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POWER SERIES WITH RAPIDLY DECREASING COEFFICIENTS

KENNETH S. BERENHAUT, EDWARD E. ALLEN, AND SAM J. FRASER Received 8 August 2006; Revised 19 September 2006; Accepted 26 September 2006

This paper studies reciprocals of formal power series whose coefficients are monotone and bounded by a geometrically decaying sequence. Explicit and applicable, optimal de- cay rates are provided for the coefficients of the reciprocal series in terms of the parame- ters of the geometric bound. The results imply a best possible lower bound on the zeros of the series being considered.

Copyright © 2006 Kenneth S. Berenhaut et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, dis- tribution, and reproduction in any medium, provided the original work is properly cited.

1. Introduction

This paper studies reciprocals of power series whose coefficients are monotone and bounded by a geometrically decaying sequence. In particular, for fixedA1 and 0<

r <1, let the setsᏲA,randᏲA,rI be defined by ᏲA,rdef

=

Q:Q(z)=1 + k=1

qkzk,qk

is nonincreasing and 0qiAri, for eachi1

, ᏲIA,rdef

=

Ω:Ω(z)=1 + k=1

ωkzk= 1

Q, for someQA,r

.

(1.1) Disregarding its probabilistic context, the well-known Kendall renewal theorem (cf. [2, 16,17,21,27]) can essentially be restated as follows.

Theorem 1.1 [17]. SupposeΩ(z)=

i=0ωiziIA,r, for someA >0 andr <1. Then,

ωi=O σi, (1.2)

for someσ <1.

Here, we take steps towards obtaining an explicit form ofTheorem 1.1. Specifically, we will prove the following.

Hindawi Publishing Corporation Discrete Dynamics in Nature and Society Volume 2006, Article ID 40270, Pages1–18 DOI 10.1155/DDNS/2006/40270

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Theorem 1.2. SupposeΩIA,r, whereAandrare constants satisfying (a) 1A1/(2r),

(b) (A2r22A2r+A)(A+ (1/2)/(A+ 1/2)) +Ar22ArA2r3+A2r20, (c) (2A2r+A)(A+ (1Ar)/(A+ 1Ar))Ar+A2r20,

(d) ((1Ar)(A2A+ 1Ar)/(A+ 1Ar)) +A(A2A+ 1Ar) +A1A2r+ ArA20.

IfΩ(z)=

i=0ωizi, then forn1, ωnsn1+1+ (1)nsn2+1

δ rn=s1+s2(1)n s2/s1

n

δ s1rnCA,rsnA,r, (1.3) whereδdef=

A2+ 4(1Ar),s1def

=(δ+A)/2,s2def

=A)/2, sA,rdef

=rs1<1, CA,rdef

= A

s1 1. (1.4)

Note that if (A,r) satisfiesAr <1, thensA,r<1 and (as suggested byTheorem 1.1) the coefficients of the reciprocal series decay at an exponential rate. To see this bound, note that for 0< r <1 and 0< Ar <1,

1rs1=(2rA)

2 =

(2rA)2r2δ2 2(2rA) + 2rδ =

2(1rA) 1r2

(2rA) +rδ >0. (1.5) It is crucial that for givenAandr, assumptions (a)–(d) are easily verifiable and are satis- fied for a significant portion of the strip{(A,r) : 0r1 andA1}. Some pairs (A,r) satisfying the assumptions ofTheorem 1.2are given (in the shaded region) inFigure 1.1.

Monotone sequences and generating functions appear in all facets of applied and pure mathematics, most notably enumerative combinatorics and applied probability (cf. Wilf [34] and Feller [14]). Applications ofTheorem 1.2to quantitative convergence rates for Markov chains will be discussed elsewhere.

For pairs (A,r) satisfying assumptions (a)–(d),Theorem 1.2gives the optimal value of σ in (1.2) which applies for allΩIA,r. Consideration of the remaining pairs remains open.

The next example gives zero-free regions for complex power series with rapidly decay- ing coefficients.

Example 1.3. Theorem 1.2has immediate implications on lower bounds for the modulus of the smallest zero of a power seriesQA,r. Since the result places a lower bound on the radius of convergenceRofΩ=1/Q, via

R= 1

lim supn→∞nωn 1

sA,r, (1.6)

it also places a lower bound on zeros ofQ. Indeed, we have the following corollary.

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1 1.2 1.4 1.6 1.8 2 A

0 0.1 0.2 0.3 0.4 0.5

r

Figure 1.1. Some pairs (A,r) satisfying the assumptions ofTheorem 1.2.

Corollary 1.4. Supposez0 is a root of a power seriesQA,r, whereQ(z)=1 +q1z+ q2z2+···, andAandrsatisfy the hypotheses ofTheorem 1.2, then

z0sA,r1. (1.7)

In fact, the seriesQA,rgiven by

Q(z)=1 +Arz+Ar3z2+Ar3z3+Ar5z4+Ar5z5+Ar7z6+···

=1 +Arz 1 +r2z 1r2z2 =

1r2z2+Arz 1 +r2z 1r2z2

=(Ar1)(rz)2+A(rz) + 1 1r2z2

(1.8)

has a zero atz= −sA,r1, andCorollary 1.4is optimal. The series in (1.8) also serves to show that the decay ratesA,rofTheorem 1.2is optimal in that context as well.

Power series with restricted coefficients have been studied in the context of determin- ing distributions of zeros (cf. Flatto et al. [15], Solomyak [26], Beaucoup et al. [3,4], and Pinner [24]). Related problems for polynomials have been considered by Odlyzko and Poonen [23], Yamamoto [36], Borwein and Pinner [12], Borwein and Erd´elyi [11], and others.

Berenhaut and Morton [10] provide a result along the lines ofTheorem 1.2, when the monotonicity assumption is dropped by studying the recurrence in (2.11), below.

Figure 1.2compares the decay rates1,r(i.e., withA=1) ofTheorem 1.2with the compa- rable rate bound from [10] (forrnear 1/4).

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0.24 0.245 0.25 0.255 0.26 r

0.37 0.38 0.39 0.4 0.41 0.42

s

Figure 1.2. A comparison of the decay ratess1,rofTheorem 1.2with the comparable rates from [10].

The lower and upper curves give the optimal rates with and without the assumption of monotonicity of coefficients, respectively.

The remainder of the paper proceeds as follows. Section 2 contains some prelimi- nary notation and the statement of a crucial lemma (Lemma 2.1) on linear recurrences.

Section 3comprises a discretization approach which serves to limit the scope of possi- bilities which need to be considered. The paper concludes with a proof ofLemma 2.1 (Section 4).Section 5contains a proof of a technical lemma employed inSection 3.

2. Preliminaries

SupposeΩIA,randQA,rsatisfyΩ=1/Q. In analyzing the coefficients ofΩ, it will be convenient to instead consider the coefficientshi=ωi/riandφi=qi/riof the series

Ω(z)def=Ωz r

, Q(z)def=Qz

r

,

(2.1)

respectively.

Note that 0φiAand

φi=qi

ri qi+1

ri =φi+1r (2.2)

follow from 0qiAriand the monotonicity assumption on{qi}, respectively.

If we can find a bound of the form|hi| ≤Bi, fori1, then

ωi=hiriBiri. (2.3)

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Now, consider solving for the coefficients ofΩin terms of those ofQ, that is, solving forhiin

1=Q(z)Ω(z)= 1 +φ1z+φ2z2+··· 1 +h1z+h2z2+···

=1 + φ1+h1

z+ φ2+φ1h1+h2

z2+ φ3+φ2h1+φ1h2+h3

z3+···. (2.4) This yields the general linear recurrence

h1= −φ1, h2= −φ2φ1h1, h3= −φ3φ2h1φ1h2,

...

hn= −φnφn1h1− ··· −φ1hn1,

(2.5)

for eachnN.

To simplify the notation, we will represent the recurrence coefficients in (2.5) by the matrix

φ1 0 ··· 0

φ2 φ1 . .. ... ... ... . .. 0

φn φn1 ··· −φ1

. (2.6)

Now, by relaxing the Toeplitz restriction in (2.6), we can consider, instead, the matrix

α1,0 0 ··· 0

α2,0 α2,1 . .. ... ... ... . .. 0

αn,0 αn,1 ··· −αn,n1

. (2.7)

The remaining restrictions on the{φi}imply

0αi,jA (2.8)

and (the quasimonotone restriction)

αi,jαi,j+11

r . (2.9)

Define the sequence{Bi}i=0by the second-order recurrence Bn=

An, if 0n2,

ABn1+ (1Ar)Bn2, ifn >2. (2.10) Note that{Bi}is nondecreasing ini, under assumption (a) ofTheorem 1.2.

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The key to obtaining a bound of the form in (2.3) will be the following lemma on bounds for linear recurrences, which will be proved inSection 4.

Lemma 2.1. Suppose the sequence{bn}n=0satisfiesb0∈ {−1, 1}and

bn=

n1 k=0

αn,k

bk, n1, (2.11)

where

αn,k[0,A], (2.12)

for 0kn1,n1, and

αn,k1

r αn,k+1, (2.13)

forkn1,n2. IfAandrsatisfy the hypotheses ofTheorem 1.2, then

bnBn, (2.14)

forn0.

Theorem 1.2follows directly fromLemma 2.1, upon solving the second-order linear equation in (2.10) and employing (2.3).

Remark 2.2. Perhaps unexpectedly,Lemma 2.1does not hold for allA1 andr <1. This fact is illustrated in the following simple example.

Example 2.3. Suppose thatb0=1, and{bi}and{αi,j}satisfy (2.11), where the coefficient matrix in (2.7) is given by

αi,j

=

1 0 0 0 0 0 0

1 0.5 0 0 0 0 0

0 1 1 0 0 0 0

0 1 0.5 0.25 0 0 0

1 0.5 0.25 1 1 0 0

1 0.5 0.25 1 0.5 0.25 0 0 1 0.5 0.25 0.125 1 1

. (2.15)

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Here, (b0,...,b7)=(1,1,0.5, 1.5, 0.875,2.75,1.625, 5.140625). With A =1 and r=.5, (2.12) and (2.13) are satisfied, forn7, butB7=5.125<5.140625=b7. Hence, the inequality b7B7 does not hold in this case. It may be easily verified that of the conditions (a)–(d) ofTheorem 1.2only the first is satisfied for (A,r)=(1,.5).

Note that, recurrences with varying or random coefficients have been studied by many previous authors. For a partial survey of such literature see Viswanath [31,32], Viswanath and Trefethen [33], Embree and Trefethen [13], Wright and Trefethen [35], Mallik [20], Popenda [25], Kittappa [18], Odlyzko [22], Berenhaut and Goedhart [8,9], Berenhaut and Morton [10], Berenhaut and Foley [6], Zhang and Tian [37], Li and Cheng [19] and Stevi´c [28–30] (and the references therein). For a comprehensive treatment of difference equations and inequalities; see Agarwal [1].

3. Discretization

In this section, we recall a discretization theorem from [7], which is crucial in proving Lemma 2.1. For completeness, we include a proof here.

First, for a given vector u=(u0,u1,u2,...,uk) satisfyingu00,ui1 for 1ikand

i ui=N, (3.1)

define the vector puvia pudef

=A

u0

0, 0,..., 0;r0,r1,...,ru11;r0,r1,...,ru21;r0,r1,...,ruk1

. (3.2)

In addition, define the set of vectors ᏼN=

pu: u satisfies (3.1). (3.3)

We require the following lemma regarding inner products.

Lemma 3.1. Suppose that p=(p1,...,pn) and q=(q1,...,qn) aren-dimensional vectors where p satisfies

r pipi+1, (3.4)

for 1in1, and 0piA, for 1in. Then minpu·q : pun

p·qmaxpu·q : pun

, (3.5)

where p·q denotes the standard scalar productni=1piqi.

For a vector p=(p1,p2,...,pn), we will use the notation pi,j to indicate the vector consisting of theith through jth entries in p, that is,

pi,j= pi,pi+1,...,pj

. (3.6)

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Proof ofLemma 3.1. First, suppose p·q>0, and note that the lower bound in (3.5) fol- lows from the fact that pu=0 for u=(n, 0,..., 0). Now, consider the vectors #pi= (#pi(1),#pi(2),...,p#i(n)),i= −1, 0, 1,...,n1, defined recursively according to the follow- ing scheme.

(1) Setp#1=p.

(2) IfSi= {s:ni+ 1snand#pi1(s)=A}is a nonempty set, setvi=minSi, otherwise setvi=n+ 1.

(3) Fori0, set

#

pi= #pi1(1),#pi1(2),...,#pi1(ni1),

cip#i1(ni),cip#i1(ni+ 1),...,ci#pi1 vi1,

# pi1 vi

,#pi1 vi+ 1,...,p#i1(n),

(3.7)

whereciis given by

ci=

A

#

pi1(ni), ifp#ni1i,vi1·qni,vi1>0, r#pi1(ni1)

#

pi1(ni) , ifp#ni1i,vi1·qni,vi10,i < n1,

0, otherwise.

(3.8)

Now, note that (3.7) and (3.8) imply that

#

pi·q#pi1·q= ci1 #pni1i,vi1·qni,vi10, (3.9) and that if#pi1satisfies

#

pi1(j1)r#pi1(j)A, (3.10) thenp#isatisfies

#

pi(j1)r#pi(j)A. (3.11) It is not difficult to verify that the final#pi(i.e.,#pn1) is of the form in (3.2), and the lemma is proven in this case. The proof follows similarly if p·q0, and the proof of the lemma

is complete.

We are now in a position to prove the following theorem from [7].

Theorem 3.2. Suppose that{bi}and{αi,j}satisfy (2.11) and (2.13). Then, there exist{bi} and{αi,j}such that

bnbn, bn=

n1 k=0

αn,k

bk, n1, (3.12)

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with each vector

αi=

αi,0,αi,1,...,αi,i1

i, (3.13)

for 1in, whereiis as in (3.3).

In fact, there exists a set{α1,α2,...,αn}, withαii, such thatbiis as large as possible (with its inherent sign) givenb0,b1,b2,...,bi1.

Proof. The proof, here, involves applyingLemma 3.1to successively “scale” the rows of the coefficient matrix [αi,j] as in (2.7), while not decreasing the value of|bn|at any step.

First, define the sequences

αi= αi,0,...,αi,i1

, bk,j= bk,...,bj

, (3.14)

for 0kjn1 and 1in.

Assume thatbn>0. Note that expanding via (2.11),bncan be written as

bn=C01b0+C11b1, (3.15) whereC01andC11are constants, which depend on{αi,j}. IfC11>0, then selectα1=(α1,0)1so thatα1·b0,0is maximal, viaLemma 3.1. Similarly, ifC11<0, selectα1=(α1,0)1so thatα1·b0,0is minimal. In either case, replacingα1,0byα1,0in (2.11) will result in a larger (or equal) value forC11b1, and in turn, referring to (3.15), a larger (or equal) value of|bn|.

Now, suppose that the first through (k1)th rows of theα matrix are of the form described in the theorem (i.e., resulting in maximalbivalues for 1ik1 with respect to the preceedingbj, 0ji1), and expressbnin the form

bn=Ck0b0+C1kb1+···+Ckkbk, (3.16) via (2.11). IfCkk0, then selectαk1so thatαk·b0,k1is maximal, viaLemma 3.1.

Similarly, ifCkk<0, selectαk1 so thatαk·b0,0is minimal. In either case, referring to (3.16), replacing the values inαkby those inαkin (2.11) will not decrease the value of

|bn|. The result follows similarly for the caseCkk<0, and the theorem follows by induction for this case. The casebn0 is similar and the theorem is proven.

Remark 3.3. A simpler version of Theorem 3.2 was also employed in Berenhaut and Bandyopadhyay [5] in proving that all symmetric Toeplitz matrices generated by mono- tone convex sequences have off-diagonal decay preserved through triangular decomposi- tions.

A matrix of coefficients will be said to be “fully scaled” when the process suggested in the proof ofTheorem 1.1terminates; that is, the set{α12,...,αn}referred to in the last sentence of the statement ofTheorem 1.1is attained.

We now turn to a proof ofLemma 2.1.

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4. Proof ofLemma 2.1

ByTheorem 3.2, we may restrict attention to sequences {bi} resulting from the “fully scaled” matrices ofαi,j. Hence, suppose we have some “fully scaled” matrix [αi,j], where the resulting{bi}ni=0has sign configuration s= {si}, that is,

si=

+1, ifbi0,

1, ifbi<0. (4.1)

The following lemma is a direct consequence of Theorem 3.2, via the fact that theα- matrix is fully scaled, and will be used frequently, without explicit mention, in what fol- lows.

Lemma 4.1. Suppose that [αi,j] is fully scaled. Then, (i) ifk < Kandsk=sK, then

sk

%k1

i=0

αK,i bi

&

skbk, (4.2)

(ii) ifsk=sk1, thenskbkskbk1, (iii) ifk < KandsK=sk=sk1, then

sk

%k2

i=0

αK,i bi

&

sk bk+Abk1

. (4.3)

Proof. Without loss of generality, we may assume thatsk=1. For part (i), we have bk=k

1 i=0

αk,i bik

1 i=0

αK,i

bi, (4.4)

since [αi,j] is fully scaled. Similarly, for (ii), we have

bk=k 2 i=0

αk,i

biαk,k1bk1k 2 i=0

αk,i bik

2 i=0

αk1,i

bi=bk1. (4.5)

To prove (iii), note thatαk,k1=Aand hence bk+Abk1=

k2 i=0

αk,i bi

k2 i=0

αK,i

bi. (4.6)

The next technical lemma is proved inSection 5.

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Lemma 4.2. Suppose thatAandrsatisfy the hypotheses ofTheorem 1.2,c,k2, andn max{c+k,c+ 3}. Then,

(c1)A2+ 1A rk+···+rk+c2Bnc+Ark1Bnc2Bn. (4.7)

Proof. SeeSection 5.

We now turn to a proof ofLemma 2.1.

Proof ofLemma 2.1. Suppose we have some “fully scaled” matrix ofαi,jwhere the result- ing{bi}has sign configuration s= {si}.

By employingTheorem 3.2and comparing several low degree polynomials inAandr, it is not difficult to verify that

biBi, (4.8)

fori3. Now, assume that|bi| ≤Bifor allin1.

Note that byTheorem 3.2, if for somej < i,si=sj(si=sj), then we need only consider αi,jof the formαi,j=Arkfor somek1 (k0).

We will consider the following cases:

(1)sn1=sn=1;

(2)sn2=sn1= −1,sn=1;

(3)sn=1,sn1= −1,sn2=sn3= ··· =snc=1,snc1= −1,αn,nc=Ar;

(4)sn=1, sn1= −1, sn2=sn3= ··· =snc=1, snc1= −1, αn,nc=Ark for somek2 and

(a)snc2=1;

(b)snc2= −1.

The proofs for the cases where the signs are opposite to those considered are analogous.

Case 1 (sn1=sn=1, i.e., s=(..., 1, 1)). Here,

bn= −αn,n1bn1+

n2 i=0

αn,i

bi≤ −αn,n1bn1+Bn1Bn1Bn. (4.9) Case 2 (sn2=sn1= −1,sn=1, i.e., s=(...,1,1, 1)). Note thatαn,n1=αn,n2=A, and consider theα-matrix obtained by switching the positions ofαn,iandαn1,ifor 0 in2. Denote the resultingb-vector by b=(b1,b2,...,bn). Then,

bn1=bn+Abn1, (4.10) and hence

bn+bn= −Abn1+bn1+bn= −A bn+Abn1

+bn1+bn

=(1A)bn+ 1A2bn1=(1A) bn+ (1 +A)bn1

. (4.11)

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Settingαn,0=αn,1= ··· =αn,n2=0 shows thatbn≥ −Abn1Abn2, hence

bn+ (1 +A)bn1≥ −Abn2+bn10, (4.12) sincebn2bn10 (byLemma 4.1(ii)) andA1.

Sincebn10,bn<0, and|bn|≥|bn|, we have reduced this case to one of Cases3or4.

For the remaining cases, it will be useful to introduce the following notation (similar to (3.6)) for subsequences of recurrence coefficients.

Definition 4.3. For 0kji1 andin, define the subsequences αki,jdef=

αi,k,...,αi,j

. (4.13)

Case 3 ((i)sn=1,sn1= −1,sn2=sn3= ··· =snc=1,snc1= −1, i.e., s=(...,1, 1,..., 1

c1

,1, 1), and (ii)αn,nc=Ar).

Theorem 3.2leads to the following entries in theα-matrix:

αnnc1,n1= −A1,r1,r2,...,rk+c2, 1,

αnncc1,nc1= −A[1]. (4.14) We have

bn= −Abn1+

n2

j=nc+1Arj(nc)+1bjArbnc+

nc1 j=0

αn,jbj. (4.15) Since bj0 fornc+ 1 jn2, the first sum in (4.15) is nonpositive, while by Lemma 4.1(i), the second sum is bounded bybnc. Thus, we have

bnABn1Arbnc+bnc=ABn1+ (1Ar)bnc

ABn1+ (1Ar)BncABn1+ (1Ar)Bn2=Bn. (4.16) Case 4.

Subcase 4.1 ((i)sn=1,sn1= −1,sn2=sn3= ··· =snc=1,snc1= −1,snc2=1, i.e., s=(..., 1,1, 1,... , 1

c1

,1, 1), and (ii)αn,nc=Arkfor somek2). Theorem 3.2leads to the following entries in theα-matrix:

αnnc1,n1= −Ark1,rk,...,rk+c2, 1, αnnc12,n2= −Arv1,rv, 1, 1,..., 1, αnncc1,nc1= −A[1],

αnncc2,1nc2= −A[1],

(4.17)

for somev1.

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