In mathematical analysis, the Hardy–Littlewood Tauberian theorem is a Tauberian theorem relating the asymptotics of the partial sums of a series with the asymptotics of its Abel summation. In this form, the theorem asserts that if the sequence a_n\geq 0 is such that there is an asymptotic equivalence then there is also an asymptotic equivalence as n\to\infty. The integral formulation of the theorem relates in an analogous manner the asymptotics of the cumulative distribution function of a function with the asymptotics of its Laplace transform. The theorem was proved in 1914 by G. H. Hardy and J. E. Littlewood. In 1930, Jovan Karamata gave a new and much simpler proof.

Statement of the theorem

Series formulation

This formulation is from Titchmarsh. Suppose a_n\geq 0 for all, and we have Then as n\to\infty we have The theorem is sometimes quoted in equivalent forms, where instead of requiring a_n\geq 0, we require a_n=O(1), or we require a_n\geq -K for some constant K. The theorem is sometimes quoted in another equivalent formulation (through the change of variable x=1/e^y). If, then

Integral formulation

The following more general formulation is from Feller. Consider a real-valued function of bounded variation. The Laplace–Stieltjes transform of F is defined by the Stieltjes integral The theorem relates the asymptotics of ω with those of F in the following way. If \rho is a non-negative real number, then the following statements are equivalent Here \Gamma denotes the Gamma function. One obtains the theorem for series as a special case by taking \rho=1 and F(t) to be a piecewise constant function with value between t=n and t=n+1. A slight improvement is possible. According to the definition of a slowly varying function, L(x) is slow varying at infinity iff for every t>0. Let L be a function slowly varying at infinity and \rho\geq 0. Then the following statements are equivalent

Karamata's proof

found a short proof of the theorem by considering the functions g such that An easy calculation shows that all monomials g(x)=x^k have this property, and therefore so do all polynomials g. This can be extended to a function g with simple (step) discontinuities by approximating it by polynomials from above and below (using the Weierstrass approximation theorem and a little extra fudging) and using the fact that the coefficients a_n are positive. In particular the function given by g(t)=1/t if 1/e<t<1 and 0 otherwise has this property. But then for x=e^{-1/N} the sum is and the integral of g is 1, from which the Hardy–Littlewood theorem follows immediately.

Examples

Non-positive coefficients

The theorem can fail without the condition that the coefficients are non-negative. For example, the function is asymptotic to 1/4(1-x) as x\to 1, but the partial sums of its coefficients are 1, 0, 2, 0, 3, 0, 4, ... and are not asymptotic to any linear function.

Littlewood's extension of Tauber's theorem

In 1911 Littlewood proved an extension of Tauber's converse of Abel's theorem. Littlewood showed the following: If a_n=O(1/n), and we have then This came historically before the Hardy–Littlewood Tauberian theorem, but can be proved as a simple application of it.

Prime number theorem

In 1915 Hardy and Littlewood developed a proof of the prime number theorem based on their Tauberian theorem; they proved where \Lambda is the von Mangoldt function, and then conclude an equivalent form of the prime number theorem. Littlewood developed a simpler proof, still based on this Tauberian theorem, in 1971.