we obtam

whicl~contradicts the fact that limb ,


,r l h = m. U'e conclude that (2.18) holds.
From (2.3a) we obtain, for 0 < a. < 1.
ASYMPTOTICS O F STIELTJES CONTINUED FRACTION COEFFICIENTS 173

It follows froin this and (2.18) that

Applying this and the Lebesgue dominated convergence tlleorem [6] to

yields

The desired result (2.7) follows from (2.10). (2.13) and (2.23). This completes the
proof of (B).
(C) is an immediate consequence of (2.7). Thron's criterion (1.8) arid Theorem
1.1 (c').

3. Application to Whittaker Functions


S'i'hittaker's differential equation is given by

where r; and p are real parameters. If 2p + 1 is riot an integer. a system of linearly


independent solutioris of (3.1) is given by
(3.2a) Al,, ,,( z ) arid Mh , , (2).

is called the Whzttaker functzon of the first k m d . Here 1 F1is the confluent liyper-
geometric function

where a and b are complex parameters with b 6 [O, - 1. -2, -3, . . . ] and where
( a ) ( ):= 1 and ( a ) A := a ( a + 1) . . . ((L + k - I ) , for k = 1 , 2 . 3 . . . . . The branch of
~ ' ' ~in4 (3.2b) is chosen so that the branch cut is on the negative real axis arid
s t l + f > 0 for -(-. > 0. (See. e.g.. [I], [5], [li'].for more on Slrhittaker functions.)
Wh?ttcrker',sfunctton of the second kznd It', , , ( z ) is defined by

, ~ i, (z). In this section we apply Theorem 2.1 to the


whcre IT7+,()(z) := l i ~ n , , _ LITh
functions \Ir, ,,(z). Following Hcnrici [5, p. 6301, we introduce the closely related
furictions
(3.50) a,, j(z) := z-,- l t ~ l T r,,(z)>
h
174 WILLIAM B. JONES AND GUOXIANG SHEN

It follows from above that

E'rom the reprcsentation

(see. e.g.. [ 4 ] )one can show that a, ~ ( z is) closely related t o incomplete ganima
functions r ( a , z ) and hence t o the error function. Modified Bessel functzons of the
second kznd K , , ( z ) can be expressed by

By setting w, := rU'"/' we obtain


1 7l
(3.10a) J I , ( z ) = [ i ~ , , K , ( z z-)w ~ , K ~ , ( - ~ ) ]for
, /argzl < -,
17T 2

1 7l
(3.10b) Y ; , ( ~ ) = - - [ W ~ , K , , ( ~ ~ ) + L J ~ , K , ,for
( - I ZI a) ]r g. z l < - .
7l 2
where J , , ( z ) and y , ( z ) denote Bessel functions of the first and second kinds. re-
spectively. In particular, with z = x > 0 we have

Hence one can compute both J , , ( x ) and Y;, ( x ) from K , ( z x ) , for x > 0 , by (3.11).
Some known properties of a, j ( z ) . that are subsequently used. are stated by the
following lemma. See [5, Sections 9.12. 10.5 and 12.i3] and [4] for proofs. For
converiience we introduce a notation for the following set:
(3.12)
1 I ) or ( - ; < $ a n d 1
< a and - - < 0 5 -
2 2
LEMMA3.1. Let ( a ,P ) E A and let

Then: ( A )
v ( t )> 0, for 0 < t < cx,
and the moments ck with respect to u ( t ) exist and are given b y
ASYMPTOTICS O F STIELTJES CONTINUED FRACTION COEFFICIENTS 175

(B) a, j(z) zs analytzc for z E S - and adrnrts the c~iynrptotu p o u w 5e71cs


expansion

(3.15a) a, (z) L (2). ns z i x. / a r g z J 5 T - E.

where

(C) a,, j(z) zs r e p r e s e n t d by the Stzeltjrs t r a n s f o r m

(D) T h e m i q u e S-fraction

corresyondzng t o L,, 3(z) at z = x ( s ~ (e1 . 5 ) and ( 1 . 6 ) ) c o n w r y e s loccdly unrforrnly


t o a,, , ( z ) o n S,.
\.Ye come now t o the application of Theorem 2.1 to thc fiiiictioils a,, j ( z ) .
T H E O R E M 3.2. Lrt ( a .6)E A ( s ~ e(5' 1 2 ) ) and. for n E W . k f h,, cl'cnofr t h f
n t h w e f i r r e n t zn the S - f r a r t ~ o n(3.16b) representntzon of a,, j ( z ) . T h e n .
(A)
b,! 1
(3.17) lim - =-.
1 - 2
( B ) Let 0 E R s a t z ~ f y0 < iHI < T . a n d , fo7 11 E W. I f f g,, ( 2 ) denotr the n / h
n t the S - f r a r t m n (3.16b). T h e n f h e r t errst ronsfnnt5 A3> 0 and C' > 1
( ~ p p r o n ~ n a of
(zndep~nderrtof n and z l but dependent upon 0) such thut, for (111 n E N. IzI > 0
and / arg z / = 0,

PROOF.For all x E R wc define

and let Q : R +R bc defined by


(3.20) (,,(r)= e-(2( i,

Then clearly Q(-.r) = Q ( s ) and w ( - s ) = rc,(.r). for .r t R. T h r r f o r e 111 sllowiiig


that Q and w satisfy the conditioris of Tlieorc111 2.1. it s ~ l f f i c ~tc)s ( o i l s i d ~ ronl?
positive valucs of .r. For all .r > 0 o w can verify tlic following. If log .r clmotes thc
d
natural logarithm and @ := L,, j(.rL) and a' := -a,
tl.1
tllcn:

( 3 . 2 1 ~ )Q(.r) = ( 2 0 + 2ri + 1)l o g i + .r2 - lop b + log [T (h + (i +


n ) 1% J)]
176 WILLIAM B. JONES AND GUOXIANG SHEN

By (3.15) arid [5. Theorem 11.3fI there exist constants E , € 1 , E L and ~ , j with
, 0 <
E < E , < E L < E 5 < T such that )
a;: (z) has asymptotic series expansions
(3.22)

for rrl = 1.2.3. It follows from (3.21) and (3.22) that

(3.24) lim
I--+ x
[1 + m]
.rQ" (1.)
=2 and lim
1-+x
x2Q1"(x)
Q1(x)
= 0.

From (3.23a) and (3.24) we conclude that thcre exist constants N > 0 and B > 0
such that

BJ- a11 elementary cornputation one can show (from (3.21b) and (3.6)) that

< +
a i d . I T t k = ,-I, then xQ1(.x.) 6lcr 4. Therefore there exist constants Al > 0
and > 0 s ~ that ~ h( 2 . 1 ~ holds.
) Condition (2.3a) holds with c = cr = S = 2. It
is rcadil\ seen that the reniaining conditions for Q in Theorem 2.1 hold. Hence by
(2.7) ne arrivc at (3.17). which proves (A). (B) is an immediate consequence of (A)
ant1 Theorem 1.1 (C). 0
An application of Theorem 3.2 to modified Bessel functions K,,(z) in (3.9)
\-ields the following:
COROLLARY
3.3. Let 11 and z satzsfy

Thrv there exists n unique sequence of positave coeficients {a,, (v)):=~ such that
ASYMPTOTICS OF STIELTJES CONTINUED FRACTION COEFFICIENTS 177

where

Letting cu := 11 and 0 := -u in Theorem 3.2 yields a uiliquc, S-fraction rcpre-


sent at ion

where

(3.306) b,,(u) > 0 bn(u)


and 1 1 if u # 0 .
-
-- -

n 2'
rr-r

An equivalence transformation 17, Section 2.31 applied to (3.30a) yields

where
(3.31 b) a , , ( u ) = b , , ( u ) / 2 . for 11=1,2.3.
Substitution of b,, ( u ) = 2a,, ( v ) in (3.30b) leads to the assertion (3.28)
EXAMPLE 3.4. Gargantini and He~irici[4]have computed thc m ~ f f i c i m t sn,, ( 0 ) .
2 5 n 5 41. in the S-fraction representation

A few of the computed values a,,(O)/n and 0.25 -a,, ( O ) / n are given below. rountlctl
off to 5 decimal places:
Table 1.

References
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178 WILLIAM B. JONES AND GUOXIANG SHEN

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( lM5).
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[ I O] Li~rcwtzc.~~. Lisa arid Haakon Waadcland, Continued Fractions with Applications, Stutlics in
C'orr~putationalhlatli.. Vol. 3. North-Holland, New York. 1992.
[l I ] Lnhinsky. D.S.. H.N. LIhaskar. E.B. Saff, A proof of Fr.cutl's conjecture for cxpoiicntial
w ~ i g l ~ tCorlstr.
s, Approx. 1 (1088). 65 83.
[12] I'crroii, O . , D7e Lehm von den Kettmhriich,en. B a r d 11. Tcuhricr. Stuttgart (1957).
[1:3] Stic1t.jt.s. T . J . , Rccllcrclles sur les fractioris coritiinic, A r m Fac. Sci. Toulouse 8 (18!94). J. 1
122: !1. 1X!)5. 1 17: (<;. \'an Dijk. ctl.). Oeuvres (.'ornpl&tcs-Coll~rt~tl Papers. \'ol. 11. Springer
\i,r.lag. Urrlil~.1!)!):1. pp. 406 570: Eriglisli trans la ti or^ or1 pp. MI!) 7-15.
[I-l] .l'llron. TV..T.. 0 1 1 Parabolic rolivcrgcricc regioris for continuctl fractioris, hIath. Zcitschr. A9
(1!).;8). 1 7 3 182.
[ I 5j \.;111 .\.;s(~li(~, TIhltcr. IIsyinytotzc.s for Orthogonal Polynon~anls.Lecturc Notes in LIathernatics
12(i5. Sprii~gcr\'tlrlag. New York (1987).
[IO] \\-all. H.S.. Anol?yt?c Theoyy of Contanued Fmctzon.~.D. \'an Nostrantl Co., Inr., New York
(l!llX).
[17] IVhittakcr. E.T. arid G.N. :Vaston, A Coimse of hlodcrn Analy,s7,s, 4th cti.. University Press,
C';rrrlbritlgc (1!)50).

b - 1 1 1 n i 1~ ~ r i dirsi w~ones@euclld.colorado.edu
A Generalization of Van Vleck's Theorem and More on
Complex Continued Fractions

A B S I . H , \ C ~In this work we give allat wc think arc basic an(l useful corl\-c.r-
gcnce tl~coryrosults for ronti~iuctlfractions It7(b,,11) with complrx elvrricmts.
\%'c also give a C O I I V L ' ~ ~ I I thcorein
~C for positi\~cPcrrorl-Caratl~do(lory
contiri-
ue(l fractions. All uf the proofs preseritcd are constructive. so t r ~ ~ i ~ c a t c3r.r.or
ion
forrnulas follow as a by-product.

1. Introduction
In our opinion, one of the niost useful and basic results in tliv anal>-tic,t licory
of cmnt,imied fractions is Van Vleck's colivcrgence theorelr~for coi~timletlfract ious
of t h r form K ( l / b , , ) wit,ll the h,, lying in a wedge. 111 Section 2 wo gi\rc, a 1 1 1 7 ~
(.onstructive proof of this t heorein that cont a i m a sharp and uscfnl trllil(.itt i o l ~
t:rror forniula. Also iri Section 2 we give a const,ructivr proof for a II(W.(,o~~\-c~gc.~i(.c>
tlicwrem for contirlued fractions K ( l / b , , )whose eleiric~nts Or, lit, in tlic riglit I i a l f ' ~ ) l i ~ ~ i ( ~
R(z) > 0 that we feel will provc t o be quit,e useful for future rescarc.11i l l the, sllt)]c~t
of contiilued fractions. \Ye have added some other results in our Vaii V1~c.kf'rirct iow.
section that wc hope will he of interest to t,he reader. In Section 3 \wrcsurrwt t li('
Uniform Circle Thcorem for which we recently gave a proof in another public.atiolr
and use it to derive a twin convergence region theoreiri for colltinurd fract ic111s
I<(l/br,) that we have called t,he lJniform Twin Circle Theorrm. Both of thew
results art. generalizations of earlier results that have an intcwstiiig history. \\.cs

close Section 3 with a new uniform simple convergence region tlicortm fhr c.ont inuc,tl
fractions h 7 ( l / b , , ) in which the boundary of each region is a c,ircle cotit a i i ~ i i ~t g 1 ~ '
origin in its interior. This rcwilt is provcd with the aid of the twin circ.1~t licolx~i~i
w(, have rneiitio~lcd.In Section 4 we usc our powerful 1966 Uniform Twill Lima(.oi~
Theorcm for conti~iutdfractions K ( c i , , / l ) to derivc a new convergcncr tlic~orc~iii
for PPC-fract,ions that 11avc played an important role ill invc>stigationsoil ~liol~i(mt
throry. ortliogonal polyliomials. a d signal processing in thc last two clecatlvs. I\(,
believc it is the first rcsult of its t>-pefor these continlied fractions.
\Ve arc, now a t a point where w~think it is appropriate t o prcwnt soli~c'ilotntioi~.
drfiilitiolis. and results that will be cmployecl in this papcr. C i v m t n-o scy11~1~.(5

1991 A1athcmntzc.s Subject C l a s s ~ f i r c ~ t ~ Primary


on. ?LIB70: Scco~i(l;rry4 0 A l 5
180 L. J. LANGE

of complex nunlbers { a , , ) and { b , , ) mith a,, # 0. let


a r1
t,,[LC):=
+
---------
b,, u: '
and define the coniposition tralisforniations {TI,( w ) ) by

where the nuinrrators { A , , ) and the denominators { B , , ) satisfy the three term
recurrence relat ions

S \ e define the sequence { f ,,) by

Then the coutinuetl fraction generated by the sequence t,, is the ordered pair

a,, a1 a2 a,j
K(al,/bl,)= K - = -
k=lb,, bl + b2 + +..
f,, , also denoted bl-

is called thc nth approximant of the continued fraction. Convergence of the con-
tinued fraction t o a number f in the extended complex number system & means
convergence of the sequence { f,,) to f . The A, and B,, satisfy the important
determinant formulas
12

A,,-IB,, -A,,B,,I = (-l)"nai#O, n 2 0


!%=I

A,,B,,-2 - A,,-LB,, = (-l)"bll n


71 - 1

b=l
ab. n 2 1.

The sequence { h , , ) defined by

often plays a major role in convergence proofs for continued fractions. It satisfies
the simple recurrence relation
VAN VLECK'S THEOREM AND MORE ON CONTINUED FRACTIONS 181

and, moreover,

If {V,,) is a sequence of subsets of 6 for which


0 E V,,, tIi(K,)c Ki-I.

then

so that the sets K,, are nested. Hence for m > n , f,,, E h',,and
Ifrrl - fn) I dzam(K,,) =: A,,.
The sequence {A,,) is nonincreasing, so if A,, + 0, then
f := lim f, = n F K n and If - f,,/< A,,.
We are now ready t o state the convergence theorem attibuted t o Van Vleck
[13]for continued fractions

that shall occupy our attention in the next section. A nonconstructivc function-
theoretic proof of this result that uses the Stieltjes-Vitali convergencc extension
theorem may be found in each of the books on continued fractions by Jones and
Thron [3,p. 891 and by Lorentzen and Waadeland [lo. p. 1241. Gragg and IVarner
[l]gave a constructive proof of an equivalent theorem in 1983.

THEOREM
1.1 (Van Vleck 1901). Let the elements of K(l/b,,) satisfy

where 6 is an arbitrarily small positive number. Then:

(A) The sequences {f2,) and {f2,,-1) converge to finite values.

(B) The nth approximant f,, is finite and satisfies

(C) K(l/b,) converges if and only zf, in addition,

(D) When convergent, its value f is finite and satisfies

We shall use the following basic theorem.


182 L. J. LANGE

1.2 (Stern (1860)-Stolz (1886)). T h e contmued fractzon K(l/b,, )


THCOREN
t l l o ~ r q5t lf

For a proof of this rvsult s w 13. p. 791.

2. Van Vleck fractions


termiiiolog?- iiltroduced in [I],we shall call a cont,inued fraction of
T:sing t 1 1 ~
t 1~ form (1.1) a Val1 Vlcck fract,ion if all R(b,,) > 0 and a st,rict Van Vlrck fract,ion
~vitllwnglv O (0 5 fl < 7r/2) if. ill addition. all ( arg b,, / 5 8. Thus. for strict Van
V i c ~ kfractio~iswith angle 0 we have
R(b,,) > lb,, / cos 19 > 0.
Hcw is our gciirralization of Van Vlrck's convergcrlce thcorern above for strict Van
Vlwk fractions for which wr give a corist,ructivc proof t,liat leads t,o a ncuT.sharp.
R I I 11s~fuI
~ truiicat ion Cm-or fiml~lila.

( B ) Thr: s e y w n c p { f , , } , and t h ~ ~thr


. s continuf:d fmction K ( l / b , , ) , converges t o
(I lirtlbt f if tlrrd only z f t h e p r . o d ~ ~ c t

P := n(l+
x.

I.=%
Ib,.h,, 1 cos0)
VAN VLECK'S THEOREM AND MORE ON CONTINUED FRACTIONS 183

-
PROOF.IVith V,,, TI,and K,, related as in the Introduction we choose here t o
set V,, H. where H := { z : % ( z ) 2 0 ) . Then h',, = T , , ( H ) and it is not difficult
to show. using well known properties of linear fractional transformations, that the
diameter A,, of K,, is given by

\Ve set D l , = %(B,, B,,_1 ) and recall that h ,, = B,,/B,,_I . Then

From these incqualities and conditiorls ( 2 . 1 ) it follows that

Now let

Thesc formulas are easily scen to be truc if one uscs tlie fact that

Formulas ( 2 . 5 ) iinply that Ib,, I < m if P corivergrs. since P converges if anti olily
if C Id,, / < x.I f 'I diverges. then C jb,, I = X . since t h r div~rgenceof P implies
the convcrgr.nce of K ( l / b , , ) and b y tlw Sterii-Stolz divt~rgellcr~ theorrm I i ( l / h , , )
would diverge by oscillation if (b,,( < cc. \Ye h a w now essentially taken care of
parts (B). (C). and (D). Part ( A ) follows from seriw niajorizatioli using the filial
184 L. J . LANGE

estimate below.

This coinplet,es our proof of this theorem.


The truncation error estimate (2.4) in Theorem 2.1 is quite practical and con-
siderably sharper in general than the one given in [I]that we shall present soon.
What makes this error formula easy to calculate is that the bk are given and the
h x satisfy the simple recurrence formula
(2.6) +
hi, = bi, l l h k - ~ , ho = m.
To lend some credence to our assertions we present the following special case as a
corollar) and then compare estimates.

2.2. The continued fraction K ( l / n - I ) converges and


COROLLARY
1 2
(2.7) I f - fn-11 I n ; = , ( l + l / k ) -
- -
n 1 + '

PROOF. It is easily verified by induction that


2n+ 1
h2,-l = 1 and h 2 n = -.
2n
Thus: a.fter replacing h k P l by 1 and setting Q = 0 in ( 2 . 4 ) , we arrive at the result.
Gragg and N7arner [I.p. 11921 gave the following truncation formula for con-
tinued fractions K ( l / b , , ) whose elements satisfy the conditions of our Theorem 2.1:
1
I f " ' - f n - l ' iicosQlog( 1 A C O S Q ~ , ~ b,l) , m > n ,
+
where

Upon applying this formula to the continued fraction in Corollary 2.2 we arrive at

where y is Euler's constant. This error estimate is obviously by far not as sharp as
the one given by ( 2 . 7 ) .
The following lemma can be derived from a theorem of Gragg and Warner [l,
THEOREM, p. 11931 after replacing a,, by 1, a k by and w by f in the
statement of the theorem. The first formula involving p on page 1194 of their proof
VAN VLECK'S THEOREM AND MORE ON CONTINUED FRACTIONS 185

can be corrected by replacing the function of p that occurs there by its rrciprocal.
But for the sake of completcness, we have rhosen t o givc a proof of the lemma here.

r ~ Let %(b,,)> 0 zn the contznued frnctlon K ( l / b , , ) . Then


L ~ n r n 2.3.

where

PROOF.In this case we set V,,


H,,:={z:!R(z)>-%(b,/2)),
- HI,, where
Ho:={z:!R(z)>O}.
It is easy to see that the condition t,, ( H r), C H,,-I is satisfied. With the aid of the
determinant formulas in the Introduction we obtain

>
From this formula and the relation R(h7,) R(b1,).which can be verified by induc-
tion using (2.6).it is not difficult to deduce that

Let us again set Dl, = l / A , so that

where
t := 2 R ( h n ) / R ( b n >
) 2.
A simple analysis of the function F ( t ) will show that it has a unique minimum for
t > 2 at the point

Straightforward calculations will show that

From the above minimizing process and the fact that


Dl = %(b1)/2= $112
186 L. J . LANGE

we obtain

Thus. since A,, = l / D l ,, we have that

and our lemma follows after some simple algebraic operations.

\\'it11 the aid of this lemrna. we can prove the following results:

M If R(b,,) > 0, then the continued fraction K ( l / b , , ) converges.


T H E O R E2.4.
provided only that the series C fi diverges. If fi diveyqes: then

I n particular, zf the sequence { X ( b , , ) )2.s also rrt,on,otonr. then K ( l / b , , ) conve~qes~f

PROOF.The proof follows easily from Lemma 2.3 and basic convergence prop-
erties of products.

Our next result gives a one-parameter family of continued fractions K ( l / b , , )


illustrating that such continued fractions can converge for complex b,, in the right
half plane approaching thc imaginary axis. if a ccrtain simple restriction is placed
on the speed of this approach.

M If % ( b , , ) 2 l / ( n + a ) . whew n > -1, then K ( b , , / l ) convwqes.


T H E O R E2.5.
and

PROOF. Under the conditions of this theorern we have that

and

Since the serits C + +


1 / J ( k tr)(k a - 1) diverges by a limit comparison with the
harmonic sc,ries, it follows that C 6= x and therefore that K ( l / b , , )converges
VAN VLECK'S THEOREM AND MORE ON CONTINUED FRACTIONS 187

by Theorem 2.4. After replacing the PI, in the first inequalit) in Theorem 2.4 by
their estimates above we arrive at

and our proof is coinplet,e.

It is interesting t o note that for the continued fraction

In comparison. Theorem 2.4 gives the estimate

3. Uniform convergence regions


In this section we present several uniform convergence regloll theorerns for
continued fractions K ( l / b , l ) ,where additional features of the regions involved are
that each satisfies a certain maxiinality property and each is the conlplernent of an
open disk containing the origin. IVe refer the reader t o [3. p. 64 and p. 991 for
formal definitions of the ter~risbest and unzforrn with respect to convergence regions
for coiitinued fractions in general that we shall use herc and in the next section.
it'<,
shall tmploy the following result which we stated and proved in [9]:

THEOREM 3.1 (Uniform Circle Theorem). Let c be a r e d number, r = d m .


und B[r]be the closed unbounded regzon dejmed by
B[c] := {z:)z+2cl22r)
(3.1)
= { z : IzI > 2 . exp (Arcsinh ( - c cos (arg 2 ) ) ) ).

T h e n B[c]is (L best uniform simple convergence region for continued fractions


188 L. J . LANGE

Furthermore, zf frl and f denote the n t h approxzmant and lzmzt of (3.21, respectzvely.
>
then, for all n 0 .

From Theorem 3.1 wc can derive the following important uniform twin conver-
gence region result for continued fractions K (lib,, ):

THEOREM 3.2 (Uniform Twin Circle Theorem). Let a and p he real n,umbers
such that p > a > 0 and let cu be a n arbitrary real number. For n 2 1 let the
elements of the continued fraction K z = l ( l / b 7 , ) satisfy the conditions

Then KIT=,( l / b , , ) c o n v r ~ y r sunzformly to a finzte lzmzt f and for n >0

where { f , , } is its sequence of approzim~ants. Furthermore, the twin convergence


regions defined by (3.4) are best twin convergence regzons.
PROOF.Wc shall use a n idea employed by Hillarn [Z]in his 1962 doctoral
thesis but not published elsewhere t o show that the uniform convergence of K ( l / b , , )
follows from the Circle Theorem with the aid of an equivalence transformation. We
became aware of his transformation technique a few months ago. For any non-
zero complex nuinbrr d , the continued fractions KT= ( l / b , ,) and dKF=, ( l / b , , ) are
equivalent. whrrc

Now choose
2eP2"
d=
Jn
Then the conditions ( 3 . 4 ) for b2,,_ and b2,, become
2a 2~
>
lb~rt-1 -
Jn
2a 2~
>
Jm
which are equivalent to the single conditior~
VAN VLECK'S THEOREM AND MORE ON CONTINUED FRACTIONS 189

Our assertions concerning the convergence and its speed now follow from the Uni-
form Circle Theorem applied t o K ( l / & , )after choosing the parameter c in that
theorem in the following way:

In a sequence of two papers. [ll]and [12],Thron had already proved by 1949


that the twin regions (3.4) are twin convergence regions and they are a best pair
of such regions. He used the Stieltjes-Vitali covergence extension theorem to es-
tablish convergence. Unfortunately, the uniform convergence and truncation error
estimates that we have given cannot be obtained by this method. In our next easily
applied theorem we introduce a new two-parameter family of simple convergence
regions for continued fractions K ( l / b , ) in which the boundary of each permissible
region is a circle. As we shall see. these regions are also maximal in the sense
described in the statement of the theorem.

THEOREM 3.3. Let the elements of the contznued fracfton K,T=l(l/b,,)s a t ~ s i v


the condztzons

(3.6) (b,, - ne"" 2 p, p = Ja2 + 4al sincu) + 4, a > O, cu E EX.

T h e n K 7 z l(lib,,) converges uniformly to a finite limzt f and for n 20

where { f , , ) is its sequence of approxiinants. T h e region dejined b y condztions (3.6)


is the largest simple convergence region for h7,~xl (llb,,) whose complement is an
open disk containing the origin and centered at ae"'.

PROOF.
This theorem is really a corollary of the Uniform Twin Circle Theorem.
Let - lEl
b ~ ~ Eand b2,, E E2, where

with a > 0 and p = JaL + +


4al sin cul 4 > a . Then by Theorem 3.2 E l . EL is a
set of best twin convergence regions for K ( l / b , , ) . Furthermore. El 2 EL and El
and EL have a boundary point ln common which is either 27 or -22. Thus El is
a uniform simple convergence region. If the radius of the boundary circle of El is
decreased, then the resulting region ET, say. will contain a segment of the imaginary
axis between 22 and -27. Hence, one can construct a periodic continued fraction
K ( l / b ) with b chosen from this segment which diverges. Our maxirnality assertion
follows from this observation.
190 L. J. LANGE

A positive Perron-Carathkodory continued fraction (PPC-fractzon) is a con-


tinued fraction of the form

where

Continued fractions of this type have been extensively investigated in connection


with t,he trigonometric moment problem. with Szego polynomials (orthogonal on
the unit circle), and with Wiener's linear prediction method used in digital signal
processing. Some fundamental information and results on these topics may be found
in the sequence of papers [4], [5], [6]. There are convergence results in the literature
for the even and odd parts of continued fractions (4.1) that play an important role in
moment problems, but not much seems t o be known about the convergence nature
in general of these continued fract,ions. It is our intention in this section t,o present
a convergence theorem which we t,hink sheds more light on the subject. We make
the added assumption that
S,,#O, n = 1 , 2 , 3, . . . .
Then (4.1) is equivalent to the continued fraction
(4.2)

\Ye shall make use of the following theorem for continued fractions K ( a , ,11) which
we proved in 1966 [7] and to which we have recently added some luster [8]:

THEOREM 4.1 (Uniform Twin Linlacon Theorem). The cont~nuedfractzon


K ( c f , / l ) converges to n value f E { z : 12-a 5 a ) z f f o r n = l , 2 , 3, . . . .

where a zs a complex number and cr and a sntlsfy the znequalzty

where
L l ( a .a ) := <
{ w : Iw6 - a ( a L- ( # ) I + aI14 a ( a L- Icr" )
LL(O,0 ) + + +
:= { w : 1%0(1 3)- (1 a ) ( a 2 11 012)1 - alu'l
- >
~ ( 1+
1 (?IL - CJL)}.
The convergence of K ( n , , / l ) is ur~zforrnwith respect to the regzons L l ( t r ,a ) and
L Z ( a ar ) an,d these regions are best twin conveTyerLce regions. F ~ ~ r t h m m o ~zf. ef,,
,
>
denotes the n t h approximant of h'(c'','l) or K ( a , , / l ) , then for all n 1
VAN VLECK'S THEOREM AND MORE ON CONTINUED FRACTIONS 191

We are now ready t o state our theorern for PPC-fractions.

THEOREM
4.2. Let 0 and a be real numbers .suc.h that
< a < (1+ a / .
(a(
Then the continued fraction (4.2) (and hence the continued,fi.c~ction(4.1)) conveyqes
~ ~ n z f o r m if >
l yfor n 1

1 a a" + -

121
l+n-a 2
Furthermore, the t r ~ ~ n ~ a t estimates
ion (4.3) hold. with f,, und f the 71 th approxi-
mant and value of (4.21, respectively. nnd c and d given by (4.4).
PROOF.Set
> + = . C , = / d r6 , . 4, := 1,
where the principal square root is t o be chosen Using basic 1n~qli;llitiesarid
straightforward calculatioris. it i5 not difficult to vrrifj that
&7
IcLI,-~ 4 5a dnd IC~,, * 7(1 + 0i)l > m, n = 1.2,.. .
under the conditions of our theorem. Thus we call apply Theorem 4.1 to the ( . f .
K ( c f , / l ) t o reap the conclusions we have made 111 Tlleorcm 4.2 m t l drrixe nt the
end of our brief argument.

References
[I] W. B. Gragg and D. D. Warner, Two constructive results in continrictl fractions, S1Ail.l .I.
Numer. Anal., 20 (1!)X:i), 1187 1197.
[2] K. L. Hillain, Sorm convergence criteria for continued fractions, Doctoral Theszs. U ~ ~ i v c r s i t y
of Colorado Boulder, 1962.
(31 W. B. Jorics and W. J. T h r o i ~ . Contzwucd Fractzons: Annlytzc Theory and Appltrotzons.
Encylopedia of hIathernatics and its Applications . Vol. 11. Ad(liso11 h'eslcy. Reading. blA.
1980.
[4] W. B. Jones. 0. Njdstati, anti W. J . Throii, Continued fractions associatc!d with trigoriornetric
arid other strong ~norricritproblcrns, Constr. Appms. 2 (1986), 197 211.
[ii]W. B. Jones, 0. Njastad, ailti W. .l. Thron, Perron Carath/'codory continucti fractioiis. Rn-
t l m ~ a Approrarrmtzon
l n7,d Ap2lzcc~tionsan AIathmnat~csand Physzcs, Lecture Notes in hlatll..
\'ol. 1237, 188 206, Springer, Berlin New York, 1987.
192 L. J. LANGE

[ti] W. B. Jones. 0.Njastad, and H. Waadeland. Application of Szeg6 polynomials to frequency


analysis. S l A h l J. Math. Anal. 25 (1994). 491 -512.
[7] L. J . Langc, O n a family of twin Convergence regions for continued fractions, Illznois J . Math.
10 (1966). 97 108.
[8]L. J . Langc. Uniformity and speed of convergence of coniplex continued fractions K ( U ~ ~ / ~ ) ,
Orthogonal Functzons, Moment Theory, and Continued Fractions, Lecture Notes in Pure and
Applied hZathcrnatics. Vol. 199, 275 -326, Narcel Dekker, New York, 1998.
[9] L. J . Lange, Convcrgerice regions with bounded convex con~plementsfor continued fractions
K ( l / h , , ) , .J. Comp. Appl. Alnth., t o appear.
[10] L. Lorcntzcn and H. Waadeland, Contznued Fractions with Applicatzons. Studies in Cornpu-
tational Mathematics, Vol. 3, North-Holland, New York, 1992.
[ l l ] W. J. Thron. Twin convergence regions for continued fractions bo + K ( l / b , , ) , Amer. J. Math.
66 (1944) 428 438.
1121 W. .J. Thron, Twin convergence regions for continued fractions bo + K ( l / b , , ) , 11, Amer. .J.
Alath. 71 (1949) 112-120.
[I31 E. B. Van Vlcck, O n the convergence of continued fractions with complex elements, Trans.
Amer. Math. Soc., 2 (1901), 215-233.

DEP.\RT~IEXT OF MATHEXIATICS. UNI\.EIISITYOF ~ I I S S O U RCOLUAIBIA,


I, ~ I I S S O I J 65211
RI
E-mail address: j erryQmath.missouri . edu
Contemporary M a t h e m a t l c s
Volurne 236. 1999

Convergence of Interpolating Laurent


Polynomials on an Annulus

Xin Li
ABSTRACT.The convergence of Laurent polynomials that interpolate func-
tions on the boundary of a circular annulus is studied. The points of in-
terpolation are chosen t o be uniformly distributed on the two circles of the
boundary. It is proved that, for functions analytic on the closure of the an-
nulus, the sequence of interpolating Laurent polynomials displays a type of
maximal convergence. It is demonstrated that, in general. there is no equicon-
vergence between the interpolating Laurent polynomials and the partial sums
of the Laurent expansion of the functions analytic in the annulus. Finally, it is
shown that the norm of thc projection operator induced by the interpolating
Laurent polynomials is of the logarithmic order.

Dedicated t o Professor J e r r y Lunge on his 70th birthday

1. Introduction
Let T ( p ) = { z E @ : lzl = p ) , the circle centered at z = 0 and of radius p > 0
in the complex plane @. Throughout this paper. we will assume p2 > pl > 0. We
write A(p1. p2) for the open circular annulus { z E @ : pl < lzl < p r ) . A ( p l ,p r ) for
its closure, and d A ( p 1 , p2) for its boundary. For n7, n >
0. let C(nr. n ) denote the
set of Laurent polynomials of the form x;=_,,,
n ~z h ( a n E @). For each positive
integer p, let ui,, = eLT1'p. Define a set of points as follows:
ZA. = p ~ u i h ~k ,= 1%
2, ...%rn,
and. with a fixed a E [ 0 , 2 r / ( n+ 1)).

Then {zh);', and { z , , + x ) ; ~ ~are equally spaced points on T ( p l ) and T ( p L ) .respec-


tively. We now consider t he problem of interpolating functions at pomts {zk )
Assume f l and f 2 are functions defined on T ( p l ) and T ( p 2 ) . respectivclv. Let
Llrl,,(z) = L,,, ,,(z; f l , f 2 ) be the Laurent polynomial in C ( m , n ) that interpolates
~ f 2 at { z , , , + x ) ; ~ { . that is, L,,, ,, ( 5 ) = C;=-,,,akzh
f l at { z ~ ) ? !and %

, 1 , 2 . ..., rn.
L,,, ,,(zx) = f ~ ( z ~k) =

1991 Mathematics Subject Classification. Primary 41A05, 41A20; Secondary 26C15.


194 XIN LI

This paper is a continuation of the work of Llason [4, 51, Brutman. Vcrtesi and
Xu [2], and Pan [6], where the main concern is on t,he estimation of the norni
of the operator f H L l l , r , ~ l ( fzl;. f L ) (with fJ = f l . l r ( O l ) .j = 1 . 2 ) for f anall-tic
in A ( p - I , p ) and contiriuous on A ( p p l . p ) ( p > 1 ) . It is shown that the norm is
of the logarithnlic order as n -. m. As a consequence, it is easy t o verify the
following cor~vergenccresult: W h e n f i s a n a l y t i c o n t h e c m n u l u s A ( p 1 . p n ) , t h e n
L , , . , , I ( s ;f 1 : 5 2 ) (iuith ,fJ = f j = 1 , 2 ) converges u n i f o r m l y to f o n A ( p l p, 2 )
u s n -t x. The novelty of this paper is that the general Laurent polynornials
L,,l,ll are considered and convergence by such interpolating Laurent polynornials
is established under fairly general conditions. The main results include a type of
maximal convergence of L,l,,llas nlrn 4 r ( r > 0) and rn n + CG. The paper +
is organized as follows. In Sect,ion 2 , we prove that {L,,,,,, ( z ; f l , f2)) is convergent
for z E A ( p 1 , p 2 ) : when m 3 x and n -+ m , as long as f l and f 2 are Rirrnann
integrable functions. In Sections 3, we prove the maximal convergence theorem
ment,iond above. In Section 4. we study whether t,he equiconvergence phenomenon
occurs bet,ween the interpolating Laurent polynomials and the partial sums of the
Laurent expansions of functions analytic on the annulus ( p l , p 2 ) , as Walsh proved
for int,erpolating polyno~nialsand partial slims of the Taylor expansions of functions
analytic on t h r unit disk. Finally, in Section 5, we give the as>-rnpt,oticorder of the
norm of L ,,,.,, as nl + o and n + x.

2. Convergence in A ( p I ,p 2 )
+
Xote that z v 1 L r 1 ,, ( z ) is a polynomial of degree m n that interpolates z n 7 f l ( z )
and zr" f L ( z ) at { Z ~ } Y =and~ { z , , , + ~ } ; : : , respectively. By Lagrange's interpolation
formula, wc have

where

Note that

and

Thus.
CONVERGENCE O F INTERPOLATING LAURENT POLYNOMIALS 195

Now. wc estimate L1 and L2 separately. iVe can write

The factor in front of the sum approaches 1 for all z E A ( p l , p 2 ) as m + x and


n + x.We now compare the surn with

Let A l l be a n upper bound of 1 f 1 on T ( p l) and let z E A ( p 1 . p2).Then

which goes to Aero as n + x. Combining the above estimates, we have

which equals

since the last sum is a Rirrrlarin surn of the Riernanri integrable function

Next, we consider L2. We have

+ + + +
since z; = p ~ + ' r 7 ( " +I)'' for k = Trr 1,m 2, ..., m n 1. The factor in front of
the sum has limit -1, and, as in the estirriation of L 1 . we can verify that the sum
approaches

for all z E A ( p 1 . m ) . as n1 4 x and n + x. Thus, for z E A ( p l . p 2 ) .

- x L2 =
lirn
,,I

82 ..
196 XIN LI

Therefore, by the estimates of L 1 and L z , we deduce that the limit ,&& L,,, , , ( z )
,,-x

exists for all z E A ( p 1 , p s ) and equals

Note that this represents a function that is analytic in A ( p l , p L ) . By a similar


argument as in estimating L 1 and L 2 . we can show that for every compact set
K c A ( p l , p 2 ) . there exists a constant CK > 0 such that lL, ,, ( z ) CK for all <
z E K. Thus, the sequence { L , ,( 2 ) ) forms a normal family, and so the convergence
is uniform on compact subsets of the annulus. We have proved the following result.
THEOREM2.1. If f l a n d f 2 are R i e m a n n integrable functions o n 'IT(pl) a n d
T ( p . > ) , respectively, and if L,,,,,(z) i s t h e Laurent polynomial that interpolates f l
and f 2 o n { z k ) ; , ' i l and { z , , + k } ; ; ~ r f ,respectively, t h e n

for all z E A ( p l , p 2 ) , a n d t h e convergence zs locally u n i f o r m o n a n y compact subset


of A h , p ' 2 ) .
Now. let f be analytic on A ( p lP, L ) . If we take f , = , (TI
f > 1 = 1 . 2 . then.
according t o Theorem 2.1, for z E A ( p l , p2).

,,,lim
-x L,,, ,, ( z ) = --
8,-x

which equals f ( z ) , by Cauchy's integral formula. We summarize this result in the


following.
COROLLARY 2.2. I f f zs analytzc o n a n annulus A ( p 1 , pb) wzth 0 pi < pl < <
pl < p;, a n d zf L,,, ,, ( 2 ) zs t h e Laurent polynomzal f r o m C ( m , n ) that znterpolates f
a t poznts {zL);~+Ir,+', t h e n

- x L r r L, , ( z ) = f ( z ) ,
lim
r,,
r, - x
2 E A h , p2).

and t h e c o n v w g e n r e zs locally u n z f o r m o n a n y compact subset of A ( p l , p L )

3. Maximally Convergent Sequences


I11 the previous section, we established the existence of the limit of {L,, ,, ( 2 ) )
as m + x and n + oo for z E A ( p I , p L ) .when the interpolated functions are
Riernann integrable. There is no restriction on how nl and n approach oo. In
view of Corollary 2.2. we want t o know whether L,,, , , ( z ) converges at any points
outside A ( p L p, L ) . In this section, by restricting the behavior of the ratio n l m ,
we demonstrate how to choose subsequences of {L,, , , ( z ) ) that converge t o f , a
function analytic on A(pl.p 2 ) , throughout the annulus where f is analytic.
LValsh [7, $7.101 considered Laurent polynomials from C ( n ,n ) that interpolate
at the ( 2 n + l ) s t roots of unity t o a function analytic on the unit disk and showed
that the partial sun^ containing all the nonnegative power terms of interpolating
Laurent polynomials do not have the maximal convergence property in general.
Our result will show t h a t , by taking suitable "lengths" (z.e., the values of m and
n ) of positive power terms and negative power terms in the interpolating Laurent
CONVERGENCE O F INTERPOLATING LAURENT POLYNOMIALS 197

polynomials. it is possible t o achieve some kind of rnaxirnal convergence on the


annulus as expressed in the following result.
THEOREM <
3.1. Let f be analytzc o n a n a n n u l u s A(p', , p:) w ~ f 0h pi < pl <
p2 < p i , a n d let L,,, ,, E C ( m , n )b~ t h e Lnurent p o l y n o n u d that znterpolates f a t
poznts {zk);'=t,7'+'. Let r > 0 , and put

61 := max {pi. (2) pi}

and

.
T h e n L,,, (2) converges t o f (z) for each z E A(61, p ~ a)s rr/m + T cmd m +n 4x
Furthermore, zf f h a s a szngular poznt o n dA(p;. p;) a n d zj r = log(pi/pl)/
log(p2/p$). t h e n p1 = pi a n d p2 = p i , a n d

Proof. Choose p:/ and p i such that


p', < p:' < p1 < p2 < p; < p;
Then. by Hermite's interpolation formula [7, $3.11.
c r r ' f(<)will 11 ( z )
(3.1) zn7f (z) - zn'Llr1,, ( z ) = 4
for z E A(p/i. py), where w,, , (2) is as defined in (2.1). Let 111 be an upper bound
of f on dA(p:/, py ). Then thc modulus of the integralid divided by lzlrl' is no larger
than
+
A ~ ( ( ( ~ ~ I (p;71)(l~li1+1 +
( Z O ~ ~ P;+l)
I ( m , n ) := Izln7 ICm - pyll<n+l PL~ I + l ~ i ( n + lI I) Cn - 2 1 '
We now estimate I ( m ,n ) for ( E dA(p:/, py) and z E A(py, py).
(1) Estimation of I ( m , n ) when ICI = py: In this case. we have

Therefore
198 XIN LI

( 2 ) Estirriation of I ( m . n ) when </ = py: 1% havt.

From this. it follows that

Using estimates (3.2) arid ( 3 . 3 ) in (3.1). we can deduce t h a t , for z E A ( p Y , p ; ) .

Lctting p? \ P', and p; /" p/L gives us


(3.4)

From this, we see t hat, for z E A ( p 1 . p ~ ) ,


1 +,
l i ~ nsilp f ( z ) - L,,, ,, ( z ) < 1.
,,,-,
r,
t,,.,, ..
This proves the first assertion of the theorem. To verify the remaining parts of
Theorem 3 . 1 , assume
CONVERGENCE OF INTERPOLATING LAURENT POLYNOMIALS 199

Then

So. j1= pi alld j2= Using these and (3.5) in (3.4). we get. for z E A ( P \ , P > ) .

By an application of the maximum modulus principle on A ( p l , p2). this implies

lim sup
r,
,, 1
rr,-r
i - x
nisi
2 € T ( / l l (12)
( 2 ) 1%
l j ( z ) - L~~~ I lnax
I-"'
I 12
{r, (T)
P/1 P',
-,
zI P1 P2
I }

where. by (3.5), the right hand side is equal to

Assembling cverything together. when r satisfies (3.5). we have proved the following
inequality

Now, to finish the proof of the theorem. we show that the equality must hold in
(3.6) if f has a singular point on ~ A ( P ',,p;). We need a version of Bernstein's
inequality ([3,51.41 or [7, $4.61) for Laurent polynomials.
A Let 0 < R1 < RL. Then for p,,, ,, E C ( m .T I ) , we h a w
L E ~ I M3.2.

and

Proof. Note that zrr'p,,, , , ( z ) is analytic in @. So, by the maximum modulus


principle, we have
nlax Iznlpll, (2) I I - €Illax lzrT1pnl ( z )1, r1
ztT(R1) ~(HL)

which iinplies (3.7).


The proof of (3.8) is similarly done by appll-ing the maxiinu~nmodulus principle
to prr,,, ( z ) / z U that is analytic in @ \ (0) (including nc).

We now continue our proof of Theorcrn 3.1. U'e need to show that the equality
holds in (3.6). Assume, to the contrary. that, for soinc T E (0.1) arid for all
z E x(pl,P~ we) have
.

liin sup If ( z ) - L,,,,,( z )1


I+,
< T-
P :
,, .,
/,I, 01

Then, in particular,
I +'
< T -.
4
lim sup I f ( z ) - L,,, I, , ,1 1
rn - x
(2)
PI
200 XIN LI

Thus, by the triangle inequality,

for m large enough. Let R 2 > p2. B y (3.8) in Lemma 4 and (3.9) above. we have

and so.

which equals. by (3.5).

Similarly, from (3.9). by using (3.7) in Lemma 3.2, we can show t h a t , for
Rl E ( 7 4 ,pi ),

Therefore, by using the maximum modulus principle, we know that the sequence
{ L r r , , l r r r Lconverges
~(~)) geometrically for R1 4 lzl <
R 2 . This implies that f has an
>
analytic continuation at least t o the annulus A ( R 1 ,R 2 ) a A ( p { ,pb), which con-
tradicts the assumption that f has a singular point on d A ( p { ,p i ) . So the equality
in (3.6) must hold, which completes the proof of Theorem 3.1.

When p1 ~2 = 1>we have the followirig result, which strengthens the implied
convergence result of [2, 4, 5, B] as mentioned in Section 1.
COROLLARY3.3. Let 1 < p < R . I f f i s analytic i n A ( R 1 R, ) and zfL,,,,,-I ( z )
i s t h e Laurent polynomial that interpolates f a t { z k } f " , w i t h pl = p p l a n d pn = p,
then
liin max If ( z ) - L,,,,- 1 (z)l"iL < f
IL-x ZI=,,,~-~ - R'

Furthermore, w h e n f h a s a singular point o n a A ( R p l ,R ) , t h e equality holds.


Proof. This follows from a n application of Theorem 3.1 (in particular. relation
(3.4) in its proof) for m = N and n = N - 1. with pl = p p l , pp = p, p{ = R p l ,
and pk = R .
CONVERGENCE O F INTERPOLATING LAURENT POLYNOMIALS 201

4. No Equiconvergence
We continue to use the same assumptions and notations as in Theorem 3.1.
Let xr="=_, f A z k be the Laurent expansion of f on A(pi, pi). Set l,,, ,,(z) =
C;=-,,,f L z A the
, (m. n)-Laurent polynomial of f . According to [I]and [4]. the
operator that maps f to l,, ,, is a projection with minimal norm among all projec-
tions from the space of functions analytic in A(pl. p2) and continuous on X(pl, p ~ )
into L ( m ,n) with respect to the sup-norm. Since the operator mapping f to L,, ,
is also a projection, it is natural t o compare L,,, ,, with l,, , . By Theorem 3.1 and
the well-known property of Laurent expansion, we know that

Is it possible to show that L,,, "(2) I,,, ,,(z) is convergent in an annulus that is
-

bigger than A(p{,pb)? This is true for the difference of polynomials interpolating
at the roots of unity and the partial sums of the Taylor expansion of a function
analytic on the unit disk as proved by Walsh, a result usually referred t o as the
equiconvergence theorem. In this section, we show that no such results hold between
the interpolating Laurent polynomials L,,, ,, (z) and the partial sums of the Laurent
expansion 1, ,(z). Consider the function

Then f is analytic in A(1/4,4) and p', = 114 and p; = 4. Let's take the points
of interpolation on T(1/2) and T(2). that is, let zk = 4 / 2 and z,,+h = ~ u J ~h~ w , , ,
k = 1 , 2 , .... n. Then the interpolating Laurent polynomial L,, ,, 1 ( 2 ) is given by
-

and the (n, n - 1)-Laurent polynomial l,, ., - 1( 2 ) of f is given by

Thus. by a straightforward calculation, we have

It is now immediate to verify that

and

Therefore. there is no equiconvergence between L,,,,,- 1 and l,, ,,-I in any annulus
bigger than A(1/4,4).
202 XIN LI

iVe rcrnark that it is possible to split L,, , , I ( z ) into two parts so that one part
does equiconverge with Laurent polynomial 1,) ,,( z ) in A ( 1 / 4 , 8 ) while the other part
equiconverges with 1,)- 1 - 1 ( z ) in A ( 1 / 8 , 4 ) . As the above example points out, in
general. there is 110 combined equiconvergence in any annulus containing A ( 1 / 4 , 4 ) .

5 . The Norm of L,,,,,


The norm of L,,, ,, is defined by viewing it as an projection from the space of
all functions analytic in A ( p l , p2) and continuous on p2) into L ( m ,n) with
respect to the sup-norm. By adapting a construction of Clunie and Mason (see.
c.g., [5. pp. 361-3621), we can show that the norm of L m ,, denoted by l L r f l,,J.is
given by

Recall that wnl , , ( z ) = ( z r n - p ; " ) ( z n f l - p ~ f l e " n + l j " ) . Using ( 2 . 2 ) and ( 2 . 3 ) , we


can writ,e

arid
rl+l
C ( n+ l ) p ; lp;")(Z71+l p;+l
P;~I(Zn~ - e ~ ( f ~ + ' ) ( k

A, (Z) := I
h=l
~ I ~ ~ ' ( ~p;")(z
;+~ - - zm+~)l'
IVe now estimate X l ( 2 ) and A2 ( z ) when IzI = pl and z / = pz.
Let z = p l e t o for some 6 E [ O , ~ T ] W
. e have

and

It follows from these expressions that, as m , n + cx;.


CONVERGENCE O F INTERPOLATING LAURENT POLYNOMIALS 203

and
2 p I ~sin I
n+l
&(z) = C
,=, ( n + l)lpl p2e'(d+cl-H)I (1
-
LA
+ (2)
0( IT)}

where the constants in O ( . . . ) are independent of z. From a result of Gronwall (see,


e.g. . [ I , Equations (24) and (25)]),we know that

-
m
I sin F1
C ml sin(:
I;= 1
-
Q= x
r,,

where y is Euler's constant. Thus,

max Xl(z) =
0€[0.2~] 7i- 7r

On the other hand, by a simple calculation, we have

So, the maximum value of the above sum is attained asymptotically at 0 = 7rlnl.
Thus. we have, as m, n + cm,
2
max
14=p1
[ X l (z) + A2 (z)] = -
7'r
log m +

By a very similar argument, we can show that, as m , n + cm.

From these two asymptotic estimates of X I (z)+X2 ( z ) ,we have the following estimate
for t h r order of the norm of 11 Lrl, 11.
5.1. We have
THEOREM
IIL,,,.,, I/ - 2
lim - -

n1.n-x log max{m, n ) 7i-

If n / m -+ 1, t h e n

for s u f i c i e n t l y large 71-1 + n.


204 XIN LI

It is known (cf. [I,41) that the norm of the Laurent projection f (z) H lm ( 2 )
+ + +
is (4/7r2) log(rn 72 1) O(1). So, according to Mason [4], L, ,, and I , ,, are
both near-minimax approximation within a relative distance of the same order as
+
m , n 4 m. Finally, we remark that (5.1) extends (at least for m n large enough)
Mason's conjecture as verified by Pan [6].which states

References
[I] Brutman, L., On the polynomial and rational projections in the complex plane, SIAM J .
Numer. Anal. 17(1980), 366-372.
[2] Brutman, L., P. Vertesi, and Y. Xu, Interpolation by polynomials in z and z - on a n Annulus,
IhlA J. Nurner. Anal, lO(1990). 235-241.
[3] Gaier, D., Lectures o n Complex Approximation, Birkhauser, Boston, 1987.
[4] hlason, J.C., Near-best L , and L1 approximations t o analytic functions on two dimensional
regions, zn Multivariate Approximat ion (Ed. Handscomb, D.C.), pp. 115-135, Academic Press,
London, 1978.
[5] hlason, J.C., Near-minimax interpolation by a polynomial in z and z p l on a circular annulus,
IhlA J. Numer. Anal., 1(1981), 359-367.
[6] Pan, K . , On Mason's conjecture concerning interpolation by polynomials in z and z p l on a n
annulus, IhlA J. Nurner. Anal., 14(1994), 599-604.
[7] Walsh, J.L., Interpolation and Approximation, Amer. Math. Soc. Coll. Pubs., 20, 1960.

DEPZRTX~ENT
OF MATHEXIAIICS.
I'NIL'ER~ITY
OF C C N I R A FLORIDA.
L ORLANDO,
FL 32816
E - m a d address xlllpegasus . cc .ucf . edu
Contemporary M n t h e r n a t i c s
Volume 236. 1999

Convergence criteria for Continued


Fractions K(an/l) based on value sets

Lisa Lorentzen

Dedicated to Jerry Lange on hzs 70th birthday

A n S r n ~ c It
~ . has been conjectured by Ruscheweyh and the author that if
01 # V C_ @ is a n open, bounded set, and E := {a E @ : a / ( l + V ) 2 V ) contains
at least two elements, then E is a convergence set for continued fractions
K ( a , , / l ) ; that is, K ( a , , / l ) converges if all a,, E E. We proved the convergence
if the poles {-h,, ) of

had at least one limit point outside the boundary 6%' of V.


In the classical parabola theorem. where V is a halfplane, bounded sub-
sets of E (which correspond t o bounded subsets of I/) a r t convergence sets
for K ( a , , / l ) , regardless of whether {-h,, } approaches dV or not. This was
extended by C6rdova in his thesis. In this paper we shall give a shorter proof
of C6rdova1sresult, and prove convergence in some more cases where {-h,,}
approaches the boundary of V. We also extend the results t o twin situations.
The results are applied to Lange's strip regions.

1. Introduction
,-.
A set V 2 C := C U {m) containing and omitting at least one element. is a
simple value set for the continued fraction

a,
(1.2) S,~(Z)
:= -E V for all 2 E V and all n E N.
l+z
1991 Mathematzcs Subject Classzficatzon. Primary 40A15; Secondary 30D05.
Key words and phrases. Convergence. Continued fractions.
@ 1989 Amcricar~ R l a t h c ~ r r l ; t t ~ c . aSor.ivty
l
205
206 LISA LORENTZEN

For short we writc s,, ( V ) C V. In fact. if F is a function defined on a set A, then


F ( A ) shall denote the set { F ( z ) : z E A) in this paper. The approxiinants

nl a2 a,,
s l o s 2 0 . . .os,,(z) for n = 1 , 2 , 3 , . . .
(1.3) Si,(z) := -
1 + i + . . . =+ G
of K ( n , ,11) are then contained in the nested sets

if z E V. Here and throughout this paper we use the following notation:


Notation.
0 2 denotes the closure of a set A in e := @ U {cx;). A" denotes its interior. and
dA denotes its boundary in e.
d(w, A) denotes the euclidean distance, and d, ( t ~ A)
, denotes the chordal dis-
tance between the set A and a point w E e.
0 A domazn is a connected open set in e.
A netghborhood D of a closed set A
is a simply connected domain containing A. Circular neighborhoods of a point
n E @ are written
A

(1.5) B r ) := {z 6 @ : z - nl < r}, B , ( a , r ) := { i E @ : d , ( z , a ) < r }

0 A Jordan domazn is a simply connected domain whose boundary is a simple


A

closed curve in C.
0 w is an znner poznt of the simple arc r if it is the image of a n inner point in
I C R under a continuous univalent mapping cp such that ~ ( 1=)l?.
0 The parametrization of the boundary (or parts of the boundary) of a domain
V is negatively oriented if V lies t o the right when we follow iJV with increasing
parameter. Similarly, the paranietrizat,ion is positively orzented if V lies t o t,he
left when we follow d V with increasing parameter. If it is not, clear which
component of e
\ d V we refer to, we say that the boundary curve (arc) is
negatively or posit,ively orient,ed with respect t,o the domain V.
r is an arc in @ represented by z = z ( t ) , then
A

0 If

denotes the angle of inclination and the signed curvature of r a t the point
+
z(to) m , if they exist. If z ( t ) only has one-sided derivatives of second order
a t t = t o , we define the corresponding orie-sided curvatures hi(T, i ( t o ) ) arid
n ( r , i ( t o ) ) . For convenience we also write h i ( r , i ( t o ) ) to mean eit,her onc of
them. If I' = a V of a domain V. then (1.6) is based on n e g ~ t ~ i vorientatione of
a V with respect t o V.
0 i and 2 denote t,he first and sccond order clerivat,ives of z with respect to t.
-

c denotes t,he conlplex conjugate of c E @.


) x 4 n means that linlsup,,_, IF(r)/g(x)I < m .
F ( x ) = O ( ~ ( . L )as

- -
F ( x ) = o(g(x)) as s -+ a means that limr,,{b'(z)/g(x)} = 0.
a,, b,, shall mean that a,, b,, as n + m; that is, lim,, ,,(a,, /hi,) = 1.
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 207

It is clear from (1.4) that if 0 E V and

rl -
liin diam S,, (V)= 0,
x

then K (a,,/ 1 ) converges (i.e. the sequence of approximants {S,, (0)) converges in
e, which means that either { S , , ( O ) ) converges to a finite number or { l / S , , ( O ) )
converges t o 0 ) . Actuallv (1.7) combined with the nesttdness (1.3) implies that
{ S , , ( z ) ) converges uniformly in V to a constant function S , ( 2 ) = f E V . This
kind of unifornlity has not been studied much until recently, but we think it deserves
attention for at least two reasons: (i) It is of interest if one uses the approxiinants
{S,, (z,, )) instead of the classical ones { S , ,( 0 ) ) . (ii) It is important when the conver-
gence theory for continued fractions is extended to more general functions { s f , ( 2 ) )
A survey of results in this area can be found in [ 1 8 ] . We say that V is a unzforrrr
ualue set for K ( a l , / l )if (1.7) holds. If (1.7) fails. we may still be able to prove that
{S,,( 0 ) ) converges by other arguments.
It is standard to define the element set E correspondmg to V as the set

(1.8) E := { a E @ : a / ( l + V) CV).
Then E is a closed set in G ( E may be empty). and V is the value set for mery
continued fraction K ( a , , / l ) from E (i.e.. all a,, E E ) . We say that V is a value set
for E . (See for instance [ Z l ] . )The elenlent set E' in (1.8) characterizes t h r class of
self-mappings (1.2) of V. Note that we allow 0 E E, even though all a,, # 0 in a
continued fraction K ( a , , / l ) .
iVe have now set the stage for rnodern convergence tlleorv for contiriued frac-
tions based on value sets. The ideas cvolved around 1940 in works by Scott and
Wall [24].and were irnmediately taken up by others. In particular m7.J. Thron has
produced a long list of convergence criteria based on different value sets. some of
these in collaboration with his earlier students Mr. B. Jones and L. J . Lange. (See
for instance [7].)
In the following we shall give three examples of such convergence criteria. The
first one is interesting because the conditions on V are so mild:

T H E O R E 1M. 1 , ( 2 0 , Thm 1.11. Let V f 0 be a n open, boundrd valur set. let


E be the correspondzng element set (1.8), and let K ( a , , / l ) be (L contmued frnctzon
from E . If E contaens at lrast two elements, and { a , , ) has (L lzmlt poznt @ E * .
where

n
aEE : -- na * f ~0) with O'V := i ) n~( 1 - all).
l+d*V

then K ( a l ,11) converges to n value f E V and liin,,,, S,, ( V )= { f }.


If { a , , ) has all its limit points in E*,we still know that K ( a , , / l ) converges in
a number of cases. but we have not (yet?) been able to prove that this happens
generally.
Clearly. V is a uniform value set for K ( a , ,11) in Theorem 1.1, and { S , ,( 0 ) )
converges, even though we do not require that 0 E V . The latter is part of a
general picture:
208 LISA LORENTZEN

T H E ~ K E1.2. A I [17, Tlini 1.11. L d V he a bounded value set for K ( a , , / l )


such that there e ~ z s ttwo d ~ s t m c telements u and 1 ) In V wzth lim,,,, S,,(u) =
11111 ,,+,, S,,( 1 , ) = j T h e n S,, (0) + f .
If E contains only one point. then there is at most one continued fraction
K ( a , , / l ) from E. a periodic one. arid periodic continued fractions are well under-
stood. Hence, the condition in Theorem 1.1 that E contains at least two elements,
is reasonable. The strange condition that {a,,) should have a limit point @ EE"is
w o r v . It was conjectured in [20] that this condition can be removed.
The second convergence criterion is a classical result from 1958. For our purpose
the following version is sufficient:
THEOREM 1.3. (Thron's Uniform Parabola Theorem [28]). Let oi E R wzth
(01 < 7r/2
( m d A1 > 0 be fixed constants, and let V be the halfplane
(1.10) V := V, := ( z E C : Re(z e - ' " ) > -+ cosoi).

T h e n the parabolic region

1s the d e m m t set correspondmg t o V,,, and t h ~ r ee n s t s a sequence { d , , ) of posztzve


numbers conwrgzng t o 0. dependzng only o n A1 and oi, such that for every contznued
fractzon K ( n , , / l ) from ?!, := P, n B ( 0 , A I ) .

(1.12) < d,,


diarrl S,, ( V ) for all rr E N.
This theorem has proved veq- uscful in the convergence theory for continued A

fractions. It clearly implies tliat every continued fraction from E converges t o a


A

finite value. We say that E is a convergence set for continued fractions K ( a , / l ) .


A

illoreover, V , , is a uniform value set for E. But the convergence is also uniform
with respcct t,o K ( a , , / l ) from by (1.12). A set E C C with this propert,y is called
a m i f o r m conwelgence set for continued fractions K ( a , , / l ) .
\Ye can also say that rvery continued fraction K ( a , , / l ) from P,, with a bounded
element, seclucncr { n , , } converges. We say t,hat an element set E with this property
is a c o n v r ~ y e n c eset locc~llyfor continued fractions K ( a , / l ) . If bounded subsets of
E are u n z f o r n ~convergence set,s. we say t,hat I3 is a locally unzforrn con,vergence set.
Note tliat with the notation from Theorem 1.1. a*V,, = aV,, and P,* = dP, in
Thron's Uniform Parabola Theorem, but still we do not need any restrictions on
A

{ a , , } c E.
The third convergence rcsult is clue t o Ant,onio C6rdova Y4venes. and can be
found in his thesis [I].It gerleralizes parts of Theorem 1.3. C6rdova started with a
generalization of Tliron's halfplane V,, in (1.10). He had the following restrictions
on his set V:
Y 1: If is i~ ,Jordan doinairl in (C with V = \ (- 1 - V ) ,0 E V, - $ E d V , x E dV
and a smooth bo11ntlar~- dV\{m) with continuous curvature. That is, it admits
a para~nctrizafion-. = z ( t ) , where r;(dV, z ( t ) ) exists and is continuous. (See
(la.)
Y2: I f { E iJV \ {x), +
the11 [ - C 2 / ( l d V ) ] n dl/' = {C).
Y3: If <
E d V \ {x) and i3V is negative1~-oriented with respect to V b,y the
z = z(t), t 1 1 r ~ 1
pi".~l~letrizi~tiOll
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 209

We observe that by Y1, i3V = 8" V. Under these conditions C6rdova proved:
THEOREM1.4. (C6rdova's Convergence Theorem 111). Let V satzsfy YlGY3,
> 0 be gzven. Then the correspondzng element set 2s gzum by
and let A f

Moreover, E zs a convergence set locally. and V 2s a unzform value set for E n


B(0, M ) .
This theorem generalizes the unifornl value set part of Thron's Uniform Para-
bola Theorem. This follows since Vc, satisfies Y1-Y3, the parabolic region Pi, in
(1.11) can be written Pi, = -C:. where
(1.15) C, := ( a E C : l ~ ( ae e L " ) 51 cos a ) = [V,,n (-To)]\ {x), 1251.
and C6rdova's element set (1.14) can be written
(1.16) E = -c2 where C := [V n (-V)] \ {x). (See Theorem 3.3.)
It is typical that both Thron's Uniform Parabola Theorem and C6rdova.s Con-
vergence Theorem state that E is a convergence set locally. In fact we have the
following classical result suggested by Scott and \tTall:
1.5. [24]. .4 convergence set E is always bounded.
THEOREM
This follows directly from the Stern-Stolz Theorem (see for instance [7. Corol-
lary 4.20, p. 79]), which says that K ( a , , / l ) diverges if

Unfortunately, CBrdova's thesis was never published outside of the University


of Wiilzburg. hloreover. his proofs are so involved that it is hard t o get a grip on
the material. Repeated appeals t o C6rdova t o simplify his proofs a i d publish the
result have not payed off, and now he has long since turned his time and interest
t o computer science.
The purpose of this paper is twofold. First of all we want to prove results
which extend Theorem 1.1: that is, we want t o prove convergence of continued
fractions K ( a , , / l ) where {a,,) is allowed t o approach E*. In particular we shall
give a simpler proof of C6rdova's Convergence Theorem. Secondl), we shall go a
step further and study twirl value sets (qj,Vl) C e e x for continued fractions
K ( a , , / l ) from ( E l . E L ) ;i.e.. arll-l E El and a ~ , E
, Er for all n , where

are the corresponding element sets, and prove a similar result for this situation. It
El and EL are closed sets in C ,and that the special case where
is evident that a l s ~
= Vl brings us back t o the original set-up. Twin regions have been exterisively
studied by Thron, Jones and Lauge. (See for instance [6, 9, 10, 12, 25, 271 and
the references therein.)
210 LISA LORENTZEN

The extension of C6rdovd's Convergence Theorem to this twin situation is


presented III Theorem 2.12 and proved in Section 10. In the special case where
q/;,= Vl we are back to C6rdova's situation. except that we do not require that V
is connected and d * V = 3 V . Besides, the continuity condition on the curvature of
i3V in C6rdova.s theorem is weakened. The extension of Theorern 1.1 is given in
Theorem 2 4. If we set = Vl in Theorem 2.4, or rather in its Corollary 2.5. we
are back to Theorern 1.1, except that we do not require V t o be open. (This is no
big deal. though. Set Remark R2.1 .I.)In addition we shall prove some convergence
results (Theorem 2.7 and 2.10) with weaker conditions than Theoreni 2.4, but they
do not guarantee uniformity of the value sets as Theorem 2.4 and Theorem 2.12
do.
As alwam with convergence criteria, it suffices that ( u ~ , , - ~a J, n ) E ( E l , E L )
from sornc n on. since K ( a , , / l ) converges to a value in @ if and only if its n t h tail

converges in @. This means in part,icular that we may int,erchange the roles of El


and EL!in the convergence criteria. at least as long as we do not claiin that the
convergence is uniform with respect to K ( n , ,11) frorn ( E l ,E 2 ) .
Our main results are presented in Section 2. In S ~ c t ~ i o3nwe find the corre-
sponding element sets (1.18) t o ( v l .Vl ) in a special case, where one of the conditions
is that,

In Section 4 we study some optimality propert,ies for t,his special case. In Section
5 we look closer at our va1il.e sets. S e ~ t ~ i o n6,s 7. 8, 9 arid 10 contain the proofs of
our five classes of convergence results in Section 2. Finally. in Section 11 we apply
Corollary 2.9 and t,he generalization of C6rdova3s Convergence Theorem t o twin
versio~lsof Lange's strip regions [ll].

2. Main results
Let (L5, I/;) be givcn twin value sets with corresponding element sets ( E l . E L )
given by (1.18). IVhcn are ( E l , E L ) convergence sets locally? And when are they
locally uniform convergence sets? \Ve shall present some conditions on (V;], Vl)
which imply that ( E l ,E L ) have such properties. For coiwenicnce we write VJ,, =
MI, VLr,_+l= Vl arid := E l . := EL for all n. We shall also write
W,, := @ \ V,, throughout this paper. We shall frequently meet other notations such
as (Uo, U1). (i3*vl, i3*Vl), etc for twin sets. Also for these we lct {U,,), {d*V,,),
etc, denote the corresponding 2-periodic sequences.
Let K ( a , , / l ) be a continued fraction frorn ( E l , E l ) . The nested sets (1.4) now
take the form

and t h r idea is again t o prove that

(2.2) diarn S,, ( V , , )40,


CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 211

or t o prove convergence of K ( a , , / l ) by other means. Evidently, all s,, , and thus


also all S,, . are linear fractional transformations. so we may take advantage of their
nice mapping properties.
1% denote the approximants of the nth tail (1.19) of K ( n , , / l ) by S ' l n ) ( z ) ;that
is.

5' (,7 1 ) ( z ) : = -Gl+l a1,+'2 (Il,+b


for n . k E N.
(2.3) 1 + -- ----
1 + . . . l+z

1. When we choose value sets (I(/;,,V l ) . there is a significant difference betwren


the two cases T/;P = 0 and T/;r
# 0. If T/;/;P = 8 and El \ ( 0 ) # 0. then also
+
V y = 0 since a / ( l V l ) C T/;) for all a E E l . This is a rather special situation.
and E l # 0 and E 2 # 0 only in very special cases. (See also Proposition 5.5.)
2. If T/;/;P # 8 and E L\ (0) # 8. then also V10# 0 since a / ( l + v))
C V l for all a E E L .
+ +
Since a / ( l V,) C V,-l only if a / ( l V,") 2 V p , . WE find that ( E l . E L ) are
subsets of the clement sets corresponding to ( I:, V,O) if ~ v cdisregard the point
a = 0 . Hence. we may use (v/;P.
V l O )as our value sets instead of (V;,. Thls x).
means that it suffices to consider the two situations where (h, V l )have empty
interiors. and where (v).
V l )are open sets.
3. Let v) and Vl be open sets. Since a / ( l + V , ) C V l P 1only if a / ( l +T)C V , ] .
we may assume that (V,)' = V , ; j = 0.1. In particular this rneans that V, and
\ V , have common boundaries. Moreover, if 5 is simply connected. then
d V , is a Jordan curve in e.
We shall see in Lemma 6.1 that if and V l are
domains for which the interiors of their complements IVo and Mr1 have one and
only one unbounded component each. then we may assume that and V Lare
simply connected. We may therefore take 6 and Vl to be Jordan domains in
such cascs. just as C6rdova did in his convergencc theorem.

- -

If cc E r/;)nVl,then both El and E L may be unbounded, which means that ( E l ,E L )


can at most be twin convergence sets locally:
PROPOSITION 2.1 Let both E l and E L be unbounded T h e n ( E l . E L ) are not
twzn convergence sets for c o n t z n ~ ~ efmctzons
d K(a,,/l)
This result is well known (folklorr). Its proof is identical to the proof of Theo-
rem 1.5.
On the other hand, we have:
PROPOSITION 2 . 2 . Let (h,
V l ) be twzn value sets for K ( a , , / l ) , whew -1 @
- A
- -

l()UVl and { n , , ) 2s bounded. Then (V;),V l ) are bounded twzn v d u e sets for. K ( a , , / l )
g w n b?y

(2.4) V, := V, n B(O,R,) for any R, > A1,+l/p,+l.


where AI, := sup ( a l , , + , /and p j := d(-1. q)
PROOF.IVe have ln2,,+,/(l+lu)l < A I J / p , for all w E V,. so s2,,+J ( V 1 )CI 4-1.
A

A A A

and thus s L n f l ( V j )C s2,,+,(V7)C VJ-L for 1 = 1 , 2 and all n E N.


A A ,
.
Vl-I is clearly
A

nowempty since SL,,+ ( V ,) C V,- 1 , and V, 1 is clearly # C sincx, V , 1 C V , 1 .


- - -
212 LISA LORENTZEN
- -
We shall in this paper assume that - 1 # &/;, U Vl . Hence. we are essentially working
with bounded value sets. In particular we shall never have cc E Vy for J = 0 or
1. For simple value sets V this is not a severe restriction. It follows from 117,
Thin.3.31 that we always may assume that cc is not an interior point in V . This
is no longer so for twin value sets. (See for instance 16, 9, 12, 25, 271.) Hence, it
really means a restriction in our setting. Still, it is a condition which allows us to
set v/;, = V l ,which brings us back to the simple value set case. Since cc # V,O, we
can never have - 1 E V p If 3 ~ i# V ,. then - 1 @ 5
- 1 is necessary.

The conditions in our first convergence theorem are rather restrictive:

THEOREM 2.3. Let K/;,and Vl be nonempty domazns zn C such that \VJ has
one and only one unbounded component each for j = 0 , 1 , and let K O and K 1 be
+
A

con~pactsets, K o C and K l C V l . Further let E l := { a E C : a / ( l V l ) CI


+
K O )# 0 and EL := { a E C : a / ( l Vu)C. K l ) # 0. T h e n the followzng holds:
A. There exzsts a sequence {d,,) of posztzve numbers convergzng to 0 , dependzng
only o n (v), . 1 ) , such that d z a m ~ , , ( 5
V l ) and ( K O K ~ )d, for all n for every
contznued fructmn h 7 ( a ,11) from ( E l ,EL).
A A

B. ( E l , E ? ) are twin con7iergence .sets for cont,inued fractions K ( a , / l ) .


K. then ( E l ,E2) are uniform twin convergence
A A

C. If 0 E sets for continued frac-


tions K ( a , , / l ) .
In effect the elements of K ( n , , / l ) have to be bounded away from the boundary
of ( E l , E L ) in Theorem 2.3. In particular this means that the theorem is empty if
E l or E L have empty intrriors. This also means that {a,,) has to be bounded, so
Theorem 2.3 does not contradict Proposition 2.1. Theorem 2.3 is closely related to
15. Thm 4.21. Its proof is given in Section 6.
Our next convergence result is the announced generalization of Theorem 1.1. It
has weaker conditions than Theorem 2.3. but it does not claim that the convergence
is uniforni with respect to K ( a , , / l ) . We shall use the following generalization of
(1.9):

for j = 1.2. We shall also use the strange, but standard notation -h,, := S r y l ( m )
for the pole of S,,. Clearly. -h,, # if is bounded, but we may have that
d(-h,, . F ) + 0. This may cause problems when we try to prove that diam S,, ( F )
+ 0. The significance of d*V; and E,* lies in thr fact that if d ( - h , , , dV,,) + 0.
tlirn d(-h,, , d*V,,) + 0, and this can only happen if d(a,, . E,:) + 0 under our
conditions. (See Leniina 7.2 and Remark R7.1.) IVe get:

THEOREM 2.4. Let (v/;,.


V 1 )be bounded twzn value sets for K ( a , , / l ) such that
the correspondzng element sets E l and EL both contazn at least two elements. If
{-h2,,+,)E=,
- -
has a lzrnzt pomt # 3 * 4 for J = 0 or J = 1, then K ( a , , / 1 ) converges,
and ( F , , V l ) are unzform value sets for K ( a , , / l ) .
- -
If - 1 # q/;,
U V l in Theorem 2.4, then the boundedness of q/;, U Vl can be replaced
by boundedness of {a,,) to conclude that K (a,,/ I ) converges. This is a consequence
of Proposition 2.2.
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 213

Unfortunately. it may be difficult t o obtain information on the limiting behavior


of {h,). The following corollary t o Theorem 2.4 gives sufficient conditions on { a , , ) .
which of course are easier to check in general:
COROLLARY 2.5. Let ( \ / ; I Vl)
, be bounded twin value sets for K ( a , ,/ I ) such that
the corresponding elem,ent sets E l and E2 both contain at least two elenzen,ts. I f
{ a z 7 L l )has a limit
- -
point a @ ET or { a 2 , , ) has a linzit point a # E3, then K ( n , , / l )
converges, and ( X I , V l ) are uniform value sets for K ( a , , / l ) .
Also here we can require that {a,,) is bounded and -1 @ 6U F. instead of
requiring that (I()Vl)
, are bounded. The connection with Theorem 1.1 is evident.
B y setting X I = Vl = V , we get:
COROLLARY 2.6. Let V be a value set for K ( a , , / l ) such that the corwspondzr~g
element set E contnzns at least two poznts. Let e z t h e ~{ a , , ) he bounded and -1 $ V .
or let V be bounded. If {h,,} has n lzmzt poznt h @ ( - d * V ) , 07 ~f{ a , , ) has a l m z t
poznt a @ E",then K ( a , , / l ) converges, and V zs a umforrn value set for K ( n , , / 1 ) .
Theorems 2.3 and 2.4 are useful convergence criteria, but the conditions on
{ a , , ) or { - h , , ) relative t o the boundaries of ( E l , E L ) or ( F J ,V l ) arc anno) ing. in
particular in view of Thron's Uniform Parabola Theorem and C6rdova.s Conver-
gence Theorem which have no such restriction. It is obvious from Theorem 2.4 that
the case where d ( - h , , , d*V,,) -- 0 deserves closer attention. We shall put some
extra conditions on the closed set a*&) = -1 - d*Vl to prove more. Our first
condition is:

) d * V , # fl for some a , + ~E EJ:,th:


C * l : If s , + ~0 s , + ~ ( d * V , n k = 1 . 2 , t l m this
a*
intersection contains only one point. say s, + l o s J I L(a*\TI ) n :\ = { C J ) ,
and = -<;, + cj)';
a , + ~= - ( 1 j =0,l.

We recognize this as a twin version of C6rdova.s Coridition Y2, and wc call this
the Cdrdova Condztzon. The difference is that d * V = d V in C6rdova'5 case, and
that C6rdova required the existence of some a E E, depending on (, such that
+
a / ( l 3*V)n d* V = {C) for every C E d V . It is clear that if C * 1 holds. thcn tlit
critical parts of E J and V , are

Actually, d ( - h,, , a*V,,) + 0 implies that d(-h,, , d i V , , ) + 0 when lim sup lh,,I < cc
and C*1 holds. (See Lemma 8.1 and Remark R8.1.2.) It is worth noticing that we
A

) . that this is a closed set in @. It is also clear


always have d T V , = -1 - d T I ( / ;and
that C * l can be replaced by

e*1: If s, ( d * V , )n d*V,- 1 # 8 for sornr a, E E,, then this intcrsection corltains


only one point.

e*1 is however more restrictive that C*1. (See Remark R8.1.4.) Hence we shall
call e * 1 the strong Cdrdova Condltmn. Evidently. e * 1 holds trivially if a*X/;, has
at most one point.
Our second condition depmds on a given A f > 0:
214 LISA LORENTZEN

CS12: There exist positive constants p, q and $ (depending on (h, Vl) and AI).
such that the followiilg hold for every E 8t~, {,
with / 5 Al: = 0,l:
(a): r, ,, :=aV, n B ( { , , p ) is a simple and smooth arc. and to every
< E TI, there exists a circular disk Di in @ \ V
A

: with radius q and


with { on its b o u n d a r ~ j~ := 0, 1.
,
(b): f i r every ( E r, we have cos[arg{(P<- < ) / < ( 1 +<)}I
2 $: J = 0,1.
where PC is the center of D,. (That is, with the notation (1.6).
p, <+ rqe" ('" I .)
For cor~venienccwe also write:

C*2: CT12 holds for ever.y AI > 0.

Condition CT12(n) clearly holds if r3,,has bounded curvature ~ ( r , <): /r;(rl <)I,,, ,.
5 l l q . but it may also hold in cases where n ( r , ,,,<) is not defined.
To uriderstand Condition CT12(b), we first observe that if Re{(P< - < ) / < ( I +
C)) = 0. and thus the line LC:z = <+
((1 + <)ti t E R. is tangent t o dD, at C.
then Dc is invariant lirlder the parabolic linear fractional transformation

Actually, everv circular disk D < with boundary tangent t o L, at { is invariant under
this napp ping. Hence. if C = <, ~ .there exists such a Ei C V , . then the
E 8 t ~and
2 -prriodic continued fraction

c
A A

from ( E , + , , is such that S2,,(D,) = D, s L r , ( V , )for all n. and thus (2.2)


<
fails. Hence, the positive in this condition is related t o C6rdova3sCondition Y3.
In thc Uniform Parabola Theorem it corresponds t o the condition 101 < 7r/2.
If I/;, and Vl are bounded. then C'2 is equivalent t o C,T,2 for sufficiently large
AI. 1Jnder Condltion5 C*1 and C * 2 we have convergence of K(a,, 11). even if
d(-hr, , i3*V,,) + 0. The following theorem is proved in Section 8:
T H ~ O R2.7. ~ AI > 0 and let (&/;,,V,) be t w i n valve sets with
E ~Let U Vl C v,
B(0, Al), such that the corresponding element sets (El,E2) both contain at least
two elements. If C*l and C1{2 hold. t h e n ( E l ,E2) are twin convergence sets f o r
continued fractions K(n,,11).
Also in this theorern we maj- replace boundedness of ( v , , Vl) by boundedness
of { a , , ) if -1 @ U F. This follows from Proposition 2.2:

COROLLARY 2.8. Let ( v l , Vl) be t w i n valu,e sets such that the corresponding
elernrnt .sets ( E l . E 2 ) hoth contain at least t,wo elements. I f -1 $! /;, U and
C"1 nnd C * 2 hold, t h e n ( E l : E 2 ) are t w i n c o n ~ ~ e n ~ e nsets
c e locally for continued
fractions K ( a , , / l ) .
For the caw where vl
= Vl := V we have dTV .= (2 E d * V : z ' E E and
-(1 + 2)' E E). and olir r ~ s u l t sreduce to:
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 215

COROLLARY 2.9. Let V be a value set for h ' ( a , , / l ) such that th,e following
conditions hold:
( i ) The cor.responding element set E con,tains at least two elemxnts.
(12) Condition C * l holds with V;] = Vl = V .
(iii) For every A 1 > 0 there exist positive constants p, q and [ such th,at the
following h,old for every E d i V n B ( 0 ,M ) :
(a) F, := d V n B ( < o , ~is) a simple, smooth arc, and to every ( E F p
there is a circu10,r disk DC in \ V0 with radius q and with on its <
boundary.
<
(b) For every E ,'I we have cos[arg{(Pc - ()/(I + >
<)}I (, where PC
zs the center of D i .
If either {a,,) is bounded and -1 @ V , or if V is bounded, then K ( a , , / l ) con,veyqes.
Theorem 2.7 was inspired by C6rdova's ideas. The conditions in Corollary
2.9 are milder than the ones in Cordova's Convergence Theorem, but we do not
get that V is a unzform value set for bounded subsets of E. If we only want to
prove convergence of K ( n , , / l ) . WP can do so by even simpler means in the following
situation:
THEOREXI 2.10. Let ( q l , Vl) be fwzn value sets for K ( a , , / l ) , where oo E dQl n
aV,, 0 @ afi U dVl, -1 @ d V l U dVl and sup / a , / < 1\/f < oo. If there exzst an
MI > 0 and a subsequence { n k ) of N such that mk := n k - n k - 1 1s bounded and
-
s!,:'::,(V,,,+,) c BI V,,, for all I;, where Bn are czrcular dzsks dependzng on
K ( a , , / l ) wzth radzz 5 M I , then K ( a , / l ) converges.
The proof of this result is found in Section 9. If we set all mk := m in this
theorem and require that every continued fraction K (a,, / I ) with value sets (V;,, Vl)
has this inclusion property. we get the following alternative to Theorrm 2.7:
COROLLARY 2.11. Let ('I/;],Vl) be tuizn value sets wzth x E aV;, n dVl. 0 @
dV;) u dVl and -1 @ aV;] U dV1, and let ( E l , Ez) be the correspondzng element spts
A

r , A 1 > 0 and E, := E, n B ( 0 . M ) # @ for 3 = 1 , 2 . If there exzst an


F ~ ~ r t h e let
M1 > 0 and a v E N,such that to every contmued fructzon K ( a , , / 1 ) from ( E l , E L )
there exzsts a czrcular dask B (dependzng o n K ( a , , / l ) ) wzth mdzus 2 A l l , such that
S2,(%) C B C K, then (El, EL) are twzn convergence sets for contznued fructzons
h'(a,,/l).
Here we have, without loss of generality, assumed that rrr is even: i.e., m = 2v. It
is clear that V,' f 8 in Theorem 2.10, since cc E dV;,naVl implies that 0 E vonV1.
and we have required that 0 6 dV;) U dV1, so 0 is an interior point in both and
Vl. IVe may therefore. without loss of generality, take and Vl to be open sets.
Neither in Theorem 2.7 nor in Theorem 2.10 was it concluded that (V;),V,)
are unzform value sets for the rontinued fractions from ( E l , E L ) . To prove and
generalize Chrdova's result, we have to establish such uniformity. It turns out that
this uniformity follows if the poles { - h , , ) of S,, do not approach dVr, too fast.
Actually, the uniformity follows from Lemma 8.3 under our conditions. ~f we can
prove that
216 LISA LORENTZEN

(See the proof of Theorem 2.7.) To guarantee that (2.9) holds, we shall impose
>
some extra conditions. Let Rf := {z E R : x O), and let R denote the class

(2.10) R := {w : R + IRf : ui is continuous at the origin and w(0) = 0)

of functions. Our conditions are then:


CT1: &, and Vl are open sets in @ such that C * l holds, n (-1 - Vl) = 8,
and -1 $!I/;,uF.
O E q/;,
Ci2: For every A1 > 0 there exist positive constants q and x and an w E R such
<,
that the following hold for ever,y E dTV, with (;I M : j = 0,1: <
(a) T,,, := aV, nB(<,, q) is a simple arc with parametric representations

(2.11)
z = z, (t, w,) := w, + eq,l {t + i&t2 + gJ ( t ) )
(negative orientation w.r. t. V,)

for every w, E I?, ,. <


where lg,(t)I w(t)tLand IgJ(t)l ui(t)ltl < < 5.
(Both g, (t) and the real comtants 7, and bJ depend on w, .)
<
( b ) 2)BJ/ l/q and 20, - Im (e2'f/w,) > x for every ul,E r, ,.

1. Condition C i 1 is consistent with the set-up in this paper. Neither the condition
that &/;,and Vl are open. nor the condition that &,n(- 1- Vl ) = 0 is particularly
restrictive. (See Remark R2.1.2, Proposition 5.4 and Remark R5.1.)
2. Condition C T 2only concerns the parts r J ,of dV,. This is sufficient since we
can prove that if d(-h,, dV,,) + 0, then d(-h,,, drV,,) + 0. (See Lemma 7.2,
Lemma 8.1 and Remark R8.1.2.)
,
Part (a) demands that these arcs r, are smooth with well defined curva-
ture. (That z,(t. w,) is twice differentiable at t = 0 follows from the fact that
<
ly, (t)l d ( t ) l t ( . Hence, the curvature exists at z = w,. This holds true for all
w, E T, ,.) The condition ui(t)ltl 5 f may be replaced by Reg,(t) -(1 - E ) >
for some 0 < E < 1, independent of w, and . <,
We do not loose any generality by assuming that the parametrization has
the form (2.11), since the angle of inclirmtion y(dV,, w,) and the curvature
~(84 w,), are assumed to exist. This can be seen as follows: If

ZJ ( s , wI) := w1 + p l Y {as
~ + bs' + z[jJi!,sL + F, ( s ) ) ;
A

a > 0. b E R.

then the substitution t := as + bs2 brings it over to the form (2.11), at least
locally.
3. Straightforward computation shows that
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 217

where WJ := @. \ 4 . and where we have used the parametrization z = -1 -

z J ( - t , w , ) for a ( - 1 - Mr,). Hence C i 2 ( b ) is equivalent to

- w;
(2.13) I ~ ( d V , , w , ) l5 l / q and K

for every w J E l-, ,. This is related to C6rdova3s Condition Y 3 if r J ,C d i V , .


4. The boundedness conditions on g, ( t ) and /3, are awkward. In the special case
where zJ ( t ,C J ) is three times differentiable it is no big problem. though. Then
it follows that if d V , n B ( 0 , A f ) has finite length and Ct2 holds for w, := C, ,
then there exists g^ > 0 , 2 > 0 and S ( t ) such that C t 2 holds for all w, E r, ,-.
This is a consequence of Taylor's formula.
Under these conditions we obtain, with WJ := \ 4:
T H E O R E2.12.
M Let p > 0 be given, let ( I ( ) , V l ) be twin value sets satisfying
C t l and C i 2 , and let the corresponding element sets E l and E 2 both contain at least
two elements. Let further E, := E , \ { a = -2 . c E w,o_~
A

nB(<,p):C E dtV,-l}.
T h e n ( E l ,E2) are twin convergence sets locally and (v),
V l )are uniform value sets
for every continued fraction K ( a , , / l ) with bounded element sequence from (El,& ) .
This theorem is proved in Section 10. The restriction to ( E l , El) makes sure
that c, E 6 - 1 when c, is close to d + ~ , - This~ . is a technical condition which may
be superfluous. Actually, we shall see in Section 3 (Theorem 3.1 in the particular
A

case ( 3 . 5 ) ) . that if Vl = C \ (- 1 - 6).


as in C6rdova's Convergence Theorem. then
-c: E E l only if cJ E V,-l n ( - V , - l ) . So, at least in this case we do not have to
restrict the element sets:
COROLLARY 2.13. Let (v), A

Vl) with Vl = C \ ( - 1 - K) be twin ,value sets sat-


isfying C t 1 and C i 2 . Let the corresponding element sets E l and E 2 both contain at
least two points. T h e n ( E l , E 2 ) are convergence sets locally for con,tinued fractions
K ( a , , / l ) , and ( Q ) , V l ) are uniform value sets for every contmued fraction K ( a , , / l )
with bounded element sequence from ( E l , E 2 ) .
If we add the extra condition rn E 8'V;)= d*l/;)= drl/;,. we call prove more:
COROLLARY
A
2.14. Let q) C @ with 0 6 d q , . -1 6 d'V;) ( ~ n dcc E d q , , and
Vl := C \ ( - 1 - 6) be Jordan domains such that d t v ) = 8%)and (h, V l )are twin
value sets satisfying e * 1 and C i 2 . T h e n the corresponding element sets ( E l , E 2 )
are convergen,ce .sets locally given by
(2.14) E, := -c: where C, := V,-1 n (-V,-1) \ {oo) for j = 1.2,
an,d ( K ) , V l ) are uniform value sets for every continued fraction K ( a , , / l ) wzth a
bounded element sequence from ( E l , E 2 ) .
If we set V l = v);
that is, 'V;) = C \ (-1 - V o ) then
. we are back to C6rdova's
theorem. except that we do not require that the curvature of the boundary is
continuous. Hence, Theorem 2.12 is the generalization of C6rdova3s theorem that
we promised in the introduction.
In Section 4 we prove some optimality properties for ( E l ,E L ) and (Lo, V l ) in
Corollary 2.14. (See Corollaries 4.2 and 4.4 and Theorem 4.4.)
218 LISA LORENTZEN

3. Corresponding element sets


It is in general difficult to describe the element sets ( E l , EL)corr~spoildingto
given value sets (&,, Vl). We know by definition that

but what do these sets look like? Lange [ll]has pointed out that it is often easier
to describe the sets

which he called c-convergence regzons if every continued fraction from ( E l , EL)


converges. This was inspired by Thron's paper [ 2 5 ] ,where this representation was
used for the element set in the Uniform Parabola Theorem. Then El = -Cf and
EL = -Cf . IVith our definition, C1 and C2 are larger than necessary. since they
are syrnnletric with respect to the origin, but we choose to keep them like this.
The main purpose of this section is to prove (2.14) under appropriate conditions
(Theorem 3.3). \Ve shall first make some general observations, though. As already
A

nlentioned. we let If7,, := (C \ V,, for all n . both in this section and throughout
this paper. We shall see later (Proposition 5.4) that it is natural to assume that
1 -Vl) = 8 : that is,

( 3 ) & C\ 1 = -1-1, and thus also Vl C @\(-I-&,) = -l-I$TO.

With this property we easily find:


THEOREM 3.1. Let the twzr~value sets (&,, Vl) sntzsfy (3.3). T h e n the cor-
+
respondmg element sets ( - C f , - C i ) s a t ~ s f yC1 2 (1 m1) n (-1 - m ~ and
)
c +
C2 ( 1 WO)n (-1 Wo). -

PROOF.Let c E C1 and assume that c @ 1 ml.


Then w := -1 - c @
- ml.
That is. ru E V,". However, - c L / ( l +
w) = c 6 -1 - 1/C'I for this particular w.
Smre &) C - 1 - I/TII this contradicts the fact that - c L / ( l +
Vl) C &I. Hence
c E - 1 - 1111. Similarly, -c E -1 - W1. This proves the first inclusion. The sccond
onc follows similarly. 0

Actually, it follows from Proposition 5.4 that if (&), Vl) are twin value sets for
h ' ( a , , / l ) , then so are also (Uo, U 1 ) . where

if Uo # e
8. Clearly, U1 C \ (-1 - Uo) We therefore get:
COROLLARY 3.2. Let ( - C f . - C f ) be the element sets correspondzng to the
grven value sets (&), Vl). Then C , C q n ( - n , ) w h e r e 0 , := l + f l / I ; U ( - l - V , - ~ )
for J = 1 , 2 .
PROOF. \Ve first note that 0, = 1 +e
\ UJ, where U, is given by (3.4) for
J = 0,1. Thc rcsult holds trivially if CJ = 8. Lct CJ # 8. Thc rcsult is also trivial
A

if U j = 8. since then also UJ+ 1 = 8. and thus f2, = @. If UJ # 8,then (Uo, UI ) arc
dl50 twill value wts for (-Cf , C f ) , and the result follows from Theorem 3.1.
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 219

In the particular case where we have pi) = -1 - vl,then Theorem 3.1 shows
that

It is a remarkable fact that if we add a few conditions, then we can actually obtain
equality in (3.5). The idea is due t o Cbrdova, [ I ] .I11 the twin situation it takes the
form:

3.3. Let @) 2 @ wzth 0 E


THEOREM v),-1 $? and rx, E d v ) . and Vl :=
C \ (-1
-Vo)# 8 be Jordan domazns. If
(3.6) (cylav,)n a V , = { < } for every < E BV, \ { m } ; j = 0.1,
-
then the correspondzng element sets (-c;,- C i ) are gwen b y C J = V J -1 n(-V,- 1 ) \
{ c o ) for j = 1 , 2 .
PROOF.We first observe that also 0 E 6, -1 $? V1 and w E 8 6 under our
conditions. In view of Theorem 3.1 and t,he cornments above, it suffices to prove
c
that Pon (-V,,) C 1u {m). (The proof for j = 2 follows similarly.) Since,(l and
& are Jordan domains. we know that c E C1 if and only if -C"/(l P I )2 V o . +
+
Let C E a@/;,.Then - c 2 / ( 1 aVl) = <'/a@/;,,which by (3.6) has one and only
one point of contact with a@). Since m E aV1 and - c 2 / ( l +
00) = 0 E h,it
+ c
follows by t,he connectedness of @/;,and Vl that -C2/(1 V1) Po.In ot,her words,
dl/;, C: C1, and t,hus also -a@/;, C1.
It follows also from (3.6) that (; # (22 if (1 and (2 are two distinct points in aK/;,.
Since 8%) is a Jordan curve, it follows that also r := -(dVrl"s , , a Jordan curve in
,-. A

C.passing through m. It separates @ into two simply connected components, Po


containing the origin and P I . Let vl E Vl be arbitrarily chosen. Since v/;, is simply
+ c
connected, we must have that either P o / ( l vl ) V Oor P I / ( 1 vl ) Po. Since + c
0 E @/;,,we must have P o / ( l + v l ) 2 V o . Hence f i / ( l + V1) Vo In other words.
f i i El = -C';. The result follows therefore since = -(Vo n ( - V , ] ) ) ' . 0

In the particular case where d * V , = aV,, as in Theorem 3.3, Condition (3.6)


corrcsponds to Cbrdova's Condition Y 2 . In fact. (3.6) implies that BTV, = dVJ in
our case, and that E * 1 holds for all a, E E; = E; = B E , We recognize that (2.14)
is a consequence of Theorem 3.3, which also gives the formula (1.16) for the eleinent
set in C6rdova's Convergence Theorem.
Condition (3.6) is awkward, since it may be hard to check. depending on the
shape of B y . If we apply an idea by Lange [ l l ,Lemmas 4.1. 4.21, we obtain the
following result which helps us find sufficient conditions for (3.6):
PROPOSITION 3.4. Let be a smooth arc z = z ( Q ) = r ( Q ) e d in, C for 0 i n
some open real interval I of length 5 271.. If r ( 0 ) > 0 and the logarithm,ic derivatiue
r l ( Q ) / r ( Qis) strictly rnonoione in I , then

(3.7) [z(O)"/r] n I' = { z ( Q ) } for every Q E I .

PROOF.Let 00 E I be arbitrarily chosen, and lct K ( 8 0 ) := [ z ( O o ) ' / r ]n T.


Clearly, ~ ( 0 0 E) K ( 0 o ) . We want to prove that z(Oo) is thc only point in K ( O o ) .
220 LISA LORENTZEN

Assume that z ( Q I )E K(Q0)for some Q1 E I. Then there exists a Q2 E I such that


z(Q(,)'/z(Q2)= z(Q1).That is.

which means t,hat

Since 6
l n r ( 0 ) = r l ( Q ) / r ( 0 )is strictly monotone, this can only happen if Q1 = QL.
which again gives that 81 = QO. 0

R E ~ I A H KR3.1.
S
1. The condition that z = r(Q)e7'; Q E I is a parametrization of r means that
r is starshaped with respect t o the origin. We do not really need that r is
srnooth t o conclude (3.7). The monotonicity of r l ( Q ) / r ( Q )can be replaced by
+
rnonotonicity of the function F ( Q ) := l n r ( 8 h ) - l n r ( 0 ) for every h > O for
all Q E I for which also 0 h E I . +
2. In accordance with Lange [ll]. we say that the arc I?: starshaped with respect
t o 0, is loyartfhmically convex if it satisfie5 the c o n d ~ t ~ o nofs Proposition 3.4.
Lye extend this t o arcs r which are starshaped with respect t o the origin. for
u-h~chF ( Q ) descr~bedabove, is strictly monotone for every fixed h > 0. It
follows then that the conclusion of Theorem 3.3 holds if q/;, is a Jordan domain
with 0 E V;], -1 @ Vo. x E aq, and logar~thrn~cally convex boundary which is
starshaped with respect t o -1 and 0. and also Vl := @ \ (-1 V o ) is a Jordan
domain.
3. If r is a smooth Jordan curve with O @ r and differentiable parametric repre-
+
sentation z = z(f) = x ( t ) zy(t). t E T i R. then
d 4t)
- arg z(t) = Irn -,
dt 4t)

and thus r is starshaped with respect t o the origin if Im(iZ) > 0 for all t ,
or I m ( i ~ <
) 0 for all t . Then we can choose Q := arg z ( t ) to be a rnonotone
mapping. Then r ( O ( t ) ):= Iz(f) is well defined. and we have

cl rl(Q) - Re(i2)
-lnr(Q)=- - --- = cot [ a r g ( i ~ ) ]
0% r($) Irn(i2)

Hence. r is logarithmically convex if arg(i2) can be chosen t o be a rrionotone


mapping into [ - T . O] or into [0,71. Or. more generally, if for every h > 0

is strictly nlorlotone as a function of t for all t E T for which also t +h E T.


4. If is a srnooth Jordan curve with 0 @ T,and parametric representation z =
z ( t ) such that Irn(i2) < 0 and the one-sided limits

(3.11) 3 + ( t ) := lini
i(t +at) - i(t)
, z P ( t ) : = lirn
i(t +a t ) - i(t)
-Itdo+ a t A ~ - ~ ~ - a t
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 221

exist for all t , then r is logarithmically convex if either


2* ( t ) 4t) .*(t) i ( t ) for all t .
(3.12) Im- < Im ---for all t or Im -- > Im ---
4t) 4t) 4t) 4t)
This follows by the following argument. To simplify the notation, we assume
that both r ( 8 ) and z ( t ) have well defined second order derivatives. The argu-
ments hold also if these are only one-sided. Straightforward cornputation shows

and

wllere 6 ( t ) < 0 b y (3.8). Hence


d2
sgn 7{ln ~ ( 0 )=) sgn
doL
where s g n z = x/lxl for x E EX \ {O), and sgnO = 0.

4. Optimality and strip regions


The notion strzp regzon was introduced by Lange [ll]t o describe a simply
connected, closed domain C in C whose complement C \ C has exactly two separate
components in @. A typical example is the strip region C, in Thron's Uniform
Parabola Theorem, as given in ( 1 . 1 5 ) . We recall that PC, := C : is the - local
convergence set in Thron's Uniform Parabola Theorem. Moreover. C, = V,,n
(-V,) \ { m ) ,where V, is the value set for P,. Hence. the two components D;
and D: of @ \ C,, satisfy D; = @. \ V,, and DL = V, \ C',, . where D, contains the
negative real axis up to the point -i
and D: contains the positive real axis down
to the point $.
In this section we shall study three optimality properties for such strip regions.
The first one is a generalization of a result from [16] which says that if we include
just one arbitrary extra point a # 0 to our set Po, a E C \ P,. then E := P, U {a)
is no longer a convergence set locally. The arguments are based on the following
ideas:
We say that a 2-periodic continued fraction

is of parabolzc or ellzptzc type. if the corresponding linear fractional transformation

is parabolic or elliptic. In the parabolic case K ( a , , / l ) converges to the one and


only fixed point of S L . I11 the elliptic case K ( n , ,11) diverges. Now. S2 is parabolic
<
with fixed point E @ \ (0, - 1 ) if and only if
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 223

COROLLARY 4.2. Let v, c A

@ and Vl := C \ (-1 - x)
be ,Jordan donmin,s such
th,nt C1 and C2 given by (4.4) are strip regions. If (3.6) and C i 2 hold. then ( E l ,E2)
= (-CP, -C$) are twin convergence sets locally, 7uherea.s (El ~ { t r ) . E2) with a E C\
El are not twin convergence sets locnlly for continued fractions K ( n , , / l ) . Moreover.
(fi,Vl) are ,value sets for ( E l . &).
The second kind of optimality we shall st,udy is t,he following: IVe say that V
is the best limit set corresponding t o an element set E if V is a value set for f3.
and every 7u E V \ (0. m ) is the value of a convergent continued fraction from E .
(We disregard 0 and x in this definition since the elements a,, of K ( a , , / l ) are not
allowed t o t,ake these values.)
This is a rather recent notion. As far as we know: it was first used in [3].where
the idea of convergence based on { S , , ( z , , ) )was ~ t a r t ~ e dEarlier.
. the standard
approach had been t o concentrat,e on {S,,(O)), which made it natural t,o say that
V is t,he best linlue set corresponding t o E if cvery ru E V \ (0. w}is the value of a n
approximarlt S,, (0) of a continued fraction from E . If V is a Jordan domain with
0 E. V , t,hen V is the best value set, if and only if V is the best limit set.
It was proved alrcadl- in 1942 [13]that the halfplane V,, is the best value set for
P,, in (1.11) when cu = 0. and the same was proved for general a: - ~ / 2< (2 < ~ / 2 ,
in 1953 [8]. So, indeed. V , is the best limit set corresponding t o P,, for these
a's. Actually, V,, is the best limit set for the very thin element set dl',. This
remarkable result was proved bj- i'aadeland in 1989 1291. He even proved that
every 711 E \ (0, x)is t,he valuo of a 2--periodic continued fraction of parabolic
type. from dP,,. where the period begins after the first element. We shall see t,hat,
t,hc same holds true undcr more general condit,ions:

THEOREM 4.3. Let v, be a Jordan domain whose boundary is starshaped


~ubthrespect to 0 and has 0 @ aq), -1 @ dL(/;, and m E d v , . Let furth,er VL :=
A

@ \ (-1 - V o ) ,and let the element sets (El, E2) corwsponding to (I/;,. Vl) halie
- (dVIp1)' \ {co) C E, for j = 1 , 2 . Finally, assume that arg <inm-eases from tr to
(2 + T as ( follows the boundary a v , , where a is a jized c o n s t m t 0 < a < T and
( ( 0 ) = < ( a+ T) = m . T h e n every .ul E Vo \ (0, m) zs the v n l ~ ~o,f
e n 2-p~riodic
continued frc~ctionK ( n , , / l ) ,from (El,E2),uihere

(4.5) a E - ( , -(1
n ~ ,= + <)', aL,,+1 = -<'for all n , for a C E d h .
This means of course that every w E V o\ (0, m ) is the value of a convergent
+
continued fraction from ( E l , E L ) . If Vl = E 2 / ( 1 v , ) , wc also have that every
E \ (0, m ) is tlw value of a convergent continued fraction from ( E L ,E l ) . Lye
say that the twin value sets (v). ~ twan 1zrn7t sets for ( E l ,EL).
Vl) are t h best Note
that we do not requirc that every continued fraction from (-C;. -Cj) converges.
Actually. Theorem 4.3 shows that if 8%)is also starshaped with respect t o -1, then
(Vo.V 1 ) are the bcst limit scts for ( d E I , d E 2 ) .
+
PROOF.Let z = C,(fl) := r(0)el' for cr < 0 < n T be a paramctri~ation
of ax,. andlet w := pe" E \ (0, x ) be arbitrarily chosen. wtlerc ti > 0 and
0 Ip < 2T. IR want to prove that
224 LISA LORENTZEN

for somt, c E i3VI and ( E d Q l . That is.

for soinc Q l . 02 E ( 0 .a + T ) . Let f ( L ) := In r ( r ) . Then (4.6) has a solution


( Q 1 , Q 2 ) = (2.r y". .r) if and only if the equation
-

has a solution .I E I := (0.0 + T ) n ( , T). \Ve first observe that I is a non-


>
empty interval, since (a+,-)/2 < ~ + a / 2< a+T and ( a + ~ + p ) / 2 ( a + ~ ) / 2> a .
Next we observe that F ( r ) is a continuous function of x in I. Hence the result
follows from the Iiiter~rlediateValue Theorem if we can prove that F ( s ) changes
sign in I.
+
Assumr first that t u < p < a T . Then I = ( it+ -
y+).. - and p r ( p ) since
<k+n+
<
71' E V o . Hei~ceF ( p ) = In p - f ( 9 ) <
0. If ln p = f ( p ) , then a solution of (4.6)
1s Q 1 = 02 = p. Otherwise, F ( p ) < 0 , and the existence of solutions follows since
+ + +
F ( x ) + +m as x --, [ ( o p ) / 2 ] + or x + [ ( a T p ) / 2 I p .
If p 5 a . then I = ((I,-). and F ( x ) 4 -m as x --, a+ and F ( J ) + +m
as .I 4 [ ( I ? + T + ~ ) / 2 ] Finall>-,
~ . if q >
ru + T , then I = (9,
a + T ) . and
+
F ( J ) 4+x ds r. + [(fi q ) / 2 ] +and F(.r) 4 -x as x + ( a T ) - . + 0

This shows in particular that the closure of the value set,s in Corollary 4.2 have
this property if their boundaries are starsllapetl with respect to the origin, since
this "double starshapenrss" implies that arg( does not vary too much along the
boundaries.
Our third optimalitg propcrty is uniqueness of the value sets. Value sets V for
a given element set E are in gcncral not unique. This is for iristarice evident from
I'roposition 2.2. However. under the following conditions we have uniqueness:
THEOREM 4.4. Let (ql, V l )be closed best limit s d s for ( E l ,Eq) such that Vl =
A

@\ v/;,o
# 0.@. Then (v/;P.
V y ) are the unique open twin d u e sets for ( E l . E2) i n
the senst. that ~f(IJ,l. U , ) clre open tsuin v a h sets for ( E l , & ) , then U, \ (0, m)=
v,:-\ ( 0 % ~fofi,r.
) j = 0.1.
P R ~ O FLct . ( l / l l .C r I ) he open twin value sets for ( E l ,E L ) . It is easy t o see. [5,
Tlmi.4.1]. that V l land V I are subsets of the closurcs of every palr of twin value
set s for ( E l .E 2 ) . 111 particular, /;,C and C F . and thus also V y \ ( 0 , m)C
C', \ { 0 , x)for J = 0.1. A

.
- A

On the other hand. also (C\ (-1 lJI) @I \ (- 1 - G))art. opcn twin value set$
-

for ( E l .E l ) hv Leinma 5.1. Hcnce. V ; \ (0. x)C


A
(e \ ( - 1 - C',+ ) ) \ { 0 , x ) C
(@ \ (-1 - V, ,))
+ \ {O. x)= V," \ { 0 , x}for j = 0 , l . This proves the result.

5. The shape of the value sets


Value v t s V C e.
or ( V l .V l) C x e e.
t a n not be free13 chosen if we want the
torre\pontling clcmtmt scts t o be nail-empt~ iYe need somc guidelines for how t o
p ~kt "good" x aluc sets \Vhat me mean bv "good" in this connect ion may depend
oil t ht. appll( d t m l T ~ liabe
E 111 mind In t l m scc tion we shall corisider the followmg
1s511(",:
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 225

Finding alternative value sets for element sets ( E l ,E2) corresponding t o (\$I. V l ) .
This can not always be done (see Theorem 4.4). but we give examples in Lemma
5.1 and Proposition 5.4.
0 The part 8vj of d F j is important. For every C E aiv1 \ (0. - 1 , m ) tlierc is a
2-periodic continued fraction of parabolic type from ( E l ,EZ) converging to <.
This is the reason for the optiinality properties connected with d f l / ; ) .But when
do points in a*%/;, belong t o d i h ? This is a tricky question if the shape of the
corresponding element sets ( E l :E 2 ) is not known. Some necessary coridit,ions
are given in [ll].and some others follow from Propositions 5.5 and 5.6.
0 Some sort of contraction is needed t o obtain diam S,,(V,,)-+ 0. In Proposition
5.3 we prove that under mild conditions s,,(V,,) docs not fill V,, 1 . This snilcl
form of ~ o n t r a c t ~ i oisn not necessarily sufficient. though. In Proposition 5.7 wc
connect part of our sufficient conditions. C S 2 ( b )and C i 2 ( h ) , to the shape of
8%).
We start by proving two simple, but useful observations:
x)
L E M M A5.1. Let (qI. be twrn value sets for K ( a , , / l ) . T h e n (e\ ( - 1 -

V l ) , \ ( - 1 - & I ) ) are also twzn value sets for K ( n , , / l ) .

A A
+
PROOF. Since s,, (V,,) C V,,-l. where s,, ( 2 ) := a , , / ( l 2 ) is a bijective mapping
of @ onto @, it follows that V,, C s;' ( V , , - ] ) which is equivalesit to 5;' ( l i ; , - 1 ) C
A

MIrI := @ \ V,, . Since s ; ' ( z ) = -1 - s,,(-1 - z ) , this proves that s,, (V,,)C V,, 1 is -

equivalent t o s,, ( - 1 - b/,,-l) 2 -1 - IV,, . Since both and lI'l colltain at least
one element by definition, it follows that also ( - 1 - Pi'[. -1 - It\/;,)arc twin value
sets for K ( a , / l ) . 0

LEMMA 5.2. Let (h, V l ) be twzn value sets for K ( a , , / l ) . If - / I , , E \Ir,, for nn
n = no E W, then -h,, E LIT7, for all n >
n m If -1 @ V l , then h , , E IT:, f o ~all
+
n E W . If h,, E 1 V,,+l for an n = no E W, then h,, E 1 +V,,+1 for d l n > If
+
0 E h.then h,, E 1 V,,+l for all n E W .
PROOF. IVe have -h7, = s z l ( - h , , - 1 ) and s;'(ll<,-l) C IT;, for all T I . Hence
-h,, E LITn for all r t >
no if this holds for n = rill. Since h
A A
= -1. we have
-h7, E Urn for all n if -1 E IV1. Since (@ \ (-1 - Vl). C \ (-1 - V ; , ) ) are value
sets for K ( n 7 11)
, by Lemma 5.1, and - 1 E - 1 - v/;, iff 0 E I/;,, also the rcmaini~ig
statements follow. 0

Our first result says that s , , ( x , ) # T/;,-, under mild conditions. It is ii tn-in
version of [20, Thm 3.31, where we have removed the condition that V should be
a n open set:
PROPOSITION 5 . 3 . Lrt (v,,
V l ) be bounded trum lialue sets f o r I i ' ( a , , / l ) sut lr
that both El and EL each contarns at least truo d e m e n t s . Then there ezzsfn an
E > 0 , dependzng only on (q/;,,
V , ) . such that for every n 2 2

-
PROOF. Since vI -

and Vl are boundcd, we h a w that -1 @ \$lUVl. and thus also


E l and EL are bounded. Aforeover. also and Vl contain inore thaii one element
each. Without loss of generality we assume that vI
and Vl are closed sets. silicc, if
226 LISA LORENTZEN
- -
(5.1) holds for ( v l . Vl ). then it holds for (Lo, Vl ). Assume that therc exist nI E EI
and n 2 E EL ~ 1 ~ that
11

Then sl(Vl) = v)
dsitl s>(V;))= Vl It is also clear that n l # 0. since otherwise
L', = {O}, i.e.. a onc-point set. \vhlch is impossible. In fact. 0 @ I/;,. since V;) =
a1 /( 1 + Vl ) where Vl i5 hourldcd Hence 0 # E l . Similarly we find that 0 # Vl and
0 # E L . Let 2, E El with 21 f n l , and let Z1(z) := 31 /(1 z). Then +

and

(5.4) v, = s,'(q/;,) 2 s,l 0Z,(Vl) = 1 + ,(1


a
a1
I
+ Vl).
Similarly we must have

Lrt a , /Zl =. r t '". Repeated applications of (5.3) then shows that r " P ~ ' "o' v - h
C
for all n . w1m-c V;, is bounded and bounded awa, from 0. Hence r = 1, and we
ma\ set 0 < 0 < 27r ~ I I I C CG I # n l . This means that every rotat loll r - "'"v/;, of is
tontalilet1 ln for tlus particular 8. Sirnllarl> n2/ZL = e'y for a p E (0.27r), and
c\er\- rotation ep"'-Vl of I; is contained in Vl for this particular p. \Ye have in
fact b> (5.3). (5.4) nrld (5.5) that

Lct R := max{(z/ : z E KI). Thcn @I C B ( 0 , R ) , and thrre is a point Re"' E 3V) 2


V). I d K := {Re"*'e-"'"; rl E N). Then K C v ) . Since, 0 < 6' < 27r: urr know that
K contains at least two points. (K is an infinite set if 8 is irrational.)
A~noilgthe points in K:we choose the point (or one of t,he two points) with
lnaxiliial distas~ceto 1 . Lct this point be ~ e ' c= 1 + Re'". Then R > R. Let
A A

+ c
A

furt,her K := (-1 Rrl"~"'T^:n E W}. According to (5.5) we havc that k


A
b').
Lloreover. /sinccl
..
0 < 9 < 27r. we know that K corlt,ains at least two points. All the
A A

poirlt,s in K have the distance R t o 1 , but at least one of the points in K has
larger distance t o t h r origin than t o -1. This is a contradiction sirlcc ql C E ( 0 , R ) .
Hencc. S 2 ( v 1 )is a proper subset of for every pair ( a l .as) E ( E l ,E 2 ) . and thus
(5.1) holds for some E > 0 for each such pair ( a l ,a z ) . It remains to prove the
rxistencr of t,lie uniform E > 0. This follows by a standard compactness argument,
since El and E 2 arc. closed, bounded sets:
For every pair ( n 1 , n2) E ( E l ,E 2 ) we defirlc ~((11.as) := sup{& > 0 : S 2 ( Q l )C
.
\ B ( z , E ) for a z E K)). Assulrie that t,lie set I := { ~ ( a al ?, ) : ( a l ,as) E ( E l E z ) )
has a clustcr point at 0. T11t:n there exists a seqlience {E,,) from E converging to
0. Since ( E l .E 2 ) is co~npact.thew exists a subsequmce { n k ) of N such that
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 227

which is impossible. since S; with a ; and aT; also maps Kl into a proper subset of
V;), even if one or both of a ; , a$ arc zero. Hcrlce E := inftEEe > 0. Siniilarl) it
follows that (5.1) holds for s2 o s 3 , and thus for all n. 0

IVe shall extend yet another result from [20]to the twin situation. It is a uscful
result which in some cases allows us to reduce the size of given value sets:
PROPOSITION 5.3. Let (Kl. V,)be twin value sets with -1 @ Vll n V 1 . such
that the corresponding element sets El and E2 each ~ o n t a i n ~ats least ttuo elements.
Then also (G \ (-1 - Vl): Vl \ (-1 - v ) ) ) a,re twin value sets for ( E l . E 2 ) .
PROOF. Since (-1 - Ilrlr -1 - W70) are twin value sets for ( E l . E L )by Lemma
5.1. it follows that Uo := q / ; , \ ( - 1 V 1 ) and UI := Vl\(-1-Kl) satisfy E 1 / ( l + U 1 ) C
+
Uo and E 2 / ( l Uo) C U1. IVe just have t o prove that Uo and U1 are non-empty.
As5umc that Uo = 0.Then also 11, = 0 since El/(1+U1 ) C;,.Hence Vl C -1 - V;,
and V;) -1 - Vi, and thus Vl = -1 - Kl. Since E l / ( l + Vl) C V;),wr then have
c
E l l ( 1 - 1 - h) K) = -1 - Vl. That is. sP1(Q/;,)C Vl for all n E E l . On the
other hand s(V1) C v/;,
by definition. IVe therefore have s(Vl) = V;, for all n E E l .
Similarly. s(V;/;,)= Vl for all n E E L . If m E To,then -1 = s - l ( c c ) E TI for
n E El \ (0). Hence -1 @ Vo However. we must have x E -1 - V O = V 1 ,w h ~ h
implies that -1 E Vo This is a coiltrddict ion. Hcrlcr K) is bounded, and so is L;.
But this contradicts the result in Proposition 5.3. Herice lJO # CI arid UI # 8.

REMARK R5.1. It is clear that thc twin value sets (Uo. C1) mith l', = C; \
(- 1 - % + I ) satisfy U j n (-1 Ul+l) = 0.as required 111 C'1 It is also t l w r that
-

d*U, = d*Vl and dl UJ = dl Vl, so this operation does not change these iinportdiit
parts of dV,. This is consistent with Theorem 4.4. which aavs that if dl V, = dV,,
then dV, cannot be changed at all. at least not under the coiiditions o f t hat tlieorern.
The next result shows that if wc want t o study the situation wherc 8 V J # 0.
then we ma) work with (I(), Vl) with non-empty interiors. or, in view of Remarks
R2.1.2 and R'2.1.3, with (V;,. Vl) which are unions of Jordan domains. without
loosing much generality. For convenience we introduce the class Cc of curves for a
given C E C\{0. -1). It consists of the line L C : 2 = C + C ( l + C ) t for -x< t K . <
and all circles tangent t o L < at C. That is. C, is the class of generalized circles which
are invariant under mapping by the parabolic linear fractional transformation

PROPOSITION 5.5. Let (V;,,V1) be t w m value sets with { E df V;, \ (0. -1. x).
where conwists of (1 finite union of simple. recfifiable arcs T I : j = 1 . 2 . . . . .I\-.
Let ( E l , E 2 ) be the corresponding element sets. Then. uizthouf loss of generalltg
(cutting r, i n two parts rf necessary), each r , is part of a C, E Ci. I f there emsts
.
a j E { I . . . . N } such that C",, is not a circle uiith center at th,e origin or n lzne
through the origin, then El \ (0) = {-C2}.
<
Straightforward computat,ion shows that 0 E Li only if E R. Similarly. Ci
contains a circle with ccnter at the origin only if R e < = -1. It is also easy to
see that Ci contains a t most onc such circle, and that if C', is slich a circle. the11
el := -(1 + C)2/(1 + C J )is not a circle with center at 0. Hrnce. Propositioii 5.5
shows that at, least one of the two elemtilt sets is a one-point sct , disregarding the
228 LISA LORENTZEN

point 0. If both V;, and Vl contain arcs from circles with centers # 0 (or from LC
<
when @ R).t h r n E l = +
and E L = {- ( 1 c ) ' ) . again disregarding ( 0 ) . and
E L )are (Vl.V l ) = ({C). { - I - 0 ) .
the bcst limit sets for (El,
PROOF. The esential thing here is that < E dTV;l, and thus-<' E E l and
v)
-(I+<)' E E L . So in particular we have - ~ ~ / ( l + VCl ) and - ( l + < ) L / ( l + CI v ) )
V , . Tf7c shall see that this implies the shape of b;,. Let r be a simple arc in 4 1 . If

where
-
C @ T . then SLr,,(r)C rl)for rn large enough, for some arc roin V;/;,
S L n L ( 2:=) T 0 T 0 . .. 0 ~ ( 2 ) .

and T is givrn by (5.6). (This follows since S L n L ( z +


m terms
< )
<
with E To,

as m 4 CX: for all z E C . )


< r. <
If E thcn E SL,,, (r) for all rn E N. Hence it suffices t o prove that I' C E CC
< r.
when E < r
U'e therefore assume that E for all the arcs r in V;).
(vl)
Since T v/;,
C h.there must exist a t least one rl in such that S L(r~1) C~ rl
for some m E N. This can only happen if ~ ( r iC)rl. If we remove r1 from Vo.we
still have T ( V ; ] )C V;,,and so, by repeating this argument. we find that r(I',) C: r3
for all r, C q1.This proves the shape of V;,.
The mapping properties of linear fractional transformations show that Uo :=
u & , C , is such that S'(U0) = Uo for every pair ( a l . a l ) from ( E l ,E l ) with a1a2 # 0.
Since ?, .= ( 1 + C ) ' / ( 1 + C J ) C E l / ( I + +
A

U O ) .we must have a l / ( l C , ) =


+
( - a ~ / ~ ' ) ( - < ~ ) / ( ?j)
l = - ( c I I / C ' ) C ~C: Ug for all a1 E El \ ( 0 ) .
Let 0 # n E El be arbitrarily chosen. If LC C Uo. then we must have
( - a / C L ) L < = L C . If 0 @ L C . this means that a = -C2. It remains t o consider
thr case wherr Ull contains circles.
Let C 1 have the sinallest radius and C x the largest radius among the circles
+
111 U l j . Since a / ( l +
C,) # a / ( l C k ) if C, # C k , we must have (-a/<')C, = C1
and (-n/<')CA = C\ simultaneously for some J , k E { 1 , 2 , . . . , N ) . This can only
happen if n l = I<'. If C 1 is the only circle in Uo with smallest radius, then we
actual11 need that C J = C l . So. if CI has center # 0. then a = -CL. Similarly. if
an! other of the circles in Uo have unique radius and center # 0. then a = -CL,
and thus E l \ ( 0 ) = {-c').
It remains to consider the case where C , and C, are two circles in Uo with
comrnoil radius R . Thelr centers are at <&2R<(1+ < ) / < ( I +<). If (-a/<')C, = C,,
then (-a/CL)C:, = C,. and we are done since not both circles can have centers a t
the origin. So assume that (-a/<')C, = C,. and thus. (-a/<')C, = C,. That is,

-i{<+piR C ( l + i ) }= < - p i R (('+') a


where I F 1 = 1 ,
C' iC(1 + Oi I<(l+ 0I '
simultaneously for both p = 1 and p = -1. Straightforward computation shows
that this is impossible. 0
The next result says that d V , can have no corners or cusps a t inner points of
d T y if # 0. This is in particular helpful if d t V , = d y .
- -
5.6. Let
PROPOSITION ( F ] ,V l )with -1
@ V;,U Vl be open twin value sets with
corresponding element sets ( E l , E2) such that the Cdrdova Condition C*1 holds and
El and E 2 each contains c~tleast two points. Then d t ~ has , no cusps or corners
at clny inner point of $4 \ {m); j = 0 , l .
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 229
A

PROOF. Let A 1 > 0 be chosen so large that E;; := E , n B(O. A l ) ; j = 1.2. each
contains a t least t,wo points. Let (GI.
GI) be bounded value sets for (El.&); t,hat
A

is, for instance, Vl := V, n B ( 0 , AI/p) where p := d(-1. 1/;, U F).


(See Propositioii

assume that q/;,


-
2.2.) Without loss of generality (see Proposition 5.4 and R c ~ n a r kR5.1) we ma\-
-
n (- 1 Vl ) = 8.
-
A

Assume that d v 1 has a cusp or a corner a t an inner point of die, with <
angle a E [0, 27r]: a # 7r, where t,lie angle is measured ill thc interior of q/;,.Since
A A

dtVl = -1 - d.bV,, (see the d r f i ~ i t ~ i o(2.6)


n of d i 4 ) , arid cl C @ \ (-1 - h). wr
then have that 27r CY is the angle of a cusp or a corner of dV1 at the i m e r point
-

-1 - C of d i p l . measured in the interior of x. <


Since E dtl/;,, we have -C2 E El
+
and - (1 <)2 E E q .
Assume first that 0 <
n < 7r. Then -c2/(1 +
dVl) has a cusp or a corner
a t C with angle 27r - a since s ( z ) := -C2/(1 +
z) is a conformal napping wit,h
s(-1 - <) = (. This is impossible since -<"(I +
dVl) C V;] a i d 27r - Q > N .
Assume next that 7r < N 5 27r. Then -(1 +
<)'/(1 + /;r) c
is inipossihle
since -(1 + +
<)'/(l d v , ) has a cusp or a corner at -1 - { with angle a .
A

This proves that d t ~ has


, no cusps or corners at inmr points. The result, follows
therefore since A 1 > 0 can be chosen arbitrarily large. 0

Our last result in this section gives some simpler sufficient conditions for Cow
dition C;, 2(b) or Condition C12(b). Thcse conditions will make the chrcking part
easier, and the choosing part simpler. Condition Ci2(b) requires that
,-
CT2(b):
21P, I < l / q and 2dJ - 1111
1
2 y for ,,
all u; E T I := i3Vl n B(CJ.q )
where E d'Vl n B(O. Al). OJ := - i r ; ( d ~ , .tr~,),7, := 7(3V1.u.,),

which of course makes sense only if the curvature k-(dVl,111,) exist5 for all ut1 E r,,
Here q and x are given positlve numbers A5 a cornparison. Coildition CT12(h)
requires that the circular disk D< 2 w,
with radius q > 0. tangcnt to dll', at (.
satisfies
cos[arg{(Pi - ( ) / < ( I + < ) ) I 2 [ f o r all <
E r,,, := i3V, n B ( < l , p ) .
where <j E dtV, n B(0,AI) and P<is the center of D,.
Here p and [ are some fixed positive numbers. Clearly. such disks exist if the onr-
sided curvatures ~ ' ( 8 4 ,C) exist and are absolutely bounded by 1/(2q) for every
< E I?, ,. (They may exist even if r;+ ( 8 5 , <) and/or K - ( ~ V ,C), does not exist .)
With this notation we have:
PROPOSITION
5.7. Let r be a bounded arc i n @, let d > 0 and

and let a ( < ) := arg[<(l + C)] for all < E ro T h e n the following statements are
equivalent:
A l . There exists a c > 0 such that s i n [ a ( < )- y(T,()I > c for all { E r o .
A2. There elcasts a [ > 0 such that cos > [ for all C E To ulherr
PCw the center of the desk Dc 7n CY12(b) nboue.
<
If In addztlon r;'(r, () r m t s for 011 E rO.thrn A1 and AL (LW rqu~ualentto:
230 LISA LORENTZEN

A3. There e r ~ s t sa y > 0 such that r i l ( r ( T ) ,C ) - K ? ( T , {) > y for all { E To,


uih r rr

PROOF. Let AI := sup{l(l : { E T ) and let < E To That A 1 H A2 follows


since

To prove that A1 ++ A3. we assume for convenience that r;+ (r,{) = ~ ~ 0( . r( A.


similar argument proves the inequality for the more general case.) Then r has
parametric represcntatiolls z = z ( t ) := <+
el" { t + +
djtL g ( t ) ) . C E To.
2 := 1(T.5 ) . /3 := - $r;(T,( ) and g ( 0 ) = 0. and straightforurard computation shows
that

and d 5 IC(1 + <) 5 M ( l + A I ) .


REMARKSR5.2.
1. Proposition 5.7 implies that C;,2(b) holds for the particular choice ( := C,
(3'V, if and only if the tangent of dV, at C, has angle of incliniition uniformly
srnaller than the ray z = C I ( l + i;)t Hence this is a necessary condition for
C'T12(b).If dQl = dTq/;,,then it is also sufficient.
2. If vl
E 31 and (I = -1 - Co, the11 it f o l l o u ~by straightforward computation.
using Remark R2.2.3, that

wllerr 7 , := 3.(3V,, G )arid PI := -4 K ( ~ v , , {,) arc supposed to exist. If is


a n inner point in iSiL(,. then [j,, = -PI. and so Condition C T 2 ( 0 )holds for the
choicrs wi := C I . ulJ + 1 := -1 - {, if and only if

This can only hold if the tangent of dVl at CJ has angle of inclination strictly
less than t h r ray < , ( I + (,)t. uniformly with respect t o the points C, E 8 ' 4 .
This follows from t h (quivale11~r
~ in Proposition 5.7. since
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 231

If aTv1
= dV;] and rx, E a v , , as in Corollary 2.14 or in C6rdova's Convergence
Theorem, then it follows froin the inequalities above that ~ ( d h<), + 0 as
C + x along dQ1. That is. d v l is almost a straight line when it approches m.
3. Coriditioii Ct2(b) corresponds t o C6rdova's Condition Y3 combined with his
continuity condition for r;(dV. 5). In Thron's Uniform Parabola Theorem it
corresponds t o a # *7r/2. In the latter example it is easy t o see that for
cu = &7r/2. the corresponding element set reduces t o the negative r c d axis
which definitely is not a convergence set of any kind.
4. The inequalities in Remark R5.2.2 above have a n interpretation based on the
angles

and

where 2 , (0, (,)I = 1. it follows that

6. Proof of Theorem 2.3


In Theorem 2.3 the twin value sets @/;,and Vl are domains for which the interior
A

of their complement s, 117, := C\V,for J = 0, 1 each has one and only one unbounded
cornponerit. This fact allows 11s to assume that they actually are simply connected:
LEMMA6.1. Let ( \ / ; IVl) , be open and connected t w i n value sets for h7(a,,/1)
such tttat \I/;h,as o n e and ondy o n e unbounded component U , for. j = 0 . 1 . T h e n
A - A -

the simply conn,ected d o m a i n s (C\ U o , @ \ U1) are also twin value sets for K(tr ,,1 1 ) .
A A

PROOF.Let V, := C \ UJ for j = 0.1. and let n = ( L L , , - ~ for some rr E W.


Smce i3pl C BV,. we then have n / ( l + i3pl) i /;, GI. Hence it follows by the
connectivity of that a / ( l + pl)C GI. In particular the interior of PI is rnapped
into the intcrior of GI by the linear fractional transformation a / ( l + z): that is.
A - A -

n / ( l + \ T)C \ &. A similar argument shows that n ~ /,( I + @ \ Uo) C: @ \ U 1 .


0

Part A of Theorem 2.3 is essentially due t o the following lemma:


LEILIMA
6.2. Let the t w i n value sets ( v I . Vl) be sim,ply connected domains, let
KO C and K l Vl be compact sets. arrd let K ( a , / l ) satisfy as,,+,,/(l V,) C+
q P for
l all n E W and j = 1.2. T h e n there exists a sequence {ti,,) of posztiue
numbers cowuergkny t o 0 , depending only o n (Nl. Vl) and ( K o , K , ) , such that
232 LISA LORENTZEN

PROOF.Since a ~ , , + , / ( 1 + 4)
C KIel, it follows that V , # According to c.
Riernann's hlapping Theorem. there exist anal) tic, univalent functions pJ in V, such
that p , ( V , ) = U := { z E C : 12 < 1 ) for J = 0 , l . Then fL,,-l := 900 srll-l 0 p,l
and fLrl := p1 o S J ~ o, prl
map U mto K := p , , ( K ( , )U p l ( K l ) , and

It follows then by careful use of Schwarz' Lemma. as done in [14],that FLr,(U) con-
verges to a orleepoint set. uniformly with respect t o { f , , ) . Actually. an expression
for a uniform bound (2,)
depending only on K . such that diam F,, ( U ) d?, for all <
n is found in [14]. Since S L r l= p t l o FLrlo p ~ where
. 90is fixed. this means that
diam S2,,(q,)is bounded by some uniform dl,, + 0 . By continuity we thus have
<
diam S2,,(VO) d2,,. The nestedness (2.1) implies that also diam SLIl+l(V1) d ~ , , . <
0

Our third lemma shows that even { S , ,( 0 ) ) converges under our conditions. It
is related to Theorem 1.2:
L E M M A6 . 3 . Let (q,,V l ) be hounded twin ? d u e sets for K ( a , , / l ) , where q/;,
contains at least two elements, and assurne that there exist two sequences {u,,) and
{v,) such that

(6.2) n -
i n S ,(
x
7 , ) =
-
i nx S
n
( 7 , ) = f u,, , u,, E V,, , lim inf Iu,, - t i , , I > 0.
Then { h ~ ~ has
~ all+ zts ~km7t
) pomts
~ ~ en~1 + V , + , ; J = 0 . 1 , and lim,,,, S,,(O) =
f.
We say that K ( a l ,11) converges generally t o f when lirn S,, ( u , , ) = lim S,, (I,,,) =
f for two sequences { u , , ) . {u,) with liminf d, (u,,, c',,) > 0 . This concept was
introduced in [4],where it also was proved that if this holds. then

(6.3) nlim with liminf d,(w,,. ~ , ' ( g ) ) > 0 ,


S , , ( W , ) = f for every sequence {w,,)
-x

where g # f is arbitrarly chosen. Xloreover,

PROOF.Since L$ and thus also Vl contain a t least two elements. we can choose a
g E -1-Vl such that g # f . Since s l l ( - 1 - V , , ) C -l-V,,+l for all n. it follows that
5';' ( g ) E - 1 - Vn+lfor all n. Moreover, by (6.4), d,(S;' ( g ) , S;' ( m ) )+ 0 since
f E and thus f # x . Hence { h z n + , ) ~ = =has, all its limit points in 1 for + F+l
j = 0 , l . Moreover, w,, := x can be used in (6.3). and thus S , , ( x ) = S n e l ( 0 ) -+ f .
0

PROOFOF THEOREM 2.3. According to Lemma 6.1 we may without loss of


generality assume that and Vl are simply connected. Hence part A follows from
Lemma 6.2. A A

To prove part B. we first observe that also (V;,,V l ) are twin value sets for
(El,E2) if K j C VJ
C for J = 0.1. Clearly we may choose q/;, and Vl to be
A A

bounded, non-empty domains. Hence {S,,( 0 ) ) converges by Lemma 6.3.


CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 233

Part C is a trivial consequence of part A if 0 E 6


for both J = 0 and J = 1.
Assume that 0 @ V 1 . We choose bounded value sets
A
(GI.
GI) as above. such that
0 E Vo and supZ,,?, / z / 5 supZ,, IzI =: &I where K := KOU K 1 . From Lemma
5.2 it follows that h,, E 1 + Cn+1 for all n. and thus lh, 5 A1 + 1. In particular
h , # m , and we can write
S,,(z)=A,,+Q,/(z+h,) for n = 1 , 2 . 3 , . . . .
Clearly f E l(o and 1 f - S2, ( 0 )/
A
<
d2,, by the considerations above. Lloreover. if
z* E ql with lz*I = s ~ p ~ , , :z(l~=: Ah]. then

Hence / Q 2 , L5
) (2M + 1 )(hi+ l)d2,, /Aill. On the other hand

and so

where 0
-
< d := d ( - 1 , & ) < Ih2,, /
A A

since -1 @ Vl when K/;, is bounded. 0

7. Proof of Theorem 2.4 and its corollaries


To prove Theorem 2.4 we shall use a couple of lemmas.
L E M M A7 . 1 . Let (q/;,.
V l ) be bounded twzn value sets for K ( a , , / l ) wzth n
( - 1 -F)= a*&.;,,and assume that the correspondzng element sets El and EL each
contazns at least two elements. Then limr,,, S$,,+,(z,) = 0 for all z, E V, \ 3*V,
for j = 0 , 1 .
This is a special version of 120, Thm 4.51. The condition n (- 1 - 1/1) = d*&
looks strange, but Proposition 5.4 says that if (GI.
PI) are value sets for K ( a , , / l ) ,
-G)
A A

then so are ( % I ,Vl) given by V, := V, \ ( - 1 - V , * l ) . Since then F n ( - 1 =


d * V J .we can always choose our value sets t o have this property.
To prove Lemma 7.1 we shall use the following two classical results:
THEOREM A. [23. Thm 11. Let {T,)Z==, be a sequence of (non-singular) linear
A

fractional transformations, and let D := { z E C : { T , ( z ) ) converges i n # 0. e)


T h e n the limit function T for {T,) satisfies one of the following three possibilities:
( a ) T is a linear fractional transformation, i n which case T , ( z ) converges uni-
A

formly with respect to the chordal metric in D = @.


(b) T is a function i n D taking o n precisely two distinct values, where one of the
values is taken at precisely one point. I n this case D is either all of or D e:
is a two-point set.
( c ) T is a constant function i n D .
234 LISA LORENTZEN

THEOREM B. [2. Thrn 2.31. Let {t,,} be a sequmce of h e a r fructronal trans-


format~ons,and define

(7.1) T,, : = t l o t 2 0 . . . o t , , for n = 1 , 2 , 3 . . . .

PROOFOF L E ~ I N 7.1. v)
A Evidently both and Vl contain at least two elements
in our 5ituation. Assume that {Sir, (zO)}has a limit point cr # 0 for some z(, E
V;) \ d * v ) . Let the subsequence { S ~ , ,(zo))
, converge t o a. {S,,(2)) is a sequence on
A

the compact Rieinann sphere for every z E @. Without loss of generality (taklng
subscquencrs) we ma! therefore assume that also SillI (z,)), S L ,(, ~ z ) ~dnd SL,~,
(ZL)
Converge. where zo, zl and 2 2 are distinct, and also zl E &. and that hL,, converges
to a limit h . (Infinite limits are acceptable.) According t o Theorem A we then have
the three possibilities:
A

( a ) {SLrlA ) converges t o a linear fractional trarisfornlation in C.Tlwn t k ( z ) :=


s,,'~o S 2 , , 1 I (z) converges t o the identity function by Theorem B. This contradicts
+ ~ C: S Z , , ~+ I (Vl) C
the fact that tk(Q)) = ~ 2 , , ~ +O lS ~ , ,+~2 0 . . . o ~ 2 , , ~(XI) v)
\ B(zk. E )
for some ZI; E /;, by Proposit,iori 5.3. Hence t,his case can not occur.
A

(b) D = @ and {SL)rll) converges t o a function T which takes precisely two


values. (We know that D contains at least three points.) Assume first that h # oo.
Since wc ma?- write
A,,+Q,,/(z+h,,) if h , , : = S ; ' ( x ) # m ,
(7.2) s , , ( z )=
A,, + d 2 d if h , , = m.
wc must have AL,,I -' A E K,
QL,,, 4 and thus Sir),(2) + 0 for a11 z # -h.
Ei-orn Lermna 5.2 we know that -h,, E Pi7,, for all n . On the other hand S i l ( z ) E
-1 - V,, + for all z E -1 - Vl. where

Sincc (7.3) shows that +


SG~,( z ) 4 0 for some z E -1 - & . this means that
{ h 2 r r)h has all its limit points in 1+F.This means that - / I E Won (-1 -%) =: H
where n H = aV;,n (-1 - v)
= d*T/;,. Hence zl) # -h and S ~ , ,(,z o ) -' 0 # a .
Also this is a contradiction.
Lct 11 = m. If { f ~ ~ ), ,has ~ a subsequence with elements # x, t,llen we may
assume that all h2n1 # x. Since Sar,,( z o ) E V;, which is bounded. we know by
(7.2) that Q n r I h= C3(hzrlh)as k + cx;. Hence S;,,, ( z ) = -Q2rLl/ ( z 122rrA )2 + 0 +
for all z # x.
It remains t o consider the case where all h2,,, = x,except possibly a finite
nurnber. Then wr may assuinc that all h2,,1 = X . Since Sh,,i(zo) + CY.it follows
from (7.2) t,hat Q2r1i-+ CY.Without loss of generality we also assume that A2rri +
( z ) + A + CYZ in C.which is impossible since it takes more than two
A

A. Then S2r11
values ill C.Herice this case is ruled out also.
(c) { S L , , ~convergcs
} t o a constant function in a set D containing zo, z1 and
22. Assume first that h L r I h= x for infinitely many indiccs. Then we may without
loss of generality assume that all hLrli = X . So Sir,,( z ) = QLTa,+ a. whereas
SlrIr ( z l ) - SjrIi(zo) = d)L7,i( z l - q , ) 4 0, which of course is impossible. Hence
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 235

# cc
h2,1A= cc for a t most a finite riurnber of indices. and we can assume that hL71A
for all k . Assume first that h # -20. Then

+
This is a contradiction. Hence h = -20. However, Q L r t h= C?(zO h L I I)'A. and thus
-11 E d*I/;/;,by the arguments in case (b). Since zo 6 d *I/;), this case is ruled out.
Herice {Si7,(zo))does not have a limit point cr # 0. In other words. Si,,(zo) -t 0.
Similarly we find that SL7,+l( z ~-), 0 for zl E Vl \ d*Vl.

The second lernma in this section is connectcd t o Lemma 6.3. but its conditions
and conclusion are weaker.
LE~~M A Let (K, Vl) be bounded twm value sets for K ( a , , / l ) , and n,sumr
7.2.
that the correspondmg element sets El and EL each contazn, a t lrnst two demrnts
+
Then {h2,,+,) has (dl zts lzmzt poznts zn 1 V,+I. J = 0 . 1
PROOF.By Proposition 5.4 we may without loss of gcnerality assume that
Kn(-l -F)
= a*vl,since V, := V,\(-1-V7+1) for J = 0 , 1 have t h ~ property
s arid
d*? = d*V,. Since El and ELeach contains at least two eleinents, it follows that so
do also 1/;, and Vl. Actually. both I/;, and Vl must contain infinitely nianv elements.
It follows froin Lemma 7.1 that lirn,,,, Sill+7 (zJ) = 0 for all z , E V, \ d*V,. This
means that if we use the represeritatiori (7.2) for S,,, then Q,, + 0 arid {A,,} has
all its limit points in I/;,since S,,(V,,) C I/;) for all n .
Let h be a limit point for { h ~ , ~and
) , let I L ~ , ,+
, h . \I'ithout loss of generalitv
(taking subsequences) we may assume that ALnA+ A. Lct r ~ , , , E -1 - V,, ul0 # .4
'
be chosen. Then Sly1( w ~ E) - 1 - V,,+l for all n since s; (- 1 V,,) C - 1 - V,,+1
-

for all l a . On the other hand it follows from (7.3) that

This means that if h ~ , , ,# cx, for infinitely many indices k , then (SG~'~
( u i ~ ) ) + h L)r l A
-)

0 as k + rn through these indices, and thus h E 1 E. +


Assume that h L r l h= m for almost all k . Then we may assume that h2,,, = m
for all k . Hcnce, by (7.3). s;:, ( ~ 0 = ) (wo - ALnh)/Q2,,, x which contradicts
-f

the fact that SL,,' (IDO)is contained in the bounded set -1 - V,. Hence this cannot
+
occur. Hence h E 1 K. Similarly we can prove that { h r l l + l ) has all its limit
+
points in 1 G. 0

REMARKR 7 . l . It follows from Lcinrna 7.2 that if (l4,V,) are bounded twin
value sets for K ( a , , / l ) . arid the corresponding elenlent sets contain at least two
elements each. thcn {-hZr,+,) has no limit points in y \ d * V,. So, if d(-h,, , dV,,) 4
0, then d(-h,,. a*V,,) 0.-)
236 LISA LORENTZEN

PROOF OF THEOREM2.4. We first note that by Proposition 5.4, it follows


that also (Uo, U 1 ) . given by U , := VJ
\ (-1 4+1)for J = 0 . 1 . are value
- - sets-

for continued fractions K ( a , , / l ) from ( E l . E L ) . Clearly. their closures ( U O ,U 1 )


are twin value sets for ( E l , E L ) . Lloreover, Uo and U1 each contains a t least two
elements, and a*
U, = d* V , .
\Ve shall first prove that q\d*UJ # 8 for j = 0 , l . Assume that &\ d*Uo = 0.
Then = d*UO = & n ( - 1 - F ) .and thus & c (-1 - F ) . Then s l (G)C
G c -l-~.butwealsohavesl(~)=a~/(l+~)>-a~/~=-l-s~'(Uo)>
-1 K. Hence s l ( F ) = & which contradicts Proposition 5.3. Similarly we find
-

that \ d*U1 # 0.
Let first { - h L r , ) have a limit point -h # d*UO = a * h . Then -h # d f i by
Lernma 7.2. Actually, - h # K. Let further {-h2,,) converge t o - h , and let
u E & \ ~ * U OThen . SL,, ( u ) + 0 by Lemma 7.1. Since

where lu - ul <
diam l/;) < x,it follows that diam S2,,, (K) + 0. and thus that
diarn S,, (K)4 0 by the nestedness of the ST,(V,, ).
This result follows similarly if { - h L , , + I )has a limit point # d*Ul = d* V l .
That also {S,,( 0 ) ) converges t o the one and only point in lim S,, (K)follows
now by Lemma 6.3. 0

PROOF OF COROLLARY 2.5. Assume that diarnS,,(K) 4 d > 0. Then


= , all its limit points in a*V, for j = 1,2. This is impossible if
{ - h 2 7 , + 3 ) ~ = has
{aL7,+,)has a limit point @ EEf for either J = 1 or j = 2. 0

8. Proof of Theorem 2.7 and its corollaries


The proof of Theorem 2.7 is based on a number of lemmas. The first ones are
rather simple observations:
LEAMA8.1. Let (vl. V l ) be twzn value sets for h ' ( a , , / l ) such that 0 @ d*l/;)U
3*V1and C*1 holds. If lim sup Ih,, 1 < cc and d(-h,, , a*V,,) + 0, then (1 - h,, -
h , , , ) + O a n d ( n , , + h f , - , ) + 0 a s n + m.
PROOF. Let ( E l .E L ) be the element sets corresponding t o (lo,V l ) , and let
lirn sup lh,, / < m and d(-h ,,.8*V,,) 4 0. We first observe that also lirn sup la7, <
m since a,, = ( h r ,- l ) l ~ , , - ~Let
a E E L >- h L f l h + C0 E d * K . -hL ,,,-,
A

- h L r , , - 2 + <O E a*&). Then


-
. { n h )be a subsequer:ce of N such that a2,,, +
E d*Vl, a ~ + ~2 E ~E l and- ~

Since 0 # d * q l U 8 * V l , we also have -1 @ d * Q ) U a * V L . This means that , # A


<, 6)
0 , -1, cc for j = 0.1 and a , Z # 0. Hence we may write <O = s-I o ? ' ( < o ) , where
5 ( z ) := n / ( l + z ) and ? ( z ) := Z / ( l + z ) . Hence
A

= ? o s(<o). and it follows from


Condition C*1 that a = - ( 1 + < O ) L . and 2 = -<:.
A A A

This means that Cl, = and


< I = -1 - Co, which proves the result. 0
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 237

1. Lemma 8.1 does not imply that the continued fraction in question is h i t 2-
periodic. It is actually an open question whether there exist other continued
fractions K(a,,/l) than the limit 2-periodic ones which have d(-h,,, d*V,,)i. 0
under our conditions. It is clear that the 2-periodic continued fractions are the
only ones in Lemma 8.1 if dTI/;/;,is a finite set.

3. The particular case where K(a,/l) is limit %periodic is treated in [19]. There
it is shown that every such continued fraction from ( E l .E s ) converges under
mild conditions.
4. Condition C*1 holds if e*1 is satisfied. This follows by the following argumer~ts:
Let e*1hold, and let s,+l o s,+l(d*VJ)n d*V, # (2). Then there exist (,E a*%,
&+I E V J + ~ E a*%w ~ that
and < J + L h (,+I = S ~ + L ( ( , + L ) and (,= s , + ~ ( < , + ~ ) .
Since -1 - <,+I = -1 - s y +1l ( < J ) = s,+i(-1 - C,) E s,+l(V,+i) C V,, it
A

follows that <,+I E a*V,+l. It follows now from C * l that <,+h-l is the o n l ~
point in KA:= s,+~(d*V,+k) nd*V,+~-,;k = 1.2. Since = s,+h(<,+h)
if and only if -1 - (,+A = s l +(-1 ~ - <,+A-1). we therefore must have that
i J + n - 1 = -1 - <,+A, and thus also a,+h = -C1/Lih_,
- -(I + <I+#.
-

In the next lemma we use the notation (7.2) for S,,. This lemma. combined with
Lemma 5.2, shows that diam S,,(K)4 0 if and only if G,, := Q,,/d(-h,, . dV,,) + 0
under mild conditions:
LEMMA8.2. Let (I/;), Vl) be twsn - value sets for K(a,,/l) such that I/;) contams
at least two elements, and let -h,,,, E II.',,,, for a n no E N. T h r n the followzng holds
for n = no:
A . diani S,, (K)= IQ,, ( . diarn (K)sf h,, = K .
B. diam Sr,(V,)< 2lQn Ild(-hr,%8x1) zf h,# x.
C. If cx, E K. then diam s,, (K)> /Q,,I/d(-h,, , dV,,) ~f h,, # x
D. If x @ and Ih,, I 5 Al, then there mists a constant k(l > 0 depending only
on Al and V,, such that diam S,, (F) .
2 k.0 lQ,,l/d(-h ,, dV,,).
E. If d(-h,,, , dV,,,) + 0, then there exist an n 1 2 no and a constar~tko > 0
such that diarn S,,, (I/,,,) > ko IQ,,,l/d(-h,, . dV,,,) for every rn > nl for which
h711 #
PROOF.Also the set Vl has at least two elements since a2,,/(l + v/;,)C V,.
where a ~ , #
, 0. hloreover. -h,, E for all n >
no since s;'(li~,- ) C L17,, arid
. n := no.
-hrl = ~ ; ~ ( - h , l ) Let
A. This follows directly from (7.2).
B. Let h,, # x. Whether m E or not, we must have
238 LISA LORENTZEN

where uo E dVn is chosen such that I l l o - W I = sup, E ~ ,,, (11 - W / >


$ diam V,, . The
result follows therefore since 111, uo 1 + < +
A1 M I . where A l l := sup{(u?l : w E
Kt} < 33.
E. The result follows from part C for every m such that cx, E K. Assume that
m 6K. arid let P , , w, E 8V;) be chosen such that d(-hL,,. d q l ) = ( h 2 , uj,,J and +
>
(w,- v,,l 2 d i a r n G for every u no/2. Since -hr,, E M',,, for all m 2 no, it
follows that
4 diam
/ I),,

h2,
- WI,
+ i.,.I' diarn + d(-h2,. aKi)
+ -
1
2
as u i x , ( f ~ ~ ~ , # x ) .

Hence the result follows for eve11 tn from the first inequality in (8.1) for any kll < f.
If x @ the result follows similarly for odd nl. b

To prove Theorem 2.7. we shall consider the products

n ~ ~ , , - and
~ /~~
G2~ ,,
, -,I / G ~ . where
, + ~ G., := ~QII 1
d(-hl,. a v n )
If one (or both) of these products diverges t o m , then GL,,4 0 and/or G>,,+l 4 0.
arid so (V). V,) are uniform twin value sets for K ( n l , / l ) by Lemma 8.2 arid the
nestedness (2.1). If both the products converge, it turns out that wc still get
convergence of K ( n , , / l ) . To help us see this. we shall use the eslimate in the
followirig lemma, which of course is empty if d t K l = 0:
l ~ Let (I/;), V , ) be twin value sets for K ( n r , / l ) with -1 @
L ~ n f n 8.3.
such that C*l and C"2 are sc~tisfied, and assume that d(-h,,, ~ I v , , +
U
) 0 and
r.
linlsup Ih,, 1 < x.Then there exist n X > 0 and u n n o E N such that

(8.2) R,, :=
G,~-L
-- >
1 + Xd(-h,,-y,dV,,) for n > no. where GA :=
lQk l
GTi d ( - h ~. ski ) '

PROOF.We shall first prove (8.2) for the case where n is even. Let r,, :=
s2rl-l o sllr for all n. That is.

and thus
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 239

Since limsup ( h n (< ca,we also have that lirnsup )a,,) = lirnsup J(h,,-1)h,,-1) < m.
Since all a,, # m, this means that { a , ) is bounded. Hence. by Proposition 2.2 we
may without loss of generality assume that Ki and V l are bounded, say I/;) U V l C
B ( 0 , M ) for some M > 0.
Let p, q and E be positive constants such that C,t12holds with this M > 0, and
let ro I, := d&) n B(C(1.p) and rl, := dV1 n B ( - 1 - 6 , p ) for an arbitrarily chosen
Co E d i V j . We shall first see that for no E N large enough and p > 0 small enough,
we have:
( 1 ) O @ r o , u ~ l , a n d-1 @ ~opurlp.
( 2 ) h,, E -Wn for all n 1. >
(3) {f~,),"=~,,is bounded and bounded away from 0 and 1.
(4) {a,)~=,,(, is bounded and bounded away from 0.
( 5 ) {a,, + h,,-I),"=,,, is bounded and bounded away from 0.
Evidently, d t ~ ;and
, d t V l are bounded and closed sets in e.
Since a*Vl = - 1 - 3"Vo
and -1 @ d*Vo U d* Vl , we also have 0 @ 8*VnU a*Vl. Hence both -1 and 0 have

( 2 ) follows by Lemma 5.2. (3) is a consequence of the fact that d(-h,,, dtV,,) 0.
( 4 ) follows since Lemma 8.1 implies that (a,, + hk ) -,
-
positive distances to dTQjU d T V l. Since d t V, is closed and bounded, this proves (1).

-+
0. Finally (5) follows from
+
(3) and Lemma 8.1, since a,, h,-1 = h,-l(l - h,,-1) +
(a,, f ~ : ~ ~ ) .
+
Let no be so large and p > 0 be so small that ( 1 ) - ( 5 ) hold, and let 2n > no 2.
Straightforward computation shows that

Since T; ( F ) )> & j , it follows that

Let z,, E d h be chosen such that

Then d ( - h ' ~ , ~ - 2d&j)


, +
5 )h272-2 z n ) and the lemma follows for even indices if we
can prove that

Since by ( 8 . 4 ) ,

and h2,,- 1 = 1 + a2,,-1 /h2,1-2. it suffices to prove that

where
240 LISA LORENTZEN

The result follows therefore if we can prove that - z,,)$=~=,,,


is bounded, and
that there exists a constant p > 0 such that

for all n 2 (nil+ 2 ) / 2 large enough.


We shall first prove that (h2,-2 + z,,) 4 0. Since Vo C r;'(K/;,),we have by
(8.6) that

where by (8.4)

+
Since { n , , ) and {a2,,_1 h2n-2)~=rl,,i2
are bounded and bounded away from 0 (see
+
Properties (4) and (5) above), this proves that ( h s r L P 2 z,,) --t 0. From this it
follows that if no is chosen large enough, then z,, has the following properties for
all n > no/2:
(6) (~271-1 - 2 7 1 171=no/2is bounded.
( 7 ) z,, E To ,. (See Condition C ; [ 2 ( a ) . )
( 8 ) z,, is uniquely determined.
(9) { ~ , ; ~ ( z , , ) ) is
~ bounded
= ~ ~ ~ , and
~ ~ bounded away from 0 and -1.
It remains to prove (8.8).
Let no be so large that these properties (6)-(9) hold. Let further no be so large
and q > 0 in C,:,2 be chosen so small that lasn-l - P,,, I >
2q for all n n0/2.>
This is always possible since by Lemma 8.1, (al,,-l - z,) (-h&-2 +
h ~ , ~ - l=)
h 2 1 f - L ( 1- h 2 r l - ~which
) is bounded away from 0.(See Property (3) above.)
Since T o , is smooth. we know that the vector from z,, to P,,, is normal to d f i at
z,, . Sincr 7;' is a conformal mapping, this means that the vector from 7;' (z,) to
PI, is normal to r;'(aK) at ~ ; ' ( z , ) , where F,, is the center of the disk r ; ' ( D Z n ) .
A

(r,;'(D_,,) is a circular disk with radius ja2,-la2,1q/(la~n-1 - PZ,,'1 - q 2 ) since


ad,,- I $! Dz, .) On the other hand. it follows from (8.6) that the vector from 7;' (5)
to ~ , ' ( - h ~ , ~ -is~ normal
) to r;'(aV/;,)at r;'(z,,). Since both r;'(-h2,-2) @ Vo
and PI, @ V o ,this means that we can choose the arguments such that

(8.10) arg ( ~ ; l ( - h ~ ~-- T~l l ) ( & ) ) = arg(F, - rll(zn))

Let us write a,, := - c i for all n , where we choose c, to be the square root of -a,
'
which is closest to h , , 1 . Since 7,; is a conformal mapping, we find that
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 241

Combined with (8.10) this gives

= arg(Pzn - z,) + 2 arg a2,-1


C2n- 1C2n
- 2,
a2n- 1a2n
+ arg (1 + azn + +
~ ~ ~ ( - h 2 , - 2 ) ) ( 1(3277 +~ l ~ ( z , , ) ) '
From Lemma 8.1 it follows that (1 - h,-' - h,) + 0 and (-c: hi-,) + 0. We +
have found that (h2,-2 +
z,) + 0 and (r;'(z,) +
h2,-2) -+ 0 under our conditions.
Since -h,, and thus also z,, is bounded and bounded away from 0 and -1, this
means that

so that a2,-laz,/{(l+ a2, 7;' +


(-hzn-2))(1 az, +
r;'(z,))) +
1. For a given -+

E > 0 there therefore exists an n, >


no such that we can choose the arguments so
that both

(8.12) arg c2n1c2n


a2n-1 - Zn
1 < arg
(1 + + 7;'
a2n- 1a2n
(2)) (1 a2, + + r i l (2,))
for all n > n,/2. It follows from Condition C&2(b) that

Let E > 0 be chosen so small that cos(cr,+p) >


[/2 for all ( p (5 3 ~and
, let n, no >
be chosen so large that (8.12) holds and I arg((a2,-1 - z,)/(-Z: - %))I < E for all
>
n no/2. Then it follows from (8.11) that

>
for n n,/2. This proves (8.8) with no := nE and ,u = [/2 for even n. The case
where n is odd follows similarly. 0
242 LISA LORENTZEN

PROOF OF THEOREM 2.7. We first observe that since Rl and Vl are bounded,
a*
we must have - 1 # V oU V 1 . This means in particular that - 1 # Kl U d* V L, and
thus also that 0 # d*l.;, U d * V l . Let K ( a , , / l ) be a continued fraction from ( E l , E2).
Assume first that a*% = 8 or that d(-h,, d * V n )does not vanish as n -x. Then
the convergence of K ( a , , / l ) follows from Theorem 2.4.
Assume next that a*M/;I# 0 and that d(-h,,, a"V,,) 4 0. Then limsup Ih,/ <
x,and thus d(-h,, , dl L',) 4 0 by Condition C*1 and Lemma 8.1 with Remark
R8.1.2. hioreover -h,, E WR for all n > 1 since -1 E W,". (See Lemma 5.2.) It
follows therefor? from Lemma 8.2B and D that there exist constants ko > 0 and
no E N such that
2IQ7,1 for all n > no.
(8.14) k"'Qn' <dialnsn(K)5
d(-hill W , )- d(-h,,, aV,,)
Hence d,, := diarn s,, (K) 4 0 if and only if G,, := IQ, ]Id(-h,, , d V n ) 4 0. It
follows from Lernma 8.3 that Rr,, := G L n - ~ / G 2 , isL bounded from below by 1 f
Xd(-hLn-L, 3l.4) for all n >n o / 2 for some X > 0 and no E W. This means that
1 , , = X , and thus G 2 , 4 0 , then diam s,,(E)
if ~ ~ = 1 , 1RL,, 4 0 by (8.14) and the

nestedness (2.1) of s,,(%). It remains to consider the case where nz=nI,,2 RL,,<
oo.
Similarly, ~f n ~ = , l l ,RL,,+1 = oo. then G27,+I + 0. and thus, again,
diam S , (V,)--t 0. Assume therefore that both n,"=,lolL Rln and nF==noll R2n+l
converge to finite values. Then C:=,,=,o d(-h,, dV,,) converges to a finite value. It
follows from Lemma 8.3 and formula (8.14) that 6, := diam S,(K)4 6 > 0. In
fact. since by (8.14) koG,, 5 b,, I 2G,,. we have JQl,J= p,, . d(-h,,, dV,). where
& , / 2 5 p,, 5 6 , l h . Hence C~=r,l,12 l Q 7, 1 < oo.
However, Q,, = h,, (S,, (0)- S,,_ ( 0 ) ) .where {-h21,+J) has all its limit points in
8 4. Hence, {h,,} has no hmit point at 0 , and so x:=,, IS, /
( 0 )-ST,-1 ( 0 ) converges
to a finite value. But this means that C:=,, (s,,(o) -S,- ( 0 ) ) converges, and thus,
so does {S,,( 0 ) ) . 0

PROOF OF COROLLARY 2.8. Let K ( a , , / l ) be a continued fraction from ( E l , E l )


with all Ia,,l 5 AI,. and let (q),
el) be bounded value sets for K ( a , , / l ) given by
:= V , n B ( 0 , A l ) . where iZI := M l / y and Y , := d(-1, 6U F).Then C * l and
C3,2 hold for these bounded value sets with our M > 0. Hence K(a,, 11) converges
by Theorem 2.7. 0

9. Proof of Theorem 2.10 and its corollary


The proof of Theorem 2.10 is similar to the proof of Theorem 2.7. We need a
"new Lemma 8.3", though:
LEMMA9.1. Lrt (q), V , ) be twzn value sets for K ( a , , / l ) , where cx, E al.;]ni3Vl
and -1 @ d K , U 3V1 If there e a s t an M I > 0 and a subsequence { n k ) of N such
-
thaf n l ~:= n~ - 7 1 1 . 1 LS bounded and s!,;::, (V,, +,) C C V,,, for all k , where
Bk are c~rculnrdzsks wzth radn rk 5 A l l , then
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 243
- -
PROOF.Clearly (T/;), Vl) are also twin value sets for K ( a , , / l ) , and -1 @ V1. By
) M7: for all n . In particular
Lemma 5.2 we therefore know that -h,, := S r ~ ' ( c c E
this means that h,, # m , and thus S,(z) can be written

It follows from Lemma 8.2C that

Let P k denote the center of BI, and z,,, E dV,,, be such that d(-h,,, ,dV,,,) =
+
1 h,,, z,,, 1. Since

it follows that diam ST,,+,(V,,,) < diarn S,,, (Bk). where S,,, (Bk) is a circular disk
with radius

hfl
5 diam S,,, (K). d(-hrLh , aVnA) + 2hI1'
since x/(2x + A) increases with x when A > 0. This proves the lemma. 0

LEMMA9.2. Let (V), VL) be t w m value sets uizth 0 6 dl(/;,U dV1. and let rn E N
and h 1 > 0. T h e n there erzsts a d,,, > 0 such that d(S,,,(O). dT/;/;,)> d,,, for every
contznued fractzon K(a,,/l) wzth all la,, I 5 A 1 from the correspondzng elements sets
( E l , E2).
A A

PROOF.El E l n B ( O . M) and EL := E L n B ( O ,AI) are compact sets. Assunle


:=
that the infimum of d(S,, (O), d v ) ) with respect t o K ( a , , / l ) from (El.E L )is 0. Then
there is a continued fraction from ( E l ,E L )with d(S,,, (O), d v ) ) = 0. In particular
sk(dVk) n dVk-1 # 0 for all 1 5 k < m. and thus ak is bounded away from 0. This
is impossible since S,,, is a n open mapping. 0

PROOF OF THEOREM 2.10. AS in the proof of Lemma 9.1, we find that h,, # x
for all n EW. and thus that S, can be represented by (9.2). This also means that
S, ( m ) # m for all n. Let m := sup rnk. It follows from L e n m a 9.1 that if
C d(-h,, , dVnh) = m , then diam S,,, (V,,,)4 0. and thus diam S,,(V,,)4 0 by
the nestedness of S,,(V,,). In particular S, ( x ) = S,,_,(0) converges.
Assume that d(-h,,, , dVn, ) < m . F'rorn Lemma 8.2B and C it follows
that (8.14) holds with ko := 1. Hencr. if {Q,,, Id(-h,,, , dV,,, )) has a subsrqnence
comerging t o 0, then K(a,, 11) again converges by the arguments above. Assume
that no such subsequence exists. that is, /Q,,, 1 = ph d(-h,,, , W,,,) for some pk > 0.
244 LISA LORENTZEN

where { p k ) is bounded and bounded away from 0 . Then C IQ,, / < m. NO^, for
j>l

- Qn, Qn,
- -
~ l " ~ )+
(mh,, ) s~Y?(o)
+ h,, '
where s F h ) ( z ):= z . Clearly, dm in Lemma 9.2 may be taken to be non-increasing
with m. Using Lemma 9.2, this shows that

IQn, I l IQn, I
(9.5) ISn,+,(m) - sn, (m)l= s~?;'(o)
+ h,, I I d
IQnh

( ( 0 )V )
5 --
dm+~
for 0 < j < m for some dm+1 > 0 depending only on m, M and (Vo,V l ) . Let first
j := m k + l <nz. Then (9.5) implies that C /S,,+,(m) - S,,(m)l < m, and thus
{S,, ( m ) ) converges t o a finite value f .
Choosing j := jk < m k + l in ( 9 . 5 ) , shows that also {S,,+,,(m)) converges to
f . Hence S , ( m )= S,- ( 0 ) converges to f . 17

PROOF OF COROLLARY 2.11. Let K ( a , / l ) be an arbitrarily chosen continued


fraction from ( E l ,E 2 ) . Then K ( a , / l ) satisfies the conditions in Theorem 2.10 with
A
(2ku)
n k := 2 k v for all k , since S2" ( 2 ) = S 2 " ( z ) for some continued fraction K ( Z , , / l )
from (El,E2). Hence K ( a , / l ) converges. 0

10. Proof of Theorem 2.12 and its corollaries


We shall also here base our arguments on Lemma 8.3. However, our emphasis
this time is on the uniformity of (Vo,V l ) . The first lemma is inspired by C6rdova's
work [ l ,Lemma 3.11. Recalling the definition (2.10) of the class R of non-negative
functions U J ( ~ ) ,it can be stated as follows:
LEMMA10.1. Let V c
@ be open, and let zo E dV \ { m ) , w E R and 6 > 0 ,
q > 0 be given. Assume that F := d V n B ( z o ,q ) is a simple smooth arc with
parametric representation (negative orientation w.r.t. V)

<
where y, ,O E R with 21PI 5 1 / q , and lg(t)l 5 w ( t ) t 2 , lg(t)l w(t)ltl and R e g ( t ) 2
-1 +6 for all t E I . T h e n there exists a continuous, real-valued function p ( z ) for
z i n ( C \ V )n B ( z O , q / 2 ) such that the following hold:
A. d ( z , dV) = Im { ( z - z o ) e p " } + p ( z ) . [Re { ( z - zo)e-"}]2 for all z E (@ \ V )n
B ( % !q / 2 ) .
B. To every E > 0 there exists an r > 0 , depending only o n E, 6 , q and w , such
that + PI < E for all z E (@ \ V )n B ( z 0 , r ) .
write
Let z E ( C \
PROOF. V )n B ( z o , z) be arbitrarily chosen. For simplicity we

(10.2) X := Re { ( z - z o ) e p q ) , Y := Im { ( z - z ( l ) e - i 7 ) , z := d ( z ,d V ) .
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 245

A. We define
p ( z ) :=
{ (x) X 2 if X # 0,
r?T//'
if X = 0.
(Note that 1 - 2 Y P > under our conditions, since IY/ lz - zol < q / 2 and
21Pl 5 119.) This proves the expression for x = d ( z , d V ) since ) z - zo/ < q / 2
implies that x = lz - z01 = Y if X = 0. To see that p ( z ) is continuous, we only
have to check that

lim
x-Y -
----- -
-P
z-Z, X2 1 -2YP'

where zl E L n (@ \ 7) and L is the line normal to r at zo, and thus X + 0. for


every fixed x > 0 with x < q/2. Since z E B ( z o , q / 2 ) , whereas r = d V n B ( z g ,q ) ,
it follows that d ( z , d V ) = lz - z ( t l ) l for a z ( t l ) E r. Vi7e have

x 2 = d ( z ,d ~ = min
) lz~ - z ( t ) I 2
1

(10.4) = min / X
t
+iY - t - i p t 2 - g(t)12

where u := Reg and v := Img. This minimum is attained for t = t l . That is.
+
2 ( X - t l - u ( t l ) ) ( - 1 - u ( t 1 ) ) 2 ( Y - Pt: - v ( t l ) ) ( - 2 P t l - v ( t 1 ) ) = 0 , where
< <
J u ( t , ) l d ( t l ) t ? , lu(tl)l w ( t l ) l t l I , Iv(t1)l 5 w(t1)t.fand b ( t l )I i w ( t l ) l t l I. This
means that

since u ( t 1 ) > -1 + 6 , and thus

where the @term is bounded by some function w1 ( X ) . where UJI E R only depends
on 6, q and w. Inserted into (10.3) this gives

where also this o-term is bounded by such a function w 2 ( X )with w2 E R. depending


only on 6, q and w. Of course, to let z + zl means to let X + 0 . This changes the
value of Y as well. Since x > 0 , we must eventually have Y > 0 , and then

when X is close enough to 0. This proves (10.3).


B. From the arguments above it follows that
246 LISA LORENTZEN

where 21PI <


1/q. IYI < 912. 1x1 < q/2 and lo(X)I < S ( X ) for some S E R which
only depends on 6, q and ~ j Hence
.

which proves part B, since X I < r and IY / < r when z E B(z0, r ) . 0

The next lemma is crucial for the estimate of d(-h,, dV,,):


LEMMA10.2. Let hT > 0, and let (I()Vl) , be open twin value sets such that
0 @ d i q ) u d t v 1 , K/;,n (-1 - VL)= 0 and Condition C t 2 holds with this M. Further
<,
let j E {0,1) and E d t VJ n B ( 0 , M ) . Then there exist positive constants r , p and
A, depending only on (I()Vl) , and M , such that
(10.5) d(s-'(z), dVJ+l) 2 d(z, 8 4 ) - X d ( z , 8 ~ for )all z~E ( - l - T + , ) n ~ ( < ~r ),
for every a = -C2 E E3+1with c E F n B(<,,p).
PROOF.We have -1 -TI+, 2 m,.
(10.5) holds trivially if z E 8VJ = a W J , so
let z E W,O n (-1 (10.5) is also obvious if d(z,dV,) 2 1 / X for the (large)
constant X t o be chosen, so let

Let q. x and ~ l ( tbe ) the quantities for which Condition C t 2 holds for our h l > 0.
Without loss of generality we assume that q > 0 is chosen such that there exists
a d > 0 such that d(O,I', ,)> d for all <, E d t ~n
, B ( 0 , M); J = 0 , l . Let further
a = -cL E Ej+l with c E VJ n B(<, , p), where p > 0 is some (small) number t o be
chosen. We require that p < 912. Then the condition that r,, is a simple arc in
C i 2 ( a ) implies that d(c, dV,) = Ic - w, 1 for a w, E T, ,. That is, we may write
(10.7) c = w, iRez7l where y,
- = y(dV,, w,) and R := d(c,dV,) > 0.
For simplicity we also write

We also observe that if q > 0 and r > 0 are chosen small enough, then c # 0 and
<, + + < +
1 ~ 21 d/2. Now lz - W , 1 5 iz - I I<, - ci ic - w, I r 2p < q/2 when p and
r are chosen small enough. That is, z E H73" n B(w,, q/2), and since C t 2 ( a ) holds,
it is a consequence of Lemma 10.1 (with V := V, and zo := w,) that
(10.9) x := d(z, dV,) = Y + (-P, + v ) X 2 and thus Y = x + (PJ - v)X2,
where 0, := - ir;(dVJ, w,) and v E IR can be made arbitrarily close t o 0. inde-
<,
pendently of E ,
n B(0, ill) and w, E I', , by having z close enough t o w,;
that is, by choosing p and r small enough. Moreover. s p l ( z ) E s p l ( - 1 - F + l ) &
-1 - T m,+L
C and
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 247

where / z - wjI < + r 2p. When p > 0 and r > 0 are small enough, we thus have
1 s - l ( z ) + l + w , / < 912. B y using Lemma 10.1 with V := - 1 - W,", zo := -1-u!,,
and the representation z = -1 - q ( - t , w,) for a ( - 1 - W;) we therefore get

where a E IR is close to 0 if s-' ( z ) is close to - 1 - w, . Straightforward computation.


using (10.7) and (10.8), shows that

( w , - iRez?j)"
(s-l(z) + 1 + w , ) e p Z ? =~ +
w, ( X + i Y ) e " ~
+ w,) e - ' . ~

=X +i +
{ ~2 R + ( ( Y+ R)' - x 2 ) q 2- 2 X ( Y +R)ql}

where we have used the notation

e2Y~ ~ ' Y J
vi :=Re---, qz :=Im--- and T : = I X + i Y I + R I r + 3 p ,
W3 W~

and where IRe m ( T )I 5 M2T2 and IIm m ( T )I M3T"or <


some constants Mk > 0
independent of <3 and w, for k = 2 , 3 . Inserted into (10.10), using the expression
(10.9) for Y , this gives

<
where 10(?'))G F v o r some %? > 0 with := /XI zT^ + +
R 5 r 4p. From +
Condition C t 2 ( b ) we know that 2p, - 11.2 >
x > 0. Let r > 0 and p > 0 be
chosen so small that we also have Iul 5 x / 8 , la1 I x / 8 and 5 x / 4 when%?T^
248 LISA LORENTZEN

z E (-1 - F+l)f' B ( C 3 , r )and c E FnB ( & , p ) . Then (10.11) implies that

> x +2R - C(x

Hence, if we make sure that also 3pC


+ R)' where C := -ql
I '+ 1~11+ - - T2
8
< 2 and set X := l l p . then C 5 X and
+
2 R - C ( 2 x R R 2 )2 R ( 2 - C ( 2 p p ) ) + > 0 for all R < p and x < 1 / X , and the
result follows. 0

PROOF O F T H E O R E2.12. M We first observe that since -1 $! V OU V 1 ,and


thus in particular -1 6 d * & U d * V l . we also have 0 $! d * q / ;U, d * V l . Let K(a,, 11)
be a continued fraction from (El, E2) with all la,, I 5 M for some M > 0 , and let
M 1 := M / d ( - 1, 6U F).It follows from Proposition 2.2 that K ( a n / l ) also has
the bounded value sets (h,
A A A

V l ) given by V, := V,, n B ( 0 , M I ) . Since 0 E we GI,


+
know by Lemma 5.2 that h,, E 1 R,+l for all n. and thus Ih,l 1 M 1 for all < +
n . By Theorem 2.4 it follows that d i a m ~ , , ( C , ) + 0 if d(-h,, d*C,) ft 0. Since
A

S,, (V,,) C S , , 1 (V,,-I),this proves the result for this case.


Let d(-h,. d * c , ) + 0. It is a consequence of Lemma 8.1 and Remark R8.1.2
that
(10.12) d(-h,,, dTV,,) + 0 , ( 1 - h,, - h,-1) + 0 and (a,, +ht-,) + 0,

and thus d(-h,, d t V n ) + 0 and d(a,,, - ( d i R , - l ) 2 ) -t 0. Let X > 0 , 7- > 0 and p > 0
be some constants for which (10.5) holds. Let further c,, be the square root of -a,
closest to -h,-l, and no E N be so large that d(c,,, dtV,,-l) < min{p,p, 7-12} and
> >
Ic, +hn- 1 / < 7-12for all n no. Then c, E V,,-1 for n no with d(c,, dt V , ,1 ) < p.
Let <,-l E dtVn-l besuch that d ( c , , d t ~ , - ~ )= /c,-<,-11. Then Ih,-l+<,-lI <
r ; i.e., -h,-1 E (-1 - V,) n B(<,-,, r ) . It follows therefore from (10.5) with
z := -h,-l that

dl, > d,-l - ~ d : ~ - ,where dk := d ( - h k , d V k ) .


For sufficiently large no we have d,, < 1 / ( 2 X ) for all n > no, which shows that
1 1 1 X 1
(10.13) -5
dn+, dl, - Ad?,
I-+-
d, 1 - Ad,
5 -
d,,
+2X for n > no.
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 249

Repeated application of (10.13) shows that

and so C d, = C d(-h,, dV,) = m. Since C t 2 implies C*2, it follows therefore


from Lemma 8.3 that G,, := IQ,l/d(-h,, dVn) 4 0. Since diam S,,(Vn) 5 2G, by
Lemma 8.2B, the result follows. 0

PROOF OF COROLLARY 2.13. It follows from Theorem 3.1 that E, = -C:


where C, C (1+W,) n (-1 - W j ) for j = 1,2. Since -1 - WTj = V,-, in our case,
we thus have C j C: 7
for j = 1,2, and the result follows from Theorem 2.12. 0

PROOF OF COROLLARY 2.14. Since m E 8x1,0 E V/;,and -1 @ 6, and dVo


is a Jordan curve, the expression (2.14) for E, follows from Theorem 3.3. Hence
E," f 8 , and the result follows from Corollary 2.13.

11. Lange's strip convergence regions


The notion strzp regzon was introduced by Lange 1111 to describe a simply
connected, closed domain C in @ whose complement @ \ C consists of exactly
two disjoint components. A typical example is the strip region C, in Thron's
Uniform Parabola Theorem, as given in (1.15). This strip region C,, which lies on
and between two parallel1 lines, was actually the inspiration for some strip regions
suggested by Thron in 1944 [26]. (Thron's strip regions will not be considered in
this paper, because he had -1 E d V and 0 E dV.) Likewise, they inspired Lange's
strip regions [ll].We recall that P, := -C: is- the local convergence set of Thron's
Uniform Parabola Theorem. Moreover, C, = V, n (-Pa)\ { m ) . Hence, the two
components DL and D z of @ \ C, satisfy DL = @ \ V, and D: = V, \ C,. We
find the same pattern in Thron's and Lange's strip regions. In this section we shall
look closer at some properties of Lange's strip regions.
His first family of strip regions is his class of Worpitzky Strips; i.e., strip regions
C containing the Worpitzky Disk J z J< 112. The boundaries of these strips are made
up from rays and circular arcs. If we change Lange's notation to match ours. these
strip regions can be described as follows:
THEOREM11.1. (The Worpitzky Strips [ll,Thm. 3.1, p. 2241). Let 0 5 a <
7r/3 be a given constant, and let V ( a ) be the Jordan domain in @ with 0 E V ( a )
an,d boundary made up of the following rays and circular arcs:
L a ) : z=-l+em(;++t) fort20,
( a ) : z=-l+$ezat for O I t s l ,
(11.1)
r(I(a): z = --le-znt
2 for - 1 I t L 0 ,
Lo(&) : z=em(-;+it) fortso.
Then V ( a ) is a value set for contznued fractions K ( a n / l ) . and V ( a ) has corre-
sponding element set E := -C2, where C := V(a)n ( - V ( a ) ) \ { m ) . Moreover, the
complex conjugate of E is the element set correspondzng to the complex conjugate
of V ( a ) .
250 LISA LORENTZEN

1. L l(a)and ro(a)are parts of the two circles with radius and centers at -1
i.
and 0 respectively. They are connected at z = - The ray L, (a)is tangent to
the circle with center at j , and it takes off where the arc I?, ends, a t an angle
cw with the imaginary axis. Clearly dV(cw) = d * V ( a ) = d i V ( a ) is a Jordan
curve in e.
It has continuous curvature, except at the points where the parts
of dV(cu) are "glued together", where dV(cu) only has one-sided curvature. A
picture of the set C can be found in [ll].
2. For a = 0 the Worpitzky Strip coincides with the strip Co in Thron's Uniform
Parabola Theorem with a = 0. (See (1.15).)
3. We have 0 E V, -1 @ V ,oo E dV, V = @ \ (-1 - V ) and dV = -1 - dV for
V := V(cu). Hence Theorem 11.1 is consistent with Theorem 3.3.
Lange's second class of strip regions is his class of Trancendental Strips. Again
we have changed Lange's notation t o match ours.
THEOREM11.2. (The Trancendental Strips [ll,Thm. 4.1, p. 2291). Let
-12<
- d 5 4
be a given constant, and let Vd be the Jordan domain in @ with 0 E Vd
and boundary
1 2d
(11.2) dVd : z = zd(t) := -- -
2
-
7r
tan-'t + it for - x < t < ca.
Then Vd is a value set for continued fractions K ( a , / l ) with corresponding element
set E = -C2, where C := % n (-vd) \ {m).
REMARKS
R11.2.
1. Clearly, z E dVd with d # 0 iff z = -;+ +
z iy with y = - t a n ( ~ z l 2 d ) .It is
also clear that K d is the complex conjugate of Vd. For d = 0 the Trancendental
Strip coincides with the strip Co in Thron's Uniform Parabola Theorem. As a
consequence of Theorem 4.4 we find that Vd is the unique open value set for E
in Theorem 11.2.
2. In his paper [26] Thron defined conditional convergence regions E (or C ) for
continued fractions K(a, 11) to be regions such that every continued fraction
K ( a , / l ) from E has the property that K(a,,/l) converges if and only if

(We recognize (11.3) from the Stern-Stoltz Theorem as stated in (1.17).) By


appealing to the theory of normal families, he proved that a subset C, of his
strip region C , where certain parts of the boundary of CE stay a distance E > 0
away from d C , gives a conditional convergence region for continued fractions
K ( a , / l ) . Similar results were proved by Lange [ll]for his Worpitzky Strips
and his Trancendental Strips. Lange also pointed out that C6rdova's Conver-
gence Theorem applies to the Trancendental Strips.
We shall prove that Lange's strip regions are convergence sets locally for con-
tinued fractions K(a,,,/l). That is, we allow a, = -c:,, where c,, is on or close to
the boundary of the strip, a t the expence of having {a,,) bounded. Lange's two
fanlilies of strip regions require slightly different techniques, since the Worpitzky
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 251

Strips do not have continous curvature at the three points where the arcs are "glued
together". Moreover, C6rdova's conditions Y 2 and Y 3 do not hold either for this
value set. It seems reasonable to expect that Corollary 2.14 can be made valid for
cases where we only have one-sided curvature; that is, for cases where Condition
C t 2 is slightly weakened. Since V ( a )satisfies the weaker C6rdova Condition C * l ,
this would have made it possible to apply Corollary 2.14 to the Worpitzky Strips.
However, at the present point, we rather apply Corollary 2.9:

THEOREM <
11.3. Let cu E R with 0 a < 7r/3, and let V = V ( a )and E be as
i n Theorem 11 . I . T h e n the following holds.
A. E is a best convergence set locally i n the sense that E is a convergence set
locally, but E U { a ) is not a convergence set locally for any a @ E U {m).
B. V is the unique open value set for E , and V is the best limit set corresponding
t o E . Actually, every w E V \ ( 0 , m) is the value of a convergent continued
fraction K ( a , / l ) with a1 E dE1 and azlL = - ( 1 +
0 2 ,a2",+1 = -(2 for
n > 1 , where < E d V .
C. Parts A and B also hold i f we replace E and V by their complex conjugates.

PROOF. In view of Corollary 2.9 it suffices to prove that V = V ( a )satisfies the


conditions (ii)- ( i i i ) in this result, to conclude that E is a convergence set locally.
The case cu = 0 is covered by Thron's Uniform Parabola Theorem.
We shall first prove that the C6rdova Condition C*1 is satisfied for v)
= V1= V .
Evidently both d V ( a ) and d ( - 1 - V ( a ) )are starshaped with respect to the origin;
i.e., dV(cu) is starshaped with respect to both 0 and -1. Hence it follows from
Proposition 3.4 and Remark R3.1.4 that it suffices t o prove that

where Co(t) is some representation of d V ( a ) with negative orientation with respect


to V ( a ) . We choose to use (11.1) piecewise. Straightforward computation shows
that (11.4) holds on each part L,(cr), I',(cr); i = -1,O. This implies that (11.4)
holds for the total boundary.
( i i i ) ( a )holds trivially. To check ( i i i ) ( b )we just have to prove that the line
+ +
z = C < ( l < ) t ;t E R , is not a tangent to d V a t ( for any i E d V , since y ( d V , i )
varies continously with C. This is again a consequence of (11.4). Hence, E is a
convergence set locally by Corollary 2.9. The optimality in A and B follows from
Theorem 4.1, Theorem 4.3 and Theorem 4.4. Part C follows trivially. 0

It is easy to establish twin versions of Lange's Worpitzky Strips. We have for


instance:

THEOREM
11.4. Let a , r E R be given constants with 0 <
a < 7r/2 and 0 <
r < 1 such that
max{r, 1 - r ) < cosa, and let & ( a , I-)be the Jordan domain with
252 LISA LORENTZEN

0 E & ( a ,r ) and boundary given by


( -1 + eza[l r +i(t
- - I)] for t 2 1,
<
for 0 t 5 1,
for - 1 5 t < 0,

Further, let V l ( a r, ) := @ \ ( - 1 - V o ( a ,r ) ) . (That is, Vi(a,r ) = VO(Q,


1 - r).)
Then the following hold.
A . ( h ( a , r ) ,V l ( a , r ) ) are twin- value sets with corresponding element sets
( - C f , 4';) given by Cj := V 3 - 1 ( ~ , n r )( - V j _ l ( a , r ) ) \ { c o ) for j = 1 , 2 .
B. ( - C f , - C z ) are best twin convergence sets locally for continued fractions
K ( a , / l ) i n the sense that ( - C f , -c;) are twin convergence sets locally, but
(-Cf U { a ) , -C;) are not twin convergence sets locally for any a $! -C? U
{w>.
C. ( V o ( a , r ) ,V l ( a ,r ) ) are the unique open twin value sets for ( - C f , -C;)? and
their closures (Vo(a, r ) , V 1( a ,r ) ) are the best twin limit sets corresponding
to ( - C f , 4';). Actually. every w E V o ( a , r )\ ( 0 , ~ is) the value of a
convergent continued fraction K(-c:/1) with cl E d x , and c2, = -1 - C ,
c2,+l = C f o r n > 1, where C E d V o ( a , r ) .
D. Parts A , B and C hold i f we replace K/;,(a, r ) (and thus Vl( a .r ) ) by its complex
conjugate.
The proof is similar t,o the proof of Theorem 11.3, and based on trivial, but
lengthy computation which is not repeated here. The choice r := makes Vo(a, i)
= V l ( a ,$) which is equal t o V ( a )in Theorem 11.3. The possibitlity of varying
r , means that we may vary the radii of the two circular arcs L l ( a ) and ro(a)in
(11.1).
As pointed out in [ll],C6rdova's Convergence Theorem applies to Lange's
Trancendental Strips. We can also use Corollary 2.14. Either way, we get:
T H E O R E11.5.
M Let d 5 -;< $, and let V = Vd and E be as i n Theorem
11.2. Then the following holds.
A . E is a best convergence set locally i n the sense that E is a convergence set
locally, but E U { a ) is not a convergence set locally for any a @ E U { m ) .
B. V is the unique open value set for E , and V is the best limit set corresponding
to E . Actually, every w E I/ \ ( 0 , co) is the value of a convergent continued
fraction K ( a , / l ) with a l E d E , and an,, = - ( 1 + 0 2 ,a.27L+1= -C2 for
<
n 2 1 , where E d V .
C. 1/ is a uniform value set for every continued fraction K ( a , / l ) from E with
bounded element sequence.
PROOF.Let K ( a , / l ) be a continued fraction from E with a bounded element
sequence {a,}. We shall first prove that K ( a , / l ) converges. This follows from
Thron's Uniform Parabola Theorem if d = 0. Since V-d is the complex conjugate
of ri;,, it suffices to consider the case where d > 0. For that case. Lange [ll]has
proved that Vd is starshaped with respect to the origin. Since dVd = - 1 - dVd, it is
also starshaped with respect to -1. Lange also proved that 8Vd is logarithmically
CONVERGENCE CRITERIA FOR CONTINUED FRACTIONS 253

convex. Hence it follows from Proposition 3.4 that the C6rdova Condition Y2 is
sat,isfied. Y1 holds trivially. It remains to prove that Y3 is satisfied.
According to Remark R5.2.2 it suffices to prove that

where ?3 := y ( d V , C3). That is,

which holds if and only if

where zd is given by (11.2). Since 1 + zd(t) = -zd(-t), it suffices to prove the first
inequality in (11.7). We have

Straightforward computation shows that f (t) := tan-' t - t/(l + t 2 ) is increasing


>
for t E R.For t 0 this shows that

where F ( 0 ) = 0 and F(co) = $. Straightforward computation shows that F ( t )


has just one critical point. t = I/&. and that ~ ( 1 1 4 =) -0.1. Hence, Hd(t) >
2 - aT . 0 . 1 > 0 f o r t
1 >
0.
For t < 0 we have

Hence it follows from C6rdova's Convergence Theorem that E is a convergence set


locally. Also Part C follows from C6rdova's result. The optimalities in parts A and
B follow from Theorems 4.1, 4.3 and 4.5. 0

Lange's Trancendental Strips can also be extended to twin strips. The sim-
plest extension is possibly the following, where we have just introduced a second
parameter r:
254 LISA LORENTZEN

THEOREM <
11.6. Let d , r E R be given constants with Id1 min{r, 1 - r ) , and
let Vd.r be the Jordan domain with 0 E Vd,r and boundary given by
2d
(11.9) z = ~ d . ~ (:=
t )- r - -
ll
tan-' t + it; t E R.

T h e n the followzng hold.


A . (Vd r , Vd are-twzn value sets wzth correspondzng element sets ( - C f , - C i )
gzven by Cj := Vd,r, n (-Vd r,) \ {co) for J = 1,2, where rl := r and
7-1 := 1 - r .

B. ( - C t , - C i )are best twin convergence sets locally i n the sense that


(-C;, - C i ) are twin convergence sets locally, but (-Cf U { a } , -C;) are not
twin convergence sets locally for any a $2 -Cf U {co).
C. (Vd.r, V ~ . I - ~are
) the unique open twin value sets for (-Cf, -C:), and
(Vd.r, Vd,l-r) are the best twin limit sets corresponding to ( - C f , -C:). Ac-
tually, every w E pd.,\{O, co) is the value of a convergent continued fraction
~ ( - c ; / l ) with cl E aVd,,, and c2, = -1 - <, cn,+l = C for n >
1, where
C E 8Vd.r.
D. (Vd,r,Vd,l-r) are uniform twin value sets for everg continued fraction
K ( a , / l ) from (-Cf, -C;) with a bounded element sequence.
PROOF. It suffices to prove the theorem for the case where 0 < d min{r, 1 - <
r ) . Further, it suffices to prove that Irn(id,,Zd,,) < 0 and that Hd,,(t), defined in
the same manner as Hd(t) in (11.8), is positive for every fixed 0 < r < 1. This
follows from arguments similar to the ones in the proof of Theorem 11.5, since

References
A. Y. Cbrdova, A convergence theorem for continued fractions, Thesis. Bayerischen Julius -

Maximilians Universitat Wiirzburg. (1992).


-

J . D. De Pree and W . J . Thron, On sequences of Moebzus transformatzons, Math. Zeitschr.


80 (1962), 184-193.
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of Continued Fractions (eds.: W.B.Jones, W. J.Thron and H.Waadeland), Lecture Notes in
Math., Springer Verlag 932 (l982), 87- 98.
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(1986), 477-485.
L. Jacobsen, A theorem on szmple convergence regzons for contznued fractzons K ( a , , / l ) ,
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Springer Verlag 1199 (1986), 59 6 6 .
W. B. Jones and W. J . Thron, Twzn-convergence regions for corztinued fractions K ( a , , / l ) ,
Trans. Amer. Math. Soc. 150 (1970), 93-119.
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cyclopedia of Mathcmatics and Its Applications. No 11, Addison - Wesley (1980).
W . B. Jones, W . J. Thron and H. Waadeland, Truncation error bounds for contznued fractions
K(a,,/l) wzth parabolzc element regzons, SIAM J . Numer. Anal. 20 (1983), 1219-~1230.
L. J . Lange, On a family of twzn convergence regions for continued fractions, Illinois J . Math.
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Ananl. and Appl. 188 (1994), 985-998.
L. J . Lange, Strzp convergence regions f o r continued fractions, In: Continued Fractions and
Orthogonal Functions (eds.: S. Clement Cooper and W. 3. Thron), Lecture Notes in Pure
and Applied Mathematics, Marcel Dekker (1994), 211 231. -

I
CONVERGENCE CRITERIA F O R CONTINUED FRACTIONS 255

12. L. J . Lange and W . J. Thron. A two parameter family of best twzn convergence regions for
continued fractions, Math. Zeitschr. 73 (196O), 295-311.
13. W . Leighton and W . J. Thron, O n value regions of contznued fractzons, Bull. Amer. Math.
Soc. 48 (1942), 917 920.
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(1942), 763 -772.
15. L. Lorentzen, Compositions of contractions, J . Comput. Appl. Math. 32 (1990); 169 178.
16. L. Lorentzen, Bestness of the parabola theorem for contznued fractions, J . Coniput. Appl.
Math. 40 (1992), 297-304.
17. L. Lorentzen, Propertzes of lzmzt sets and com~ergenceof contznued fractions, J . hlath. Anal.
and Appl. 185(2) (1994), 229 255.
18. L. Lorentzen, Convergence of composztions of self-mappings, Ann. Univ. Marie Curie Sklo-
dowska (to appear)
19. L. Lorentzen, Convergence of limzt periodzc contznued fractzons K ( a , , / l ) of parabolzc type,
(in preparation).
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Math. Anal. and Appl., 179(2) (1993), 349 370. -

21. L. Lorentzen and H. Waadeland, Continued fractions with applicatzons, Studies in Compu-
tational Mathematics 3 (Elsevier Science, 1992).
22. J . F. Paydon and H. S. Wall, The contznued fraction as a sequence of h e a r fractzonal
transformations, Duke Math. J . 9 (1942), 360-372.
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formations, Michigan Math. J . 4 (1957), 129-135.
24. W . T . Scott and H. S.Wall, Value regions for contznued fractions, Proc. Amer. Math. Soc.
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J . 10 (1943), 677-685.
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11 (1944), 779-791.
+
27. W . J. Thron, Zwzllingskonvergenzgebtete fur Kettenbruche 1 K ( a , , / l ) , d w e n eines dze
<
Krezsscheibe iazrL-l 1 p2 ist, Math. Zeitschr. 70 (1959), 310-344.
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(1958), 173 182.
-

29. H. Waadeland, Boundary versions of Worpitzky's theorem and of parabola theorems, In:
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Springer-Verlag 1406 (1989), 135 142.

DIVISION
OF ~ I A T H E M A . T I ( . A I . S C I E N ~ ENOR\VE(;IAN
S, I ' N I V E R S I TOYF S < . I E N ( ' E AN11 .I'I<('H-
NOLO<:Y.N 7 4 9 1 TRONUHF:IM. NORWAY
E-mail address: lisaomath .ntnu.no
Contemporary M a t h e m a t i c s
Volume 236. 1999

Strong Stieltjes Moment Problems

Olav Njgstad

Dedzcated t o Professor L.J. Lunge o n the occasion of hzs 70th birthday.

ABSTRACT.For a given strong Hamburger moment problem the quasi-


orthogonal Laurent polynomials determine (for each z outside the real axis)
a system {A,(z)) of nested disks. T h e moment problem is determinate ex-
actly in the limit point case, i.e., when the intersection of the disks reduces t o
a single point. When the corresponding strong Stieltjes moment problem is
solvable, the pseudo-orthogonal Laurent polynomials determine another sys-
tem {D, (2)) of nested disks. In this paper we discuss properties of the system
{Dn(z)) and its relationship t o the system {A,(z)). In particular we study
applications to the question of determinacy or indeterminacy of the strong
Stieltjes moment problem.

1. Preliminaries
The Stieltjes transform F, of a finite measure y on ( - m , oo) is the function

The moments c, of a positive measure y are defined as

(1.2) c,, = 1
-z
t n c i p ( t ) , n = 0.*I, * 2 . . . .

if these integrals exist. The strong Hamburger moment problem ( S H M P ) for a


given sequence {c, : z = 0,i l ,1 2 , . . . } of real numbers is t o construct and study
measures y satisfying (1.2). The strong Stzeltjes m o m e n t problem (SSLIP) is to
construct and study measures with support in [0,m) which satisfy (1.2). A moment

1991 Mathematzcs Subject Classification. AMS Subject Classification: 30E05, 42C05, 44A60.
Key words: Strong moment problems, Orthogonal Laurent polynomials.

@ 1999 American Mathematical Socicty

257
258 OLAV NJASTAD

problem is determinate if there exists exactly one solution, indetermznate if there


exists more than one solution.
An important tool in the study of strong moment problems is the theory of
orthogonal Laurent polynomials. A Laurent polynomial is a finite linear combination
of monomials z'" n = 0, 5 1 , &2, . . . . We define
(1.3) A,., = Span{zP, . . . , zq)
<
where p and q are integers, p q. Thus the space A of all Laurent polynomials is
the union of all the spaces A,,,.
Let the sequence {c,,) be given. For simplicity of notation we shall assume the
sequence normalized such that co = 1. We define a linear functional M on A by

When the SHMP is solvable, this linear functional gives rise to an inner product
(,) on the space of real Laurent polynomials by the formula
(1.5) (ftd = MIS .9l.
Then for all solutions ,u of the SHMP we have

1f
3i

(1.6) (f,s) = (t)df)d,u(t).


3 C .

The focus of this paper is on the study of solutions of the SSMP. W e shall in
all that follows assume that the SSMP zs solvable. Many of the basic results in the
theory are, however, valid as long as the SHMP is solvable.
For the basic theory of orthogonal Laurent polynomials and strong moment
problems we refer to [5]-[6]. [lo], [12], [14]-[18], [23]-[29]. For the analogous theory
of orthogonal polynomials and classical moment problems, we refer to e.g. [I]-(41,
[7]-[9], [13], [19]-[22], [30]-[35], [37].

2. Orthogonal Laurent polynomials


In this section we sketch some fundamental properties of orthogonal Laurent
polynomials and solutions of the SSMP. For details, see the references above.
By orthonornlalization of the sequence
(2.1) (1, z l , Z, 2 - 2 , 22,. . ' , Z-7n,z7n,.
..)
with respect to the inner product (1.5) we obtain a sequence {cp, : n = 0 , 1 , 2 , . . . )
of orthonormal Laurent polynomials. They satisfy

and may be written in the form


STRONG STIELTJES MOMENT PROBLEMS

(with (PO = uo = 1).


The coefficients v, are called leadzng coeficzents and the coefficients u,, trazlzng
coeficzents. They satisfy the inequalities
(2.6) 212111 > 0 , u2177+1 > 0
(2.7) ~ 2 , n >0 u27n+l < 0.
(See e.g. [24, p. 3231).
The associated orthogonal Laurent polynomials $,, are defined by

(the functional operating on its argument as a function of t ) . We note that


(2.9) $0 -- 0, $2nj E A-m rn-1, $ L ~ + EI A - ( m + l ) , n l - ~
The sequences of functions {cp,), {y,,)satisfy the following three-term recur-
rence relation:

(See e.g. [16. p. 3651, and [5, p. 191, [6, p. 371 where different. but equivalent
formulations of the recurrence relation are given in the more general setting of a
regular SHILIP. Cf. also [24, p. 3221. (In [24, p. 3221 initial conditions are given
for the general situation. These conditions reduce to (2.12) when co = 1. which we
have assumed in this paper.) The coefficients f,,,g,,, h,, are given in terms of the
leading and trailing coefficients by
260 OLAV NJASTAD

(cf. e.g. [24, p. 3221).


It follows from (2.6)-(2.7) that

The zeros <;I, k = 1,.. . n , of p, are simple and positive. A discrete measure
p ( n ) with positive masses xP)at the points <PI,
k = 1,.. . , n , is defined through
a Gaussian quadrature formula. These measures satisfy

M [ L ]=
S
0
( t ) L E A-2m.2rrL-1
~ ( t ) d p ( ~ ~ )for

(2.20) MIL] = / for) ( tL) E A-(2,,+l).zni.


~(t)dp(~~+~
0
See e.g. [15, p. 5411.
The sequences {p(LnL)) and {p(""'tl)} converge to measures p(") and p(") which
are solutions of the SShIP. These solutions p(") and p ( X ) are called natural solutzons
of the SShIP. The SSMP is determinate if and only if p(') and p ( X ) coincide, i.e.,
if and only if the whole sequence {p(7L)} converges. See [6, p. 49 501, [18. p. 5161,
-

[24, p. 3381.

s}
The approxzmants of the continued fraction defined by the recurrence formulas
(2.10)-(2.12) are the quotients y,/p,,. The sequences { - and { - ,,.+I(.,
converge in the complex plane outside the non-negative real axis to the Stieltje
}
transforms F,ci,, (z) and FA,(,, ( 2 ) (which coincide if and only if the SSMP is deter-
minate). See [18, p. 5151, [24, p. 3381.

3. Quasi-natural and pseudo-natural solutions


For more information on the topics treated in this section we refer especially
to [23]-[27], [29].
The quasi-orthogonal Laurent polynomials 9,(z, T ) of order n are defined by

Here T is a parameter, r E R = R U {M). (For r = X , p,,(z, T ) means


-(+I)" p,,- 1( z ) . Similar conventions are used throughout. Also p,, ( 2 , - W ) =
p,(z, m ) , etc.) The assoczated quasz-orthogonal Laurent polynomzals &(z, T ) of
order n are defined by
STRONG STIELTJES MOMENT PROBLEMS

T
(3.4) 7J~21,,+,
( 2 , ~=) V h + L( 2 ) - ;v2rn ( 2 ) .
The quas~-approzzmantsof the continued fraction determined by forinulas (2.10)-
(2.12) are the quotients

The zeros <r)(~). k = 1 , .. . , n,of p,,(z, T ) are real and simple. and at least
(
n - 1 of them are positive. See [24. p. 3261. A discrete measure p;) with positive
) the points < l 1 ' ) ( r )k, = 1 , .. . , n , is defined through a certain
masses x ~ ' ) ( Tat
quadrature formnula. Thcse measures satisfy

(3.7) n r [ q= 1
-X
x

forl )L ( tt A
~(t)d~y~~~+ ) -,.,,,,,,.
See [ I s , p. 548-5491. [24, p. 3271.
The quasi-approximant R , , ( z , T )is the negative of the Stieltjes transform of the
measure p:').
For each z in the open upper half-plane UJ, the AIoebius transformation

maps the extented real line @ onto a circle in U. We use the notation A , , ( z ) for
the open disk bourldecl by this circle, d A , , ( z ) for the circle itself, and a,,
( z ) for the
closed disk A,, ( 2 ) U 3A,,( z ) . Thc points in ~ A , , ( are
z ) exactly the values at z of
(
the Stieltjes transforms of the measures p:').
The sequence {A,, ( z ) ) is nested, i.e., A,,+l( z ) C A,, ( z ) . \Ye define

n &,(.I.
X

(3.9) a x ( z =,
72=1

Then a,( 2 ) consists of a single point for each z (the l z m ~pomt


f case) or of a proper
closed disk for each z (the lzmzt czrcle case). The points in a , ( z ) arr exactly the
values at z of the Stieltjes transforms of all solutioris of the SHMP, i.e.,
(3.10) a,(z) = {ZL, = F , , ( z ) : p is a solution of the S H M P } .
See [24, p. 3271. [29. p. 181.
The points on the boundary d A , ( z ) are exactly the values a t z of all Stieltjes
transforms of solutions p obtained as limits of subsequences of sequences { p g ; ) ) .
Such solutions are called quasz-natural solutzons. Thus
(3.11) a A , ( z ) = {w = E;,(s) : p is a quasi-nat,ural solution of the S H M P )
262 OLAV NJASTAD

no] when n = 2 m
All the zeros of , , ( z , r ) are positive if and only if r E [h27rr,
and if and only if r E [-no, hLr,,+l]when n = 2 m +
1. See [24, p. 3261. The
(
corresponding measures ,LL$) satisfy

-1
x

(3.12) Al[L] L ( t ) d p p n ' j ( t ) for L E A-2in2,r12


0

(3.13) AqL] = 1
0
~ ( t ) d p ~ " +( tl )) for 1, E A - 2 n i . ~ ~ ~ -

The values at z of the Stieltjes transforms of these measures cover a subarc R,,(z)
of a h , , ( z ) . These arcs tend to a limiting subarc R,(z) (which may reduce to a
single point) of a A x ( z ) as n tends to infinity. This arc consists of the values at z
of the Stieltjes transforms F, of quasi-natural solutions p of the SSMP. (That is:
quasi-natural solutions of the SHMP which are also solutions of the SSMP.) Thus
(3.14) R,(z) = {w = E;,(z) : /I is a quasi-natural solution of the SSMP).
See [24, p. 3301.
The end points of R , ( z ) are the values F,(o, ( z ) and Fp(,, ( 2 ) .
The pseudo-orthogonal L a u r m t polynomzals an( z ,r ) of order n are defined by

and the associated pseudo-orth,ogonml Laurent polynomials Q,,(z, r ) are defined by

The pseudo-approximants of the continued fraction determined by the formulas


(2.10)-(2.12) are the quotients

The zeros <il')(r) of a,,


( z , r ) are real and simple, and at least n - 1 of them
are positive. See [24, p. 3311. A discrete ( n o t necessarzly posztzve) measure v?)
with masses K:') ( 7 )at the points <in)
( T ) , k = 1, . . . , n , is defined through a certain
quadrature f o r m u l ~ .These measures satisfy

(3.18) h l [ L ]=
i
-x
~ ( t ) d v ? " ) ( t ) for L E A - ( L m - ~~) ~ n - 1

(3.19) M [ L ]= J ~ ( t ) d v ; ~ " ' + ' ) (fort ) L E A-(2,,-lj,2n.+~


x
STRONG STIELTJES MOMENT PROBLEMS 263

See [24, p. 3311.


The pseudo-approximant S, ( z ,r j is the negative of the Stieltjes transform of the
measure u p ) .
For each z in U,the Moebius transformation

maps onto a circle dD,(z) in U.We denote by D n ( z ) the open disk bounded by
this circle and by D,, ( z ) the closed disk D, ( z )u d D , ( 2 ) . The points in dD,, ( 2 ) are
exactly the values at z of the Stieltjes transforms of the measures up).
All the zeros of a,, ( z ,T ) are positive if and only if T E [-co,gznL]when n = 2 m
+
and if and only if r E [g2,,,+l,m] when n = 2 m 1. See [24, p. 3301. In these
cases, and only zn these all the weights K ~ ) ( T ) k, = 1 , . . . , n, are positive. The
corresponding positive measures u p ' satisfy

(3.21) M [ L ]=
7
0
~ ( t ) d v y " ~ for
( t )L E A - ( 2 m - ~ ) . 2 m - i

(3.22) M [ L ]=
i
o
) L E A-(2m-1).2,n+l.
~ ( t ) d u ! 2 " + ' ) ( t for

The values at z of the Stieltjes transforms of these positive measures cover a subarc
r , ( z ) of dD,,(z). Furthermore, the arc r , ( z ) consists of exactly that part of d D n ( z )
which is contained in An-l ( 2 ) . Similarly the arc R,(z) consists of exactly that part
of d A , ( z ) which is contained in D,-I ( 2 ) . I.e.,

The sequence {D,, ( 2 ) ) is nested. We define

This set is a single point or a proper closed disk. It can be shown that an invariance
result holds also for these sets: Either D,(z) is a single point for every z E UJ or
D , ( z ) is a proper disk for every z E UJ. See [28].The arcs r , ( z ) tend t o a limiting
subarc ,?I ( z ) (which may reduce t o a single point) of d D , ( z ) as n tends to infinity.
The points of r,(z) are exactly the values at z of the Stieltjes transforms of all
solutions p of the SSMP obtained as limits of subsequences of sequences {u!:)).
See [24, p. 3401. Such solutions are called pseudo-natural solutzons. Thus:

(3.26) r , ( z ) = {w = F,(z) : I*, is a pseudo-natural solution of the SSMP).


264 OLAV NJASTAD

(Recall that we rlo not obtain solutiorls of the SHhlP from sequences {v!::)} where
T, does not eventually belong to the T-intervals [-m, g ~ ~and , ] [gLrn+l,
m ] . ) The
end points of r, (z) are the values F,,l~i( 2 ) and I.;,(, i (z). \Ire also have

W e agazn stress the fact that pseudo-natural solutzons sn the sense here dzs-
cussed only exsst when the SSMP zs solvable. and these solutions are automatically
solutions of the SShIP (not only of the SHhIP).
A simple convexity argument shows that every point in the lens-shaped region
a, (z) n D, (z) is the value of the Stieltjes transform at z of a solution of the
SSMP. It can be shown that all such values exactly cover thzs regzon, see [28].

4. Formulas of Christoffel-Darboux type


The determinant fornlula for the continued fraction (2.10)-(2.12) has the fol-
lowing form (see e.g.[26, p. 2301. [29, p. 111):

By multiplication and subtraction in the relations (2.10)-(2.12) with argument z


and with argument ( we obtain the Christoffel-Darboux formula and associated
forrnulas for orthogonal Laurent polynomials (see e.g. [26, p. 2311, [29, p. 111).
These formulas play a role in the theory of orthogonal Laurent polynomials and
strong rnornent problems completely analogous to the role played by the classical
Christoffel-Darboux formulas in the theory of orthogonal polynomials arid classical
moment problems. In particular they are closely connected with the disk systems
{A,, ( 2 ) ) as will be recalled in the next section.
iL7eshall in this section develop another system of formulas of the same general
typc. iVe shall discuss in the next section how these formulas are connected with
the disk systcms {D,, ( 2 ) ) .
Ebr brevity we sliall use thc following notation:

Taking into account (2.13)-(2.15)we may also write

It follows from (2.16)-(2.18)that all a t 1 )are positive.


STRONG STIELTJES MOMENT PROBLEMS
I
! THEOREM 4.1 Let z and < be complex numbers dzfferent from zero. T h e n the
followzng formulas hold for m = 1,2,. . . :

m-l
OLAV NJASTAD

PROOF: By multiplication and subtraction in the formulas (2.10)-(2.11) for the


functions cp, and the arguments z and C we get

and

It follows from (4.11)-(4.12) that

Repeating this process and taking into account the initial conditions (2.12) we get
(4.5).
In a similar way we get (4.6). By using analogous arguments involving functions
$, as well as cp, and taking into account that (see (2.12))

we obtain (4.7)-(4.8). Finally by using arguments involving only the functions '$',
we obtain (4.9)-(4.10). 0

The following result which is a consequence of Theorem 4.1 will be used in


Section 5.
STRONG STIELTJES MOMENT PROBLEMS 267

THEOREM 4.2. Let a,b,c,d be arbitrary complex numbers and let z , be complex <
numbers different from zero. T h e n the following formulas hold for m = 1 , 2 , .. . :
[a$2rn(z) + b(P2m(z)][~$2m-l
( C ) + d ( ~ 2 m - (<)I
- [ a d ~ 2 r n l ( z+
I
) b ~ 2 r n -l ( z ) I [ ~ $ 2 r n( C ) + d ~ 2 (<)I
m 1

PROOF:By multiplying out on both sides of (4.15) and (4.16) and substi-
tuting from (4.5)-(4.6), (4.9)-(4.10) and (4.7)-(4.8) (the last also with z and <
interchanged), the result follows. 0

5. Disks determined by pseudo-approximants


We recall that the disk systems {A, ( 2 ) ) are associated with the
quasi-approximants, while the disk systems {D,, ( z ) ) are associated with the
pseudo-approximants.
From standard properties of Moebius transformations it follows that the radius
p,, ( z ) of An ( z ) is given by

The disk a,&) can be described by an inequality in the following way:


n-1
w-w
W E &(z) @ l @ k ( z )+ w 9 k ( z ) 1 2 5 -.z - z
k=O
268 OLAV NJASTAD

Bu using formulas (4.1)-(4.2)and Christoffel-Darboux type formulas (see [26, p.


2311, 129. p. 111) we find that
71 - 1

It follows that the limit point situation for the system { A , ( z ) ) occurs if and only
if the series CT=o lpk( 2 )l 2 diverges. For discussions of these properties of the disk
system { & , ( z ) ) we refer t o [16. p. 3731, [26, p. 3321, [29, p. 151.
Our aim in this section is to study the disk system { D , , ( z ) )in some detail.
Again by standard properties of Moebius transformations we find that the
center s , , ( z )of D , , ( z ) is given by

while the radius r n ( z )of D , , ( z ) is given by

THEOREM 5.1 The disk D r , ( z )can be described i n the following way:

n1- 1
U2k+l U 2 k + 2
U: E D2ni+l(z) 6 If? C -
uZk+l u2k+2
1 + 2 k + l ( ~ )+i~i02k+l(zV
k=O
(5.8) rn

)@2k(~) + ~ p 2 k ( ~5 )ulz
-. / ~
-

z-z
WZ

k=O

PROOF:By solving the equation ui = -S,, ( z ,T ) with respect to T we get

The point U: belongs to dD,, ( z ) if and only if 7 belongs to k. i.e., if and only if the
imaginary part of the expression [ p , ( z ) d + v", +
( z ) ] [p,,- I ( z ) ~& - I ( z ) ] is Zero.
This means
STRONG STIELTJES MOMENT PROBLEMS 269

By substituting from forrrlula (4.15)with n = 2m. a = c = 1, b = J , d = J. <=2


we find that

and similarly with n = 2m + 1.

we find that dDz,,, (z)is given by the equation


Taking into account (4.3)-(4.4)

and that 8D2,,,+l (z)is given by the equation

(Recall that the coefficlcnts in the orthogonal Laurcnt pol! nornials are real.)
Since D,, (2) is contained in UJ and hence J = 0 does not hdong to Dl, (2). we
conclude that DLllr (z)and (z)arc given by the inequalities (5.7)-(5.8).0

IVe recall that all the coefficients in (5.7)-(5.8)


are positive. Hence we may
conclude also from thcse inequalities that the system {D,,(2)) is nested. LfTe shall
now give an expression for the radius r,, ( z ) .
5 . 2 . T h e rt~dzusr,, (z)of Dl,(2) zs gzven by
THEOREM
270 OLAV NJASTAD

PROOF:From (4.1)-(4.2) we find that the numerator (inside the absolute value
'LLn 1
sign) in (5.6) equals ---- . - . The denominator is given by (4.5)-(4.6)with = 2.
un-1 z
<
Substituting these expressions in formula (5.6) for r,,(z) we obtain (5.15)-(5.16).

THEOREM
5.3. T h e limiting disk D,(z) reduces t o a single point zf a n d only
if t h e series

diverges.

PROOF: The limit point case occurs if and only if lim r , = 0. Hence the
n+x
result follows from Theorem 5.2. 0

6. Strong Stieltjes moment problems


We recall that the SHMP is determinate exactly when A, (z) reduces to a single
point, and that this is the case if and only if the series xz==o
/p,,(z)I2 diverges (for
one or for all z in U). Our aim in this section is to discuss determinacy of the
SSMP.
We note that this problem is determinate if and only if (z)n a,
(z) reduces n,
to a single point for all z E U. The following result shows that this can happen
only if a t least one of the disks A,(z) and D,(z) reduces t o a single point.
This result has some analogy with a determinacy result for the classical case,
where certain lens-shaped regions occur in the arguments. These lens-shaped re-
gions are obtained by an approach different from that used here. For these results,
in a more general setting, we refer to [ll],[36]. In [28]we show that the disks ~ , ( z )
used here can be obtained in a way analogous to that of the classical situation.

THEOREM 6.1. A s s u m e that t h e SHMP i s i n d e t e r m i n a t e . T h e n t h e SSMP is


d e t e r m i n a t e if a n d o n l y if D,(z) reduces t o a single point for all z E U.

PROOF: First assume that the SSMP is indeterminate. It follows from (3.28)
and the fact that the arc R,(z) does not reduce to a single point that ~ , ( z )does
not reduce to a single point.
STRONG STIELTJES MOMENT PROBLEMS 271

Next assume that the SSMP is determinate. We find that in general

Here the absolute value of the first term t o the left is l / r , , ( 2 ) . while for even n the
absolute value of the second term to the left is l / p , , ( z ) . (A similar formula with
odd n may also be used.) Since we have assumed that the SHhlP is indeterminate.
it follows that l / p n ( z ) is bounded for each z in UJ. Since we have also assumed
that the SSMP is determinate, it follows that the sequence {Y '1 (2)
--)converges for
%I (')
every z E UJ (see [18, p. 5151, [24, p. 3381). and consequently the right-hand side of
(6.1) is unbounded for every z E U.We conclude that l l r , , ( z ) is unbounded, which
implies that lim r,, ( 2 ) = 0. This means that D,(z) reduces to a single point.
1L"X
which completes the proof.
COROLLARY 6.2 Assume that the SHMP is indeterminate. T h e n the SSMP is
determinate if and onlg if

for all z in U.
PROOF: This follows immediately from Theorem 5.3 and Theorem 6.1. O
COROLLARY 6.3 Assume that the SHMP is indeterminate and the SSMP de-
terminate. T h e n the sequence {-) i s unbounded.
Vll

1L71
PROOF: This follows immediately from Corollary 6.2 and the fact that the
X
SHMP is indeterminate if and only if C
Jp,,( z ) l L< cm. 0
n=1
For the sake of completeness we shall also state a general necessary arid sufficient
condition for the SSMP to be determinate.
We define polynomials P, , Q , by
zV'$ct.)nt(z)
Anl(z)=
Lnr 277-2 ' ' ' $2 7 '
272 OLAV NJASTAD

By substitution in the recurrence formulas (2.10)-(2.12) we find that {P,) and


{Q,,) satisfy the recurrence relation

where

The -polvnomials P,, znd Q,, are thus canonical numerators and denominators
of a positive T-fraction (see [5]-[6]. [17]-[18]). Since "-- - '"(')
- - , and since the
Qn(z) ~n(z)
@ (2) converges outside the non-negative real
SShZP is determinate if and only if {"--)
~n (2)
axis. it follows that the SShlP is determinate if and only if the positive T-fraction
x X

converges. This is the case if and only if at least one of the series C d,,
n=l
, C en
72=1
diverges. (See 117. p. 1461, [18, p. 5151). Consequently, by substituting from (2.13)-
(2.15) in (6.8)-(6.9), we obtain a characterization of determinacy:
THEOREM 6.4. The SSMP is determinate if and only if at least one of the
following series dzverges:

COROLLARY 6 . 5 The following two statements are equivalent:


(A) A t least one of the series (6.10) - (6.13) dzverges.
X
( B ) A t least one of the two serzes (5.19) and C lp,,(z)/2 dzverges for all
17 =I)
z € UJ
STRONG STIELTJES MOMENT PROBLEMS 273

PROOF:This follows from Corollary 6.2, Theorem 6.4 and the fact that the
s
SHMP is determinate if and only if C lvn(z)12 = m. 0
n= 1

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DEP~\RTSIENTO F . \ I A ' I ' H E ~ I ~ \ T I c ~ \ IS, C I E N C E S , ~ O R \ Z ' E G I A NI;XI\'EI<SII.Y
OF S C I E N C E .\XI) ~'I.:('H-
K-7031 T R O X U H E I ~ I KOH\VAY
NOLOGY, ,
E-mad address: n j astadQmath.ntnu. no
Contemporary Mathematics
Vnlump 236. 1999

Weak asymptotics of orthogonal polynomials on the support


of the measure of orthogonality and considerations on
functions of the second kind

Franz Peherstorfer. Robert, Steinbauer

ABSTRACT.In a previous paper 1141 the authors studied perturbations of the


reflection coefficients of orthogonal polynomials on the unit circle and derived
strong ratio asymptotics on the closed unit disk but outside the support of the
measure of orthogonality. Here we study the effects of such perturbations on
the support of the orthogonality measure. We will derive weak asymptotics
and show that this kind of convergence cannot be improved in general. These
results are used t o obtain strong comparative asymptotics of the related func-
tions of the second kind. On the one hand, the functions of the second kind
are very useful in the explicit description of (ratio) asymptotics of orthogorial
polynomials and on the other hand they are a main tool for the function-
theoretical approach t o the study of orthogonal polynomials on the unit circle,
since they are very closely related t o Carathbodory- and Schur functions.

1. Introduction
Let M be the set of all nonnegative finite Bore1 measures a on [O, 271.). normal-
ized by

It is well known that there exists a uniquely determined sequence of morlic orthog-
onal polynomials {P,,(z,a ) = zrL . . . + )rz0 on the unit circle with respect to a.
that means

where the value d, ( a ) is given by

1991 Mathematics Subject Classzfication. 42C05.


Key words and phrases. Orthogonal polynomials on the unit circle; furictions of the second
kind, weak convergence, ratio asymptotics.
This work was supported by the Austrian Forids zur Forderung der wissenschaftlichen
Forschung, project-number P12985-TEC.
278 FRANZ PEHERSTORFER AND ROBERT STEINBAUER

Often it is more natural to deal with orthonormal polynomials a,, (z, a ) instead of
the monic ortliogonal polynornials. which satisfy

kkom (1.1) we irnmediately get that

hlonic orthogonal polyriornials P,,( z , a ) on the unit circle can be completely


described by a sequence of complex numbers, the so called reflection coefficients.
That is. the Pl,'s satisfy a recurrence relation of the form

where, P:(z, u ) := ~ ~ ~ P , , (al)/ denotes


z, the reversed polynomial. It is easy to see
that

i.e., the reflection coefficients are the evaluation of the monic orthogonal polynomi-
als at the point z = 0.Furthermore. they satisfy
(1.5) la,,(a)l < 1 for a1ln.E NO.
In this papcr we study two sequences of ortlionormal polynon~ials{@,,(z,a,)))
and {(a,, (z, a ) ) . where we suppose that the second sequence results from the first
one by a compact perturbation of the reflection coefficients, i.e., we assume that

If this convergence is sufficiently fast. say


7:

It =O

then we derived comparative asyrnptotics of the form lim,,,, (z, a)/@,*,


(z, ao)
in tht, interior of the unit circle as well as on the unit circle outside the support
of the measures of orthogonality [14]. In Section 2 we study the question what's
happening on thc support of orthogonality. We will prove weak convergence of
the orthogonal poly~loniialson the support and we shall show that in general this
type of convergence cannot be improved. In Section 3 we deal with asyrnptotics of
functions of the sccond kind, where these functions correspond with the measure
of orthogonality in a unique way and are closely related to Carathkodory- and
Schur functions, which, in their turn. are the main tool for a functional theoretical
approach to orthogonal polynomials.

2. Weak asymptotics on the support of the orthogonality measure


In this section let {a,, ( 2 ,ao));l",O be a given sequence of orthonormal poly-
nomials. We are interested in the question how these polynomials are related to
a ncw sequerlce of orthonorn~alpolynomials {@,,(z,a))$=,, on the support of the
measure of orthogonality. whcre the new polynomials arise from the original ones
by a compact perturbation of the reflection coefficients. that is
ORTHOGONAL POLYNOMIALS AND FUNCTIONS O F T H E SECOND KIND 279

In [14] the authors studied ratio asymptotics of the perturbed and unperturbed
orthogonal polynomials outside the supports of the orthogonality measures.
To state and prove our results, let us consider some basic facts which hold true
for all orthogonal polynomials on the unit circle: Let p E M be a given measure.
From (1.3) and the relation

see e.g. [2, Theorem 1.81,


one can derive that

for all n E N,compare [7,formula (6)]. Let us consider the infinite matrix (compare
again [7, p.4011)

Then we can express relation (2.2) in the compact form

and as a consequence

) a11 k E N
z k u ( z , , u ) = U ~ ( ~ ) U ( Z , ~ for
Notice that Uk((CLis a triangle matrix with ( k + 1) superdiagonals. Let us denote
U k ( P I = (&(cL)):~=,,, then

and yet

With the help of this structure we can derive:


280 FRANZ PEHERSTORFER AND ROBERT STEINBAUER

THEOREM 1. Let a0 and a be orthogona,lztymeasures from M related by (2.1).


Then for all j E Z the following limit relation holds:

where 5 denotes the weak* limit on [0,27r), that is

for all bounded measurable and Riemann-integrable functions g


Proof. Let us first show that

(2.6) lirn
n--'x
(lT ezkpQrz(eZ*',
a)@,,+,(ez*',a ) d a ( p )

holds for all k , g E Z.We start with the case that k E No. By (2.3) we have to
show that
k
lim
I1'X (ufi,,+, (a)- U , n + (00))
~ = 0
for all fixed J E Z. It is not difficult t o see that by the triangle structure of
the matrix U the elements on the diagonals {u: ,,+,( p ) ) ~ x 7 , p, I ,E {go, a ) , are all
generated by the same law in terms of a finite number (depending on j and k) of
reflection coefficients, i.e.. u?,,+,) (71+1)+J(p)
results from uk ,+,(p) by a 1-shift of
the indices of the reflection coefficients. Now recall that a,,(p) = P,,+, (0, p ) and

Then (2.6) follows from (2.1). For negative k one only has to take complex conju-
gation in (2.6).
Hence, we have shown the desired limit relation (2.4) resp. (2.5) for all functions
g of the form g ( p ) = e " ~ ,where k is an integer. By linearity and continuity (recall
also the Banach-Steinhaus Theorem) relation (2.5) is also true for an arbitrary
continuous 2~-periodicfunction. Applying one side approximation arguments (see
e.g. [20, Theorem 1.5.4]), the assertion follows. 0
Let us note that the limit relation (2.4) (resp. (2.5)) holds true if one replaces
) any subinterval [ d l ,&], because one can choose the function g to vanish
[O, 2 ~ by
identically outside the interval [dl,d2].
Especially, if we put j = 0 in Theorem 1, then we get

If the reflection coefficients P,(O, a ) and P,, (0, ao)tend to zero, w e n more is known:
Let us first consider the Szego-class, that is the class of all finite and nonnegative
ORTHOGONAL POLYNOMIALS AND FUNCTIONS O F T H E SECOND KIND 281

Borel-measures p on [ O , ~ Twhich
) satisfy

or equivalently
.x

One of the main results of Szego's theory is the limit relation (see [20, Chap. X
and XI, pp. 274-2951 and [2, Chap.V, pp.187-2721)

where the so-called Szego-function D ( z , p ) is given by

and where t'he boundary values satisfy

for almost every p E [O,27r).


Hence, if we assume both a0 and a from the Szego-class, one obtains from (2.8)

lim lI@,(eZp,a ) D ( e 2 @a,) - Qn(eZp,ao)D(ez+,00)llL > ( [ o2 ~ )=


) 0,
n-3i

that is convergence in L2([0,2~))-sense.


In the case that only p1 > 0 almost everywhere in [0,27r), then
lim Pn(0, p) =0
n-x

and M&tk,Nevai, and Totik [ 8 , Theorem 2.11 have shown that

Again, if both a:, > 0 and a' > 0 almost everywhere in [0, 27r) then

If the reflection coefficients Pn(O,00)do not tend to zero, then in contrast to the
case just discussed, the limit relation (2.7), and hence the results of Theorem 1. can-
not be improved in general, neither by replacing the weak-* limit by LI-convergence
nor by pointwise convergence almost everywhere. We will demonstrate this fact by
the following
Counterexample. Consider the two sequences of reflection coefficients

where, for simplicity, a E ( - 1 , l ) \ (0). It is known. see e.g. [3, 7, 151. t,hat go
and a are absolutely continuous on [a,27r - a], with cos a / 2 := -./, The
282 FRANZ PEHERSTORFER AND ROBERT STEINBAUER

Radon-Nykodym derivatives ah and a/ are given explicitly by

for cp E [a,27r -

and
a[)(cp) = al(cp) = 0 for cp E [O,27r) \ [a, 27r - a ] .
For the representation of f we have used [15, formula (2.21) and Theorem 4.31.
The value a can be chosen such that a0 is an absolutely continuous measure and
that a has at most two mass-points at * P , where /3 E (0, a); a possible choice for
instance is a = 0.6.
We will show that

(2.11) (1@71(ezp,ai12f( 9 ) - ao)12fo(cp))


71 -%
X

pointwise almost everywhere on [a,27r


O

- a].
Let us remark that it makes sense to consider convergence only on [a, 27r - a] and
not on [O,27r) because supp(ao) \ [a,27r - a] = 0 and @, (e*@, a ) --- 0 as n + CQ.
It sufficies only to show (2.9) because then, as a consequence,

from which (2.10) follows. For this last implication we made use of the fact that
the a, (e", ao)'s and a,, (ezp,0)'s are uniformly bounded away both from zero and
from infinity on [a + c,27r - a - €1, for all 6 > 0, which can be seen from [16,
Corollary 2.2 resp. Lemma 3.11.
Moreover, the left hand side in (2.11) cannot converge to zero almost every-
where, because otherwise, by the equi-integrable property of the orthonormal poly-
nomials and by standard results from measure theory, this would imply that also
the L1-limit in (2.10) would be zero.
Let us now prove (2.9): It can be derived from [17, Corollary 11 that

for every measurable and Riemann integrable function g. Further, recall the fact
that for every measure ,LL E M by [ 2 , Theorem 2.21

Since IQ7,(eV. o)I2 is a trigonometric polynomial of degree n we have


ORTHOGONAL POLYNOMIALS AND FUNCTIONS OF THE SECOND KIND 283

Now, if the left hand side in (2.9) would converge t o 1 in the weak-* sense then

for every measurable and Riemann integrable function g. Take


fo(p) s i n $ - n . s i n %
g ( p ) := -- - - , cpE[%2~---1,
f (9) sin 5
then

and by (2.14)

.-
For the first integral at the right hand side we can write

sin 5 by (2.13)

27;-o sin 5 - a . sin * dp.


S,
If we divide the identity

(see [12, Corollary 3.11) by P,+, (z, a(]) and if we use the limit relations, given in
[16. Theorem 2.11. we arrive at

uniformly compact on C \ { e L p: y E [a,2~ - a ] } ,where


284 FRANZ PEHERSTORFER AND ROBERT STEINBAUER

Hence: we get for the left hand side in (2.15)

But this value is in general different from the right hand side of (2.15), which has
the form
c, :=
2.rr-tu
S,
.
sln - a . sin Q

sin
5
"$0.
5
To see this: we calculate both values cl and c 2 with a = 0.6 (compare above). Using
Mathematica, we get
cl = 4.80319 # 3.78767 = CZ.

3. Functions of the second kind


Using the results from the previous section we will now derive asymptotics for
the functions of the second kind corresponding with an orthogonality measure on
the unit circle.
First. we will need some further notation: Let { a , ( p ) ) L be a sequence of
reflection coefficients, p E M , then the monic polynomials of the second kind
{On ( 2 , p))F==oare given recursively by
f l n + i ( z , p ) : = z f l n ( z , p ) - a , ( ~ ) f l ~ ( z , ~ ~) , E N o , O O ( Z , P ) = ~ .
The orthonormalized polynomials are denoted by

Further, let

be the Carathkodory function related to the measure p. There is a one-to-one


correspondence between the Carathkodory function F ( z , p ) and the measure p ,
which can be rediscovered from F ( z , p ) by the inversion formula (see e.g. [6, for-
mula (11.7): p.171)
'(li^ + + (' -
= const. + r-1-0
lim Re F (re". , p) d$.
(3.2) 2
Finally. we can state the following
Definition. Let p be a given measure from M, then

121 < 1. n E No, denote the functions of the second kind


ORTHOGONAL POLYNOMIALS AND FUNCTIONS O F T H E SECOND KIND 285

Let us demonstrate some applications of functions of the second kind:


(i) Approximation of Carathe'odory functions: Obviously

which is by [6, Theoorem 13.11 of order O(z7"') for J z /< 1. Hence, the functions of
the second kind can be considered as a measure how well the Carathkodory-function
F ( z , p ) can be approximated by the ratio PFL( 2 , p)/@: (z, p ) .
(ii) Associated measures: For a given measure p from M we can define the u-th
associated measure p("), which is related to the shifted reflection coefficients
) ) aTL+"(p), n E NO.
a 7 , ( ~ ( y:=
In view of [12, Theorem 3.11 we have

Thus, if one wants to know the asymptotic behaviour of the u-th associated poly-
nomials @, (z, p") with respect to n as well as with respect to u one should know
about the behaviour of the functions of the second kind (see [14, 161).
(iii) Schur functions: Let

be the Schur function corresponding with the Carathkodory-function F ( z , p ) . Schur


functions, i.e., analytic functions on {lzl < l} with sup{l f ( z ) l : lzl < 1) 5 1. have
been extensively studied by Schur in [18, 191. Using Schur's algorithm, see e.g. [6,
Theorem 18.1 and Theorem 18.21. which is given recursively by

one can discover the reflection coefficients via the relation


f"(O! P) = ~ " ( c L ) .
From [6, formula (18.10), p.341 we have the explicit representation

Furthermore, all f,'s are again Schur functions, that is f,, analytic and 1 f,(z)l < 1
on { ( z /< I ) , and by (3.4) and (3.7) there holds

i.e.,
f1,(z, P) = f (z, p i ' ) ) .
(compare also [6, Theorem 18.2, formula (18.8)]).
(iv) Connectzon wzth functzons of the second kznd on the real h e : It is known
and important for asymptotic investigations that polynomials orthogonal on [-I, 11
286 FRANZ PEHERSTORFER AND ROBERT STEINBAUER

can be expressed with the help of polynomials orthogonal on the unit circle. It has
been shown by the first author [ll,Section 31 that there is a corresponding relation
between functions of the second kind and how to get asymptotics with the help of
this relation.
(v) Stieltjes-polynomials and Gauss-Kronrod quadrature: Stieltjes-polynomials
are defined as partial sums of the reciprocal of the function of the second kind.
Roughly speaking, to get asymptotics for Stieltjes-polynomials means t o derive
asymptotics for the functions of the second kind (see [ll,Section 41).

Note that the functions F ( z , p ) , &(z, p ) and E,(z, p ) are elements of the
Hardy spaces H, = H,({lzl < I ) ) , p < 1 (see e.g. [l,Theorem 3.21). But if we
take the integral representation in (3.1) and (3.3), we can consider the functions
F ( z , p ) , 6, ( 2 , p ) and 'Hn( 2 , p ) to be defined on @ \ {e" : p cp supp(p)), where
supp(p) denotes the support of the measure p. Then it is not difficult to obtain
the following relations

for all z E @ \ {e" : p E supp(p)). Furthermore, the estimates

(this can be easily derived from [6, formula (12.13), p.201 by setting ~j = F ( z ,p ) )
and

(follows directly from the integral representation or from (3.8)) hold true.
From the well known relation (see [6, formula (5.6), p.71)

one can derive the identity

for all n E No and for all z E @ \ {eLq: p E supp(p)).


Let us state some further basic properties:
L E M M A1. Let K be a compact subset o f : \ {e'p : p E supp(p)), p E M .
T h e n there exists a constant M = M ( K , p ) < OC, independent of n, such that

for all n E N and z E K . Furthermore, for all n E N


ORTHOGONAL POLYNOMIALS AND FUNCTIONS O F T H E SECOND KIND 287

where equality is only possible if lzl = 1, and

Proof. The following identity holds

= ( ) ( Z ) + 1
1
0
2"
(icn(l')ezTfP+terms of lower order)@,,(eZc,P) ~ P ( P )

Since K has a positive distance to the set {eZq: p E supp(p)) - note that supp(p)
is a closed set - we obtain that

Hence,

and the uniform boundedness of and z@,'H, follows.


From (3.9) and the well known fact that / @ , , ( z , p ) /< I@,*,(z,p)J
on {lzl < 1)
and j@n(e",p)I = I@,*L(eZP,p)!
we get the estimate

>
1 1 on K n {lzl 5 1) (where
and the identity (3.11) is only possible if I@;L(z)Gr,(z)
we have strict > 1 on { J z J< 1)). The analog statement on z@,,'HT,follows from
(3.8).
Finally, the limit relation

lim
z-ix
-
27l
2x e" + z
--- /@n(e'",p)12+(P) =
eZ+- z
1
-I;; 1
0
27I
@,.(ezP.P ) I ' ~ P ( P ) = -1

and the representation (3.15) gives the last assertion.


Remark. From Lemma 1 we see that
288 FRANZ PEHERSTORFER AND ROBERT STEINBAUER

Especially. if p is not in Szego's class, i.e.,


X

log p' @ L1 ([o, 27r)) or equivalently la,, ( p )" 1 00,


n=O

then bl- [6, Theorem 21.11


(3.16) lim ~ Q : ( Z , ~=)m uniformly on {lzl 5 r
1 1 - X
< 1)
and. thus.
(3.17) lim G,, (z, p ) = 0
7L'X
uniformly on {I z / I r < 1).
Besides. condition (3.16), and hence also condition (3.17), is also necessary for a
measure p not to belong to Szego's class.
If, on the other hand. p is in Szego's class, then it is well known that (see e.g.
12, 4, 6 , 10, 201)

71-X
lim Q:,(z.p) = D(Z, uniformly on {Izl < r < 1)
and it is shown by the first author in [ll,Theorem 2.11 that

TI -
linl
X
G,, (z. p ) = 2 . D ( z , p') uniformly on {lzl < r < 1).
Herr D ( z , pl) denotes the Szegii-function defined by
+
el*? z
el*?- z

But surprisingly we have in any case. by [ll,Theorem 2.11,


(3.18)
-
lirnx X,, (z, p )
11
= 0 uniformly on {lzl < r < 1).
Having Lemma 1 in mind, we can prove the following asymptotic relations.
1. Let the measures o o , o E M be related by (2.1). T h e n
PROPOSITION

uniformly on compact suhsefs of @ \ {el+' : p E supp