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TORONTO

UNIVERSITY OF

from
the estate

VERNON

R.

of

DAVIE

ALGEBKA
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ELEMENTARY TEXT-BOOK

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ALG^RA
AN ELEMENTAEY TEXT-BOOK
FOR THE

HIGHER CLASSES OF SECONDARY SCHOOLS

AND FOR COLLEGES

G.

CHRYSTAL, MA.,

LL.D.

HONORARY FELLOW OF CORPUS CHRISTl OOLLEQE, CAMBRIDGE;

PROFESSOR or MAXUKMATICS IN THE UNIVEUSITV Off ElUNBURQH

PART

II.

SECOND EDITION

LONDON
ADAM AND CHARLES BLACK
1906

First Edition published November, 1889.

Second Edition published March, 1900 ; reprinted July, 1906.

PEEFACE TO THE SECOND EDITION

OF PART II.
The

present edition of

volume has been

this

The

revised and corrected throughout.

principal alterations

be found in the Theory of Series; which has been

will

developed a
it

carefully

little in

more useful

of Functions.

some

places, with a view to rendering

to students proceeding to study the

In the interest of the same

I have added to the chapter on

modern theory of
important

parts

irrational

of

the

limits

a sketch of the

one

quantity,

Theory

class of readers,

of

purely Arithmetical

the most

Theory of

Algebraic Quantity, which forms, as the fashion of mathematical thinking

for

now

runs, the

most widely accepted basis

the great structure of Pure

Analysis reared by

the

masters of our science.

am indebted for
my friends Prof. G.
I

to
It

is

proof-reading and for useful criticism

A. Gibson and Mr. C. Tweedie, B.Sc.

but right, however, to add

intelligent

readers of the

Pitt

work of correcting the proofs of

sinecure than

it

often

is

that

Press

the careful

this

volume more of a

when mathematical works are

in question.

G.
Edinburgh, 3rd March, 1900.

and

have rendered the

CHRYSTAL.

PEEFACE TO FIRST EDITION.

The

delay in the appearance of this volume finds an apology

partly in circumstances of a private character, partly in

public engagements that could not be declined, but most of

all

work

in the growth of the

hands.

volumes

progressed in

my

have not, as some one prophesied, reached ten

but the present concluding volume

and

larger

itself as it

has

me

cost

infinitely

somewhat

is

more trouble than

expected.

The main
possible

Euler's

object of Part II.

is

to deal as thoroughly as

with those parts of Algebra which form, to use

title,

an Introductio in Analysin Infinitorum.

practice has sprung

up

of late (encouraged

by demands

A
for

premature knowledge in certain examinations) of hurrying

into the manipulation of the machinery of

young students
the

Differential

grasped

and Integral Calculus before they have

the preliminary notions of

Infinite Series,

on which

all

a Limit

the meaning and

of the Infinitesimal Calculus are based.

and of an
all

Besides being to

a large extent an educational sham, this course

against the spirit of mathematical progress.
of the Differential

the uses

is

a sin

The methods

and Integral Calculus which were once

an outwork in the progress of pure mathematics threatened

for a

time to become

its

grave.

Mathematicians had

fallen

PREFACE

by a vague wave

particular problems

some

like

generality,

awkwardness

the

of

of the

solve

many-

hand towards

Theorem, which was sup-

Taylor's

posed to give "an account of

to

to

of covering their inability

habit

into

Vll

all

such things," subject only

practical

Much

inapplicability.

has happened to remove this danger and to reduce dfdx

and jdx

mathematician.
continent

proper place as servants of the pure

their

to

of

In particular, the brilliant progress on the

Function-Theory in

the

hands of Cauchy,

Riemann, Weierstrass, and their followers has opened

for

us

a prospect in which the symbolism of the Differential and

Integral Calculus

but a minor object.

is

For the proper

understanding of this important branch of modern mathematics a firm grasp of the Doctrine of Limits and of the
of

much

familiarity with the symbols in

which

Convergence and Continuity of an Infinite Series

greater

moment than

these ideas

may be

clothed.

It is

is

hoped that the chapters

on Inequalities, Limits, and Convergence of Series

will help

to give the student all that is required both for entering

on the study of the Theory of Functions and

acquiring intelligent

command

for rapidly

of the Infinitesimal Calculus.

In the chapters in question, I have avoided trenching on

the

ground already occupied by standard

subjects

taken up, although they are

all

treatises:

the

important, are

either not treated at all or else treated very perfunctorily

in other English text-books.

Chapters

xxix.

and

xxx.

may be

regarded

as

an

elementary illustration of the application of the modern

Theory of Functions.

They

are intended to pave the

way

PREFACE

Vlll

the study of the recent works of continental mathe-

for

maticians on the same subject.

all

that

is

Incidentally they contain

usually given in English works under the title of

Analytical Trigonometry.

If

any one should be scandalised

at this traversing of the boundaries of English examination

subjects, I

must ask him

to recollect that the boundaries in

question were never traced in accordance with the principles

of

modem

common

science,

sense.

One

and

sometimes break

the

of the results of the old arrangement

has been that treatises on Trigonometry, which

cal application of Algebra,

fragments more or

canon of

is

a geometri-

have been gradually growing into

Algebra

less extensive of

itself:

so that

Algebra has been disorganised to the detriment of Trigono-

metry

and a consecutive theory of the elementary functions

has been impossible.

The timid way,

founded trust and unreasonable

oscillating

fear, in

between

ill-

which functions of a

complex variable have been treated in some of these manuals

is

little

discreditable to our intellectual culture.

Some

expounders of the theory of the exponential function of an

imaginary argument seem even to have forgotten the obvious

truism that one can prove no property of a function which

has not been defined.

I have concluded chapter xxx. with

a careful discussion of the Reversion of Series and of the

Expansion in

Power-Series

of

Algebraic Function

an

subjects which have never been fully treated before in an

English text-book, although

we have

in Frost's Curve Tracing

an admirable collection of examples of their use.

The other innovations

call for little

^ipi inerely at greater completeness

explanation, as they

on the old

lines.

In

PREFACE

IX

the chapter on Probability, for instance, I have omitted

certain matter of doubtful soundness

and of questionable

by what

I hope will prove a

and

utility;

filled

place

its

useful exposition of the principles of actuarial calculation.

I

may

here give a word of advice to young students

my

reading

and

reference

facilitate

sequence;

The matter

second volume.

but

it

secure

to

by no means

brevity

would

attempt

probably sicken

worth

is

anything

may

forwards," if I

and

first

the

reading.

reader

but often return to strengthen your

faith."

on a hard or dreary passage, pass

over

it

To

further on.

its

both

of

I would modify the

use the expression.

you have seen

Such

must be read "backwards and

advice of a great French mathematician* and say,

it after

logical

Every mathematical book

the author and of the subject.

that

arranged to

that the volume

follows

should be read straight through at a

an

is

it

"Go

on,

When you come

and come back to

importance or found the need

facilitate this

skimming

process, I

for

have

given, after the table of contents, a suggestion for the course

of a

first

reading.

The index
show

my

of proper

at a glance the

names

at the

end of the work

will

main sources from which I have drawn

materials for Part

Wherever I have, consciously

II.

borrowed the actual words or the ideas of another writer

I

have

given

There

reference.

are,

however, several

am more indebted than appears in the

Among these I may mention, besides Cauchy's

works to which I
bond.

"Allez en avant,

et la

I'oi

vous viendia."

PREFACE

Analyse Algdhrique, Serret's Aigihre Supirieure, and Schlomilch's Algebraische Analysis, which have

the more recent work of

become

classical,

which I owe many indica-

Stolz, to

tions of the sources of original information

kind of help

that cannot be acknowledged in footnotes.

I

am under

proof-reading,
assistant,

personal obligations for useful criticism, for

and

for

Mr. R. E. Allardice, to Mr. G. A. Gibson, to

my

Mr. A. Y. Fraser, and to

Messrs. B. B. P.
J.

my

help in working exercises, to

Brandford,

J.

present or former pupils

W. Butters,

J.

Crockett,

GOODWILLIE, C. TWEEDIE.
In taking leave of this work, which has occupied most

of the spare time of five

somewhat busy

allowed to express the hope that

cause that I have

much

it

will

years, I

do a

at heart, namely, the

may be

little

in a

advancement

of mathematical learning among English-speaking students

of the rising generation.

remembering the
student; and

it is

It is for

them that

I have worked,

when

was myself a

scarcity of aids

in their profit that I shall look for

reward.

G.

Edinbubqh,

let

November 1889.

CHRYSTAL.

my

CONTENTS.
The principal technical terms are printed in
following

CHAPTER

italics in tJie

table.

XXIII.

PERMUTATIONS AND COMBINATIONS.

Definition of r-permutation

and r-combination

....

Methods of Demonstration

2-6

Permutations

Number

PAGE

of r-permutations of

letters

Kramp's Notation for Factorial-w

Linear and Circular Permutations

(n!)

Number

of r-permutations with repetition

Permutations of letters having groups alike

....

4
4
4
5

Examples
Combinations
Combinations from Sets

Number

6-12

n letters
Vandermonde's Theorem

6
6

of r-combinations of

Various properties of ^O^

Combinations when certain letters are alike
Combinations with repetition
Properties of Hy Number of r-ary Products

....
....
.

Exercises 1

Binomial and Multinomial Theorems

Examples
Exercises II.

Examples

of the application of the

Law

of Distribution

and Derangements
Distribution Problem
Derangement Problem
Subfactorial n (n\) defined
Theory of Substitutions

10
10
12
12
14-18
16
18
21-22

22-25
22
24
25
25-32

Distributions

..........

Notation for Substitutions

Order and Group
Cyclic Substitutions

8-9

26
27
27

and Transpositions

62

CONTENTS

xu
Cycles of a Substitution

.......

Decomposition into Transpositions

Odd and even

Substitutions

27
28

Exercises III

29
32

lY

33

Exercises

CHAPTER XXIV.
GENERAL THEORY OF INEQUALITIES.
Definition of Algebraic Inequality

35

Elementary Theorems
Examples
Derived Theorems

A Mean-Theorem

36
38
41-50

for Fractions

41

{xP-l)lpx{x'i-l)lq

42

mj;"-i(x-l)^(a;"'-l)^m(a;-l)

43

jna-i(a-6)^a'"-b'^m6'"-i(a-i^)

45

Inequality of Arithmetic

...

and Geometric Means

Spa^/Sp > < (2pa/2^)'

Exercises

Maxima- and Minima-Theorems

Fundamental Theorem
Eeciprocity Theorem
Ten Theorems deduced
Grillet's Method
Method of Increments
Purkiss's Theorem
Exercises VI
Applications to

....

46
48
50
52-64
52

53
53-59
69
61
61
63

CHAPTER XXV.
LIMITS.

and Corollaries
Enumeration of Elementary Indeterminate Forms
Extension of Fundamental Operations to Limiting Values

Definition of a Limiting Value

....

Limit of a Sum
Limit of a Product
Limit of a Quotient .
Limit of a Function of Limits
Limiting forms for Rational Functions
Forms 0/0 and oo/oo
Fundamental Algebraic Limit L (x"' - l)/{x .

ExamplesLi"" (x

-t-

Ij/^x,

LVxlVx, when

1)
a;

when x = ]

= Qo,

&o.

66
69
69
70
70
71
71
72
72
74
76

CONTENTS

XHl
PAOE
77-81

Exponential Limits
X((l

+ l/x)* when x = co, Napierian Base

+ x)^, L {1+ylxf, L {l + xyjV'',

(l

K=0
Logarithmic Inequalities

x=>

j6=0

77

L
a;=0

Exponential and
Euler's Constant
General Limit Theorems

(a^-l)/a;

79

....

80-81
81
82

L{/(x) }*<*)= {L/(x)}^'''W

82

L{f{x + l)-f{x)}=Lf{x)lx^\henx = x
Z/(x + l)//(a;) = L{/(x)}V^ when x = oo

83
84
85
85

Exponential Limits Resumed

a'lx,

Examples

x'^jnl,

n=co

log^xlx,

xlogg^x

m(wi-l)

{m-n + l)lnl

86

n=ao

a;*=l

87

a;=+0

General Theorem regarding the form 0"

Cases where O^ + l

Forms

00

and

88
88
89
89
90

Trigonometrical Limits

Fundamental Inequalities
Ltanxjx, when x =
Lsinxlx,

ifcos-j,

L (sin-/-),
Limit of the

Sum

of an Infinite

91

(tan

Number

-/-), when x^ao

of Infinitely Small

i(ir + 2'-+.
+ ?i'-)/;i'-+i
Dirichlet's Theorem
.

Geometrical Applications
Notion of a Limit in General, Abstract Theory of Irrational Numbers
The Rational OnefSld
Dedekind's Theory of Sections
Systematic Eepresentation of a Section
Cantor's Convergent Sequence
Null Sequence
Arithmeticity of Irrational Onefold
General Definition of a Limit
Condition for Existence of a Limit

Exercises VII.

91

Terms

92
92
94
95
97-109
99
99
101
103
105
105
107
109
110

CHAPTER XXVI.
CONVERGENCE OF INFINITE SERIES AND OF INFINITE PRODUCTS.
Definition

of

the terms Convergent, Divergent, Oscillating, Non-

Convergent

Necessary and Sufficient Conditions for Convergency

Residue and Fariial Residue

114
115
117

CONTENTS

XIV

PAGE
118
120

Four Elementary Comparison Theorems

Ratio of Convergence
Absolutely Convergent and Semi-Convergent Series

Special Tests of Convergency for Series of Positive

Terms

LwV<>l

121

i'n+i/"n<>l
Examples Integro-Geometric, Logarithmic, Exponential,
nomial Series

'^^^

Cauchy's Condensation Test

Logarithmic Criteria, first form
Logarithmic Scale of Convergency
Logarithmic Criteria, second form
Examples Hypergeometric and Binomial Series
Historical Note
Semi-Convergent Series
Example of Direct Discussion

Bi-

122-123
123
125

M1-M2 + W3Trigonometrical Series

....
....

Abel's Inequality

Convergence of a Series of Complex Terms

Necessary and Sufficient Condition for Convergency
Convergence of the Series of Moduli sufficient
Examples Exponential and Logarithmic Series, &6.
Application of the Fundamental Laws of Algebra to Infinite Series

Law
Law

of Association

of

120
120-132

Commutation

Addition of Infinite Series

Law of Distribution

128
129
130-132
132
133-137
134
135
135
136
137
138
138

138
139-143
139
140
141
142
142

Theorem of Cauchy and Mertens

Uniformity and Non-Uniformity in the Convergence of Series whose
143-148
terms are functions of a variable
144
Uniform and Non-Uniform Convergence
Continuity of the sum of a Uniformly Converging Series
146
Du Bois-Reymond's Theorem
148
148-157
Special Discussion of the Power Series
Condition for Absolute and Uniform Convergency of Power Series
149
Circle and Radius of Convergence
149
Cauchy's Rules for the Radius of Convergence
150
Behaviour of Power Series on the Circle of Convergence
151
152
Abel's Theorems regarding Continuity at the Circle of Convergence
.

....
.

156
157-168

Principle of Indeterminate Coefficients

Infinite Products

Convergent, Divergent, and Oscillating Products

Discussion by means of 2log(l-FJ
Criteria from 2(/

Independent Criteria

158
158
159
160

CONTENTS

XV
PAOB
160

Convergence of Complex Products

General Properties of Infinite Products
Estimation of the Residue of a Series or Product
Convergence of Double Series
Four ways of Summation
Double Series of Positive Terms
Cauchy's Test for Absolute Convergeney
Examples of Exceptional Cases

161
168
171-182
172
174

177

Imaginary Double Series

General Theorem regarding Double Power-Series
Exercises VIII

179
181
182

182

CHAPTER XXVII.
BINOMIAL AND MULTINOMIAL SERIES FOR ANY INDEX.
Binomial Series
Determination of Coefficients, validity being assumed
Euler's Proof
Addition Theorem for the Binomial Series

....

Examples
Ultimate Sign of the Terms
Integro-Binomial Series

Examples
Exercises

IX

by Expansion of Rational Functions

Expression of a" + (3" and (a"+i - |3"+i)/(a - j3) in terms of
a + /3, and connected series
Sum and Number of r-ary Products

Series deduced

afi

201

Multinomial Series
Numerical Approximation by Binomial Series

....

Numerically Greatest Term

Limits for the Residue
Exercises

XI

CHAPTER

196
199
200-210

and

Examples
Exercises

186-199
186
188
189
192
193
194

205
208
210
213-215
215-219
216
217
219

XXVIII.

EXPONENTIAL AND LOGARITHMIC SERIES.

Exponential Series
Determination of Coefficients, validity being assumed
Deduction from Binomial Theorem

Calculation of e

Cauchy's Proof
Addition Theorem for the Exponential Series

....

221-228
221
222
224
226
227

CONTENTS

XVI

PAGE
228-233

Numbers
Expansions of x/(l-c-'^),

Bernoulli's

Bernoulli's Expression

Summations by means

x(e^ + e-^)l{e'' -

F+

of

2''

&c.

e-^),

+ n''
Exponential Theorem

f or

.229,232

....

Integro-Exponential Series

Examples
Exercises XII.

Logarithmic Series

Expansion of log (1 +
Derived Expansions
Calculation of log

2,

a;)

log 3,

&c

Factor Method for calculating Logarithms

First Difference of log

....

Summations by Logarithmic

Series

20(n)x"/(n + a)(n + 6)
Examples Certain Semi-Convergent
Inequality and Limit Theorems
Exercises XIII

Series, &c.

233
233-236
233
234
236
237-251

238
239
241
243
245
245-250
246
248
250
251

CHAPTER XXIX.
SUMMATION OF THE FUNDAMENTAL POWER-SERIES FOR COMPLEX
VALUES OF THE VARIABLE.
Preliminary Matter
Definition

and Properties

of the Circular

Functions

.
Evenness, Oddness, Periodicity
Graphs of the Circular Functions

255
256

Addition Formulce for the Circular Functions

Inverse Circular Functions

Multiple-valuedness

Principal and other Branches

w = 2" and wP=z'^

Inversion of

Circulo-Spiral Graphs for

Multiplicity

w z^

....
^w

and Continuity of

Rieviann's Surface

^^to

and other Branches of

Graphs for w'^=z*
Principal and other Values of gjio^
Exercises XIV.
Geometric and Integro-Geometric Series
Principal

Circulo-Spiral

Sr"cos(a-J-?i^), c&c

254-272
254-262

258
259
260
260
262-271
264
265
265
267
269
270
271
272
273

FormulsB connected with Demoivre's Theorem and the Binomial

274-279
Theorem for an Integral Index
Generalisation of the Addition Theorems for the Circular Functions
275
Expansions of cos nO, sin ndlsin 0, &c., in powers of sin d or cos 6
276
Expression of cos'^^sin"^ in the form SapCosj?^ or lap sin p0
277

CONTENTS

Exercises

XVll

XV

Expansion of cos and sin 6 in powers of

Exercises XVI.
Binomial Theorem for a Complex Variable
Most general case of all (Abel)
Exponential and Logarithmic Series for a Complex Variable
.

Exp z
+ 7/?) = e^ (cos 7/ + i sin y)
Graphic Discussion of ic = Expz
Imaginary Period of Exp^
Log = log 10 + 1 amp ty
Definition of

Exp

(a;

i<;

Principal

....

and other Branches

Exp^z
Addition Theorem for Log
Definition of

Expansion

of

of

liogw

(Log(l + z)

Generalisation of the Circular Functions

General Definitions of Cos

Sin

z,

z,

&c.

Euler's Exponential FormuljB for Cosz

and Sin 2

Properties of the Generalised Circular Functions

Introduction of the Hyperbolic Functions
Expressions for the Hyperbolic Functions

Graphs of the Hyperbolic Functions

Inverse Hyperbolic Functions

Properties of the General Hyperbolic Functions
Inequality and Limit

Theorems

....

Historical Note

XVII

Graphical Discussion of the Generalised Circular Functions

Cos [x + yi)
(a;

Graphs oi f{x + yi) and Iff {x + yi)

General Theorem regarding Orthomorphosis
Exercises XVIII
Special Applications to the Circular Functions
Series derived from the Binomial

cosm^ and

Theorem

(m not integral)
Expansion of sin~i x, Quadrature of the Circle
Examples Series from Abel, Ac.
Series derived from the Exponential Series .
Series derived from the Logarithmic Series .
Series for

300
301
303
303-307

308
311
312
313
316-325
316
319
320

+ 2/1)
T&n(x + yi)
Sin

297
298
299
300-313

307

Geometrical Analogies between the Circular and the Hyperbolic

Functions
Gudermanidan Function
Exercises

PAGE
279
280-283
284
285-288
287
288-297
288
290
290
292
293
293
294
295
296
207-313

sinm</)

Sin^-isin2^ + isin3e-.

Eemarkable Discontinuity of

= ^5

this last Series

322
323
325
226-334

327
327
329
330
331
831
332
332

CONTENTS

XVIU

Series for tan-^x, Gregory's Quadrature of the Circle

Note on the Arithmetical Quadrature of the Circle

Exercises XIX.,

XX

PAGE
333
333
334, 335

CHAPTER XXX.
GENERAL THEOREMS REGARDING THE EXPANSION OF FUNCTIONS
IN INFINITE FORMS.
337-344
Expansion in Infinite Series
Expansion of a Fimction of a Function
337
Expansion of an Infinite Product in the form of an Infinite Series
337
Examples Theorems of Euler and Cauchy
339
Expansion of Sech x and Sec x
341
342
Euler's Numbers
Expansion of Tanh x, x Coth x, Cosech x Tan x, x Cot x, Cosec x
343

....

XXI

Exercises

344
346-357
346
348
351
351
sin ^
354
355
356
357

Expression of Certain Functions as Infinite Products

General Theorem regarding the Limit of an Infinite Product
Products for sinhjpu, sinh u sin pd, sin 6
.

Theorem

Wallis's

Products for coshpu, coshu; cospd, cos 5

Products for cos + sin cot 0, cos <^ - sin
Product for cos - cos
Remark regarding a Certain Fallacy

....
....

^ tan 0,1 + cosec

XXII

Exercises

Expansion

of Circular

and Hyperbolic Functions in an

Infinite

359-362

Series of Partial Fractions

cot 0,
cosec 0, secO
Expressions for tan 0,
Expressions for tanh u, u coth u, u cosech u, sech u
Expressions for the Numbers of Bernoulli and Euler
.

S^
for B^

Series for

Product

Certain Properties of B^
Eadii of Convergence of the Power-Series for tan
Series

and Product

0,

6 cot 0,

Certain Properties of

Radius of Convergence of the Power- Series for sec

Sums of Certain Series involving Powers of Integers
Power-Series for log sin
Stirling's

cosec

E^
^

for

0,

&c.

Theorem

Exercises XXIII

Reversion of Series Expansion of an Algebraic Function

General Expansion-Theorem regarding S (m, w)x"*!/"=0
Reversion of Series
Branch Point

360
362
362-367
363
364
364
364
365
366
366
367
367
368
372
373-396
374
378
378

CONTENTS

XIX
PAGE
379

Expansion of the various Branches of an Algebraic Function

Irreducibility Ordinary and Singular Points, Multiple Points,
Zero Points, Poles, Zeros, and Infinities of an Algebraic
Function
Expansion at an Ordinary Point
Expansion at a Multiple Point
Cycles at a Branch Point
Neicton's Parallelogram, Degree-Points, Effective Group of Degree.

380
382
383
386
386
389
392
392
396
397

Points

....

an Algebraic Function expansible

Algebraic Zeros and Infinities and their Order
Method of Successive Approximation

All the Branches of

Historical Note

Exercises

XXIV

CHAPTER XXXI.
SUMMATION AND TRANSFORMATION OP SERIES IN GENERAL.
The Method

398-409
398
401
402
40b

of Finite Differences

Difference Notation

Difference Theorems
Sammation by Differences
Examples Factorial Series, S sin (a + ?2/3)

Two Fundamental

Expression of 2m in terms of the Differences of

j/j

405

Montmort's Theorem
Euler's

Exercises

XXV

Recurring Series
Scale of Relation
Generating Function

To

407
408
409
411-415

Theorem

find the General

Term

Solution of Linear Difference Equation with Constant Coefficients

Summation
Exercises

of Eecurring Series

XXVI

411
412
413
414
414
415

Simpson's Method for Summation by taking every kth term of a

Series whose sum is known
416-418
Miscellaneous Methods
418-420
Use of Partial Fractions
418
Euler's Identity
419
Exercises XXVII
420

,,,...

XX

CONTENTS

CHAPTER XXXII.
SIMPLE CONTINUED FRACTIONS.
PAGE
Nature and Origin of Continued Fractions
423-429
Terminating, Non-Terminating, Becurring or Periodic, Simple
Continued Fractions
423
Component Fractions and Partial Quotients
423, 424
Every Number convertible into a S.G.F.
424
Every Commensurable Number convertible into a Terminating
S.C.F
426
Conversion of a Surd into a S.G.F. .
428
Exercises XXVIII
430
431-441
Properties of the Convergents to a S.C.F.
Complete Quotients and Convergents .
431
Pecurrence-Formiilm for Convergents
432
Properties of p.^ and q^
433
Fundamental Properties of the Convergents
435
Approximation to S.C.F
437
Condition that pjqn be a Convergent to arj
439
Arithmetical Utility of S.C.FF.
440
Convergence of S.C.F.
441
Exercises XXIX
442
444-451
Closest Rational Approximation of Given Complex ity
Closeness of Approximation of pjq^
445
Principal and Intermediate Convergents
446
Historical Note
448
449
Examples Calendar, Eclipses, &c.
451
Exercises XXX

....
.

.....
.

CHAPTER

XXXIII.

ON RECURRING CONTINUED FRACTIONS.

Every Simple Quadratic Surd Number convertible into a Recurring
453-458
454
455
Expressions for P and Q
457
Cycles of P, Q^,
Every Recurring S.C.F. equal to a Simple Quadratic Surd Number 458-460
460-469
On the S.C.F. which represents sJ{ClB)
462
Acyclic Quotient of JNJM
463
Cycle of the Partial Quotients of ^NjBI
.
464
Cycles of the Rational Dividends and Divisors of ^N/U .
467
Tests for the Middle of the Cycles
468
Examples Rapid Calculation of High Convergents, &c. .
469
Exercises XXXI
S.C.F
Recurrence-Formulae for

P and Q^

CONTENTS

XXI

Applications to the Solution of Diophantine Problems

ax-by=c
ax + bij~c
ax + by + cz = d,

a'x

+ b'i/ + c'z = d'

if and a;2-<7r/'-^=l

....
...

Solutions of a;2-Cj/2=

General Solution ot x^-Cy-^J=H y/hen H<sjC

General FormulaB for the Groups of Solutions of x^- Cy^=

=3=1

and a;2-C</2=iI
Lagrange's Eeduction of x^-Cy'^==i=H when
Eemaining Cases of the Binomial Equation
General Equation of the Second Degree
Exercises

H>^C

....
.

PAGE
473-488
474
475
477
478
479

XXXII

480
482
486
486
489

CHAPTER XXXIV.
GENERAL CONTINUKD FRACTIONS,

....

Fundamental Formulse
Meaning of G.C.F
G.C.FF. of First and Second Class

491-494
492
492
492
494-502

Properties of the Convergents

Continuants

Continuant Notation Simple Continuant

Functional Nature of a Continuant
Euler's Construction

494, 495

Euler's Continuant-Theorem

495
496
498

of Fermat's Theorem that a Prime of the

form 4\ + l is the Sum of Two Integral Squares
Every Continuant reducible to a Simple Continuant
C.F. in terms of Continuants
Equivalent Continued Fractions
Beduction of G.C.F. to a form having Unit Numerators

499
500
601
501
502

Henry Smith's Proof

Exercises

XXXIII

Convergence of Infinite C.FF.

Convergence, Divergence, Oscillation of C.F.
Partial Criterion for C.F. of First Class

Complete Criterion

for C.F. of First Class

Partial Criterion for C.F. of Second Class

Incommensurability of certain C.FF
Legendre's Propositions
Conversion of Series and Continued Products into C.FF.
Euler's Transformation of a Series into an equivalent C.F,
Examples Brouncker's Quadrature of the Circle, Ac.

......

C.F. equivalent to a given Continued Product

Lambert's Transformation of an Infinite Series into an Infinite
C.F
.

602
505
505
506
507
510
512-514
512
514-524
514
516
617

617

CONTENTS

XXll

Example

after

Legendre
C.FF. for tanx and tanhx
Incommensurability of v and e
Gauss's Conversion of the Hypergeometric Series into a C.F.
Exercises

XXXIV

PAGE
620
522
523
523
525

CHAPTER XXXV.
GENERAL PROPERTIES OF INTEGRAL NUMBERS.
Numbers which are congruent with
Modulus and Congruence

Modulus

respect to a given

Feriodicity of Integers

Examples of Properties deduced from Periodicity Integrality

x{x + l)
{x+p-l)lpl, Pythagorean Problem, &c.
Property of an Integral Function
.

Test for Divisibility of

of

/(a;)

f(x) represents an Infinity of Composites

Difference Test of Divisibility

Exercises

On

XXXV

the Divisors of a given Integer

Limit for the Least Factor of 2^

Sum and Number

of the Divisors of a Composite

Examples

Number, &c.
< N and prime

Number

Perfect

of Integers

to

iV^,

<p

(N)

Euler's Theorems regarding <I>{N)

Gauss's Theorem ^(p(dn)-N

Properties of m!

Exercises

On

XXXVI

528-534
528
529
529
532
532
532
533
534
536-546

536
537
538
539
540
542
543-546
546

"

the Eesidues of a Series of Integers in Arithmetical Progression 547-554

Periodicity of the Besidues of

an A.P

Format's Theorem
Historical Note
Euler's Generalisation of Fermat's

Theorem

648, 549

....

Wilson's Theorem
Historical Note

Theorem

of Lagrange including the

Theorems of Fermat and

Wilson
Exercises

660
650
651
552
553
553
654
555-564

XXXVII

Partition of Numbers

Notation for the Number of Partitions

Expansions and Partitions

Euler's Table for P(n|*|}>g)
Partition Problems solvable by means of Euler's Table
Constructive Theory of Partitions

556
556
658
659-561
661-564

XXIU

CONTENTS

Graph of a

Partition, Regular GrapJis, Conjugate Partitions

Franklin's Proof that (1-

Exercises

a;)

(l-a;2)(l.-a;3)...^

XXXVIII

S
"T"

PAGE
5G2

(_)Pa;i(-Vi')
.

563

564

CHAPTER XXXVL
PROBABILITY, OR THE THEORY OP AVERAGES.
Fundamental Notions, Event, Universe, Series, &c.
Definition of Probability or Chance, and Eemarks thereon
Corollaries on the Definition
Odds on or against an Event

560
567
569
670
571-575

Direct Calculation of Probabilities

571
Elementary Examples .
573
Use of the Law of Distribution
574
Examples Demoivre's Problem, &c.
575-581
Addition and Multiplication of Probabilities
575
Addition Rule for Mutually Exclusive Events
Multiplication Rule for Mutually Independent Events
576
577-581
Examples
General Theorems regarding the Probability of Compound Events 581-586
581
Probability that an Event happen on exactly r out of n occasions
582
More General Theorem of a Similar Kind
583
Probability that an Event happen on at least r out of n occasions
584
Pascal's Problem
585
Some Generalisations of the Foregoing Problems
586
The Recurrence Method for calculating Probabilities
587
"Duration of Play"
589
Evaluation of Probabilities involving Factorials of Large Numbers
590
Exercises XXXIX
593-595
Mathematical Measure of an Expectation
594
Value of an Expectation
594
Addition of Expectations
595-604
Life Contingencies

Terminology, Average

Ac-

'

596

Mortality Table

Examples of the Use

Annuity Problems,

of a Mortality

Notation,

and

Table

counting
Calculation of Life Insurance

Premium

Recurrence- Method for calculating Annuities

Columnar or Commutation Method

Bemarks, General and Bibliographical
Exercises

XL

RESULTS OF EXERCISES
INDEX OF PROPER NAMES FOR PARTS

597

598-601
602
603
603
605
605

609
I.

AND

II.

614

SUGGESTION FOE THE COUESE OF A FIEST HEADING

OF PAET II.
Chap, xxin., 1-15.
Chap, xxxvi., 1-4.
Chap, xxiv., 1-9.
Chap. XXV. Chap, xxvi., 1-5, 12-19, 32-35. Chap, xxvii. Chap, xxviii.,
Chap. xxxi.
Chap, xxix., 1-19, 23-81.
Chap, xxxii.
1-5, 8-15.
Chap, xxxiii., 10-14. Chap. xxxv. Chap, xxxvi., 5-22.

CHAPTER

XXIII.

Permutations and Combinations.

We

1.]

have already seen the importance of the enumein the elementary theory of integral

of combinations

ration

functions.

It

was found,

problem of finding

for example, that the

the coefficients in the expansion of a binomial

is

identical with

enumerating the combinations of a certain

number of things taken 1, 2, 3, &c,, at a time. Besides its
theoretical use, the theory of permutations and combinations

the problem

of

has important practical applications

statistics, to

ance,

for example, to

the calculus of probabilities, to

and to the theory of

and

fire

economic

life

assur-

voting.

Beginners usually find the subject somewhat

difficult.
This
from the fineness of the distinctions between the
problems, distinctions which are not always easy to

arises in part
diff'erent

express clearly in ordinary language.

Close

we

therefore be paid to the terminology

are

attention should

now

to introduce.

For our present purpose we may represent individual

2.]

things by letters.

By an

r-permutation of n letters we

mean r

aiTanged in a certain order, say in a straight

of those letters

An

line.

which means all the letters in a certain order,

called a permutation simply.

tation,

Example.
ac, ca; ab, ba.

is

w-permu-

sometimes

The 2-permutations of the three letters

The permutations of the three letters are

abc, acb; bac, bca;

we mean r

of those letters

a, b,

are be, cb;

cab, cba.

By an

r-comhination of n letters

considered without reference to order.

Example.
C.

II.

The 2-combinations

of a,

b, c

are

be, ac, ab.

1

MODES OF PROOF

OH. XXIII

is stated, the same letter is not supposed

more than once in each combination or permutation.
In other words, if the n letters were printed on n separate

Unless the contrary

to occur

counters each permutation or combination could be actually

and set down before our eyes.

Another point to be attended to is that in some problems

selected

may be all alike or indifferent

may be supposed that no alteration in any

certain sets of the given letters

that

is

to say,

it

permutation or combination

is

produced by interchanging these

letters.

The fundamental part of every demonstration of a

3.]
theorem in the theory of permutations and combinations is an
enumeration. It is necessary that this enumeration be systematic
If possible it should also be simplex, that

-and exhaustive.

each permutation or combination should occur only once

may be

but

is,

it

multiplex, provided the degree of multiplicity be ascer-

tained (see 8, below).

Along with the enumeration there often occurs the process

by step, called mathematical induction.

of reasoning step

The

results of the law of distribution, as applied both to

closed functions

manner

and

to infinite series, are often used (after the

of chap, iv., 5, 11,

and exercise

vi.

30) to lighten the

labour of enumeration.
All these methods of proof will be found illustrated below.

We

have called attention to them here, in order that the student

may know what

tools are at his disposal.

PERMUTATIONS.
4.]

The number of r-permutations of n

n{n-l){n-2)
1st

Proof

is to find in

letters (nPr)

(n-r+l).

Suppose that we have r blank spaces, the problem

how many

difterent

ways we can

fill

these with

letters all different.

We

the first blank in n different ways, namely, by

one of the n letters. Having put any one
any
putting into
letter into the first blank, we have - 1 to choose from in filling

can

fill

it

2-4

r-PERMUTATIONS

Hence we can fill the second blank in n- 1

way we can fill the first. Hence we can

the second blank.

different
fill

the

ways

first

When

for each

n{n-

two in

1) ways.

any two particular

letters

have been put into the

two blanks, there are n 2

left to

Hence we can

three blanks in

fill

the

first

choose from in

filling

n{n-

first

the third.

1) times (w

2)

ways.

Reasoning

in this

n{nl){n-2)

way, we see that we can

nPr = n{n-l)

Hence

fill

the r blanks in

(w-r+l)ways.
.

(n-r+l).

We

may enumerate, exhaustively and without

nPr r-permutations as follows
All those in which the first letter ai stands first
1st.
All those in which 2 stands first and so on.
2nd.
There are as many permutations in which ! stands first as

2nd Proof.

repetition, the

there are (r l)-permutation3 of the remaining

there are n-iPr-i permutations in the

is,

is

true of each of the other

Now
r,

letters,

that

The same

classes.

nPr = nn-iPr-i

Hence

n and

w 1

first class.

any positive integral values of

as r ^ n.
Hence we may write

this relation is true for

so long,

of course,

successively
n-i r

n-lPr-i

= Tlfi-il'^r-it

= {n

l)n-2Pr-2t

n-r-i

If

now we multiply

these equations together, and observe

all

the P's cancel each other except P^ and n-r+iPi, and

observe further that the value of n~r+iP*i is obviously n-r+l,

that

we

all

see that

Pr = n{n-l)

The second proof

is

{n-r+2){7i-r+l)

not so simple as the

a kind of reasoning which

is

first,

but

(1).
it illustrates

very useful in questions regarding

permutations and combinations.

12

LINEAR AND CIRCULAR PERMUTATIONS CH. XXIII

The number of different ways in which a

1.
can be arranged in linear order is

set

Cor.
letters

n{n-l)
that

the product

is,

3.2.1,

of n

of the first n integral numbers.

(1), for the number required is the

number of ^^-permutations of the n letters. Putting r = w in (1)^
we have
,,Pn^n{n-l) ... 2.1
(2).

This follows at once from

The product

of the

n consecutive integers may be

first

garded as a function of the integral variable

and

factm-ial-n^

Cor.

is

re-

It is called

n.

denoted by n\*.

^Pr = n\l{n-r)\.

2.

nPr = n{n-\)

For

n{n-l)

{n-r +

\),

(n-r+l)(n-r)

2.1

{n-r) ... 2.1

nl

Cor.
oi'der

The number of ways of arranging n letters in circular

(w-1)!, or {n-l)lj2, according as clock-order and

3.

is

counter-clock-order are or are not distinguished.

Since the circular order merely, and not actual position,

in question,

we may

select

any one

letter

and keep

have thus as many different arrangements as there are (n permutations of the remaining
If,

n1

letters,

that

is

(w

is

We

it fixed.

1)-

1)!.

however, the letters written in any circular order clock-

wise be not distinguished from the letters written in the same

order counter-clock-wise,

be counted twice over.

it is

clear that each

arrangement

Hence the number

in

this

will

case

is

(w-l)!/2.

When

5.]

each of the

of r-permutations
* This
this is

The

is

letters

11 is

of course

convenieijt, however, to use

so doing

be repeated, the

number

Kramp's notation. Formerly In^was used in English works, but

now being abandoned on account

value of

may

is if.

we avoid

1.
it,

of the difficulty in printing the |_.

Strictly speaking, 0! has

no meaning.

with the understanding that

its

the exceptional treatment of initial terms in

value

many

It is

is 1

by

series.

CASE WHERE LETTERS ARE ALIKE

4-6

Suppose that we have r blanks before us. We may fill the

in n ways
the second also in n ways, since there is now no
restriction on the choice of the letter.
Hence the first two may
first

With each of these * ways

we may combine any one of the n
ways of filling the third hence we may fill the first three blanks
in n^ X n, that is, n^ ways, and so on.
Hence we can fill the r
be

filled in

x n, that

is,

n' ways.

of filling the first two blanks

;

blanks in n^ ways.

The number of permutations of n letters of which a

6.]
group of a are all alike, a group of P all alike, a group of y all
alike, &c., is

w!/a!y3!y!

Let us suppose that

we take any one

of the

a;

a;

denotes the number in question.

permutations and keep

we

shall derive a!

in every possible

permutations in which the a letters are

Hence the

unlike.

effect of

making the a

derive xal permutations from the

we now make

If

If

the rest of

make the a letters unlike

way among themselves,

the letters fixed in their places, but

and permutate them

all

all

the

permutations.

a;

we derive

letters unlike,

/?

all

letters unlike is to

xalftl

permutations from the xa\.

we make all the letters unlike, we derive xa\fi]y]

But these must be exactly all possible permutaof n letters all unlike, that is, we must have

Hence,

if

permutations.
tions

a;a!/3!y!

Hence

a;

Cor.

n\.

= w!/a!^!y!

r pigeon-holes, so that a shall go into the

y into the third, and so on,

N.B.

The m'der of

first,

into the second,

is

n\ja\p\y\

tended

The number of ways in which n things can he put into

the pigeon-holes is fixed,

and must

be at-

but the oi'der of the things inside the holes is indifferent.

Putting the things into the holes is evidently the same as
to,

them to stand in a line and affixing to them labels

marked with the names of the holes. There will thus be a
allowing

CH. XXIII

EXAMPLES

marked

labels each

each marked

(3

1,

2,

y each marked

3,

and

so on.

The problem
which are

is

now

to find in

alike, )8 alike,

how many ways n

alike, &c.,

things standing in a given order.

w!/a!)8!y!

Example
four

the

.,

by the above

labels, a of

can be distributed

The number

among

in question is

proposition.

In arranging the crew of an eight-oared boat the captain has

1.

men that can row only on the stroke-side and four that can row only on
bow-side.
In how many different ways can he arrange his boat 1st,

when the

stroke is not fixed

2nd,

when

the stroke is fixed ?

arrange his stroke-side in as many
ways as there are 4-permutations of 4 things, that is, in 4! ways, and he
may arrange the bow-side in just as many ways. Since the arrangements of
the two sides are independent, he has, therefore, 4! x 4! ( = 576) different

In the

first case,

the captain

may

ways of arranging the whole crew.

In the second case, since stroke

is fixed, there are only 3! ways of

Hence, in this case, there are 3! x 4! ( = 144)

arranging the stroke-side.

ways of arranging the crew.

different

Example

Find the number of permutations that can be made with the

word transalpine.
The letters are traannslpie, there being two sets, each containing
two like letters.
The number required is therefore (by 6) ll!/2!2! =
2.

letters of the

11. 10. 9. 8. 7. 6. 5. 8. 2 = 9979200.

Example 3. In how many different ways can n different beads be

formed into a bracelet?
Since merely turning the bracelet over changes a clock-arrangement of the
stones into the corresponding counter-clock-arrangement,

that the

number required

is

(n

it

follows, by 4,

l)!/2.

COMBINATIONS.
The number of ways in which s things can he selected hy
set ofn^ oiie out of a set of n^, &c., is Wi2
w.

7.]

taking one out of a

The

thing can be selected in Wi ways

first

ways; and so

on.

the second in n^

Hence, since the selection of each of ihQ

way on the selection of the others,

things does not depend in any

the number of ways in which the s things can be selected

1 X

^X
8.]

X w,.

The number of r-comhinations of n

n{n-l)

(w-r + l)/1.2

letters (nCr) is
.

r.

is

6-8

?^-COMB [NATIONS

1st Proof.

We may enumerate the combinations as follows

2nd.

a.,;

nth.

an.

In each of these classes there

combinations

namely,

- l)-combinations of w -

is

the

same number of

many combinations

as

1 letters

for

as

l)-combinations

of aaj 3>

there

are

we obviously form

the r-combinations in which a^ occurs by forming

(r

All those that contain the letter i

1st.

{r

all

all

possible

and adding ai to each

of them.

This enumeration, though exhaustive,

is

not simplex

for

each r-combination will be counted once for every letter

contains, that

is,

TnCr

This relation holds for

Hence we have

= rin-iCr-i

all

values of

ft_ll^,._l

If

we multiply
(7's

n and

_r+iCi is obviously

so long as r:^n.

^~
r

(^

L n-'V^r-'it
^

and

n-r+i^i,

n-r+1, we

p _~
"^^

n{n-l)

and that the value of

have
.

(n-r+l)

^^^

1.2 ... r

Since every r-combination of n

tated in every possible way, would give

all

r,

these r - 1 equations together, and observe that

cancel, except nCr

2nd Proof.

(l).

successively

p -

the

it

Hence

r times.

r!

letters, if

permu-

r-permutations, and

the r-permutations of the n letters can be got once and only


PROPERTIES OF

once by dealing in this way with

Hence
JJ.,r\ = nPr=
=
w(w-l)
a- i^r/r!

that

Cor.

If

1.

the expression

n^r

the

r.

ti^nr'

This follows at once from

;

(-r+l)/1.2

follows

it

we multiply both numerator and denominator of

for C,. by {ii -r){n-r-l)
2.1, we deduce
nGr = nl/rl{n-r)l
(3).

vOr. Z,

enumeration

CH. XXIII

(7^

the r-combinations,

all

It

(3).

may

n things we

select

we

there are, therefore, just as

Cor. 3.

n^r

leave behind an (n

many

by

also be proved

r-combination of

for it is obvious that for every

r)-combinatiou

of the latter as of the former.

= n-lC^r +

n-lGr-l

(4).

This can be proved by using the expressions for Cr, n-i^r,

n-iCr-i, and the remark is important, because it shows that the
property holds for functions of

n having the form

(2) irrespective

of any restriction on the value of n.

The theorem (when n

is

a positive integer) also follows at

once by classifying the r-combinations of w letters

aj, ag,

those that contain i, -iC,-i in number, and, 2nd,

those that do not contain ai, n-iCr iw number.

into,

1st,

Cor. 4.

n-\Gs

+ n-iC!s + n-zCs"^

'

s^s

= nW+l

Since the order of letters in any combination

\p)-

is indifferent,

we may arrange them

in alphabetical order, and enumerate the

+ l)-combinations of n letters by counting, 1st, those in
which Ui stands first
2nd, those in which a^ stands first, &c.
This enumeration is clearly both exhaustive and simplex and
(s

we observe that ai cannot occur in any of the combinations of

the 2nd class, neither a^ nor a^ in any of the 3rd class, and so on.
Hence the number of combinations in the 1st class is n-\Gs in
the 2nd, n-aC'* in the 3rd, n-zGs and so on. Thus the theorem
',

follows.

Cor. 5.

If

we divide

p+q

letters into

two groups of p and q rep + q letters may be

spectively, the p^qCg s-combinations of the

classified

exhaustively and simplexly as follows

vandermonde's theorem

All the combinations found by taking every one of

{s

l)-combinations of the

1 -combinations of the

{s 2)-combinations

of the

of these

is

Thus the theorem

so on.

summation of

of these

is

follows.

It should be noticed that Cor.

tions in the

things with every one of the

The number

2-combinations of the q things.

And

things with every one of the

The number

q things.

All the combinations found by taking every one of

3rd.

the

of

pCg.

is

2nd.

the

The number

All the s-combinations of the j9 letters.

1st.

these

series.

4 and Cor. 5 furnish proposiFor example, we may write

Cor. 5 thus

p{p-

1)

(^-.9 +

1.2 ...

1)

^pjj>-})
1.2
pip -I)
1.2

^ {p + q)ip + q-l)

be proved by

ip-s + 3) q(q-l)

{s-2)

2)

(7).

an algebraical identity which could

actually transforming the left-hand side into the

we take

this view, it

right (see chap, v., 16).

If

the only restriction upon p,

q, s is that s shall

Thus

i g-s +
(5-1)

'

1.2

'

1.2 ... g
ip + q-s+l)

1.2 ...

It is obvious that (7) is

-1

is-l)

q(q-l)
1.2

^p

(p-s+2) I

clear that

is

be a positive integer.

generalised, (7) becomes of importance in the establishment

Theorem

of the Binomial
Cor. 6.

If

we multiply both

denote p(p l)
(P +

which

is

for fractional

q)s

(p-s+

1)

and negative

sides of (7)

by

jt?,,

by

indices.

...

5,

and

we deduce

=Ps + sCiPs-iqi + fys-iq-L +

5'

(8),

often called Vandermonde's theorem, although the result

was known before Vandermonde's day.

10

CH. XXIII

LETTERS ALIKE

To find the number of r-combinations of

9,]
of which are alike.

With the q unhke

1st.

letters

we can form

letters,

and r -

p+q
gC,.

letters

r-com-

binations,

Taking one of the p

2nd.

1 of

the

q,

we can

form qCr-\ r-combinations.

Taking two of the p, and r - 2 of the q, we can form

and so on, till at last we take r of the
(supposing p > r), and form one r-combination.
3rd.

gCv_2 r-combinations;

We
qCr

thus find for the number required

+ qCr-\ +

"^'

qCr-'i

+ qC^ +

lr!(^-r)!"^(r-l)!(^-r+l)!'*'"

"^

1!

(g-

"^

1)!

'

The number of r-permutations of p + q things p of which

Cor.

are alike

is

'*'

^'^'

\r\{q-r)\

"^

l\{r-l)l(q

"*"

-r +

2!(r- 2)!(g'-r +

1)!

2)!
1

1_

''^

{r

-ly.V.iq-

For, with the qCr combinations of the 1st class above

1)1

'^

rlqlj'

we can form

qCrrl permutations

With the
mutations

gCr-i combinations of the

2nd

class, qCr-i r! per-

With the
which two

qCr-2 combinations of the 3rd class (in each of

letters

are

alike),

permutations:

g(7r_2r!/2!

and

so on.

Hence the whole number

of permutations

qCrr\+qCr.,r\/V. + qCr-,rll2l +

whence the

.+qC,rll{r-l)\ +

l,

result follows.

number of r-combinations,
when we have more than one group of

similar process will give the

or of r-permutations,
like letters
10.]

each

is

letter

but the general formula is very complicated.

The number of r-combinations of n letters (nffr), when

may

be repeated

n{n + l){n +

2)

any number of times up

.

(w

+ r-

1)/1

2. 3

to r, is
.

(1).

 9,

COMBINATIONS WITH REPETITION

10

In the

we remark that the number

first place,

binations, in each of

number

the same as the

This

restriction.

which the

+ 1 )-com-

of (r

letter ai occurs at least once, is

of r-combinations not subject to this

obvious

is

11

if

we

that every (r + 1)-

reflect

combination of the kind described leaves an r-combination when

tti

is

removed, and, conversely, every r-combination of the n

when

letters gives,

added to

ai is

it,

an (r + l)-combination of

the kind described.

we add to each of the r-combinations

n letters, we get all the {n + r)-corabinations

It follows, then, that if

of the theorem all the

n letters, in each of which each letter appears at least

and not more than r+ 1 times.
We may therefore
enumerate the latter instead of the former.
of the

once,

may

This new problem

we may

write

s (initial of

be reduced to a question of permuta-

down

Instead of writing

tions as follows.

down each

letter once,

same) as often as the letter

write asssbsscs

all

the repeated

and write

instead of aaaahhhcc

Thus, we

repeated.

is
.

letters,

after it the letter

With

this notation

there will occur in each of the {n + r)-combi nations the n letters

ai, a^,

in

.,

ttn

along with r

The problem now

n + r letters.

s's.

how many ways we can arrange

be remembered that there

the beginning of the series
fli,

ttj,

.,

i is

is
;

is

these

to find
It

must

no meaning in the occurrence of

s at

hence, since the order of the letters

indifferent,

we may

fix ai in

the

first place.

We

have now to consider the different arrangements of the n-1

letters a^, a^,
In so doing we must
., a along with r s's.
observe that nothing depends on the order of ^a, 3,
, <*n
.

must be
regarded as all alike. We have, therefore, to find the number of
permutations of w - 1 + r things, w - 1 of which are alike, and r
Hence we have
of which are alike.
inter se

so that in counting the permutations they

+ r-l)l
(w-l)!r!

(n
"

_n{n+

I)

^^^'

(n

+ r-l)

THEOREMS REGARDING nHr

12

nttr

L/Or. 1.

This follows at once from

Lor. 2.

nJ^ir

For the r-combiuations

at least once, the

CH. XXllI

re+r-iW

(2).

n-\'Jr

n'Jr-l-

consist, 1st, of those in

number

which a^ occurs

we have seen

of which

2nd, of those in which aj does not occur at

which

to be nHr-i
the number of

all,

n-\Hr.

is

Jfr = n-Jir + n-JIr-l + n-JIr-2 +

Cor. 3.

This follows from the consideration that we

+ n-1^1 +

may

1-

classify the

r-combinations into

Those in which

1st.

does not occur at

a^

n-iHr in

all,

number
2nd.

Those

3rd.

Those in which

and

which ai occurs once,

in

! occurs

n-iffr-i in

number
number

twice, n-iHr-i in

so on.

The number of different r-ary products that can he

Cor. 4.
(w + r - 1)/1 2
r
made with n different letters is n{n+\)
and the number of terms in a complete integral function of the rth
.

degree in n variables

The

first

(n

is

I) (n

2)

part of the corollary

(w

r)/l

r.

The

of course obvious.

is

second follows from the consideration that the complete integral function
0, 1, 2,

.,

is

the

sum

of

But, by Cor. 3,

tliis

//i

sum

possible terms of the degrees

all

Hence the number of

r respectively.

//2

its

terms

is

//,-.

is n+iffr-

We

have thus obtained a general solution of the problems suggested in

As a verification, if we put n=2, we have for the
17, 19.
number of terms in the general integral function of the rth degree in two
variables 3.4 ..
(r + 2)/1.2
r, which reduces to (r + 1) (r + 2)j2, in
agreement with our former result.
chap.

IV.,

Exercises

I.

Combinations and Permutations.

(1.)

How many

different

numbers can be

made with

the

digits

11122333450?
(2.)

How many

sentence Ut tensio

different permutations
sic vis ?

can be made of the

letters of the

EXERCISES

10

13

(4.)

How many different numbers of 4 digits can be formed with 0123456?

How many odd numbers can be formed with the digits 3694?

(5.)

If 2<^-i/2n-2C= 1^2/35, find n.

(6.)

If

(3.)

m = C2,

show that ^C2 = 3+iC4.

In any set of n letters, if the number of r-permutations which contain a be equal to the number of those that do not contain a, prove that the
same holds of r-combinations.
(8.) In how many ways can the major pieces of a set of chess-men be
arranged in a line on the board?
If the pawns be included, in how many ways can the pieces be arranged
(7.)

in two lines

men, in how many ways may a guard of 6 be formed in line,

men to be attended to ?
(10.) In how many ways can 12 men be selected out of 17 Ist, if there be
no restriction on the choice 2nd, if 2 particular men be always included
3rd, if 2 particular men never be chosen together ?
(11.) In how many ways can a bracelet be made by stringing together 5
Out

(9.)

of 13

the order of the

like pearls, 6 like rubies,

How many

and 7

like

diamonds ?

different settings of 3 stones for a ring could be selected

from the above?

What
is

modification of the solution of the

necessary. when two, or

In

(12.)

all three,

first

of the given

how many ways can an

part of the above problem

numbers are even

eight-oared boat be

manned

out of 31

men, 10 of whom can row on the stroke-side only, 12 on the bow-side

and the rest on either side ?

only,

In a regiment there are 10 captains, 20 lieutenants, 30 sergeants,

In how many ways can a party be selected, consisting of
2 captains, 5 lieutenants, 10 sergeants, and 20 corporals ?
in
(14.) Three persons have 4 coats, 5 vests, and 6 hats between them
how many different ways can they dress ?
(13.)

and 60

corporals.

A man

has 12 relations, 7 ladies and 5 gentlemen ; his wife has 12

and 7 gentlemen. In how many ways can they invite a
dinner party of 6 ladies and 6 gentlemen so that there may be 6 of the man's
(15.)

relations, 5 ladies

relations

and 6

of the wife's

how many ways can

7 ladies and 7 gentlemen be seated at a

round table so that no 2 ladies sit together?
In
(17.) At a dinner- table the host and hostess sit opposite each other.
how many ways can 2n guests be arranged so that 2 particular guests do
(16.)

not

In

sit

together?

(18.)

In how

many ways can

a team of 6 horses be selected out of a stud

ABCA'B'C, but never AA',

of 16, so that there shall always be 3 out of the 6

BB', or

CC

together

how many words can be made,

each containing 4 consonants and 3 vowels 1st, when there is no restriction
on the arrangement of the letters ; 2nd, when two consonants are never
(19.)

With

9 consonants an,d 7 vowels,

allowed to come together?

(20.) In how many ways can 52 cards,

all different,

be dealt into 4 equal

BINOMIAL THEOREM

14

CH. XXIII

hands, the order of the hands, but not of the cards in the hands, to be
attended to?
In ho'.v many cases will 13 particular cards fall in one hand ?
(21.) In how many ways can a set of 12 black and 12 white draught-men
be placed on the black squares of a draught-board ?
(22.) In how many ways can a set of chess-men be placed on a chess-board?
(23.) How many 3-combinations and how many S-permutations can be
made with the letters of parabola?
(24.) With an unlimited number of red, white, blue, and black balls at
disposal, in how many ways can a bagful of 10 be selected ?
In how many of these selections will all the colours be represented ?
(25.) In an election under the cumulative system there were p candidates
for q seats
(1) in how many ways can an elector give his votes
(2) if there
be r voters, how many different states of the poll are there?
If there be 15 candidates and 10 seats, and a voter give one minute to the
consideration of each way of giving his vote, how long would it take him to
;

make up

his

mind how

to vote ?

BINOMIAL AND MULTINOMIAL THEOREMS.

It

11.]

{a

has already been shown, in chap,

b)''--a''

where Ci, nOi,

.

.,

+ r,Cia''-^b +

.,

nOr

/--combinations of

found for nCi, JJ^, &c.,

(a

+ hf = a" + wa"-^ h +

+ -i

/-t:
1
2
.

This

is

^-^^
.

dJ'-^h''

^a"

.+b\

denote the numbers of

n things. Using
we now have

-^
.

^O-a""'"^''

-t-

11, that

iv.,

1-,

2-,

the expressions just

'^b'^+.

+b''

(1).
^
^

the Binomial Theorem as

Newton discovered

it,

proved,

of course, as yet for positive integral indices only.

We may establish

12.]

what

the Binomial Theorem by a some-

which has the advantage of

different process of reasoning,

being applicable to the expansion of an integral power of any

multinomial.

Consider
{ai

(ffli

+ a2+.

+ amY

We have

to distribute the product of

+ aa +

+ am){ai + a.2 +

(i

+ a^)

(2).

factors,

^2

namely,

+a,n) (3)

10-12

MULTINOMIAL THEOREM

and the problem

is

to find the coefficient of

a^'^^a^'^

where of course
find

of

how

a-^

+ a2+

a,

15

any given term, say

am"'-

= n.

(4),

In other words, we have to

often the partial product (4) occurs in the distribution

(3).

We may

write out (4) in a variety of ways, such as

aiaia2a2a2344
there being always

(5),

&c.

a^ ai's, a^ Uz's,

Written as in (5) we may regard the partial product as

formed by taking ! from the 1st and 2nd brackets in (3) aj
from the 3rd, 4th, and 5th as from the 6th and so on. It
appears, therefore, that the partial product (4) will occur just as
;

we can make different permutations of the n letters, such

Now, since a^ of the letters are all alike, a^ all alike, &c.,
as (5).
a!.
the number of difierent permutations is, by 6, nlja^la^l
have
Hence we
often as

(ai

052

wherein

!,

2-r
,i-a2"^
a^Iaa! ...aj.

.+am)" =
a2>

m assume

all

a>

(6):

positive integral values con-

sistent with the relation

ai

This

02

+ a^ = n

(7).

the Multinomial Theorem for a positive integral index.

is

The Binomial Theorem

We

m-2.

(ai

merely the particular case where

is

then have, since

+ 03 = n, and

01

therefore oj

= w - a^,

+ a2r-=S ^^,^;i^^^, ai.2

= 5 n(n-l)..

(n-a,^l)
^^^_

^^_

ail

which agrees with

Cor.

To find

(1).

the coefficient
{h,

we have simply
general term

is

hx +

to pick out all

of x^ in the expansion of
.

+ bmx'^-^f

the terms which contain

(8)
a?*".

The


EXAMPLES

16

Hence we have

The

2a3

CH. XXIII

which are such that

to take all the terms

a2

.+(m-l)a^ = r

expansion of (8)

coefficient of x^ in the

(9).

therefore

is

w!
Urn

^-i^'Ja

where

a-^,a.^,

.,

a^ have

to the restrictions (7) and

Example

1.

The

Example

2.

To

(10),

>

positive integral values subject

all
(9).

a%^ in the expansion of

coefficient of

(a

+ + c + d)"
fe

is

3!2!0!0!
find the coefficient of

Here we must have

oj

Hence
Since
are 1

= 03 1,

01

and
and 2.
Oj

03

must both be

We

=5

203.
03

a..

coefficient is therefore
4!

Jll

102311

4!
^-

112112

may

be easily verified in the present case

the coefficient of

To find
{a^ + a.^+.

3.

= 56

1!1!2!

correctness of the result

+ 2a; + xY=(l + a;)8,

Example

o,

0!3!1!

The

+ 2x + x^Y.

two admissible values of

have therefore the following table of values

for (l

in (1

positive, the only

The required

a;'

+ aj + 03 = 4,
02 + 203 = 5.

a;^

in which

is

gCj^SG.

the greatest coefficient, or coefficients,

.+a^)'".

in

the

expansion of
This amounts to determining x,y,z,... so that nl/xl ylzl
shall be a
maximum, where x + y + z+
.=n. This, again, amounts to determining
so that
x,y, z,
u = xlylzl ...
(1)
.

shall be a

minimum,

subject to the condition

x + y + z+.
Let us

.=n

(2).

consider the case where there are only two variables, x and y.
We obtain all possible values of x\yl by giving y successively the values
0, 1, 2, . . ., n, X taking in consequence the values n,n-l,n-2,
.
The
., 0.
consecutive value to xly\ is (x-l)\{y + l)l, and the ratio of the latter
first

to the former is {y

+ l)/x

that

is

(since

x + y-n),

{n

+ 1- x)/x,

that

is,

MAXIMUM COEFFICIENT

12

17

+ l)lx - 1.

This ratio is less than unity so long as (;H- l)/x<2, that is, so
Until x falls below this value the terms in the series
above mentioned will decrease ; and after x falls below this limit they will
begin to increase.
If n be odd, =2A; + 1 say, then (n + l)/2 = fc + l.
Hence, if we make
{n

long as x>(w+l)/2.

x = fc + l, the ratio (n + l)/x-l = l, and two consecutive values of x\y\, viz.

(k + 1)1 k\ and k\ (k + 1)1 are equal and less than any of the others.
If n be even, 2k say, then ( + 1)/2 = ft + ^. Hence, if we make x = A-,
we obtain a single term of the series, viz. klkl, which is less than any of
,

the others.

Eetuming now
values of x,y,

to the general case,

we

see that,

if

subject to the restriction (2),

for values such that x and y alone are variable, z,
z,

u be a

it
.

minimum for all

minimum

will also be a
.

being

all

constant.

In other words, the values of x and y for which x\y\z\ ... is a minimum
must be such as render x\y\ b. minimum. Hence, by what has just been
proved, x and y must either be equal or differ only by unity. The like
follows for every pair of the variables x,y,z, ... Let us therefore suppose

m-p

must each be
2? of these are each equal to | ; then the remaining
equal to $ + 1. Further, let q be the quotient and r the remainder when n is
divided by m; so that n=viq + r. We thus have
that

p^ + {m-p){^ + l)~mq + r.

Hence

= mq + r\
+ {m-p)lni = q + rlm.

m^-\-{m-p)

so that

Now (m-p)lm and

r/m are proper fractions

hence we must have

= q, m-p = r.

that r of the variables are each equal to q

The maximum coefficient is therefore
q.

It follows, therefore,

+ 1, and

the rest are each equal to

n\l{q\r-'-{(q

that

+ l)l}r;

nlKqlyiq + iy

is,

This coefficient

is,

of course,

l'2

common

(3).

to all terms of the type

am-rm-r+l+'

.+'

As a special case, consider (Oi + a^ + a^)*. Here 4 = 3x1 + 1; q = l,r = l.

Hence the terms that have the greatest coefficient are those of the type
a^a^a^, and the coefficient in question is 4!/(lI)32i = 12,
This is right; for
we find by distributing that
(fli

Example
^

+ aj + a^Y

Stti*

+ iZa^a^ + QlUi^H^ + 12'Lai^a^a3

Show that
n \+x
(n-l) l + 2x
1 1 + nx
~lT2~ (iTnxp

4.

n(ra-l)(ra-2)

17173

l + 3x
(T+ni)

+ -"

(Wolstenholvie.)

The

left-hand side
-

may

be written

+ na;

- 1)
1.2

(\

+ nxf

n X
"ll + na:

n(n-\)
1.2

(l

+ jiip"

_n
1 1

(n

2x

n h. - 1) (n 1.2.3

2)

n (n - 1) (n - 2)
1.2.3

(l

+ nxf

(1

+ nx)*"'"

3x

"

MOtERTIES OP

18

_
~

n ( n-1)
1.2

11 + nx^

(n-1)

nx

_ n(n-l)(n-2)

~l + nx\
l

_
~

+ nx]

nx )"

j nx \^

_
~

i)x

(1

(n-l)(n-2)
1.2

+ nx\

+ x)3

(l

1
(l

+ nx)'^

-p

'

\"'~^

vx

+ nx\l + vx]

+ a:)

|l

+ nx\

nx

[1+11x1

+ nx)"^

(1

1.2.3

+ nx)2

(l

CH. XXIII

nCr

+ 7(J-J

'

= 0.
13.]

The Binomial Theorem can be used

in its turn to

establish identities in the theory of combinations

show

following examples will

Example

We

1.

have

l=^(T+x-xY
= (l + xY-^CiX(l + xY-''+^C2x'^{l + xY--^-

On

must vanish.

Example

We have

Hence,

2.

being any positive integer less than

+ {- )-V_H-iCi

..

we have

x ^C,.^

find the

we imagine

the product on the right to be distributed,

coefficient of x is 12

2C.

r,

+ ( - )VC, =
sum of the squares of the binomial coefficients.
(l+x)2'* = (l + x)"x (a;-|-l)
= {l + nGiX + C^''+
+C7.T")
x(x + CiX-i+C2.T'-2+
+C).
To

+ r- 2C._2 x^C^-.

left is

{-Y^.c^x'-.

the right-hand side of this identity the coefficient of every power of x

rC, X 1 - r-iC,_i XrC,

If

as the two

+ Ci2-t-C'2-+

+C2

we

+C2 = 2C = 2nI/H!!.

see that the

the coefficient of x" on the

Hence
l='

+ nCi' + nC/+

Since
2nI = 2/i(27i-l)(2rt-2)

V + nCi' + nCi'+

wehave

A great variety of results

3 .2

1:=2.

+C2=2.1.3

jixl.B

(2;j-l),

(27i-l)/n!.

can be obtained by the above process of equating

from the binomial theorem ; some specimens

coefficients in identities derived

are given

among

the exercises below.

Exercises
(1.)
(2.)

(3.)

(x

II.

Find the third term in the expansion of (2 + 3x)'".

Find the coefficient of x'' in the expansion of (1 + x + x-) (1 -x)".
Find the term which is independent of x in the expansion of

+ l/x)=.

12,

EXERCISES

13

19

II

(6.)

Find the coefficient of a-"*" in the expansion of (x - l/.r)2.

Find the ratio of the coefficients of x-" in (l + x)^" and (l + .r)-".
Find the middle term in the expansion of (2 + |x)".

(7.)

The product

(4.)
(5.)

coeflBcients in (l

of the coefficients in (l+x)+i

+ x)"=(7i + l)"

the product of the

n\.

coefficient of a;'- in { (r - 2) x^ + nx - r} (x + 1)" is n Cr-2I denote the integral part and F the proper fractional part of
(3 + ^5)", and if p denote the rational part and o- the irrational part of the
same, show that
.}-!,
I=2{3" + C2 3-2.5 + C^3-^52+
(8.)

The

(9.)

If

F=l-(3-V5)",

(10.)

integral,
(11.)

(r

(^2 + l)2'+i = I+i^, where F is a positive proper fraction and I ia

show that F(I+F) = 1.
Find the integral parts of (2^3 + 3)2"', and of (2^/3 + 3)2'+i,
If

(12.) Show that the greatest term in the expansion of

+ l)th, where r is the integral part of (n + l)/(a/x + 1).
Exemplify with (2 + 3)J and with (2 + 1)9.
(13.) Find the condition that the greatest term in (a + a:)"

Find the limits

greatest coefficient.

in (l

(a + 3;)" is the

shall have the

may

x in order that this

for

be so

+ x)ioo.

(14.)

If the^jth

term be the greatest in

(a

in (a + x)", then either the (p + q)th. or the {p

+ x)"*, and the qth the greatest

+ q- l)th or the (p + 2-2)th is

the greatest in (a + a;)'"+".

(15.)

Sum

the series

i+2^2^3 4!''+

Sum

the series

(17.)

If jPr

denote the coefficient of x^ in

relations

+ 2Ci + 3C2 + 4a,+

1.

Pi-^P2 + ^P:i-

'

2.

hPi-lP2
jx-j
iri.

+ x)", prove the following

+n(-l)"-'i^ = 0.

(-1)"-!

rr+1

n
Pn=,-T^"
11+1

+^i

,^^.i

lipr have the same meaning as in last question, show that

(-l)-i
1
+
-:P" = 1 + 2 + 3+
Pi-\P-2 + lP,-

Show
Show

,11

that

^C^xl+r-iGs-iX
(20.)

jt

(19.)

(l

3.1+2
(18.)

+n~f-'^-.

(16.)

r(^l

+ r-2Cs-2^r(^2+

+r-m^l

r^^s-l

+1

><

r<7

= r^82'.

that

(l-nC-2 + nCi-

r-

+ LCi-,fi,+

)'^-l

+ C^i + C2+

22

EXERCISES

20
(21.)

Show

that

lxC2 + CiXC3+
(22.)

(23.)

+C_2XC = (2)!/(n + 2)I(n-2)l.

Showthatl-n^4.("J^)y-(

= - l)'"2(n + 2)

be odd, and

CH. XXIII

II

(n + 4)

Show

-^"-^3V"-^y

2n/2.4

+
(24.)

(25.)

stand for ' +

TV+i + r+lCir-l

=2(2/i +

+ r+lC2"r-3+

+ n^2<'^2~ ... =0

Show

(l

-^

(lr

for all valucs of

p n,

except

'

x+2

x+n

'

'

+ l)

(x

ttj,

Oo,

+ 2x + 2x')", show

= 2"n!/{(4n)!}2

if

.,

(34.)

<'o''2>

~ "i^'an-i +

be the coefficient of

)\

+^2nflo

Show

r, ,

., A;

have

to the restriction r +

2.

If J/y

x*"

8+

nfc

in (I4

x + x2+

?t(ri

fil~ p\\

all

values between

+xP)", show that

p + 1.

What

+ l) ]P

and

l)

p, both inclusive, subject

10 above, prove that

l-(7iX,,Hi + CjXH2-C3XH3+

IfXr=a;(x +

(x

+ r-1), show

coefficient in the

+(-l)\(7Jf=0.

that

+ r/)r = Xr + ,.CiXr_i2/i + ,C2X,._2y2+

Find the largest

'

+k =p.

have the meaning of

(x
(37.)

" ^^ odd,

that
1''2*

(36.)

^^

Find the coefficient of x" in (1 + 2x + 3x2 + 4^3^12.

Write out the expansion of (a + 6 + c + df.

rll

(35.)

+ n)'

even.

^
where

a^ - Ci a^i + ^Cj a^_2 - ... =0, unless n be a multiple of

does the equation become in the latter case ?

(33.)

he the coefficients of the powers of x in

ttjii

that

n be

(x

If

(32.)

is 4".

(29.)

ttj.

show that
in which case

x)2('-'")(l -.t)-'",

If

-'(n-3)(n-2)

+ rCiMr-2 + rC2 Wr-4+

in (l

x''

(30.)

(31.)

n be even.

if

gj^^

Findthe coefficient of x*" in (l + x + x2-t)^.

Find the coefficient of x^^ in (1 + x^ + x + x^)*.
Find the coefficient of x in (1 + X + 2x2 + 3x3+

(28.)

if

that

x+1
(27.)

=0

+ 2)!(-l)!.

l)!/(n

=!

the right-hand side of the equation

(26.)

show that

l/x*",

If a^ denote the coefficient of

<^o-n^i<'i

that

l.n(n + l)+jj(n-l)n+-5-2J (-2)(n-l)+

If Wr

4-

+yr'

expansion of (a + 6 + c + d+ e)^.

LAW OF DISTRIBUTION USED

13-15

21

EXAMPLES OF THE APPLICATION OF THE LAW OP

DISTRIBUTION.

If we haver

14.]

letters respectively, the

combinations by taking
time, but never

consisting of Ux^n^,

sets,

1, 2, 3,

up

.,

n^ different

{no,

1)

1)

is

set,

(Wr

r of the letters at a

to

more than one from each

(wi

whole number of different ways of making

1)

1.

Consider the product

(1

X (1

y.

{1

rt2

+
+

-v ttr

+
+

cfi

^2

+
+

br

&i

letters)

7?i

^2 letters)

nr letters).

In the distributed product there will occur every possible combination of the letters taken
terra

term

in addition.

If

in the distributed

we

1, 2, 3,

Hence the number required

(1

Wi) (1

W2)

= SWj +

r at a time, with the

.,

product will become unity, and the sum

number

of these terms will exceed the whole

unity.

replace each letter by unity, each

2Wi7?2

4-

(1
.

of combinations

ih)

Wi?i3

Wr.

This result might have been obtained by repeated use of

15.]

numbers

If we have r

sets

7.

of counters, marked with the following

-ii

Hit

'

'

->

"ii

02,

/3o,

.,

/fo,

Kry

J. ,

by

is

,.

the number of counters not being necessarily the same for each set,
and the inscribed numbers not necessarily all different, then the
number of different ways in which r counters can be drawn, one
from each set, so that the sum of the inscribed numbers shall be n,
is the coefficient

of x^ in the distribution of the product

DISTRIBUTION PROBLEM

22

iT^i

{x^ +

x^'-

{af^^

This theorem

CH, XXIII

x"^)

+ X"').

is an obvious result of the principles laid

down

in chap. iv.
the first set there he a^ counters marked with
with Pi, &c., in the second a^ marked
marked
the number
h
with
ttj,
marked
^o
with
P^, <^c-, the number of ways in which r
counters can be drawn so that the sum of the numbers on them is

Cor.

If in

1.

a^,

n, is the coefficient

of x^ in

the distribution

(ia^i + hiX^' +
X.

{a^^ + b.^^-2 +

X (a,^"r

bi^^r

of

kiX"^)

+ Z'._wr2)

+ k^^r).

In a box there are a counters marked a, b marked /3,

A counter is drawn r times, and each time replaced. TJie
&c.
number of ways in which the sum of the drawings can amount to
Cor. 2.

is the coefficient ofx'^

in the distribution of

{ax-

+ bx^ +...)'".

DISTRIBUTIONS AND DERANGEMENTS.

16.]

The

variety of problems that arise in connection with

the subject of the present chapter

is

endless,

and

it

would be

within the limits of a text-book to indicate

difficult

all

the

methods that have been used in solving such of these problems

The following have
as mathematicians have already discussed.
been selected as types of problems which are not, very readily at
least, reducible to

the elementary cases above discussed.*

the number of ways in which n different letters

can be distributed among r pigeon-holes, attention being paid to
17.]

the order

To find

of

the pigeon-holes, but not to the

wder of

the letters in

any one pigeon-hole, and no hole to contain less than one

Let Dr denote the number in question.
*

letter.

For further information see Whitworth's Choice and Chance.

DISTRIBUTION PROBLEM

15-17

23

If we leave s specified holes vacant and distribute the letters

among the remaining r-s holes under the conditions of the
question, we should thus get Dr-s distributions.
Hence, if rCs
have its usual meaning, the number of distributions when s of

the holes are blank

is rCgDr-aAgain, the whole number of distributions when none, one,

may

two, &c., of the holes

distribute the

be blank

evidently

is

among

letters separately

r", for

we can

the r holes in r" ways.

Hence

Dr + rC,Dr-i + rC^Dr-..+

+ ,C,_i

A=

r"

(A).

The equation (A) contains the solution of our problem, for, by

putting r = 2, / = 3, &c., successively, we could calculate D^, D^,
&c., and Di is known, being simply 1.

We
and

r,

an expression for Dr in terms of n

Writing r - 1 in place of r we have

can, however, deduce

as follows.

Dr-, + r-.0,Dr-,+

From (A) and

^ r~^C,-,D, = {r -

l)^

by subtraction, remembering

(B),

( 8,

(B).

Cor. 3)

that

we

derive

Dr + ) iW Dr-i + r-iPi Dr-2 +

+ r^^Cf-i Di

= r''-{r-\Y

From

(1),

putting

X'r-i

r- 1

+ r- 2^1 -^r-2

(1).

we derive

in place of r,
"t"

"^

(-2^r-2 -^1

= {r-lY-{r-2f
From

(1)

and

X/r +

(1'),

{!').

by subtraction, we derive

r- 2^1 -^r-l

"*

r-2^2 -^1 2+

+ r-2^r-2

-^2

= r"-2(r-l)"+(r-2)"
Treating

now

(2) exactly as

(2).

we treated

(1)

we

derive

Dr + r-S^i Dr~\ + r-3^2 -^r-2 +

r_sCv-3 D3
= r''-3(r-l)'' + 3(r-2)-(r-3)"
.

The

4-

law of formation of the right-hand side

coefficients

is

(3).

obvious, the

being formed by the addition rule peculiar to the

binomial coefficients (see chap,

finally obtain

iv.,

14).

We

shall therefore

DERANGEMENTS

24

= r^.^(r-ir + '^^^{r-2r-.

CH. XXIII

(-^^^1"

(4).

If the order of the pigeon-Jwles he indifferent, the numb&r of

In other words, the number of partitions of

Cor.

distributions is Dr/rl.

different letters into r lots, no

We

shall

vacant

lots

being allowed,

the closely-allied problem

discuss

that

is

Dr/rl

find

to

the

number of
ways in which n letters, all alike, may be distributed among
r pigeon-holes, the order of the holes being indifferent, and no
hole to be empty when we take up the Theory of the Partition

number

of r-partitions of

is,

to find the

of Numbers.

Given a series of n letters, to find in how many ways

be deranged so that no one out of r assigned letters
shall occupy its original position.
18.]

the order

may

Let n^r denote the number in question.

The number of diff"erent derangements in which the r assigned
letters do all occupy their original places is {n-r)\.
Hence the

number
all

of derangements in which the r assigned letters do not

is nl-{n-r)l
Now,
made up of
The number of derangements in which no one

occupy their original places

number
1st.

letters occupies its original place

The number

2nd.

does so; that

is,

The number

3rd.

that

is,

of the r

A^.

of derangements in which

letters occupies its original place,

r-1

this last

is

any one of the r

and no one of the remaining

rCm-Ar-iof derangements in which any two of

the r letters occupy their original places, and no one of the

remaining r-2 does so; that is, rO-in-Ar-z- And so on.

Hence

n\-{n-r)l = ,Ar + rOin~Ar-l+r02n~Ar-2+

+
If

we

r6>_i

w-

and
(A),

r-lCin-Ar-l + r-l0.n-Ar-ii+

(A).
for n,

new equation thus derived from

n\-{n-l)\=n^r +

n-r+Al

write in this equation

subtract the

,_iC/y_j

J^_r+Al

r-1

for r,

and

we deduce

\1).

SUBFACTORIAL n

17-19

We

can now treat

equation (1) of

n^r

this

We

16.

equation

exactly as

we remember that

we treated

thus deduce

= nl-[in-l)l + '^^^{n-2)\-.
If

25

r)l,

{n

(-nn-r)\

above, stands for the

(2).

number

of derangements in which the r letters all occupy their original

positions,

we

when r = n,

see that,

r)l must

{n

be replaced by

1,

Hence
T/is number of derangements of a series of n letters in
Cor.
which no one of the original n occupies its original position is

The
n(

expression (3)
.

Hence

may

it

may

1)

be formed as follows:

multiply by 2 and add

so on.

be written

(4(3(2 (1-1) + 1)-1) +

Set down

1,

subtract 1

multiply by 3 and subtract

The function thus formed

is

He
n]

and

of considerable importance

in the present branch of mathematics,

Whitworth suhfactorial n.
venient notation would be

.-(-i)) + (-l).

denotes

and has been called by

it by \\ii.
A more con-

SUBSTITUTIONS.
19.]

Hitherto we have merely counted the permutations

of a group of

If

letters.

we

direct our attention to the actual

permutations, and in particular to the process by which these

permutations are derived from each other, we are led to an order

of ideas which forms the foundation of that important branch of

modern algebra which is called the Theory of Substitutions.

Consider any two permutations, becda, beads, of the five letters
The latter is derived from the former by replacing
a, b, c, d, e.
a hy e, b by b, c hy a, d by d, e by c. This process may be
represented by the operator

(77);

febadc\
I

\abcdej

and we may write

,7,7
-

becda

bcade

THE SUBSTITUTION OPERATOR

26
or,

CH. XXIII

omitting the letters that are unaltered, and thus reducing the

operator to

simplest form,

its

hecda = heads.

\acej

The operator

a Substitution

and the operation which

and the operator

is

it effects,

are called

often denoted by a single

T, &c.

capital letter, S,

Since the number of different permutations of a group of n

number of different substituwe include among them the identical substi-

letters is n\, it is obvious that the

tions

also

is

tution

7i\,

ill

if

(denoted by

"

'

by

or

S'^

which no

1), in

letter

is altered.

We may

effect

two substitutions in succession upon the same

permutation, and represent the result by writing the two symbols

representing the substitutions before the permutation in order

from right to

Thus,

left.

if

>S^

{^^^\

STaebcd =

We may
over,

also effect the

and denote

SS by

T=

(^^\

ecabd.

same substitution twice or three times

;S^^, SSS by S^, &c.
Thus, S being as

before,

S'^aebcd
It should

symbols

is

- Sceabd =

becad.

be observed that the multiplication of substitution

not in general commutative.

For example,

being as above, STaebcd = ecabd, but TSaebcd

caebd.

and

If,

when

S and T have no
common, they are obviously commutative. This conalthough sufficient, is not necessary
for we have

reduced to their simplest form, the symbols

letter in

dition,

(dcab\ (badc\
j)
7
J
\abcdj
\abcdj

I.

20.]

aocde

Since the

= cdOae =

(badc\ (dcab\
(

number of permutations of n letters

we repeat the same substitution,

limited, it is obvious that if

sufficiently often

that
for

we

we

shall ultimately reproduce the

started with.

which this happens

abcde.

\abcdj \abcdj

The
is

smallest number,

/a,

is
>S',

permutation

of repetitions

called the order of the substitution S,

ORDER AND GROUP

19-22

Hence we have

S'^

and

l,

>S^^'^

1,

27

where

any

is

positive

integer.

We may

define a negative index in the theory of substitu-

by means of the equation S'"^ = S^'^''^, n being the order of

and
8,
p such that j9/a > q. From this definition we see that
S!iS-'^ = S^S^"-^ = S^'' = 1.
In other words, S'^ and S''^ are inverse

tions

to each other; in particuUir, if

^^

_ /dahc\

o-i

_ (ahcd\ _ /hcda\
\dabcj

\abcdj'

\abcdj'

which are such that the product of

set of substitutions

any number of them is always one of the set is called a group

and the number of distinct substitutions in the group is called
t/ie order of the group.
The number of letters operated on is
;

called the degree

It is obvious

of a

of the group.
from what has been shown that

substitution,

single

all

the powers

form a group whose order

>S^,

is

the

order of S.

21.]
is

substitution such as

replaced by the one that follows

called a Cyclic Substitutmi,

and

is

it,

i/i

where each

f)>

and the

last

by the

letter

first, is

usually denoted by the symbol

(abcdef).*

The

cyclic substitution (a), consisting of

identical substitution; it

may

one

letter, is

an

be held to mean that a passes into

itself.

The

cyclic substitution

same thing

The

(ba), is

effect of

of two letters (ab), or

what

is

the

spoken of as a Transposition.

a cyclic substitution

may

be represented by

writing the n letters at equal intervals round the circumference

of a circle,

and

shifting each

Thus, or otherwise,
stitution
22.]

is

it is

equal to the

Every

through

number

the circumference.

of the letters which

substitution either

number of independent

Ijnih. of

obvious that the order of a cyclic sub-

is

cyclic or is the

cyclic substitutions {cycles).

Consider, for example, the substitution

* Or, of course,

by

(bcdefa), (cdefai), &c.

it

involves.

product of a

CYCLES

28

CH. XXIII

o _ fhfdcgaeh\

This replaces

ahyh,

\abcdefgh)''

by/,

the cyclic substitution {ahf).

/by

a; these together constitute

Next, c

is

replaced by d, and

Again, e

c; this is equivalent to the cycle {cd).

is

d by

replaced by

and ghj e; this gives the cycle {eg). Finally, h is unaltered.

Hence we have the following decomposition of the substitution

g,

S into

cycles

8={ahf){cd){eg){h).

The decomposition is obviously unique; and the reasoning

by which we have arrived at it is perfectly general. It should
be noticed that, since the cycles are independent, that

no
in

into the product

ofn

have

1 transpositions.

For example,, we have (abed) = (ab){bc)(cd)

is

is,

common, they are commutative, and it is indifferent

what order we write them.
Every cyclic substitution of n letters can he decomposed
23.]
letters in

and the process

general.

Every substitution can be decomposed into n-r transpois the number of letters which it displaces, and r

Cor.
sitions,

the

where n

number of its proper

cycles.

(ab)(bf){cd)(eg).

This decomposition into transpositions

be seen presently, but the above gives the
24.]

The

is

not unique, as will

minimum number.

following properties of a product of two trans-

positions are of fundamental importance.

The product of two transpositions which

I.

in

common
This
II.

letter

is

In

is

an

ham

two

letters

identical substitution.

obvious from the meaning of

{ah).

product of two transpositions, TT', which have a

in comnfion, T' may he placed first, provided we replace the

common

the

letter in

T by

the other letter in

T.

22-25

DECOMPOSITION INTO TKANSPOSITIONS

For we have

{ah){hc)

Q^)

{hc){ac)

{ab){bc)

{hc){ac).

1.

{ef){af)

{ae){ef).

Cor. 2.

{ae){af)

= {af){ef).

therefore
Cor.

Ill,

If two transpositions,

T and

29

(^^^)

T', have no letter in

common,

they are commutative.

This

a mere particular case of a remark already

is

made

regarding two independent substitutions.

The decomposition of a given substitution into transpo-

25.]

sitions is not unique.

For we can always introduce a pair of factors

{ab){ab),

and

then commutate one or both of them with the others, in accordance with the rules of

24.

In this way we always increase the number of transpositions

by an even number.

In

fact,

we can prove the

following im-

portant theorem

The number of the transpositions which represent a given subalways odd or always even.

stitution is

We may

prove this by reducing the product of transpositions

to a standard form as follows

Select

any one of the

letters involved, say

transposition, T, on the right that involves a,

a take the last

and proceed to
;

commutate this transposition successively with those to the left

of it.
So long as we come across transpositions that have no
letter in

common

with T, neither

nor the others are affected.

we come to one that has a letter in common with T which is

not a, we see ( 24, 11. Cor. 1) that the a in jT remains, the other
If

and the transposition passed over remains

If we come to a transposition that has a, and a only,
unaltered.
in common with T, by 24, II., Cor. 2, T passes to the left unaltered, and the transposition passed over loses its a.
Lastly, if

letter being altered,

we come to a transposition that has both a and its other letter

in common with T, then both it and T may be removed.
If
this last happen, we must now take that remaining transposition
containing a which
before.

is

farthest to the right,

and proceed aa

DECOMPOSITION INTO TRANSPOSITIONS

80

The

result of this process, so far as

appeared, or that some even

number (including

only, say {ah), will remain on the extreme

Consider

now b. If among the remaining factors b does not

we have obtained a cycle {ab) of the substitution

and we now proceed to consider some other

to the right in which

occurs,

it

result being, either that all

letter.

and cominutate

as before

number

of

c in like

manner

come

the

and obtain

them do, and

now deal

We

are left with, say {be), in the second place.

This goes on until

the transpositions (even in number)

containing b disappear, or that an even

with

left.

however, b does occur again, we take the factor farthest

If,

in the third place, say {cd).

the letters are exhausted, or until we

all

to a letter, say /, that disappears from the factors not yet

finally arranged.

on the

We

thus arrive at a product {ab}{bc){cd){de){ef)

left.

Now

{ab){bc)(cd){de){ef)

^
=

We

have done

0) will

and one

occur, then

we

concerned, will be,

is

the transpositions containing a will have dis-

either that all

so,

CH. XXIII

(^'^'^^^)

(abcdef).

have, in fact, arrived at one of the independent cycles of

the substitution.

If

we now take any other

letter that occurs in

one of the remaining substitutions on the right, we shall in like

manner

arrive at the cycle to

even number,

if

which

it

the letters are exhausted, and

all

is

now obvious

and

so on, until all

the cycles arrived

the whole number of transpositions lost

theorem

belongs, after losing an

any, of the transpositions

is

at.

Since

even, the truth of the

and our proof furnishes a method

minimum number of transpositions.

therefore, that we may divide all the

for

reducing to the
It appears,

of a set of

letters into

two classes

namely,

substitutions

eve?i substitutions,

which are equivalent to an even number of transpositions, and

odd substitutions, wliich are equivalent to an odd number of
transpositions.

Cor. 1. If n be the number of letters altered by a substitution, r

number of its cycles, and 2s an arbitrary even integer, the number
offactoi's in an equivalent product of transpositions is n-r+ 2s.
the

EVEN AND ODD SUBSTITUTIONS

25-27

31

The number of thd even is equal to the number of the

Cor, 2,
odd substitutions of a set of n letters.
For any one transposition, applied in succession to all the

odd substitutions, will give as many even substitutions,

Hence there are at least as many even as there

different

all different.

many odd

least as

even

is

we see that there are at

Hence the number of the

In like manner

are odd substitutions.

as there are even.

equal to the number of the odd substitutions.

Cor. 3.

number of the

odd according as
odd or even.

cyclic substitution is even or

letters

which

it involves is

For example, {abc) = {ab) (be) is even.

The product of any number of substitutions

Cor. 4.

is

the

even or

odd according as the number of odd factors is even or odd. In

particular, ajiy power whatever of an even substitution, and any
even

power of any substitution whatever, form even substitutions.

All the even substitutions of a set of n letters form a

Cor. 5.

group whose order

If

26.]

we

is n\/2.

mutations of a set of n

letters,

then we can divide

the nl

1st, w!/2

any one, say P, of the nl percall it an even permutation,

permutations into two classes

select arbitrarily

all

and

even permutations, derived by applying to

even substitutions
applying to

2nd, w!/2 odd permutations,

P all the 72!/2

The student who

will observe that the

is

odd

the

7i!/2

derived by

substitutions.

familiar with the theory of determinants

above

is

precisely the classification of the

permutations of the indices (or umbra?) which

is

adopted in

defining the signs of the terms in a determinant.

It is farther obvious,

from the definitions given in chap,

20, that symmetric functions of

set

any substitution whatever of the variables or,

they are said to " admit any substitution what-

altered in value by
as the phrase
ever."

is,

iv.,

of n variables are un;

Alternating functions, on the

otlier

hand, admit only even

substitutions of their variables, the result of

any odd substitution

being to alter their sign without otherwise affecting their value.

27.]

The

limits of the present

work

will

not permit us to

enter farther into the Theory of Substitutions, or to discuss its

applications to the

Theory of Equations.

The reader who

desires

EXERCISES

82

CH. XXIII

III

to pursue this subject farther will find iuformation in the follow-

ing works

Serret, Cours

d'Alg^bre Superieure (Paris, 1879)

Jordan, Traite des Substitutions (Paris, 1870)

tionen-theorie

(Leipzig,

1882)

Netto, Suhstitu-

of Groups

Theory

Burnside,

(Cambridge, 1897).

Exercises

III.

10 respectively.
.
(1.) There are 10 counters in a box marked 1, 2,
Three drawings are made, the counter drawn being replaced each time. In
how many ways can the sum of the numbers drawn amount 1st, to 9
.

. ,

exactly; 2nd, to 9 at least?

.,10 how many pairs can be selected

1, 2, 3,
sum shall be even ?
(3.) How many different throws can be made with n dice?
(4.) In how many ways can 5 black, 5 white, 5 blue balls be equally
distributed among three bags, the order of the bags to be attended to?
(5.) A selection of c things is to be made partly from a group of a, the
Prove that the number of ways in which such a set
rest from a group of b.
can be made will never be greater than when the number of things taken
from the group of a is next less than (a + 1) (c + l)/(a + 6 + 2),
(6.) In how many ways can p + 's and n - 's be placed in a row so that no

Out of the integers

(2.)

so that their

two -

's

come together

how many signals can be made

without exceeding 5 movements ?
(8.) In how many ways can 3 pairs of subscribers be set to talk in a
telephone exchange having n subscribers ?
In how many ways can
(9.) There are 3 colours, and m balls of each.
they be arranged in 3 bags each containing m, the order of the bags to
be attended to ?
(7.)

(10.)

number

In the Morse signalling system

If of

^+ +r
g'

p be alike, q alike, and

+ 1) (g + 1) 2^ - 1.

how many ways can 2n

(11.)

In

(12.)

The number

taken n at a time,
(18.)

things

r different, the total

of combinations will be (p

^boat

things be divided into n pairs?

of combinations of

8 things

the coefficient of x" in

clubs have a, 6, c, 1, 1, .
is

(1

.,

{n of

which are

alike),

+ x)-"/(l - x).
1 boats each.

In

how many

ways can the boats be arranged subject to the restriction that the 1st boat
any club is to be always above its 2nd, its 2nd always above its 3rd, &c. ?
be

of

things of one sort, q of another, r of another, Ac. the

things, taken k at a time, is
.
p + q + rJr .
the coefficient of x* in (l-a;'^i)(l-a;3+i) . . . /(I -x) (1 -x)
.
(14.)

number

If there

of combinations of the

(15.)

In

how many ways can an arrangement

n things in a row be
moved one place 2nd, no thing more
of

deranged so that 1st, each thing is

;
than one place ?
(16.) Given n things arranged in succession, the number of sets of 3

EXERCISES

27

33

III

which can be formed under the condition that no set shall contain two things
which were formerly contiguous is {n -2){n- 3) {n - 4), the order inside the
sets to be attended to.
(17.) In how many ways can m white and n black balls be arranged in a
row so that there shall be 2r- 1 contacts between white and black balls?
(18.) In how many ways can an examiner give 30 marks to 8 questions
without giving less than 2 to any one question?
*(19.) The number of ways in which n letters can be arranged in r pigeonholes, the order of the holes and of the letters in each hole to be attended to
(r+n-1).
and empty holes admitted, is r(r + l) (r + 2)
(20.) The same as last, no empty holes being admitted, n!(n-l)!/(n-r)I
.

(r-1)!.

The same as

(21.)

hI

(n-

1)1/(71

The number

(22.)

last,

the order of the holes not being attended to,

-r)Ir!(r-l)!.
of

ways

in

which n

letters, all alike,

can be distributed

into r pigeon-holes, the order of the holes to be attended to,

be excluded,

empty holes to

is _i(7^_i.

Same as last, empty holes being admitted, n+r-i^r-i'

Same as last, no hole to contain less than q letters, _i_^(g_i|Cy_i.
(25.) The number of ways of deranging a row of n letters so that no letter
may be followed by the letter which originally followed it is 7i] + ( - l)i
(26.) The number of ways of deranging m + n terms so that m are displaced and n not displaced is (m + n)Imj/wi!n!.
(27.) The number of ways in which r different things can be distributed
among n+p persons so that certain n of those persons may each have one at
(23.)
(24.)

least is

Sr={n+pY-n(n+p-lY+^^-^(n+p-2y-.

Hence prove that

Si = Sf2=.

.=-S_i = 0,

S=n!,

S+i = (^|+i>)(n +

l)l.

{Wolsten?iolme.)
(28.)

Fifteen school-girls walk out arranged in threes.

can they go out so that no two are twice together?

I.,

How many

times

(See Cayley's Works, vol.

p. 481.)

Exercises IV.
Topological.

The number

(1.)

number
.

and the

of vertices of a complete n-side is the same,

The number

(2.)

1, 2,

of sides of a complete n-point is i|n(ra-l),

(3.)

of triangles that can be formed with 2n Unes of lengths

2nisn(ra-l)(4n-5)/6.
There are n points in a plane, no three of which are collinear, How
.,

* Exercises 19-25 are solved in

0.

n.

Whitworth's Choice and Chance ;

q.v.

CH. XXIII

EXERCISES IV

34

closed r-sided figures can be formed by joining the points by straight

many
lines?

points in another in
(4.) If m points in one straight line be joined to n
given points, there are
every possible way, show that, exclusive of the
mn {m - 1) (n - 1)/2 points of intersection.
(5.) On three straight lines, A, B, C, are taken Z, m, n points respectively,

m+n

no one of which is a point of intersection. Show that the number of triangles

which can be formed by taking three of the Z + m + n points is |(7n+n) (n+Z)
(Z + m) - mn -nl- Im.
(6.) There are n points in a plane, no three of which are coUinear and no
four concyclic. Through every two of the points is drawn a straight line and
through every three a circle. Assuming each straight line to cut each circle
in two distinct points, find the number of the intersections of straight lines
with

circles.

(7.)

In a convex polygon of n sides the number of exterior intersections of

is ^^^2^1 (71 - 3) (n - 4) (n - 5), and the number of interior intersections

diagonals

i8^^n(n-l)(7i-2)(n-3).
(8.) There are n points in space, no three of which are collinear, and no
Find, 1st, the numfour coplanar. A plane is drawn through every three.
ber of distinct lines of intersections of these planes; 2nd, the number of these
which pass through one of the given n points ; 3rd, the

lines of intersection

number

of distinct points of intersection exclusive of the original

points.

.,n inches long respectively, four can be

Out of n straight lines 1,2,
chosen to form a pericyclic quadrilateral in { 2n (n - 2) (2n - 5) - 3 + 3 ( - l)"}/48
(9.)

ways.
(10.)

Show

that n straight lines, no two of which are parallel

+ 2)

and no three

Hence, or otherwise,
show that n planes through the centre of a sphere, no three of which are

concurrent, divide a plane into

coaxial, divide its surface into
(11.)

Show

containing

\{rfi->i-n

n^-n + 2

regions.

regions.

that two pencils of straight lines lying in the

the other n, divide the plane into

same plane, one

mn + 2m + 2ra - 1

regions,

it

being supposed that no two of the lines are parallel or coincident.

any number of closed curves be drawn in a plane each cutting all

if ??,. be the number of points through which r curves pass,
the number of distinct closed areas formed by the plexus i?
(12.)

If

the others, and

+ n3 + 2?i3+.

.+rr+i+.

CHAPTER

XXIV.

General Theory of Inequalities.

Maxima and Minima.
1.]

many

The

subject of the present chapter

branches of algebra.

We

is of importance in
have already met with special

cases of inequalities in the theory of Ratio

and in the discussion

and

of the Variation of Quadratic Functions of a single variable

much

what follows is essential as a foundation for the theory

of Limits, and for the closely allied theory of Infinite Series.
In
of

the theory of inequalities forms the best introduction to the

fact,

theory of infinite

much

series,

and, for that reason, ought to be set as

as possible on an independent basis.

2.]

merely.

We

are here concerned with real algebraical quantity

As we have already

explained, no comparison of com-

plex numbers as to relative magnitude in the ordinary sense can

be made, because any such number

absolutely heterogeneous units.

is

expressed in terms of two

Strictly speaking,

there

is

similar difficulty in comparing real algebraical quantities which

have not the same sign

but this difficulty is met (see chap.

by an extension of the notion of inequality. It will
be remembered that a is defined to be algebraically greater or
less than h according as the reduced value of a - 6 is positive
XIII.

1)

or negative.

An

immediate consequence of

this definition is

that a positive quantity increases algebraically as

it

increases

numerically, but a negative quantity decreases algebraically as

it

increases numerically.

fruitful source of
3.]

The

neglect of this consideration

is

mistakes in the theory of inequalities.

From one

point of view the theory of inequalities runs

32

ELEMENTARY THEOREMS

86

parallel to the theory of conditional

CH,

In

equations.

XXIV

fact,

the

approximate numerical solution of equations depends, as we have

on the establishment of a series of inequalities*.

following theorems will bring out the analogies between
the two theories, and at the same time indicate the nature of
the restrictions that arise owing to the fact that the two sides of
seen,

The

an inequality cannot,

like the

two sides of an equation, be

inter-

changed without altering its nature. For the sake of brevity,

we shall, for the most part, write the inequalities so that the
greater quantity

The
all

on the

is

modifications necessary

>

and the sign

left,

when the other

alone appears.

sign appears are in

cases obvious.

jyP>Q, Q>B, R>S,

I.

then

P>S.

Proof. {P -Q)+(Q-B) + (B-S) = P-S, hence, sinceP -

E-S aie all positive, P-S

Q-B,

is

positive, that

Q,

P>S.

IfP>Q,thenPB>QB.

II.

For (P B) quantity

is

(QB) = P - Q

hence the sign of the former

the same as the sign of the latter.

JfP+Q>B + S,then
P+Q-B>S, -B-S>-P-Q,
Cor.

1.

It thus appears that

an

is,

we may

transfer

inequality to another, provided

-P-Q<-B-S.
a term from one

we change

its

sign;

side

of

and we

may change the signs of all the terms on both sides of an inequality,
provided we reverse the symbol of inequality.
Cor. 2.
the

forms

Every inequality may be reduced

P>0

one or other of

to

P<0.

or

In other words, every problem of inequality

may

be reduced

to the determination of the sign of a certain quantity

III.

thm
for

JfP,>Q P,>Q,,
., P>Q,
Pi + P,+
+P> Qi + Q,+ ...+$;
{P, + P,+
+Pn)-iQ^+Q,+
+Qr,)
.

^{P^-Q^) + {P.-Q.)+.

whence the theorem

+(Pn-Qn),

follows.

It should be noticed that it does not follow that, if

P^> Q

then P^ - P,>Q, -

Pi>Q,

* See, for example, the proof that every equation has

a root.

ELEMENTARY THEOREMS

P> Q,

If

IV.

then PE>QE, and P/B > Q/E, provided E

PE<QE, P/E<Q/E, if E be negative.

but

be positive;

(P-Q)E

For

37

PQ HE

and (P - Q)/E have both the same sign as

be positive, and both the opposite sign

if

be

negative.
Cor.

P> QE, and E>S,then P> QS, provided

1.

If

2.

Every fractional inequality can be

be

positive.

Cor.

For example,

we

if

P/Q>E/S,

have, after multiplying by Q8,

negative,

integralised.

QS

then, provided

PS> QE

be positive,

but, if

QS

be

PS<QE.
any doubt about the sign of QS, then we may
which is certainly positive, and Ave have

If there be

multiply by

Q^S^,

QPS'>Q'ES.
V. IfPi>Qi,P2>Q2,

Pn>Qn,

ctnd all the quantities

be positive, then

For
since

P,P,

P,P,P,

Pi > Qi and P2P3

Pn>

Q,Q,

P^>Q,P,P,

is

positive

>Q.Q.P.
since

P2>Q2 and

finally,

Cor.

Q1P3

P,P,

Q,.

P,

P,

P,j is positive

and so

on.

Hence,

we have

1.

any positive
Cor. 2.

If P>Q,

and

P>

Q,Q,

both be positive, then

Q,.

P'>Q'',n being

integer.

P>Q,

If

and both be positive, then P^"'>Q^"', n

and the real positive value of the nth

being any positive integer,

root being taken

on both

For, if P'^"^

Q^"",

sides.

then, since

{pvnY^{Qvn)n^ by Cor.

that

is,

both are real and positive,

which contradicts our

P? Q,

hypothesis.
Cor. 3.

If

quantity, then

P>Q,

both being positive,

P-"<Q-",

and n

be

any

positive

where, if the indices are fractional,

there is the usual understanding as to the root to be taken.

Eemark.

The

necessity for the

restrictions

regarding the


EXAMPLES

38

CH.

XXIV

members of the inequalities in the present theorem

will appear if we consider that, although 2 > - 3, and - 3 > - 4,
yet it is not true that ( - 2) ( - 3)>( - 3) ( - 4).
for
These restrictions might be removed in certain cases
example, it follows from - 3 > - 4 that ( - 3)^>( - 4)^ in other
sign of the

words, that

> - 64

27

but the importance of such particular

cases does not justify their statement at length.

An inequality may

Cor. 4.

paid

be rationalised if due attention he

to the above-mejitioned restrictions

By means

4.]

regarding sign.

and the help of

of the theorems just stated

the fundamental principle that the product of two real quantities

is

positive or negative according as these quantities have the

same or opposite

sign, and, in particular, that the

we can

real quantity is positive,

square of any

many

solve a great

questions

regarding inequalities.

The

following are

of inequalities
lelism

tions

the

some examples of the

first

and mutual connection between

and equa-

inequalities

Example

1.

Under what circumstances

(3x - l)l(x - 2)

1st.

Then

is

+ (2x - 3)l(x -

Let us suppose that x does not

to either of these values.

by

direct investigation

four are chosen to illustrate the paral-

(x

lie

5)

>

or

< 5?

between 2 and

-2)(x- 5)

is positive,

5, and is not equal

and we may multiply

this factor without reversing the signs of inequality.

Hence

F=(3a;- l)/(x-2) + (2x-3)/(a;-5)><5,

according as
(3a;

according as

-l){x-5) + {2x - 3) (x - 2) >< 5 (x - 2) (a; - 5),

Sx^* - 23x + 11 >< 5x2 - 3ox + 50,

according as

12x5> <39,

according as

x><3J.

Under our present supposition, x cannot have the value 3J but we conclude from the above that if x>5, F>5, and if x<2, F<5.
2nd. Suppose 2<x<5. In this case (x-2)(x-5) is negative, and we
must reverse all the signs of inequality after multiplying by it.
We therefore infer that if 2<x<3J, F<5, and if 8J<x<5, then
;

J'<5.

The student should observe

the inequaUty

x = 5; the

first

through an

is thrice

and

that, as

reversed, namely,

last reversals occur

infinite value;

varies

from -

oo

to

+ oo

the sign of

when x=2, when x = 3^, and when

because

changes sign by passage

the second reversal occurs because

passes

3,

EXAMPLES

through the value

tion F.*

Example

The student should draw the graph

5.

of the

func-

Under what circumstances is

i?'=(3a;-4)/(x-2)><l?

2.

Multiplying by the positive quantity (x - 2f,

we have

(3x-4)/{a;-2)><l,
(3a; - 4) (x - 2) > < (x - 2)^,

according as
according as

(3x

- 4) -

(a;

- 2) }

(a;

- 2) >< 0,

2 (x - 1) (x - 2) >

according as

F>\,
F<1,

Hence
Example

39

if

x<.l or

if

l<a;<2.

< 0.

>2;

is x* + 25x > < Sx^ + 26 ?

+ 25x><8x2-(-26,
x' - Sx^ + 25x - 26 > < 0,
(x-2){x2-6x + 13)> <0,
(x-2){(x-3)* + 4}> <0.

Under what circumstances

3.

x3

according as

according as
according as

Now

(x

-3)2 + 4

is

positive for all real values of

hence

x + 25x><8x2 + 26,

x><2.

according as

Example

4.

If the positive values of the square roots

be taken in

all

^(2x + l)+V(x-l)><V(3x)?

Owing

to the restriction as to sign,

reversing the inequality.

according as

2x +

according as

Now, provided x
provided x>l,

is

we may square without danger

V(2x + 1) + ^{x - 1) > < V(3x),

+ x-l + 2;^{(2x + l) (x-l)}> <3x,
2^{(2x + l)(x-l)}> <0.
such that the value of ^y{(2x + l) (a;-!)}
2^{(2x + l)(x-l)}>0,
- 1) >^(3x),
1) + ^(x

y(2x +

therefore

of

Hence

if

is real,

that

is,

x > 1.

Negative values of x less than -\ would also make ;^{(2x + l) (x-1)}

real ; but such values would make ;^(2x + l), J{;x-1), and sj{dx) imaginary,
and, in that case, the original inequality would be meaningless.

Example

5.

Since

the quantities are real,

all

li x, y, z

be

real quantities (n

- 1) Sx^ <t 2Sx?/.

S (x - y)^ <t 0.

Hence, since x will appear once along with each of the remaining n and the same is true of ?/, z,
., we have

letters,

(i-l)2x2-22x!/<tO,
that

is,

(n

1)

Sx^ <t 22xi/.

* The graphical study of inequalities involving only one variable

found to be a good exercise.

will be


EXAMPLES

40

In the case where x = y = z=

= n(n-l)x2,

we have Sx* = na;^

XXIV

2S.Ty = 2C2.t'^

becomes an equality.

80 that the inequality just

When n=2, we

have the theorem

x^

or, if

CU.

+ j/^ <t 2xy

we put x=^a, ysjh, a and

b being real

and

positive,

a theorem already established, of which the preceding may be regarded as a

A more important generalisation of another kind will be

generalisation.

given presently.

Example
two

Iix,y,z,
be 7i real positive quantities, and ^J and g any
having the same sign, then

6.

real quantities

xP+<j

+ yP-t-9 <t xfy'i + x'iyP,

n2xP+9<2xPSx9.

We
x-y,

have seen that

x^-yv and

afl-yi will both have the same sign as

or both opposite signs, according as

Hence, in either

negative.

case, (xp

p and

- yf>)

{sfl

q are both positive or both

- 2/) has the positive

sign.

Therefore
(xP

whence

- y'P)

(x9

- 1/9) <i 0,

xp+9 + j/P+"9 <f xP(/9 + x'j/P.

If we write down the JJ^ inequalities like the

every possible pair of the n quantities x, y, z, . . .
following result

obtained by taking
and add, we obtain the

last,
,

(n-l)2xP+9<t2xPj/9.
If

we now add 2xp+

we deduce

to both sides,

?i2xP+9<t2xP2x9.

N.B.

If ^

and q have opposite signs, then

n2xP+9>2xP2x9.

These theorems contain a good many others as particular cases.

if we put q= -p,vfe deduce

For

example,

2xP2x-P<t:n2,

which,

when n=3, p=l,

gives

(x + 1/

whence
and so on.

Example
according as

7.

If x, y, z be real

2x -

Hence the theorem,

Example

8.

since

To show

and not

all

equal, then

any

3x2/2

= 2x (2x2 -2x?/),
= |2x2(x-j/)2.

2 (x - y)"^

is

essentially positive.

that

V(2k + 1)^
is

2x><0.

For

where n

+ 2) (1/x + 1/y + 1/z) <t 9

+ z)(yz + zx + xy)<t9xyz;

(x + y

1.3 ..
(271-1)
V(n+1)
2.4 ... 2 '^ 2n + l

positive integer.

'

2x5x3x^2,


EXAMPLES

4, 5

From

the inequality a +

41

6>2^(a6) we deduce

(2-l) + (2n + l)>2V{(2ra-l)(2n + l)};

(2rt-l)/2w<V{(2n-l)/(2n + l)}

whence
similarly

(2re

3)/2

(1);

{n-l)<J{(2n- 3)/(2n - 1)}

(2)

5/2. 3 < ^{5/7}

(-2);

3/2.2<V{3/5}
l/2.1<^{l/3}
Multiplying these inequalities together, we get

1.3.5 ... (2n-l)

(2n)
2.4.6
.

(n).

.^.

J(2n + 1)

''

n+{n+l)>2^{n(n +
2n + l>2^{7i{n+l)}.

Again,
that

(rt-1);

l)},

is,

Hence we have the following

inequalities

{2n + l)/2n>v/{(n + l)/n}

(1)',

(2n-l)/2(n-l)>v/{n/(n-l)}

(2)',

'

(n-2)',

7/2.3>^{4/3}

5/2.2>V{3/2}
8/2.1>V{2/l}

(n-1)',

(n)'.

Multiplying these n inequalities together, we get

1.3.5

(271+1)

^ ,,

,.

(2n-l) ^^/(n + l)
2n + l
2n
(A) and (B) together establish the theorem in question.
Since J(n + l)l(2n + l)>^(n + l)l(2n + 2)>ll2J(n+l), we may
above theorem more succinctly thus,
1

Hence

-3.5

2.4.6

^^^
'
^

^(2n + l)^

1.3 ..
2.4.

(2n-l )
.

2n

state the

^ 2J(n + l)'

DERIVED THEOREMS.

We

5.]

now proceed

to prove several theorems regarding

own

inequality which are important for their

sake,

and

will

be

of use to us in following chapters.

(61

If hi,
^2 +

1)2,

the greatest,

Let

/ be

+ a^)/
(^1 + ^2 +
and not greater tlmn

.yhnhe all positive, the fraction

tn) s not less

than the

least,

cinlKof the n fractions a^jbi, a^jh^,

the least, and /' the greatest of the n fractions,
.

then
aijbi<if,

a^/bi^if

>

ajb^^i^f

42

MEANS AMONG RATIOS

Hence, since hi,h^,

& are all positive,

.,

ai^fbi,

XXIV

CH.

a2<^fb2,

an^fbn.

.,

Adding, we have
(ai

+ 2 +

(!

+a7i) <t:/(^

^j

+ ^n);

whence
+

^2

In like manner,
(!

Remark.
kind*.

)/(&!

&2

^) -^f'

may be shown that

it

a)/(6i

This theorem

The reader

following

is

no

will find

&2

only one

+ ^n) ^Z'among many of the same

difficulty in

demonstrating the

.,bn be as before, and k, h,

., a, bi, bi,
Iftti, Ui,.
n positive quantities, then "^liai/^libiis not less than the
and not greater than the greatest, among the n fractions ai/bi
.

be

a^jb^,

an/ On

Ifai,
then

least,

a^,

a, bi,

.,

{U^a.'^ltkbrYi''

each of them, not

greatest,

among

less

the

h,

.,bn, h, k,

and

[a.a^

than the

n fractions

least,

ai/bi,

-Jn be

ajb.b,

and

all positive,
bnY'""

are,

not greater than the

a-^jb^,

.,

ajbrn-

Example, to prove that

/

2'^\/

1.3 ..

{2n-l) }

2.4 ... 2n

J*^'

(2n - 1)/2 are obviously in ascending

Since the fractions 1/2, 3/4,
order of magnitude, we have, in the second part of the last of the theorems
.

just stated,

2n-l

(2n-l))
/ (1.3
2.4 ... 271 (
.

i<7i'
Now, (2-

l)/2rt

= l - l/27i<l,

observed, however great

{a^

n may

2ra

hence the theorem follows; and

it

holds, be

it

be.

If X, p,q be all positive, and p and q

6.]
-\)lp><{afl- \)lq according as pXq.

be integers, then

Since p and q are positive,

{aP-l)/p><{afl-l)/q,
according as

q(af-l)><p{afl-

* See the interesting

Alg6brique.

1),

remarks on Mean Values in Cauchy's Analyse

43

{xP-l)/p>(ai^-l)/q

5-7
according as

(a;-l){q{af-^ + xP-' +

+ l)-p{af-' +

af^-''

+ 1)}><0.

lip>g, we have

X=
=

{a)-l){q(af-'' + a;P-^+.

{a;-l){q{xP-' + af-^ +

Now,

if

+l)-p{afl-^ +

afl-^+

+0/^)- (j)-q){afl-' +

afl-^

+
.

!)},

1)}.

a;>l,

afi-i

afl-^

<

qafi-^

X>{a;-l){q{p-q)af^-{p-q)qafl-%
>q{p-q)afl-'{w-lf,
>0.
Again,

a:<l,

if

-^;5-i

but, since

^-

I is

+ ^-2 +

now

>

qa^-^

negative, the rest of the above reasoning

remains as before.

Hence, in both cases,

{a:'-l)/p>{^-l)lq.

By

the same reasoning,

if

q>p,

{afl-l)lq>{aP-l)lp,
that

is,

'\ip<q,

{af-l)/p<{afl-l)/q.
I/a; be positive,

7.]

m^"-^ (a; unless

From

6,

lie

and +1,
l)>a;'^

and +

between

mx""-^ {x

1,

then

l>m (x - 1),

in which case

-\)<x'^ -\<m{x -I).

we have
{^'-l)><{plq){^'^-\)

according as

jpXg,

(1),

any positive quantity + 1, and

In (1) we may put x^i'^ for ^, where as

where I

is

and q positive integers.

any positive quantity + 1 (the real positive value of the gth
root to be taken), and we may put m for pjq, where m is any
(1) then becomes
positive commensurable quantity.
is

x'''-l><m{x-l)

(2),

44

inx'^-^(ool)^x'"'

according as

m> <1,

which

l^m(x l)

the theorem

part of

is

CH.

xxiv
to

be

established.

may

In (2) we

replace

by

a;

where

1/^,

quantity 4=1, and the inequality will

Hence

(3),

1)

mxl.

according as
If

l><w(l/^-

(l/a;)-

any positive

is

a;

hold.

still

we multiply

(3)

by - af^, we deduce

ic'^-lomaf-^iv-l),
that

(w-l)><x'^-l,

ma;-^

is,

mxl.

according as

We

have thus established the theorem for positive values

of m.

Next,

let

m = -n

where n

any positive commensurable

is

Then

quantity.

a;--l><(-w)(a;-l),
- nx'^ (^ - 1 ),
1 - a;"

><

according as

according as

a;"

- 1 <> naf (a;

1 ),

wa;'*+'-wa;''><a;'*-l.

Add

af''^^

af"

and we see that

to both sides,

a7--l><(-w)(a;-l),
according as
(w

Now,

since

1) a?"

(a;

1)

positive,

is

- 1.

><a;"+^

w+

> 1,

by what we

therefore,

have already proved,

(w

+ l)a;"(a;-l)>a;''-''-l.

Hence
In

a;-"-l>(-w)(a;(4)

we may

write

1/a; for

(4).

1)

and then we have

(l/a;)--l>(-7i)(l/a;-l).
If

we multiply by -

a;-",

this last inequality

becomes

a;-"-l<(-M)a7-''-^(a;-l),
that

(- n) a;-"-^

is,

Hence,

if

(a;

- l)>a;-" -

1.

m be negative,
ma;'"-^ (a:

1) >a;"'

which completes the demonstration.

> w (a-

1)

(^-y)< ^"* - 2/"* < my'^-^ (a; - y)

mx'^-'^

Cor.

may

X and y be any two unequal

If

replace

unless

positive quantities,

On

a^/y.

we

multiplying

we thus deduce the following

and unequal, then
mx^~^ {x-y)>x^'^ y^>my^~^{x-y),
between
and + 1, in which case

throughout by
J[fa!

the above theorem by

in

a;

45

and y

m lie

y'^,

be positive

mx^~^ {x - y)<x'^ -y^ < my^~'^ {x y).

have been careful to state and prove the inequality of
the present section in its most general form because of its great

We

importance

much

of

what

and many theorems

follows,

in the

following chapter, are in fact consequences of it*.

Example
1

+ wix and

Show

1.

(l

x be

that, if

+ a;)/{l + (l-wi)x},

Suppose, for example, that

positive, (1

+ a;)"*

always

lies

between

provided mx<.l + x.
is

positive

and

< 1.

Then, by the theorem

of the present section,

m (1 + x)"*-i < (1 + )* - 1 < ma;.

a;

+ x) < 1 + mx.
Also,
(l + x)"'-l>mx(l + a;)'/(l + a;),
{1 - wia;/(l + x) } (1 + x) > 1.
If mx<l + x, l-mx/(l + x) is positive, and we deduce
(l + x)'>l/{l-wix/(l + x)},
>(l + x)/{l+(l-m)x}.
The other cases may be established in like manner.
Hence

(1

Remark,

It should be observed that

(lx)">

according as

Example

2.

{1

does not or does

Show

lie

that, if m^

+ Mi)(l+Ma)

(1

<lmx,

between

Wj

and + 1.
u be

all positive,

+ M)>l + Ui + M2+

then

.+u;

u^
^^ positive and each less than 1, then
^n
(l-l)(l-"2)
(l-"n)>l-Wl-'2- -"nThe first part of the theorem is obvious from the identity
(1+M) = 1+SMx + SUiU2 + SUjM2Uj,+ .
(1 + Mi)(l+M2)
+?<il/2 ....

also that, if Uj

>

The

latter part

may

be proved, step by step, thus

(1

1-Mj = l-Uj.
- Wj) = 1 - Ui - 1*2 + MjMs,

Ml) (1

>l-til-M2.
* Several mathematical writers have noticed the unity introduced into

the elements of algebraical analysis by the use of this inequality.

See
especially Schlomilch's Handbuch der Algebraischen Analysis.
The secret of
its

power

lies in

limit theorem

The use

the fact that

it

contains as a particular case the fundamental

upon which depends the

differentation of

an algebraic function.

of the theorem has been considerably extended in the present volume.

ARITHMETIC AND GEOMETRIC MEANS

46
Hence, since

- Uj

(1

XXIV

CH.

is positive,

- M2)

Ui) (1

(1

- "3)

> (1 - U3) (1 - "1 - "2).

>l-Ui-W2-M3 + Ws(Ui + W2)f
>l-Wj-M2-"3'

And

so on.

These inequalities are a generalisation of

They are

positive integer).

(1

x)" > 1 wx {x<l

The arithmetic mean of n positive quantities

8.]

,and n a

useful in the theory of infinite products.

is

not

less

than their geometric mean.

Let us
a, b,

c,

suppose

and

k,

.,

n quantities

this

theorem

let I

be one more positive quantity.

hold for

to

By

hypothesis,

{a

that

+c +

+ k)ln^{ahc

kf'",

is,

h^ c^

a+

+ k<^n (abc

ky\

ky""

Therefore

a+b+

.+k + /<}:% (abc

1.

Now,
n (abc

ky""

H{n + 1) {abc

H)^/("+'),

provided

n{abc

k/l"}"''

+ l-^in +

1) {abc

<i;{n+l){abc
that

is,

H/Z+^p+'),

^/^T("+'),

.^

provided

ne^^ + l<^{n+l)e,
$''^''+^)

where
that

is,

which

true by

is

Hence,

n+1.

if

A//

Now we

fore for 4 ;

7.

our theorem hold for n quantities,

theorem holds

and

have seen that (a +

for 2 quantities

is,

equality

c+

of course,

it

hold for

that

holds for 3
have in general

+ k)/n<^{abc

it will

6)/2<{:(ai)*,

therefore

Hence we

so on.

{a + b +
It

= abc

provided

is,
;

the

there-

ky'\

obvious that the inequality becomes an

when a = b = c=^

=k.

ARITHMETIC AND GEOMETRIC MEANS

7,

There

another proof of this theorem so interesting and

is

fundamental in

character that

its

Consider the geometric

be not

47

mean

deserves mention here*.

it

{ahc

replace the greatest

all equal,

ky\

and

If a,

b, e,

least of them, say

k, by {a+k)l2; then, since {{a + k)/2}^>ak, the result has

been to increase the geometric mean, while the arithmetic mean
of the n quantities {a + k)/2, b, c,
., (a + k)/2 is evidently the

and

k.
If the new set
same as the arithmetic mean oi a, b, c,
of n quantities be not all equal, replace the greatest and least as
before and so on.
.

By

we can make

repeating this process sufficiently often,

all

and then the

the quantities as nearly equal as we please
geometric mean becomes equal to the arithmetic mean.
;

But, since the latter has remained unaltered throughout, and

the former has been increased at each step,

geometric mean, namely, (abc

first

arithmetic mean, namely, (a

+ b + c+

As an illustration of this reasoning,

<(5 3 5. 5)i<(5 .4.4. 5)i<(4-5 4-5.
.

+5+

follows that the

it

ky'\

than the

less

is

+ k)/n.
we have
.

4-5

(1

9)^*

4-5)i<4-5<(l + 3

9)/4.

Cor.

Ifa,b,...,kben positive

n positive commensurable

^a + qb +
p + q+

and p,

-^tk

quantities,

q,

.,tbe

quantities, then

+t ^^

X;.v/(p+,+.

.+o

we are only concerned with the ratios

Hence we may replace p, q,
., t hy positive

It is obvious that

t.

numbers proportional to them.

It is, therefore, sufficient to prove the theorem on the hypothesis that p, q,
-, t
are positive integers.
It then becomes a mere particular case of
the theorem of the present paragraph, namely, that the arithmetic
mean oi p + q +
+ t positive quantities, p of which are equal
^ to ^, is not less than their geometric mean.
to a, g' to

integral

ft,

. ,

See also the ingenious proof of the theorem given by Cauchy {Analyse

Algebrique, p. 457),
its

who seems

most general form.

to

have been the

first to state

the theorem in

Example

Show

1.

a+b+

that, ii a, b,

+k

khen positive

.,

+ b+

/a

quantities,

.+k y+^-

The first part of the proposition follows from the above

., k = c.
p = a, q = b,
The second inequality is obviously equivalent to
,

Wb) [^)

is

corollary by taking

^^'

equivalent to

is

ynpbj

\npa J

where p

+*

WJ
which again

xxiv

CH.

lpa'^/lp^(lpa/lp)'^

48

a positive integer which

We

all positive integers.

\npk J

may be

so chosen that pa, pb,

no

shall therefore lose

pk are

.,

generality by supposing

., A to be positive integers.
Consider now a positive quantities each equal to 'S.ajna, b positive quantities
each equal to "Lbjnb, &c. The geometric mean of these is not greater than

a, 6, c,

their arithmetic

V^^Vf
\\naj \nb J

Hence

mean.

/SayiVS"
'

'

\nk J

'

(T^alna)

+ b CLafnb) +. .+Tc (Zaink)

a + h+
+k
.

(sy(sy- (!)'-
Example

{1

1.3.

Prove that

2.

We have

+ 3+

1) <?i".
.

(2n-l)}'/',

(2n-l)}V'.

n> 1.3

(2n-l).

Hence

If a,h,

(2n

n2/w>{1.3

thatis,

9.]

+(2n-l)}/n>{1.3

k be n positive

.,

and p,

quantities,

q,

.,t

he n positive quantities, thsn

+ qlf+.

pa"^

tk'^

according as
If

.^ pa + qb +
p + q+

^^\

p + q+...+t

m does not or does lie between

and +

V^

/.v

^'*

tJc

-\-t
1.

we denote
Pl(p +

^YKh-,-

q+ ... +0,

', T,

>

"^j

q+'

'

'+t), &c.,

and

a/(\a + tib+
l>y ^j y>

q/(p +

+ T^),

bl{Xa + fjJ)+.

+ rk),

&c.,

so that
A.

+ |A +

\a!

iJ.t/+

+T =

(2),

+TW==^l

(3),

Xa'^jn^iXa/n)"*

8,9

then, dividing both sides of (1)

{(pa +

we have

qb+

49

by

tk)/(p

+ q+

+ #)}",

to prove that
\aS^

+ iiy^-v.

.+TW"<^>>1

(4),

m does not or does lie between and + 1.

by 7, if m does not He between
and +1, x^-\

according as

Now,

^m{x-\),'ip-\ <^m {y

&c.

1),

Therefore, since A,

&c., are

(x,

positive,

<{;m {2A^ 2A},

by

(2)

and

(3),

that

is.

Hence
2Aa;<fl.
In hke manner, we show that, if m hes between
'

If we make p = q =
'" + &'" +
.+k'^
n

Cor.

+b+

/a
'^

1,

-t, we have

and +

.+k

-ry

(r\*

\ f
^
J
that is to say, the arithmetical mean of the mth powers of n positive
quantities is not less or not greater than the mth power of their arithmetical mean, according as m does not or does lie between and + 1.
Remark. It is obvious that each of the inequalities (1), (4),
= A;, if m = 0, or if ; = 1.
(5) becomes an equality if a = & =
i

Show that 2Xa;"*,

when m>+l, and

Example.
increases

IX,

V,

Ist.

.,

Let

X, y, z,

m>l.

We

small and positive, that

considered as a function of m, increases as

when

m<-l,

show that S\x^+'">2Xa;"*, where

r is very

decreases

as

increases

being as above.

have

to

is,

2Xx"*(x'"-l)>0.
ZXx"* {af -

Now,

1)

> SXx'rx-i (x - 1)
>rSXx"+'-i(x-l).

* The earliest notice of this theorem with which we are acquainted is in

Eeynaud and Duhamel's Prohlhnes et Developmens sur Diverses Parties des

Mathimatiques (1823), p. 155. Its surroundings seem to indicate that it

was suggested by Cauchy's theorem of 8. The original proof rests on a
maximum or minimum theorem, established by means of the Differential
Calculus and the elementary proofs hitherto given have usually involved
;

the use of infinite series.

C.

11.

>

EXERCISES V

50

XXIV

CH.

Since m>l, 7Ji + r>l, therefore (m + r)x'"+''~^(a;-l)>(m + r) (x-1), that

a;'"+'-i(a;-l)>(x-l).

is,

SXx(a;'--l)>rS\(x-l),

Hence

>r{2Xa;-2\),

>0.
Therefore

2nd.

S\a;"'+'-

Let

m<

> S\x"*.

-1.
I,\x'^

(x'-

1)

< rSXa;"* (x - 1)

(m + l)x'^{x-l)>(m + l){x-l), since m + 1

dividing by the negative quantity m + 1, we have

Now

Hence,

negative.

is

x'^{x-l)<{x-l).
{x' - 1) < r2X {x-1),

SXa;

Hence

<r(2Xa;-SX),

<0.
Therefore,

2Xa;'"+'-

< 2Xx"*.

Exercises V.*
(1.)
(2.)

For what values of xjy is {a + b) xyl(ax + by) j (aa; + by)l{a + b)?

If a;, y, z be any real quantities, and x>y>z, then x^y + j/^z + z^x

xy* + yz* + zx*.

(3.)
2a;''

lie

- z) (z-x)>0 and

real quantities, then 7:,(y

(4.) If x^ + j/2 + 22 + 2a;?/2 = l, then will all or none of the quantities

between - 1 and + 1
(5.) If X and m be positive integers, show that

a;2m+3

be

any

If X, y, z be

2j//

>1.

<

a; (a;

+ 1)

(2a;

(6.)

(a2/6)i + (62/a)i ^ ai

(7.)

If Xi,a;2'

all positive,

+ 1)

(3x2 + 3^;

^ i)my2

S*"

< (x + l)2m+3_

i<i.

have the same sign, and

> a^n 8.11

x, y, z

+ Xj,

+ Xj,

.,

+ a;

then

n(l + Xj)>l + 2xi.

(8.)

Prove that Qxyz >ll{y-\-z)> 12x3.

(9.)

If X,

J/,

2,

a,

.,

6,

quantities positive or negative,

be two sets, each containing n real

show that

2a22x2<i:(2ax)2;
also that, if all the quantities be positive,

2(x/a)/2x-t2x/2ax;
and, if2x = l,
(10.)

If Xj, Xj,

21/x<tn2.
.

.,

a;

and

also ^i,

2/2'

>

J/n

be positive and in

ascending or in descending order of magnitude, then

2xi2i/i/2xi?/i

Unless the contrary

is

for real positive quantities.

> 2xj2/2xi

{Laplace.)

stated, all letters in this set of exercises stand

?.

EXERCISES

9
Iia,b,

(11.)

.,lhe in A.

61

show that

P.,

a^b^

P>aH\

For what values of x is {x-S)l(x^ + x + l)>{x-i)l{x^-x + l)?

Find the limits of x and y in order that

(12.)
(13.)

c>ax + by>-d,
a>cx +dy>b;
ad-

where
x^-x'^y

(14.)

X and

4:X*!/^-'2x^y^

be

=\=

0.

+ ix^y*-xy^ + y^>0, for

(17.)

+ 5y^ + 13z^> = <8yz + 2xy + 18zx

+ 'p^(xy)>x-vy.
lssj{a'' + ab + h'^)-sj{a^-ah + b'')>^<2^{ab)-!

(18.)

If

(15

values of

real

all

y.
)
.

(16.)

Is 10x2

If ^42-^^2, ihGn^{x'^ + y^)

X and a be

positive,

between what limits must x

lie

in order that

x + a>V{i(a:2 + xa + a2)}+^/{i(x2-xa + a2)}?

(19.) If x<l, then {x + J{x^-\)]^ + {x-^{x"'-\)}^<2.
(20.) If all the three quantities ij {a{b + c-a)}, sj{b{c + a-b)}, sj{c{a^b - c)} be real, then the sum of any two is greater than the third.
(21.) If the sum of any two of the three x, y, z be greater than the third,
then f 2x2x2 > Sx' + xyz.
(22.)

21/x>2x8/xV'2*.

(23.)

If

positive

2x*<tX2/z2x.

(25.)

If

(26.)

If wi

= a + b + c+

a, b, c,

d (each

(24.)

If
1

fr denote the sum of the products r at a time of

< 1) then f^ + 1^p^ > 2p^

and

n terms, then

25/(8

- a) <t n-/(n -

1).

> 1, X < 1, and 7x < 1 + x, then 1/(1 =f mx) > (1 x)'" > 1 mx'.
m<l, x<l, mx<l + x, then (l + x)/{l(l-m)x}<(lx)"'<

mx.
(27.)

If

(28.)

If

2"=x" + 7/", then z^> <x"' + 7/"* according as m> <n.

X and y be unequal, and x + y<2a, then x"* + ?/"*> 2a",

m being

positive integer.
(29.)

n{(7H-l)'/-l}<l + l/2+.

.+l/n<n{l-l/(n + l)V + l/(n + l)}.

(Schlomilch, Zeitschr.f. Math., vol. in. p. 25.)

(30.)

IfxiXa

(31.)

If a, 6,

of magnitude,

and

x=j/,

if

be

fc

TC

n(l + xi)-t(l + y).

positive quantities arranged in ascending order

Mr= {2a'-/n}iA-,

2^r={2a>A}'-/n, then

{ab

kyi^<Mi<M2<

{ab

/<;)'/<.

.<k,

.<Ns<N^<:Ni.

(Schlomilch, Zeitschr.f. Math., vol. in. p. 301.)

(32.)

Up,

(33.)

If

and x + 1, then 2px~'*>2p.

and x and n each > 1, then

q, r be all unequal,

n be

integral,

X - 1 > 71
(34.)

Prove for

(35.)

If 8

x, y, z

= ai + cJa +

(x(+l)/2

- X ("-l)/'^)

that (22^2 - 2x2)2x^ (2x)2*n (2x - 2x)*.

+ , then H {sla^ - If' >{n- 1)'.
.

42

INEQUALITIES AND TURNING VALUES

52
(36.)

3;)i(3m + l)2>4(3mI)iA".

(37.)

If

sum

s^ be the sum of the nth powers of a^,

m at a time, then {n - 1)1 s^<i
>a, then
Ifai>a2>.

of their products

(38.)

a^,

{n

CH.

>

XXIV

^^^Pm

*^^

- m)\m\p^.

K-n)"~'>("-l)"~Ml-2)(2-8)
K-l-n)Hence, or otherwise, show that {{n-l)\}^>n^~^.
?
(39.) Which is the greatest of the numbers 4/2, ;^3, ^/4,
a;, each>l, and
(40.) If there be n positive quantities Xi, x^,

if

means, or the geometric means, of all but

all but a;, then Jlxi^i>Il^j^i.
Xi, all but X.2,
(41.) If a, h, c be such that the sum of any two is greater than the third,
and X, y, z such that Sa; is positive, then, if Sa^/x=0, show that xyz is
?i. ?2>

In be the arithmetic

negative.
(42.)

If

A = ai + a^+

h^jB) [a^jb^^ has the

B = bi + h.2+

+(1,^,

same sign

2i{aJA-

.
+&,i, then
for all finite values of n.

as

(Math. Trip., 1870.)

APPLICATIONS TO THE THEORY OF MAXIMA AND MINIMA.

10.]

theory of

may

The general nature of the connection between the

maxima and minima and the theory of inequalities

Let ^ {x, y, z), f{x, y, z) be any

and suppose that for all values con-

be illustrated as follows

two functions of

w, y, z,

sistent with the condition

f{x,y,z) = A

we have the

(1),

inequality

<i>{x,y,z)1^f{x,y,z)
If

we can

find values of x, y,

z,

say

a,

h,

(2).
c,

which

satisfy the

equation (1) and at the same time make the inequality (2) an
equality, then </> {a, b, c) is a maximum value of <f> (x, y, z).
For,

by hypothesis, ^{a,

^ {x,

h,

c)

= A and

^(a;,

y,

'z)1^A\

therefore

cannot, for the values of x, y, z considered, be greater

that is, than ^ {a, b, c).

y, z)

than A,

Again,

if

we

consider

all

values of x, y, z for which

<f>{x,y,z)
if

we have

it

follows in like

f{x,

(1'),

y, z)<\:<l> (x, y, z)

<^
/{a,

b,

manner

c)^A, then /(a,

that, if a, b, c
b, c) is

in
be such that

minimum

<^(a, b,

value oi/{x,

c)=A,

y, z).

RECIPROCITY THEOREM

10-12

The reasoning

of course, not restricted to the case of three

is,

although for the sake of brevity we have spoken of

variables,

The nature

only three.

may be

values

53

method

of this

for

finding turning

described by saying that such values arise from

exceptional or limiting cases of an inequality.

The reader cannot

11.]

fail

to be struck

by the

reciprocal

character of the two theorems deduced in last section from the

same

The general character

inequality.

of this reciprocity will

be made clear by the following useful general theorem

Iffor all values of x, y, z, consistent with the condition

f{^,y,z)=^,
have a

{x, y, z)

maximum value

of course, upon A), and if when

<f>

(a,

b,c)=B say (where B depends,

B also increases, and

increases

vice versa, then f&r all values ofx, y, z, consistent with the condition

<l>{x,y,z)='B,

f(x,

<j>

have a

y, z) ivill

minimum

value

f {a,

b, c)

= A.

Let A' <A, then, by hypothesis, when/(ir,

Proof

y, z)

= A',

where B' < B.

(x, y, z)1f>B'

(x, y, z) = B, f{x, y,z)<^A', for suppose if possible

= A' <A, then we should have (x, y, z)^B', that
is, since B' <B, ^ (x, y, z) could not be equal to B as required.
Hence, if a, h, c be such that ^(a, h, c) = B and f{a, b, c) = A,
f{a, b, c) is a minimum value oi fix, y, z).
By means of the two general theorems just proved, we can
deduce the solution of a large number of maximum and minimum

Hence,

that /(a?,

if

<fi

y, z)

<t>

problems from the inequalities established in the present chapter.

12.]

From

two following

Ifx,y,z,

I.

the theorem of 8

we deduce immediately the

be

n positive

quantities subject to the condition

%x = k,
then their product Tlx has

y.

II.

a maximum value,

{JcjnY,

when x =

=kln.

If

X, y, z,

be

positive quantities subject to the

condition

Hx = k,

DEDUCTIONS FROM

54

sum %x has a minimum

thsn their

= F".
The second

XXIV

CH.

when x = y-.

value, n'"',

of these might be deduced from the first

by the

reciprocity-theorem.

From

the corollary in

III.

If

X, y, z,

we deduce the following

he n positive quantities subject
8

to the

condition

%px = k,
where p,

are all positive constants, then '^aP has

...

X, y, z,

x-y-.

when

{k/2p]^^,

vahie,

If

IV.

r,

q,

maximum

be

= A;/2/?,

positive quantities subject to the

condition

UxP = k,
are all positive constants, then

^px has a

where p,

q, r,

minimum
From

.-k^'^^.
(%>)F^^, when x-y =
the last pair we can deduce the following, which are

more general

still

value,

IfX,ix,v,.

V.

and

constants,

x, y, z,

.,

m,

I,

n,

.,

p,

q, r,

be all positive

be all positive, thsn if

%\x' = k,

Ux^

is

maximum when
IXx^Ip

Proof.

Denote

j9//,

W=

let

- mfjiy'"^lq = nvz^fr =
qfm, r/n,

a$,

fiy'"

then have in the

first

... by

= p-q,

X - {a^/xy, &c.

So that

We

a minimum when
l^a^/p

and

nxP = k,

And if

VI.
SXa;' is

- mixy'^jq^nvz^jr =

vz""

...

a, /8, y,

= yC,

&c.

^ = (al/A)", &c.

case

2a^ = ^

Uaf^U
Hence, since

Hx^

is

condition

(a/X)", (^/yu.)^,

...

(1),

(a/X)n^

(2).

and all positive,

Now, under the

are all constant

maximum when n|" is a maximum.

=
(1), n^" is a maximum when ^ =
>?

.^k/^a.


EXAMPLES

12
Hence
when

Tla^

is

maximum when
lka^\'p

55

The maximum vahie of Ux^

corresponding vahies of x, y,

z,

= fiy^jP =

Xa^/a

= mix.y'^jq =

x = {ak/\:Zay\

that

. ,

is,

and the

by

are given

n (a/A)" (^/Sa)-",

is
.

Applying the reciprocity-theorem, we see

that, if

n^p = n(a/A)(>t/2a)2,

minimum

the

vahie of ^Xa^

corresponding to

is k,

x^{a]cl\taf^

Whence, putting ^ = n

minimum

the

(a/X)" (^/Sa)^-,

vaUie of %\id

is

2a

we

UxP=j,

see that, if

corresponding

{y/II (a/A.)"}'/^",

to

x=\a{Jin{ai\Yyriamvi

= m = n=

=1,
=1, p = q = r=
we obtain the following particular cases, which are of frequent
Cor.

we put

If

occurrence

Example
If

1.

is
is

a maximum when \x = /jii/ =

a minimum when Xx = iiy =

The cube

for given surface,

we denote the

piped by X,

Jf l,Xx = k, Ux
Jf Ux = k, %\x
volume

the rectangular parallelepiped of

is

and of minimum surface

maximum

for given volume.

lengths of three adjacent edges of a rectangular parallele-

+ zx + xy) and its volume is xyz. If we

put ^=yz, r) = zx, ^=xy, the surface is 2(| + ?; + f) and the volume Ji^rji).
Hence, analytically considered, the problem is to make ^ijf a maximum when
y, z, its surface is 2 (yz

+ 1? + f is given, and to make f + t; + f a minimum when ^ijf is given. This,

by Th. I., is done in either case by making ^ = v = t, that is, yz=zx=xy ;
whence x=y = z.

Example
meter, and

2.

The

minimum

The area

is

equilateral triangle has

maximum

area for given peri-

perimeter for given area.

A= >Js{s-a){s- b) (s - c).

Let x = s-a,y = s-b,

z=s-c;

then x + y + z=s ; and the area is Jsxyz. Since, in the first place, s is given,
we have merely to make xyz a maximum subject to the condition x + y-\-z = s.

This leads io x=y = z {hy Th.

Next, let A be given.

Then

I.).

{x

+ y + z)xyz=A*
s

If

we put ^=x^yz,

7)

= xy'-z,

i^=xyz^,

= A^lxyz

(1);
(2).

we have

= AWr,i)y*

(2').


DEDUCTIONS FROM

56
Hence, to make

maximum,

x^yz = xy'^z=xyz'^

Example

minimum

minimum when A

subject to the condition

;

given, we have to make ^lyf a

This leads to ^ = 7? = f, that is,

whence x = y z.

To

3.

is

(!').

XXVI

CH.

and

construct a right circular cylinder of given volume

total surface.

The

Let X be the radius of the ends, and y the height of the cylinder.
total surface is

We

Iv

have, therefore,

condition x^y

c.

and the volume is iry^y.

to make u x'^-Vxy a minimum, subject

(x^-^xy),

We

to the

have

u=x^ + xy = cly + clx

(1);

xV = c

(2).

l/^ = 2f,

Let

1/2/

= 7?;

M = c(2^ + 7?)

then

(!');

f'77 = l/4c

We have now to make

2^ +

r]

(that

is,

condition f2^ = constant. This, by Th.

2x=y. Hence the height of the cylinder

(2').

+ f + t;) a minimum,

II,,

subject to the

leads to ^ = ^ = 7), which gives

equal to

its diameter.
the reciprocity-theorem (applied to the problem as originally stated in
terms of x and y), it is obvious that a cylinder of this shape also has maximum
is

By

volume

for given total surface.

From the inequality of 9 we infer the following

If m do not lie between and + 1, aiid ifp, q,r,
constant and positive, then, for all positive values of x, y,z,
13.]

VII.

all

he

such that

Ipx = Jc,
{m unchanged) has a minimum value when x = y-z =
and + 1, instead of a minimum we have
If m lie between

'Xpx^

a.

maximum.
In stating the reciprocal theorem
that, in the inequality,
that, if

mum

m he negative,

of {'^pxy.

VIII.

If

positive, then,

^px

it is

necessary to notice

occurs raised to the

maximum

wth power

so

of '^px corresponds to a mini-

Attending to this point, we see that

m> + \,

and if p, q, r,
be all constant and
for all positive values of x,y, z,
such that
.

^px"^ = k {m unchanged),

a maximum value when x = y = z =

we have a minimum instead of a maximum.
Theorem VIII. might also be deduced from Theorem VII. by
the substitution $ = x"', -q^y^, C = z"', &c.
'^px has

Ifm< + 1,

DEDUCTIONS FROM

12-15

Ifmin do

IX.
fjL,

V,

57

Theorem VII. may be geaeralised by a

14.]

formation into the following

X,

not

values of x, y,

z,

and +

between

lie

be all constant

slight trans-

and

1,

and

if p, q,r,

.,

for all positive

positive, then,

such that

2Xa^ -k {n unchanged),

%px^ (m unchanged) has a minimum value when px'^l\x^ =

Ifmjn lie between and + 1, instead of a minimum we have a

maximum.
The transformation in question is as follows
:

i^f =

Xaf = p^,

Let

px^ = p^,
From

the

first

//-I

^-1 =j9a;"*-"/X,
that

is,

positive

/= m/n,
we

p,

<^V,

qr = <Tt]f,

'

(IX

(2).

two equations in (1) and (2) we deduce

Hence, if we take fn = m,
&c.
a-,
will be all constant and obviously all

= Va;-^-'"/jt7,
.

have, in fact,

^^{par--l\f^-'\

v={qr-Vt'y'^-'\

P = {>//py'^-'\

T=

and we have now to make

2p^ a maximum

'

'

(3),

'

(//gy/tr-i),

(4).

minimum, subject

or

to the condition

^P$ =

Now, by Th. VII., 2p^ is a minimum or maximum, according

and + 1, when ^ = =
as /does not or does lie between
Thus the conditions for a turning value are
?

which lead at once to

parl\af = qy'^lp.y" =

Cor.

common

case

is

n=l, X =

that where

fx.

1.

We

2x = k,

then have, subject to the condition

minimum

very

or

maximum when px^~^ = qy^~'^ =

does not or does

15.]

We

lie

between

and +

have hitherto restricted p,

Ipaf^,

according as

.,

1.

q, r,

in the in-


EXAMPLES

58

CH.

XXIV

This is unnecessary they may

9 to be constant.
they be such that they
provided
variables,
the
of
functions
be
remain positive for all positive values of x, y, z.
"We therefore have the following theorem and its reciprocal
equality of

(the last omitted for brevity)

be functions of x,

real

If p, q, r,
and positive for

then,

for all positive values of x,

X.

and

all real

i/,

z,

which are

positive values of x, y, z,

y, z,

.,

which satisfy

%px = k,
C^px"^) (2/))"*"^

x=y=
and + 1.

wJien

(m unchanged) has a minimum or maximum value

. ,

according as

For example, we may obviously put

does not or does

p='Kx'',

q=ny\

lie

between

m>

We

+1 or <0, then, for all positive values of

thus deduce that if
consistent with SXa;"+i = A;, (2\a;"'+) (SXa;)"-i is a minimum
x,y,z,
.

when

x=y=

Theorem X. may again be transformed

into others in appear-

ance more general, by methods which the student will readily

divine after the illustrations already given.

Also the inequalities of

may

be used to deduce

and minima theorems in the same way as those of

in the proof of Theorem X.
Example

1.

To

conditions ajx + bjy

find the minimum value

+ c/z = l,a!>0,2/>0, z>0,

Let

a'=/)f.

ajx = p^,

Hence

pf~'^

= afja/+^.

If

y = (T-r/,
bly = <r7],

we take/= -

alx=ija^,

1,

we

by=sjb7),

maxima

were used

of u=x + y + z, subject to the

a,b,c being positive constants.

z=T^f;
cIz

= t^.

therefore get

cz^^c^.

The problem now is to make u=2^a$~^ a minimum subject to the conS^af = l. By Th. VII. this is accomplished by making $ = = f.
Hence f = t; = f = 1/S^a. The minimum value required is therefore
dition

(S,ya)2

?;

the corresponding values of x, y, z are JaI,^a, fJb'Ei^a, iJcZ^^a

respectively.

Example 2. To find a point within a triangle such that the sum of the
mth powers of its distances from the sides shall be a minimum (m>l).
Let a, b, c be the sides, x, y, z the three distances; then we have to make
= Sa;'" a minimum, subject to the condition Saa5 = 2A, where A is the area
of the triangle.

15,
If

p^=x^,

Hence,

The

grillet's

16

59

/)-i = a",
p = a'/("'-i).
= a'/('"-i)^, by = b"'/['^-^)r), c = c'/('"-i)f, we have

p^=iax, then

we put

if

method

aa:

solution is therefore given by f = >; = f = 2A/Sa'/('"-J).

Whence

a;

Example

Show

3.

y = &c.,

= 2AaV("-i)/Sa'"/('-i),
that, if x^

z=&c.

+ y* + z^ = 3, then

(x*

+ y'^ + z^)(x- + y^ + z*)

has a minimum value for all positive values oi x, y, z when x = y = z = l.

This follows from Th. X., if we put nj = 2, p = x^, q = y'\ r=z*, which

is

legitimate since x, y, z are all positive.

he n positive quantities, and m do not lie

Example 4. If x,y, z,
between and 1, show that the least possible value of (2a;'"~i) (21/a;)'"-i is n"*.
This follows at once from the inequality of 9, if we put p = llx,
.

q = lly,

The

16.]

of application of

field

some of the foregoing

theorems can be greatly extended by the use of undetermined

manner indicated by

multipliers in a

Suppose, for example,

it

Grillet*.

were required to discuss the turning

values of the function

u = {ax+ pY {hx +
where

m, n are

/,

We may

write

where

/x,

3')'"

{ex + r)"

u ~ {\ax + KpY (jibx + (Mq)"^ (vex + vr)7^V"'"

X,

ject to

v are three arbitrary quantities,

any three conditions we

Let the

1 ),

all positive.

which we

(2),

may

sub-

please.

condition be

first

l\a + mfib + nvc

(3)

then we have
/

{Xax + \p) +

m {fibx + fiq) + n (vex + vr)

= IXp + mfiq + nvr = k

where k

is

(4),

an arbitrary positive constant.

This being

so,

we

see

by Th.

III.

that II {\ax + XpY

is

maximum when
Xax + \p = fibx +

fJ'-q

= vex +

vr

= k/^l
* Nouvelle$ Annales de Math., ser.

(5).

i.,

tt.

9, 16.

EXAMPLES

60

The four equations

and

(3)

"We can easily determine

we deduce

(5)

not more than sufficient

(5) are

to exhaust the three conditions on

X,

by

a)

v,

fx,

and

to determine

In

itself.

fact,

from

(3)

+p) + mb/{bx + g) + nc/{ca; + r) =

This quadratic gives two values for

ie,

then,

and the

Example

X,

be positive, Xi will correspond to a maxi-

^iHi^v^^ be negative, Xi will correspond to

if

value of

To

1.

discuss

We have

and the

u=

like for Wi.

+ 3)^ (ar - 3).

(a;

u = i\x + 3\y^

{fix

- 3/u)/XV.

2{\x+d\) + {iM-Sfi) = k,

Now

2X + At=0

provided

(1),

6\-3fi=h
be a maximum, provided

Therefore {\x + S\)'^{/jlx-3/jl) will

(2).

\x + 3\=fMX-3ij.
Hence, by

which gives x = l.
is

From

(2)

+ 3) + l/(x-3) = 0;

and

we deduce X = fc/12, /t= -

(3)

conclude that m

The student should

it

method

so that

is

minimum when x = l.

trace the graph of the function u; he will thus find

has also a maximum value, corresponding to

gives no account.

Example

For what values of x and y

2.

a;

3,

of which this

is

u = {a^x + b^y + c^Y + (a2X + \y + e2f +

a

A;/6

negative.

We therefore
that

(3).

(1),
2/(a;

XV

v,

fi,

^ifj-i^vi"'

value of

minimum

and

(6).

say Xi and w^

equations (5) give two corresponding sets of values for

in terms of k, say X^, fx^, v^ and Xj, fx^, v^.
If,

a:.

at once

la/ {ax

mum

XXIV

CH.

+ (aa; + &?/ + c)2

minimum?
LetXj.Xo,

.,

X be undetermined multipliers.

Then we may

u=SXi2{(a^a;+6jy + Ci)/XiP
k = SX^^

and
where

It

is

an

{a^x

(1);

+ \y + Ci)/Xi

arbitrary positive constant, that

is,

write

(2),

independent of x and

y,

provided

2aiXi=0,
This being

by Th. VII., m

The n + 2
Xj, Xj,

From

S&iXi=0,

SCiXi=fc

minimum when
{<h^ + \y + e^)l\^(a^ + h^ + c^l\=.

so,

.,

the

equations, (3)
X, X, y.
first

two of

(3),

is

(3).

and

(4),

and from

= ft/SXi2

(4).

just suffice for the determination of

(4),

we deduce


METHOD OF INCREMENTS

17

16,

2ai (a^x + feji/ + Ci)

26i

(ttjX

61

= 0,

+ b^y + Cj) 0.

Hence the values of x and y corresponding

to the

minimum

value of n are

given by the system

Scij^x

+ Sajfti?/ + SajCj = 0,
+ Sftj^y + SftjCi = 0.

Sajftio;

This

is

the solution of a well-known problem in the Theory of Errors of

Observation.

Following the method already

Method of Increments.

17.]

exemplified in the case of a function of one variable,

we may

define

I=^(a; + h,y + k, z +
as the increment of

value of
(f>

(a, b, c) is

<^ (cv,

y, z).

be negative for
a

circumstances,

If,

when x = a, y-h, z-c, the

small values of

all

maximum value
/ be positive, ^

l)-<f>{a:,i/, z)

of

^ (a:,

y, z)

{a, b, c)

is

and

h, k,
if,

then

I,

under like

minimum

value of

^(, y, z).

Owing

to the greater manifoldness of the variation, the ex-

amination of the sign of the increment when there are more

variables than one

often a matter of considerable difficulty

is

and any general theory of the subject can scarcely be established

without the use of the infinitesimal calculus.

We

may, however,

illustrate the

method by

establishing a

case of the following general theorem, which includes

some of

those stated above as particular cases.

Purkiss's Theorem*.

symmetric functions of

If

an equation of

subject to

<f){x, y, z,

x, y, z,

the

. ,

.)

.,

.)

f{x,

and if

y, z,

x, y, z,

.)

be

be

form

fix, y,z,
then <f>(x,y,z,

.)^0

has in general a turning value when

(1),

x-y = z

provided these conditions be not inconsistent with the

equation

(1).

In our proof we shall suppose that there are only three

variables

there

is

and so far as that is concerned it will be obvious that

no loss of generality. But we shall also suppose both
;

Given with inadequate demonstration in the Oxford, Cambridge, and

Dublin Messenger of Matheviatics, vol. i. (1862).

(a?,

<t>

THEOREM

PURKISS'S

62
and f(x,

y, z)

i/,

CH.

XXIV

be integral functions, and this sup-

z) to

position, although it restricts the generality of the proof, renders

it

amenable to elementary treatment.

We remark,

in the first place, that the conditions

x = y = z and f{x,

y, z)

are in general just sufficient to determine a set of values for x,

In

fact, if

common

the

value of x, y, z be

of the equation /(a, a, a) ~

then a

a,

will

y, z.

be a root

0.

Consider the functions

I=ff>{a +

h,

a+

k,

a + 1)- ^{a,

a, a),

and /(a + h, a-^k, a +

l).

h, k, I, and
expanded as an integral function of the
elementary symmetric functions ^h, "^hk, hkl. We observe also
that, since each of the functions vanishes when A = 0, k = 0, 1=0,
there will be no term independent of k, k, I.
Let us now suppose h, k, I to be finite multiples of the same
very small quantity r, say h-ar, k = Pr, l = yr. Then ^h = r%a.
= ru say, %hk = r^^a^ = r^v, hkl = i^w. Expanding as above in-

Each of them

evidently a symmetric function of

is

can therefore be

dicated,

and remembering that by the conditions of our problem

/{a + h, a + k, a + l)-0, we
powers of

have,

if

we arrange according

to

r,

/= Aur +

(Bu' + Pv)

r"

+ &c.

= Pur + {Qu? + Ev)r' +

where the &c. stands for terms involving
From (2) we have

r'

&c.

22a)8r'

=-

(2),

and higher powers.

wr = - (Qu^ + Rv) r'/P +

wV =

(1),

&c.,

&c.,

^^t""

&c.,

&c. as before including powers of r not under the 3rd.

Hence, substituting in

(1)

and writing out only such terms

r^, we have

as contain no higher power of r than

I={C-AE/P)vr' + &c.,
^-^r'(C-AR/P)'S,a? + &c.

Now
may

by taking r sufficiently small, we

term on the right to dominate the sign of /.

(see chap, xv., 10),

cause the

first

Hence /will be negative or

is

63

EXERCISES VI

17

positive or negative

minimum

according as

that

{CP-AR)IP

positive according as
is,

<;^

{CP - AR)IP

Example. Discuss the turning values of

maximum

a) will be a

{a, a,

{x, y, z)

</>

or

positive or negative.

is

= xyz + b(yz + zx + xy),

subject to the condition x^ + y^ + z'^= 3a^.

The system
x = y=z,

If

we take

a;2

+ r/2 + 22_3a2_o

x = y = z= ^a.

has the two solutions

x=y=z=

+a,

Vfe find, after

expanding as above indicated,

1= (a2 + 2ab) ur + {a + b) vr^-i-&c.,

= 2aur+{u^-2v)r^.
In this case, therefore, ^ = aH2a6, C=a + b, P=z2a, R= -2 a.n6i{CP - AR)I
P=2a + db.
Hence, when x=y = z=+a,(piaa maximum or a minimum according as
;

2a + Bb is positive or negative.
In like manner, we see that, when x = y = z= -a,

minimum

according as

-2a + 3b

is positive

is

maximum

or a

or negative.

Exercises VI.*
(1.)
(2.)

(3.)
(4.)

px"'

Find the minimum value of bcx + cay + abz when xyz = abc.
Find the maximum value of xyz when x^Ja^ + T/^lb'^ + z^jc^ 1.
=1 m n
If I,x^c, llilx is a maximum when x y z
Find the turning values of Xa;"" fiy^^ + vz'^, subject to the condition
:

+ qy^ + rz''=d.
(5.)

Find the turning values

(6.)

li

xyz = a^{x-i-y

of aa;^ + 6i/ + m*"

+ z), then

yz + zx + xy

ia

a,

when xyz = cP.

minimum when x = j/=2 =

s/3a.

Find the turning values of (x + l) (y + m) {z + n) where a%Vc*=zd.

Find the minimum value of ax'^+bjx'^.
(9.) Find the turning values of (3x -2){x- 2f {x - 3)2.
(10.) If ex {b-y) = ay {c-z)=: bz (a-x), find the maximum value of each.
(11.) Find the turning values of a;"*/!/" (m>n), subject to the condition
x-y c. (Bonnet, Nouv. Ann., ser. i., t. 2.)
(12.) If x^yi + xiy'P a, then x''+9 + 7/P+9 has a minimum value when x y =
(a/2)V(P+) and, in general, if ^xPyi=a, Sj;P+ has a minimum value, al{n - 1),
(7.)

(8.)

when x=y = z=:

={a/(n-l)n}V(p+9),

Discuss specially the case where

p and

q have opposite signs.

(13.) If xPyi + x'^y'=c, then x'y^

is a maximum when xv-^jipi - st)=y'-^j

(qt-pu), the denominators, ru-st and qt-pu, being assumed to have the
same sign. (Desboves, Questions cfAlgebre, p. 455. Paris, 1878.)

* Here, unless the contrary is indicated,

quantities.

all

letters

denote positive

EXERCISES VI

64

p>q, and xP+yP = aP, then

It

(14.)
a/2^/P.

x^ + y^

CH.
a

is

XXIV

minimum when x=y =

State the reciprocal theorem.

(15.)

Find the turning values of

(16.)

If Xj,

(x-a) = fc",

{ax'^+ln/'^)IJ{a^z^ +

bY) ^ben x^+y^= 1.

be each >a, and such that (xj-a) {x^-a) , . .

the least value of XjXj . . . x,^ is (a + 6)", a and 6 being both
OTj,

, ,

a;

positive.
(17.)

integers

If f{m) denote the greatest product that can be formed with n

whose sum is m, show that /(m+l)//(m) = l + l/3 where q is the

integral part of mjn.

(18.)

ABCD

is

a rectangle,

Find the position of

APQ

APQ meets BC in P,

when the sum

and

DC produced in

of the areas

ABP, PCQ

is

Q.

minimum.
(19.)

is

a given point within a

pendicular chords.

circle,

Find the position

and

POQ

of the chords

and.

EOS are two

when the

per-

area of the

PRQS is a maximum or a minimum.

Two given circles meet orthogonally at A. PAQ meets the circles
in P and Q respectively.
Find the position of PAQ when PA AQ is a
maximum or minimum.
(21.) To inscribe in a given sphere the right circular cone of maximum
quadrilateral
(20.)

volume.
(22.) To circumscribe
minimum volume.
(23.)

about a given sphere the right circular cone of

Given one of the parallel sides and also the non-paraUel sides of an
may be a

isosceles trapezium, to find the fourth side in order that its area

maximum.
(24.) To draw a line through the vertex
sum of the projections upon it of the two
shall be a maximum.

of a given triangle,

sides

such that the

which meet in that vertex

CHAPTEE XXY.
Limits.
In laying down the fundamental principles of algebra,

1.]
it

was necessary, at the very beginning, to admit certain limiting

cases of the operations.

in the

discussed in chap. xv.

was

Other cases of a similar kind appeared

and several of them were

development of the science

little difficulty in

which a

others, in

consideration.

In most of these cases, however, there

arriving at an appropriate interpretation

were postponed for future

difficulty did arise,

In

the

present chapter

we propose

deal

to

specially with these critical cases of algebraical operation,

to

which the generic name of " Indeterminate Forms " has been
given.
The subject is one of the highest importance, inasmuch
it forms the basis of two of the most extensive branches of
modern mathematics namely, the Differential Calculus and the
Theory of Infinite Series (including from one point of view the

as

Integral Calculus).
to

much

It is too

the habit in English courses

postpone the thorough discussion of indeterminate forms

until the student has mastered the notation of the differential

is

a mistake.

differential

coefficient

This, for several reasons,

calculus.

place, the

definition of a

evaluation of an indeterminate form

In the

and no one can make

intelligent applications of the differential calculus

familiar

first

involves the

beforehand with the notion of a

limit.

who

is

not

Again, the

methods of the

differential calculus for evaluating indeterminate

forms are often

less effective

which we

than the more elementary methods

and are always more powerful in

Moreover the notion of a limiting value
functions of an integral variable such as n\ and

shall discuss below,

combination with them.

can be applied to

to other functions besides, which cannot be differentiated,

are therefore not amenable to the

Calculus at
c.

II.

methods of the

and

Differential

all.

MEANING OF A LIMITING VALUE

66

The

2.]

characteristic difficulty

CH.

XXV

and the way of meeting

will be best explained by discussing a simple example.

it

If in

the function (;r^-l)/(a?- 1) we put x = 2, there is no difficulty

in carrying out successively all the operations indicated by the
the case is otherwise if we put x=\,
- 1 = 0, 1-1=0, so that the last operation in0/0 a case specially excluded from the fundamental

synthesis of the function

for

dicated

is

1^

we have

not included even under the case a/0 (a 4= 0) already disThe first impulse of the learner is to
cussed in chap, xv., 6.

laws

assume that 0/0 = 1, in analogy with /a = l; but for this he

has no warrant in the laws of algebra.
Strictly speaking, the function {o^-l)l{x-l) has no definite

x=l\

value when

that

is

to say, it has no value that can be

deduced from the principles hitherto

and

it

being obviously desirable to

laid

make

down.

This being

so,

as general as possible

the law that a function has a definite value corresponding to

its argument, we proceed to define the value of
when
x=\. In so doing we are naturally guided
{a^- \)l{x-\)
continuity, which leads us to define the
principle
of
the
by
value of {x'^-l)l{x-\) when ^=1, so that it shall differ in-

every value of

l)l{x -I), corresponding to

from 1. Now, so long as
a; =1=1, no matter how little it differs from 1, we can perform the
indicated division; and we have the identity {a^l)l{x\) =
The evaluation of a? + 1 presents no difficulty and we
a? + 1.
from values of

finitely little

values of

{x^

that differ infinitely

little

now

see that for values of

differing infinitely little from

value of {ic^-l)l{x-l) differs infinitely

value of {x^-l)/(x-l) when,

f(yre define the

see that its value is 2 in the useful

sense that,

bi/

{o^- i)l{xvalue of {a?

bringing

1) to differ

little

l)/(x

1)

from

x=l

2.

to be

and perfectly

1,

the

We there2

and we

intelligible

x sufficiently near to 1, we can cause

from 2 by as little as we please*. The
thus specially defined

limiting value, or the limit of {p^

l)l(x

is

1) for

spoken of as the

x=l

and

it is

symbolised by writing
* The reader should observe that the definition of the critical value just
given has another advantage, namely, it enables us to assert the truth of the
identity (a;' - l)/(x - 1) = x + 1 without exception in the case where = 1.


FORMAL DEFINITION OF A LIMIT

67

L is the initial of the word "limit." The subscript x=l

be omitted when the value of the argument for which the

where

may

limiting value

We

to be taken

is

is

otherwise sufficiently indicated.

are thus led to construct the following definition of the

value of a function, so as to cover the cases where the vahie

indicated by

synthesis

its

is

indeterminate

from a, we can
When, hy causing x
please
to a finite
near
as
we
value
approach
as
make the
of f{x)
to differ sufficiently little

definite quantity

off{x) when

then

I,

said

I is

x-a; and we

to be the

limiting value, or limit,

write

Lf{x) =

l.

Cor. 1.
A function is in general continuous in the neighbourhood of a limiting value ; and, therefore, in obtaining that value
we may subject the function to any transformation which is
admissible on the hypothesis that the argument x has any value in
the neighbourhood

We

of the

critical value a.

statement will not be

say "in general," because the

strictly true unless

the phrase "differ infinitely

"differ eit/ier in excess or in defect

little

infinitelj'^ little

from" mean

from."

It

may

happen that we can only approach the limit from one side or
that we obtain two different limiting values according as we increase X up to the critical value, or diminish it down to the critical
;

In this last case, the graph of the function in the neighbour-

valu e.

hood oi x = a would have the peculiarity figured in chap, xv.,

and the function would be discontinuous. The latter
Fig. 5
;

part of the corollary

restriction

When

still

applies, however, provided the proper

on the variation of x be attended

it

is

to.

necessary to distinguish the process of taking a

by increasing a; up to a from the process of taking a limit

by decreasing x down to a, we may use the symbol L for the
limit

a;=o-0

former,

and the symbol

for the latter.

x=a+0

Cor. 2.

If

f{x) =

I,

then

f{a + h)-l +

d,

where d

is

x=a

function of a and

h,

whose value

may

be

made as small as we

please by sufficiently diminishing h.

52

CONSEQUENCES OF THE DEFINITION

68
This

XXV

CH.

simply a re-statement of the definition of a limit from

is

another point of view.

Cor.

Any

3.

definition of

the

satisfies

value.

For example, Lix"- l)/{w -

mark would be

of a function

ordinary value

a limiting

1)

superfluous, were

= (2- -

1)1(2

1)

= 3.

This re-

not that attention to the

it

point enables us to abbreviate demonstrations of limit theorems,

by using the symbol

where there

evaluation of the function to which

It n)ay

3.]

happen that the

being a definite finite quantity,

any

finite quantity,

however

no peculiarity in the

is

prefixed.

it is

value

critical

a,

instead of

merely a quantity greater than

is

We

great.

symbolise the process

of taking the limit in this case by writing

according as the quantity in question

fix), or

a;=+oo

f{x),

a;=-oo

positive or negative.

is

For example,

'

{x + l)lx =

+ llx) =

{I

\.

In this case, we can, strictly speaking, approach the limit from one side
only ; and the question of continuity on both sides of the limit does not
arise.
If, however, we, as it were, join the series of algebraical quantity

-QO...-1...0...+1...+QO

through

+ 00 and -

we say

oo

as consecutive values ; then

tinuous for the critical value

a;

= oo

infinity,

that

/ (x)

according as I//(.T)and

for

we have

for

a;

same
(x

value.

+ Vjjx = 1 = L

x=

= 00

4.]

For example,
(x

+ l)/j!

(x
;

+ \)lx

but

(x-

or

is

not, con-

/(x) have,

x= oo

a;=a)

or have not, the

by considering

is,

is

continuous for

+ l)/a;

is

.t

= qo

not continuous

a:=

The value may of course occur as a limiting value

L x{x-lfl{x^~l) = Q. It may also happen, even
;

for example,
for

finite

made

value of a, that f{x) can be

finite quantity,

however great, by bringing x

In this case we write

L f{x) = oo

greater than

any

sufficiently near to a.

In thus admitting

and

oo

a:

as limiting values, the student

must not

forget that the general

rules for evaluating limits are, as will be

ject in certain cases to exception

occur.

when

shown

presently, sub-

these particular limits

CLASSIFICATION OF INDETERMINATE FORMS

2-6

69

ENUMERATION OF THE ELEMENTARY INDETERMINATE FORMS.

Let u and v be any two functions of x. We have
xv., that u + v becomes indeterminate

5.]

already seen, in chap,

when u and v are

but of opposite sign

infinite

becomes indeterminate

if

that

?*

-y

one of the factors become zero and

and that u-^v becomes indeterminate if it

and V become both zero, or both infinite.
We thus have

the other infinite

the indeterminate forms

(IV.)

(I.)

co

qo, (II.)

x go, (III.) 0-^0,

00-00.

Take
observe that all these really reduce to (III.).
example. Since M + u = (l + r/M)/(l/), and Ll/w = l/oo =0, this
function will not be really indeterminate unless Lvja - 1.
The evaluation
of the form oo - oo therefore reduces to a consideration of cases {IV. ) and (III.)
Now, since tt-^j; = (l/t))->-(l/M), case (IV.) can be reduced to (III.);
at most.
and finally, since uxv u-i-{\lv), case (II.) can be reduced to (III.).
It is interesting to

00-00

for

To exhaust

the category of elementary algebraical operations

we have to discuss the critical values of m". This is most simply

done by writing w" = a''**''" where a is positive and >1. We
thus see that u" is determinate so long as ^" loga u is determinate.
The only cases where v loga u ceases to be determinate are those
where (V.) v-0, log^ ^* = + oo that is v = 0, m = oo (VI.) = 0,
logaM = -<, that is u = 0, w = 0; (VII.) v = qo, logaW=^0,
that is 'y = +Qo, u=l.
There thus arise the indeterminate
forms (V.) 00 , (VI.) 0, (VII.) 1*"*.

All these

depend on n"^*

be said that there

namely, 0-^0.

is really

or, if

we

choose, upon

a"/"

so that

it

may

only one fundamental case of indetermination,

EXTENSION OF THE FUNDAMENTAL OPERATIONS TO LIMITING

VALUES.
6.]

We

now proceed

defined may, under

some

to

show that limiting values as above

restrictions,

be dealt with in algebraical

* The reader is already aware that 1" gives 1 and he may easily convince
himself that 0+", 0"*, oo +, qo~* give 0, oo, oo,
respectively, no
;

matter what their origin.

FUNDAMENTAL OPERATIONS WITH LIMITS

70

This

operations exactly like ordinary operands.

by means of the following theorems

The limit of a
I.
offunctions of x

XXV

CH.

is

established

mm

is the

sum of their limits,

provided the latter does not take the indeterminate form

r

=a

and

let

sum

f{x)-<ft(a;) + x{it!) for the

=/',
Z^ (x) =
Lx{x) = x'Lf{x)

Consider the

co

critical

go.

value

Then, by

<f>',

2,

Cor. 2,

f{a>)=f' + a,

<i>{x)

<f>'

+ P, x(^) = x' +

y>

p, y can each be made as small as we please by

bringing x sufficiently near to a.

where

a,

Now,

f{x)

-<t>ix)

+ x(^) -f'-^' + X+{a-/3 + y).

But, obviously, a-/3 + y can be made as small as

x sufficiently near to a. Hence

we

by

please

bringing

L{fix)-^x) + x{^)}=f'-<l>'+X,
that

^If{x)-L*i>{x) + Lx{x)

is,

This reasoning supposes /',

obvious that

become
both

if

infinite,

infinite,

then

f '-<(>' + x

and the theorem

be each

^', x' to

one or more of them,

and

finite

(1).

but

L {f{x) - (t>{x) + x(^)}

will still

it is

having the same sign,

all

are

be true in the peculiar

sense, at least, that both sides of the equality are infinite.

If,

however, some of the infinities have one sign and some the
opposite,

sense

II.

f '-<!>' + x'

ceases to be interpretable in any definite

and the proposition becomes meaningless.

T/ie limit of a product of functions of x is

their limits, provided the latter does not take

form

tlie

the

product of

indeterminate

X CO.

Using the same notation as

before, we have
=
(/'+
a)(f + /3)(x'+ y)
f{x) <l>(x) x{^)
= /'</>'x'+ 2a<^'x' + 2a/3x' +

a/3y.

Now, provided none of the limits /', ^', x' be infinite, since a, ft,
y can all be made as small as we please by bringing x sufficiently
near to a, the same is true of Sa^'x', SaySx', and aySy. Hence
Lf(x) ^(x) x(^) =/'<^'x' - Lf{x)
If one or

more of the limits/',

/',

x'

be

L<f>(x)

Lx(x)

infinite,

of the rest be zero, the two sides of (2) will

still

(2).

provided none

be equal in the

LF[f{x),

6, 7

sense that both are infinite

a zero and an

= F [Lf{x),

...]

4> {x),

71

.}

but, if there occur at the

infinite value,

the indeterminate form

L<i> {x),

same time

then the right-hand side assumes

x oo

and the equation

(2) ceases to

have any meaning.

The limit of

III.

of two functions of x

the quotient

is the

quotient of their limits, provided the latter does not take one of the

indeterminate forms 0/0 or

From

co /go

<^'

be

infinite,

and

It is further obvious that if

if

be

<fi'

have

this equation, reasoning as above,

neither /' nor

will

We

infinite

= 0,

/'

if ^'

4= 0,

/' =

/' 4=

both sides

theorem

therefore, the

oo

will

may be

(f>'

oo

be

qo

we

see at once that, if

be not zero,

<^'

oo

both sides of

both sides

will be zero

In

infinite.

(3)

and

these cases,

all

asserted in a definite sense.

however, we have simultaneously/' = 0,

if /' = co , <^' =
(3) takes the form 0/0
;

<^'

co

= 0,

If,

the right hand of

the form

go /co

and

tten the theorem becomes meaningless.

7.]

compare the demonstrations of last

8, chap, xv., he will see that (except

If the reader will

paragraph with those of

in the cases

where

infinities are involved)

the conclusions rest

merely on the continuity of the sum, product, and quotient.

This remark immediately suggests the following general theorem,

which includes those of

If F{u,
determinate,

V,

w,

.)

and finite

last

paragraph as particular cases

any function ofu,v,w,

which
in value, and also continuous when
he

u^Lf{x), v = Ltf>(x),

w = Lx{x),

is

.,

then

LF{f(x),cl>(x),x(^\

The

.]

= F{Lf(x),L<f>{x),Lx{x),

reader will easily prove this theorem by combining

Cor. 2, with the definition

chap. XV., 5,

U.

.}.

2,

of a continuous function given in

LIMITS OF RATIONAL FUNCTIONS

V2

CH.

XXV

The most important case of this proposition which we shall have occasion
where we have a function of a single function. For example,

to use is that

{(x2-l)/(x-l)P-{

X-l

(x^-l)l(x-l)}^=i.

X^'l

log

(x"

1)1 (x

1)

= log { L

(.t2

- l)/(x -

1)

= log 2.

ON THE FORMS 0/0 AND X /oo IN CONNECTION WITH

RATIONAL FUNCTIONS.
The form 0/0 will occur with a rational function for
a:-0 \i the absolute terms in the numerator and
denominator vanish. The rule for evaluating in this case is to
8.]

the value

arrange the terms in the numerator and denominator in order

of ascending degree, divide by the lowest power of

that occurs

and then put ^ = 0. The limit

will be finite, and 4=0, if the lowest terms in numerator and
denominator be of the same degree
if the term of lowest
oo if the term of lowest
degree come from the denominator
All this will be best seen
degree come from the numerator.

in numerator or denominator,

from the following examples

Example

1.
2.r^

2j^Bx + x' _2
+ 3.r'' + a; *_
+ x* + a^ ~ x=o^ + x'' + x*~S'

a:=o '6x^

Example

2.

2x +
a;=o 3x'-

Example

3a;Hx_

+ X* + X*

+ Sx" + x _
+ + X* ~
x'-*

~~

3.

2x*+x
x=o x + x

The form

9.]

2.T

~ x^o

and only when,

co /oo

x=

cc.

+ x2
+ x*

x=^x^

can arise from a rational function when,

The limit can be found by dividing

numerator and denominator by the highest power of x that

If this highest power occur in both, the limit
occurs in either.
if it come from the denominator alone, the limit is
is finite
;

if

from the numerator alone, the limit

Example

is co

1.

8^+^

^'2x + x + 3x^

3/x+l
_ Ji^. 1_ _ 1
T
,.2/x2 + l7x + 3~0 + 6 + 3~3*

^7-10

USE OF THE REMAINDER-THEOREM

Example

2.
a;--'

r=

Example

+ 3ar> + 4.r< _
1/.t* + 3/x^ + 4/.e'^ _
+ x^ + 6x'' ~a;=aD 2/x5 + l/ar + 6 ~6~

2a;

K-~TT Ij l/x< + 3/a:3 + 4 _4

+ 3a;2 + x3 ~^^^2lx^ + 3/x* + 1/^ "

it

t:

''

If the rational function f{iK)l<ii{x) take the

10.]
finite

'

3.

J J z;.
a;!* 2.r

73

vahie of x,

4= 0,

say for

a;

= a,

then, since f{a)

xa

follows from the remainder-theorem that

form 0/0

= 0,
a

is

<f>

(a)

for

=^

0,

common

we transform the function by re^ = a in the transformed

function will in general be determinate
if not, it must be of
the form 0/0, and x a will again be a common factor, and must
be removed. By proceeding in this way, we shall obviously in
factor in

moving

/(x) and ^

If

(x).

this factor, the result of putting

the end arrive at a determinate value, which will be the limit of

f(x)l<f> (x)

when x-a.

Example.
Evaluate {Sx^ - lOx" + 3x- + 12x - 4)/(.c' + 2x^ - 22.1-2 + 32a; - 8)
when x = 2. The value is, in the first instance, indeterminate, and of the
form 0/0 ; hence a; - 2 is a common factor. If we divide out this factor, we
find that the value is still of the form 0/0 hence we must divide again.
We
then have a determinate result. The work may be arranged thus (see chap,
;

v., 13)

:-

3-10+ 3+12-4

+ 2 -22 +32 -8
+ 2 + 8 -28 +8
1 + 4 -14+ 4 +
+ 2+12 - 4
1 + 6 - 2,+
+ 2 +161
_1_+8| + 14
1

0+6- 8-10+4
3_ 4-

5+

+0

0+6+4-2
3+2-1

0+ 6+16
3+ 81 + 15
The process

of division

which are not both

zero.

is

to be continued until

The quotient

we have two remainders

of these, 15/14 in the present case, is

the limit required.

The evaluation
effected

of the limit in the present case

by changbig

the variable,

an

artifice

which

may
is

also be

frequently

we put x = a + z, then we have

when z = Q. Since /{a + z) and
^{a + z) are obviously integral functions of z, we can now apply
It will save trouble in applying this method if
the rule of 8.
it be remembered
1st, that in arranging f{a + z) and <ji{a + z)
according to powers of z we need not calculate the absolute

of use in the theory of limits.

to evaluate

Lf{a +

5;)/<^

{a

z)

If

CHANGE OF VARIABLE

74

terms, since they must,

zero in each case

if

XXV

the form to be evaluated be 0/0, be

we

2nd, that

CH.

are only concerned with the

lowest powers of z that occur in the numerator and denominator

respectively.

+ 3a;'' + 12a; -4 _ 3(2 + g)<- 10(2 + ^)^ + 3(2 + 2)" + 12(2 + 2) -4

+ 2a;*-22x2 + 32x -8 ~^=o(2 + 2)* + 2(2 + 2;)- 22(2 + 2)2 + 32(2 + 2) -8

3a;<- 10x3

x=2

a;*

1522

+ P23 + &C.

_ I5 + P2 + &C.
~^ol4 + Q2 + &c.'

15
14*

This method is of course at bottom identical with the former for, since
z=-x-a, the division by z"^ corresponds to the rejection of the factor (x - a)".
;

11.]

The methods which

are applicable to the quotient of

two integral functions apply to the quotient of two algebraic

sums of constant multiples of fractional powers of x. Each of
the two sums might, in fact, be transformed into an integral
function of y by putting x = jf', where d is the L.C.M. of the
denominators of

the fractional indices.

all

It

is,

however, in

general simpler to operate directly.

Example.

Evaluate

1=
If

we

L,

divide by x', the lowest

,
'

-^

power

of

x that occors, we have

^^x^ + x7 +
*- l

2x<r

3xT^

+ x5

=?=o.
12.]

The

following theorem, although partly a special case

under the present head,

is of great importance, because it gives

the fundamental limit on which depends the " differentiation " of

algebraic functions

If mhe any real commensurable quantity

L{x^-l)l{x-l) = m

positive or negative
(1).

L(x'^-l)f(x-l) = m

10-12
First, let

Then we have

be a positive integer.

(^'"-l)/(ir-l)

= a;"'-i +

75

i2;'"-='

+ a;+l.

Hence

L {a;"'-l)/{x-l) = 1 + 1 +

(m

terms),

= m.
Next,

let vw

p and

be a positive fraction, say p/q, where

positive integers.

Then the

limit to be evaluated is

q are

{x^i'^- 1)/

a:=l

{x 1)*.

z=\, the

may

If

we put X = z^, and observe that

limit to be evaluated

becomes

be evaluated by removing the

to

(z^

common

a?

l)l{z^

factor

corresponds

1).

z1;

This
or thus

i(.^-,)/(.-i)=i(^'fi)/(ffi),

=p/q = m.
Finally, suppose

Then
(^-" - \)l{x -

m to have any negative value,

say

- , where

is positive.

1)

(1

- x'')\x''{x -

1),

--- L{x''-\)\{x-\)x'\

= -{L
Now, by the
(a;

1)

= w.

Also

last

two

l/x''

(;"- l)/(^- 1)} X

cases, since
1.

is

l/x\

positive,

i/(^"-l)/

Hence

a;=l

L{x-''-l)/{x-l) = -n;
a;=l

that

is,

in this case also,

L{x'^-l)l{x-l)^m.

Second Demonstration. The above theorem might also be deduced at once

from the inequality of chap, xxiv., 7, as follows
For all positive values of
X, and all positive or negative values of m, x"* - 1 lies between wta;"'""i (x - 1)
and m (x - 1). Hence (a;"* - l)/(a; - 1) lies between mx^-^ and wt. Now, by
:

There is here of course the usual understanding

meaning of x '''/.

to the

(see chap, x., 2) as

EXAMPLES

76
bringing x sufficiently near to

as

we

The same

please.

CH.

mx^~^ can be made to differ as little from m

that is to say,
(a;"' - l)/(u; - 1)

1,

therefore true of

is

XXV

L(x"-l)/(a;-l) = t
for all real values of m.

Example

Find the limit of (x" - aP)/(x<' -

1.

{xv - aP)\(3fl - ai)=

xa

We have

when x=a.

aP-9{(x/a)P- l}/{(a;/a)- 1},

x=a

where y=xla. Hence we have, by the theorem of the present paragraph

L (xr> - av)j{xfi - ai) = a'P-ipjq.
x=a

Example

2.

Evaluate log (x^ -

1)

- log (x2 -

1)

when x = 1.

L{Iog(xi-l)-log(xi-l)} = Llog{(x^-l)/(x4-l)},

= log{L(xi^-l)/(xi-l)},

by 7,

M''{tl)Ki^)\= log3.
Example 3. If
then, when x = cc,
In the

Ix,

Px,

denote logx, log (log x),

respectively,

LV {x + l)jl''x l.
we have
l{x + l)llx^{l(x + l)-lx + h:}llx,

first place,

= l(l + llx)llx + l.
Now, when x^oo, i(l + l/.r) = Zl = and Ix oa.
If we assume that LlT{x + VjfVx = 1, we have
i'-+'

(x

+ \)jV+\x=

{V^^ (x

Hence Li

(x

+ l)/ix=l.

+ 1) - Z'-+ix + i'-+'x}/Z'-+ix,

= l{V{x + l)lVx}ll^^x + l.
Lr+i

(X

+ l)/i'-+Jx = Zl/oo + 1,

= 1;
that

is,

the theorem holds for

we have
for

seen, therefore for

any logarithmic base

for

r+ 1

if it

r=2, &c.
which ioo

holds for
It is

= oo

r.

But

it

holds for r=l, as

obvious that this theorem holds

Example 4. 11 I have the same meaning as

meaning for the base a, then
L VxlVx = ll\oga.

before,

and X have a similar

xoo

Let /:i=l/loga.

Since 'Kx=fdx, the theorem clearly holds when r=l.

therefore sufficient to

show

that, if

X'^'x/Z'^-ix

it is

true for

r, it is

= X (X'-x)/P^-ix,
= mZ(X''x)//h-1x,
=/* {I

(X'-x)

- r+ix +

i-^-ix}//' +'x,

= M{(X'-x/i'-x)/F+ix+l}.
Hence,

if

we assume

that

true for

LVxlirx=n, we have
^M { Wa> +

LX'^-'x/I'+'x

/*

1},

+1.

It is

Now


L(l +

12,13

l/.xy

EXPONENTIAL

the following, on which

is

in this part of the sub-

founded the differentiation of

is

exponential functions generally

77

LIMITS.

The most important theorem

13.]

ject

=e

The limit o/(l + llxf when x is increased without limit eit/wr

a finite number {denoted by e) lying

positively or negatively is

between 2

and

3.

The

following proof

We

have seen (qhap. xxiv.,

and

quantities,

than

due to Fort*.

is

7) that, if a and b be positive

any positive quantity numerically greater

then

1,

ma"'-'' (a -

may put a = {y+

In this inequality we

y>x>l.

We

b)>a'^- b"^ > mb'""-'

l)/y,

{a

b)

(1).

b-l, m~y/,v, where

thus have

\ y

Hence

.v'

>1

+ -

y/

a;

that

(l+^y>(l+_^J
y^

is,

where

(2).

y>x.

Again,
before),

if in (1)

we put a =

l,

= (y-

l)/y, (m, y,

x being

as

we have

X
Hence

(1
\

and therefore

yJ

1/

>1--,
X

A - -V<[l

"

- i)

(3),

where y>x.

We

see from

(2)

and

(3)

that, if

we

give a series of

* Zeitschriftfur Mathematik, vii., p. 46 (1862).

in-

L{1 + Ijxf = e

78

xxT

CH.

+ IfxY continually
and the function (1 - l/a;)""^' continually decreases.
Moreover, since a?>x^-\, we have

creasing positive values to x, the function (1

increases,

that

x+ 1
X

- -

( 1

is,

X- 1

Hence

l/xy must

(4).

and

(1

+ 1/xy cannot, therefore,

Hence, when x

is

increased without limit,

values of (1

pass each other.

_ l)-%(i , 1)'

(i

The

>1 +-

x/

'

l/ar)~^

a finite limit A, and

limit
finite
B. The two limits
up
to
a
must
increase
+
(1
1/xY
A and B must be equal, for the difference (1 - l/x)~''-{l + l/xf
may be written {x/{x-l)}''-{{x + l)/x}'' and by (1) we have

(1

diminish

down

to

If a; y f X y
x\x-\) ^\x-\)

x+i
1
(x + iy
(
X
)
\
^x{\-\la^)\ X )

^^>-

shown, {xl{x - \)Y and

=
qo
the upper and lower
{{x + l)lxY remain finite when a;
limits in (5) approach zero when x is increased without limit
But,

as

since,

has

already been

the same
It

is

therefore true of the middle term of the inequality.

has

shown

been

therefore

{I- l/x)'" have a common

by the

letter

Since
e lies

(1

that

finite limit,

(1

+ IjxY

which we

may

and

denote

e.

1/6)"

2 '521

between 2 5 and 2

9.

... and

(1

1/6)-"

= 2*985

obtained by using a larger value of

but a better method of

calculating this important constant will be given hereafter,

which

it is

.,

closer approximation might be

by

found that
e

The constant

= 27182818285

e is usually called Napier's

Base*; and

it is

the

logarithmic or exponential base used in most analytical calculations.

In future, when no base

is

indicated,

* In honour of Napier, and not because he

any other base.

explicitly

and mere

arith-

used this or indeed

L(a<'-l)/x = \oga

13
metical

computations

are

not

Cor.

{l

e')

is,

of

respectively.

+ l/zy = e;

and,

we put z =

if

z=oo, we have

so

that

L (l + wy^''
Z log {(1 + ;r)v-} = log

iv

e.

x=0

a;=oo

For, since loga^

have, by

l/a;,

-- e.

L log {(1 + l/wf} =

Cor. 2.

we

base

is

Lil+xY'^'^e.

1.

corresponds to

y,

the

understood to be ^ ; thus
and expa; are in general understood to mean logga? and

expeW (that

For

question,

in

logarithmic or exponential function

log a;

79

is

a continuous function of

for finite values of

7,

hga {(1 + 1/^)1 = loga

i^ (1

+ 1/^)1,

= logae.
The other

part of the corollary follows in like manner.

L{1+ yjxf = X 1 + xyf"' = e^.

a:=0
\lz = ylx, then to ^= oo corresponds

Cor. 3.

jc=)

If

we put

;= cc

hence

= {Z(l + l/^)r,

Cor. 4.
If

(a*

by 7,

- 1)/^ = log a.

we put y = a"-\, so that

3/ = 0, we have

a;

= loga(l

+?/),

and to ^ =

corre-

sponds

X(a--l)/^=Z2//log(l+7/),

= Xl/log(l+2/)"^

= i/iog4Z(i+^)n

= l/logae = loga.
It will be an excellent exercise for the student to deduce directly from the
fundamental inequality (1) above, the important result that L (a* - \)lx is

z=0

EXPONENTIAL AND LOGARITHMIC INEQUALITIES CH. XXV

80
finite

to prove the leading theorem of this

and thence, by transformation,

paragraph*.
Cor. 5.

If X

be

any positive quantity,

e">l+a;,
and, if a; be positive and

less

log (1

than

+ x) < a-

1,

e~^>l-x, -log(l a?)>;r.

when n may be as great a.s we please,
e^-l>(l + l/w.)"^-l,
by chap. xxrv. 7,
> nx {(1 + 1/n) -l}>x,
for, however small w, we can by sufficiently increasing n make
nx>l.
0^>l+w.
Hence
Since

e>{l +

l/)",

It follows at once that

Again, since

e<{l-

log^>log (1 + w),

l/w)~" and e~^>(l

that

is,

ir>log (1 +

a-).

1/w)",

e-^-l>{(w-l)/?i}"*-l,

>na:{(n- l)/w-

Hence e~'>\ -x, and

ively,

Iflx,Px,

x>y>\, and r

-x)>e^.
- x)], that

therefore 1/(1

It follows at once that log {1/(1

Cor. 6t.

Ij,

be

{x-y)lylyV-y

any positive
.

Ix

-ly =

which proves the

Assume that

it is

respect-

l'y>l'-^'x-l'^'y
.

/'.r.

induction as follows.

(x/y)

first

integer, then

>(x-y)/xlxl^x

may be proved by
By Cor. 5,

This

-log(l -x)>x.

is,

denote log X, log {log x),

= / { 1 + (a; - 7j)/y} <(x- yl'y,

inequality

true for

when r = 0.

r, i.e.

that

l''^''x-V^^y<{x-y)lylyl''y

Z'*^,

then

r^^x-l'-^^y^-l(l^^'x/l'*'y),

= l{l + (l'-*'x-l'-^'y)/l^*hjl

< (I'^^'x - I'-^'yyi^^hj,

Hence the induction

is

by Cor.

complete.

* See Schlomilch, Zeitschrift fiir Mathematik, vol.

+ Malmsten, Grunert's Archiv,

viii. (184G).

iii.,

p.

387 (1858).

5.

euler's constant

13

Again, we have by Cor.

81

5,

la;-ly = -l{ylx) = -l{l-{oc-y)lx}>{x-y)lx.

Using

we

and proceeding by induction exactly as

this result,

before,

establish the second inequality.

If

we put x +

and x

for

x and y

respectively

we get the

important particular result

llxlxl^x

l'-x>l''^'{x

+ l)-l'-^'x

>l/(x + l)l{x+l)l^x +
Cor.

From the

7.

Example

result of

portant limits

l)

/'(.r

1).

inequality of Cor. 6, combined with the

we deduce

3, 12,

at once the following im-

L{l'-{x+l)-l'x} = 0,

{/'+'

(x + l)-

Example

+ 1/71 - log n

1.

Show

r+M xl.zPx

that the limit

when n

l^x =

is infinite of

1.

+ 1/2+

a finite quantity, usually denoted by y, lying between

(Euler, Comm. Ac. Pet. (1734-5).)
Since,

is

by Cor.

We have

and

1.

5,

-log(l-l/)>l/n

>log{l + l/n).

log {n/(n-l)}>l//i

>log{(7i

+ l)/H},

log{(n-l)/(7i-2)}>l/(n-l)>log{/(n-l)},

> 1/3
> 1/2
1=1

log {3/2}

> log {4/3},

log {2/1}

> log {3/2},

>log{2/l}.

Hence

l+logn>Sl/n>log(n+l).

Therefore

> Sl/n - log n > log (1 + 1/;;).

Now, when n = co, log(l + l/H)=0. Thus, for all values of n, however
and 1.
great, Sl/n - log n lies between
The important constant 7 was first introduced into analysis by Euler, and
Its value was given by Euler
is therefore usually called Euler's Constant.
himself to 16 places, namely,

7= -577215664901532(5).

(Seelnst. Calc. Diff.,

chap. VI.)*

* Euler's Constant was calculated to 32 places by Mascheroni in his

Adnotationes ad Eiileri Calculum Integralem. It is therefore sometimes

His calculation, which was erroneous in the

20th place, was verified and corrected by Gauss and Nicolai. See Gauss,
Werke, Bd. in., p. 154. For an interesting historical account of the whole
matter, see Glaisher, Mess. Math., vol. i. (1872).
called Mascheroni's Constant.

c.

II.

cauchy's theorems

82

xxv

ch.

+l/M}/logre=l.
2.
Show that L {1/1 + 1/2+
n
This follows at once from the inequality of last example.

Example

From

= 00

this result, or

and also that

from Example
{l/Zc

1,

+ l/(/c + 1) +

we
.

see that
.

{1/1

+ 1/2 + ... + 1/n}

+ !/} = oo where
,

is

any

finite

positive integer.

GENERAL THEOREMS.
Before proceeding further with the theory of the limits

14.]

of exponential forms,

be convenient to introduce a few

it will

general theorems, chiefly due to Cauchy.

Although these theorems

are not indispensable in an elementary treatment of limits, the

student will find that occasional reference to them will tend to

introduce brevity and coherence into

For any

I.

tlie subject.

of x,L{f{x)\

critical value

', pro-

={Lf{x)]

vided the latter foi'in be not indeterminate.

This

is in reality

a particular case of the general theorem of

The only question that

7.

arises is as to the continuity of the

We may

functions of the limits.

... v,*te)_

Now w = logM
u

lies

them

and +

so

Hence, so long as

infinite,

i>(x)\o^f(x)

a continuous function of

between +

of V and w.
of

is

write

and

e*"" is

2/<^ {x)

u, so long,

at least, as

a continuous function

and

L \ogf{x)

are neither

we have
L{f{x)]

=Le
=e

UMLlogfix)
I4(x)logLf(,x)

-e

L {f[x)f''^

Hence

An

= {Z/(^)j^<-

examination of the special cases where either

L\ogf{x)y or both, become

1~

infinite,

both sides of (1) become

theorem may be stated as true for
,

L^ {x)

determinate.

0,

or

shows that, so long as

does not assume one of the indeterminate forms

\I^{x)\
Qo

(i).

or both qo

all cases

where

so that the
its

sense

is

cauchy's theorems

14

13,

L{f{x^-\)-f{x)}^Lf{x)lx,promdedL{f{x+l)-f{x)}

II.

K=
he not indeterminate*.

Since

integer,

we

x=y>

a;==o

(Cauchy's Theorem.)

ultimately to be

is

x-h + n,

may put
as

83

where A

is

made as large as we please, we

a number not necessarily an

but as large as we please, and n

an integer as large

is

please.

L {/{x +

-/(x)}

First,

suppose that

Since

L{/{x+ l)f{x)}=k, we
that for

so large

definite value,

1)

not

is

infinite,

=k

say.

can always choose for h a

x = h and

all

greater values

f{x + 1) -f{x) - ^ is numerically less than a given quantity

matter how small a may be. Hence we have numerically

a,

no

f{h+\)-f{h)-k<a,
f(k + 2)-f(k+l)-k<a,
n) -f{h + n-l) -k<a;
/{k + n) f(h) -nk<na;
/ (x) -f{h) -{x h)k< (x - h)

f{h +
and, by addition,

that

is,

xj

\
A <_

Since /(^),

and a

h, k,

a.

X.

are, for the present, fixed, it results

by making x sufficiently large, we can make f{x)lx'k

Now a can be made as small as we
numerically less than a.
that,

please

by properly choosing k
suppose

Next,

that

hence the theorem follows.

\) -f{x)\ = +
we can assume that

L{f {x +

taking h sufficiently large,

<x^

then,

by

f{h^l)-f{h)>l,
/(k + 2)-f(h + l)>l,
/(/i

where
*

/ is

Theorems

(which

is

Part

Paris, 1821.

+ n)-f{h + u~-l)>l,

a definite quantity as large as

II.
I.

and

III. are

we

please.

given by Cauchy in his Analyse Algebrique

of his Cours d'Analyse de VEcole Royale Polytechnique).

CAUCHY'S theorems

84

XXV

f{h + n)-f{h)> nl,

Hence
that

CH.

f{x) -fih) >{x-h)

is

fix)
''-^-^

Hence

f{h)

hi

a;

a;

> I +'^-^^
7

a;

Since /(h),
creasing

a?,

f{x)lx>l.

h,

we

are all definite,

I.

can,

by

sufficiently in-

render f{h)lx hljx as small as we please, therefore

Now, by properly choosing h, I can be made as large

we please hence Iif{x)lx = oo

The case where L{f{x+ \)-f{x)] =- co can be included in
the last by observing that {/{x+ 1)) - {-/(x)) has in this case
+ Qo for its limiting value.
HI. L f(x + 1)1/ {x) - L {/(a;)}^^ prcmded L/{x + 1)1/ {x)
as

=oo

a;=

a;=oo

be not indeterminate.

This theorem can be deduced from the last by transformation,

as follows*

We

have

\^l;{x+\)-xl;{x)]

a:=j

where ^

(x) is

indeterminate.
log

any function such that

{if/

(x + 1)

1}^

(x)} is

not

a=oo

Let no w

i/^

/(x+1)- log / (x)

(x)

{hg/(x)}/x = log {/(x)Y'\

log
Hence

= L"^-^,
X
x=<D

log {
K.

= log/(a;)

log {/ (x

so that ij/(x+l)-il/(x)

+ 1)1/ {x)]

and

i}/

{x)/x

=
-

Then we have

{^^f^}

=Lhg{/{x)Y'\

]=log[L {/(x)n
L '^^^
\X)
2=00

X=ao

provided L/{x-\- 1)1/ {x) be not indeterminate.

Hence,

finally,

L-^-^^^L{/{x)r.
Cauchy makes the important remark that the demonstrations
an integral

of his two theorems evidently apply to functions of

variable such as x\, where only positive integral values of

are

admissible.

from

The reader

will find it

first principles,

as

a good exercise to establish this theorem directly

Cauchy

does.

^14,15

L logaos/x, Lx]ogaX

Ld^jx,

For example, we have

and consequently

(a;

(l/a;!)'/*

+ l)!/a;l = L

{x

+ l) = co.

85

Hence

(.rl)V*=Qo,

= 0.

EXPONENTIAL LIMITS RESUMED.

If a > 1, then

5.]

The
( 14,

L d^jx = co; L loga^/^ = 0; L x \ogaX = 0.

of these follows at once from Cauchy's

first

II.) for

L (a^+^ - a") = Za^ (a La^/x =

Hence

As

the theorem

is

First,

alone, for,

x=/+z

put

where

positive integer.

1)

00

may

it

be well to give an

first principles.

we observe that

qo

fundamental,

independent proof from

values of

Theorem

we have

it is sufficient

however large

to prove it for integral

x may

be,

we can always

a positive proper fraction and z a

Then we have
Li
X=ao

is

X Jj

-?

Z^tnJ

+Z
y +^

z=
f

T
4=00

JlZ +

<^^

T
1

= Z

^L"l,

(1),

where we have to deal merely with Ldjz, z being a positive

integer.

Now,
Let Uz = d/z, then Uz+i/u^ = az/{z + 1) = a/(l + l/z).
Z /(l + 1/2;) = a>l, we can always assign an integral

since

value of

z,

say z

= r, such

Ug+ilug>b, where b>l.

that, for that

We

and

all

therefore have

tlr+i/Ur>b,
Ur+^/Ur+i

> h,

Ug/u.,-i>b,

greater values of

z,

Lx^jn

86
Hence, by multiplying

Now
we

all

LJJn

!,

h>l,

Urjlf is finite, and, since

can be made as great as

Hence

z.

always integral.

is

when w

co,

= log^y, and

a;

go

on the

is finite, it

unrestricted.

is

by transformation.

of the theorem follow

so that

7/ w^

But, since a^

L d^/a;=

follows at once from (1) that

The latter parts

If we put a" - y,
y = oc we have

h^

xxv

we deduce

these inequalities together,

please by sufficiently increasing

supposition that z

ch.

to

a;

corresponds

go

=L d^lx = L yl\ogay-

CO

L \ogay/y = 1/go

Hence

we put a* = l/y,
sponds y = 0, we have
If

Hence
Example

log^^x|x^

Show

1.

= 0, L

=-

a;

X a^'/x = - L

CO

so that

y hgay = -

that, if

=0.

logay,

and to

ii;

go

corre-

l/y hgay.

1/go

a>l and n

0.

be positive, then

fl^/x"

= Go

= 0.

a;loga;

X=+0

SC=X

a'=lx-"=

a=oc

{a*//a;}",

ar=ao

= { L (aV)/.T},
rr^n,
for, since

a>l and n

is

positive,

we have aV>l, so that L(a^l^Ylx = <x> and

The two remaining results can be established in like manner, if we put

y = log X in the one case, and y= - log x in the other.
It should be noticed that if n be negative we see at once that L a'Jx^= co
;

X=<B

logx/x=
=

Example
Since n

00

2.

is to

.i]oga;= -

be

x be any fixed

finite quantity,

made

and x

nl

since

a:=0

If

infinite,

positive integer k such that

Now,

oo

'

a;"/Hl=0.

is finite, we may
Then we have

x<k<n.

(A:-l)l

'

k+1

x<k, L (.r/fc)"~*+' = 0, hence

'

'

'

n'

the theorem.

select

some

finite

 15,

EXAMPLES

16

Example

<

or

Lm{m-1)

3.

87

(w- jj + 1)/h! =

or

oo

according as

-?)i>

-1.

m>

First, let

m+1

-1, then

positive integer k such that 7

w(m-l).

(m -n + l) _,

We can always find a

Therefore we may write

is positive.

+ l<ft<n.
^+1

-K

(I
m^k-iy-

finite

'"1^
'k + lj

JI!^\ ( \
J\
j^

'

'

11

= (-)-fc+\Ct_iP,say.
Now

logl/P=-log(^l--^j-log(^l-^-...-log(^l--^-j.
> (m + l)/& +
by

Also,

13, Cor. 5.
.

+(i +

(7tt

by

+ !)/(/; + 1) +
13,

l)/7t is infinite

Example 2,
when n^cc

and therefore that LjC=0.

Next, let m< - 1, say m= -

We may now

(1

.+(m + l)/?i,

the limit of {m +
.

1)/A;

+ {m + 1)/(A; + 1)

It follows, therefore,

+ a), where

is

that

LP = 0,

a positive finite quantity.

write

~^
^) ^^yTO^n~i^
.^
1.2.
Now
lgP=-log(l-^-^)-l<.g(.-,j^)-. .-1ob(i-.--^),
'

> a/(l + a) + a/(2 + a) +

>a/(l+jj)

where p

is

+ o/('2+iJ)+.

+ al{n + o),

.+al(n+p),

the least integer which exceeds

+ a/(2 + p)+.
When m=

But the limit of a/(l+2))

a.
+al{n+p) is infinite. Hence LP =co.
-1, ^6\=(-l)", and the question regarding the limiting
.

value does not arise.

fundamental

T/ie

16.]

tlieorem

for

tlie

form

0"

af>=l.

e=+o

This follows at once from last paragraph

JLaf =

Example

1.

{x^)='

Le^^'^^^ = e^^"'^^

e"

for

we have

1.

= l.

a:=+0

L(a;)* = Lx''^=L(.c^) = (Lar^)

For

Example

2.

a;^"

=l

= l = l.

( positive).

z=+0

For
^.Ij.

La;*"

= Le*"'8='=e"'''B=' = e = l,

If n be negative,

a;*"

= 0 = 0.

by

lo,

Example

1,

is

that

THE FORM

88

CH.

XXV

17.] Ifu and v be functions of x^ both, of which vanish when

x = a, and are such that L v/u^ = where n is positive and neither
I,

nar

00

and

I is

not infinite, then

L u^ = \, provided the

limit be so

a;=o

approached that u

For

Now, by

is positive*.

Lu'>
16,

=L

Example

2,

(m^")"/""

since

(Zw"")^'""-

is positive,

ti^'

1.

Hence

=+0
Lu''

= V=l.

If

v/u^

this transformation leads to the

CO,

form

1;

x=a

and therefore becomes illusory.

The above theorem includes a very large number of particular cases. We see, for example, that, if Lvju be determinate and
not infinite, then

Lu^ =

Again, since, as

1.

we

shall prove in

chapter xxx., every algebraic function vanishes in a finite ratio

x a,

to a positive finite power of

it

follows that every such

function vanishes in a finite ratio to a positive finite power of

Hence

every other such function.

are algebraic functions of

LijC

whenever u and v

a?t.

Example. Evaluate I, {x- 1+V(a:^- l)}"^"""^' when x=l.

Here u=^{x-l)y{x-l) + ^{x^ + x + 1)}, v = ^(x-l), u^/sy^
+ ^{x^ + x + l)Yri.

Hence

Therefore Lm" = L

= y (x - 1)

= 1^'"^' = 1

Lu^/^Jv

= ^S.

18.]

In cases where the last theorem does not apply, the

(m"^'"-')''/"^^

evaluation of the limit can very often be effected by writing u"

in the form

g"'"*",

and then seeking by transformation to deduce

the limit of v logu from some combination of standard cases J.

Example.
It

is

Evaluate

obviously

{(e*-l)/x}

= l.

x'Aok ('-i)

suggested

This

may

^hen
to

a;

= 0.

attempt

'

to

make

be effected as follows.

depend
have

this

We

on

* See Franklin, American Journal of Mathematics, 1878.

t See Sprague, Proc. Edinb. Math. Soc, vol. in., p. 71 (1885).
t At one time an erroneous impression prevailed that the indeterminate
form 0" has always the value 1. See Crelle's Jour., Bd. xii.

17-21

THE FORMS
^^S''

Now

0,1

^^^

log (6=^-1)

00

log{(e==-l)/a;}+loga;'
1

Since

L log {(e*- l)/a;} =0,

~ log {(e* - l)/x}/log x + 1'

by 13, Cor. 4, and L log a;=

qo

we

see that

I,loga;/log(e"=-l) = l.

Hence

=e

ix^/ios ('~^)

Since m"

19.]

1/(1/^)", indeterminates

of the form

can always be made to depend on others of the form

treated

oo"

and

0",

by the methods already explained.

Example. Evaluate (1 + xyi^ when a; = oo

Let l + x = lly, so that y = when a; = Qo ; then we have
.

(l

+ x)V=i

{llyvH^-v)}

= llL{yV)Vi^-y).

y=0

X=co

Novf Lyy = 1 and Lll{l-y) = l; hence

L (l+x)V*=l.
a;=oo

The fundamental

20.]

case for the form 1"

is

(l

Ijccf

X=oo

L {\+ xY'^-e,

already discussed in

13.

great variety of

a:=0

other cases can be reduced to this by

means

of the following

theorem.

If u and V he functions of x such that u=\ and v= cc when

then Lu^ = e^<"-^), provided Lv (ul) be determinate.

x = a,

We have

in fact

W"

Hence, by

{(1

Lv {u -

Example

1.

1)

+w-

i)V(-i)|i''(-i)^

=L

(1

+ ^^)V(*-i)=c.

a:=l

Evaluate

2.

{(1

be determinate.

xV(^-i)

x=l

Example

^^3Y)V(-i)}MM-l),

7,

Xw" = X
provided

(1

+ log x)V(a;-i) when

a;

= 1.

We have

= L (1 +logx)V(a:-i)= L{(1 + log a.)i/ioKX}loga;/(a:-i)^

gtIoga;/(x-l)_
Now L log xl{x -1)=L log xV(*-i) = log La;V(a:-i) = log e = 1. Hence = e.
l

TRIGONOMETRICAL LIMITS.
21.]

as

it is

We

deal with this part of the subject only in so far

necessary for the analytical treatment of the Circular

Functions in the following chapters.

We

assume

for the present

that these functions have been defined geometrically in the usual

manner.

>

TRIGONOMETRICAL INEQUALITIES

90

We

shall require the following inequality

If xhe
angle

theorems

XXV

the number of radians {circular units) in any positive

than a right angle, then

less

iaxix>w>s\n x\

I.

II.

x>mix>x-\aP\

III.

l>cos^>l-i.^.

PQ

If

CH.

be the arc of a

circle of radius r, whicli

subtends the

PT

and if
QT be the tangents at
then we assume as an axiom that
central angle 2x,

and Q,

PT+ TQ> a.Tc PQ> chord PQ.

Hence, as the reader

will easily see

tion of the trigonometrical functions,

2r tan
that

tan

is,

which

from the geometric defini-

we have

x > 2rx > 2r sin x

x> x>

is I,

To

prove IL, we remark that

Ix cos^ |a7 = 2 tan ^x (1 - sin" ^x).
tan^;>|.r and sin|a;<^a;, we have

sin x,

sin

sin

a;>2

of

III.

x=

2 sin ^x cos ^x

Hence,

2 tan

since,

by

I.,

- {^xf},

^a; {1

>x-la^.
The

first

part

cos

a;

sin'^

^x

obvious

is

To prove the

definition of cos x.
;

hence, by

from

latter part,

the

geometric

we notice that

I.,

cosa;>l -

2(|a')"

>1-K 22.]

The fundamental theorem regarding trigonometrical

limits is as follows:

If X

be the radian measure* of an angle, then

(sin xjx)

1.

1=0

This follows at once from the

For, if x<^ir, we have

first

inequality of last para-

graph.

therefore

tan

x>x>8inx;

sec

^r/sin

x>l.

* In all that follows, and, in fact, in all analytical treatment of the trigono-

metrical functions, the argument

is

assumed

to denote radian measure.


^21-23

Lsinx/x,

Ltaxixjx

91

we diminish x sufficiently, sec x can be made to differ from

little as we please.
Hence, by making x sufficiently
small, we can make xj^m x lie between 1 and a quantity differing
from 1 as little as we please. Therefore
If

by as

Hence

also

Cor.

For

Lxjmix^l.
L sin xjx = 1.

L tan xjx = 1.

1.

L tan xjx = L (sin ^/^)/cos x = L sin xjx x L 1/cos x = \

X X

a;=oo

stcmt, or

This

Zsin-/-

Cor, 2.

a function of x which
is

- /- =

tan

provided a

is either

does not become infinite

1.

con-

when a? =

qo

merely a transformation of the preceding theorems.

It should also be

remarked that

i (sin
provided a and

/?

do not become

?/")'= i('tan-/y=l.
^/

a;=V

XJ Xj

x=m\

OCJ

are constants, or else functions of

infinite

when

x=

x which

co.

however, a were constant, and

If,

x 1

y3

a function of

x which

when a? = co then each of the two limits would

take the form 1*, and would require further examination.
Many of the cases excepted at the end of last para 23.]
graph can be dealt with by means of the following results, which
we shall have occasion to use later on
If a. be constant, or a function of x ivhich is not infinite when
becomes

infinite

x=

cc

then

i(sm2/-y
= i;
X/ x/

a;=\

(cos -)

1:

xftanV-y=lxJ

a:==oV

To prove the
a[x less than

^tt

first

we have, by

1>

Xl

of these,

we observe that

21, II.,

(^^Ht)>{^<t)]'

for all values of

92

CH.

L^coslY

L{Hml/iy,

xxv

Now

L{1- a^A^r^L

{(1

-aV4;r^)-*^^''V'^'^.

= e=l, by 7 and

13.

Xfsin-/-) =1.

Hence
In exactly the same

way we can prove that

Z-

cos

- ) =1.

Finally, since

the third result follows as a combination of the

first

two.

Evaluate (cos xfl^ when a;=0. By 20, we have L (cosx)V:

Now (cos X - l)lx^ = - 2 sin^^xlx^^ - ^(sin i^xf^xf. Hence

Example.
=:eZ,(co8x-i)/ar',

L (cos.r-l)/a;2= _^_
L (cos xfl^ e-i.

We therefore have

SUM OF AN INFINITE NUMBER OF INFINITELY

SMALL TERMS.
If

24.]

+ Un each
,

we

we cannot

or infinite.
X CO

sum of n terms, say, Wi + Wa +

n in such a way that it becomes

when n becomes

infinitely small

that

consider the

of which depends on

for

infinitely great, it is obvious

predict beforehand whether the

sum

will be finite

Such a sum partakes of the nature of the form

we cannot tell a priori whether the smalluess of the

individual terms, or the iufiniteness of their number, will ulti-

We

mately predominate.
in our next chapter

shall

have more to do with such cases

but the following instance

is

the history of the Infinitesimal Calculus before

Leibnitz that

I/r+1

it

so

famous in

Newton and

deserves a place here.

be positive, then

(V +

2''-h.

+w'-)/7i'-+

= l/(r +

1).

In the case where r is an integer this theorem may be

deduced from the formula of chap, xx., 9.

Z (I'- + 2'- +

24

23,

93

4- rf)J'nr+'-

proofs usually given for the other cases are not very-

The
rigorous

may

but a satisfactory proof

be obtained by means of

the inequality

{r+\)x-{x-y)^x'^'~if''%{r^-l)f{x-y)
which we have already used so

we put

If

first

(1),

often.

X =p, y -p -

1,

and then x

=p +

1,

y -p, we

deduce
{p +

l)'-+i

io'-+i

^{r +

l)p''

-{p-

$/+'

1)'"+'

(2)

where the upper or the lower signs of inequality are to be taken

according as the positive number r +

we put

If in (2)
all

for

the resulting inequalities

(w +!)'+

>

1 is

<1.

or

in succession 1, 2, 3,

.,

n and add

we deduce

-l>(r+l)(r + 2'-+.

+wO<w''"''-

Hence
{(1

1/^)''+^

llnr+'}/(r

1)

^ (!' +

2'-

nr)/nr+'

>l/{r +

+ n^)/n^+^ always
That is to say, (l*" + 2'" +
But
and {(1 + l/7iY+' - l/w'-+^}/(r + 1).
.

between l/(r+l)

lies

l).

{1

+ l/nY+' =

n=oo

and

l/w*""*"^

since r

0,

Hence the second

1 is positive.

the two enclosing values ultimately coincides with the

first,

of

and

our theorem follows.

may

It

would

be observed that,

Cor.

if

r+

were negative, the proof

L 1/rf'*'^ =

simply because in this case

fail,

If she any finite

1.

L{V+2^+

integer,

and r +\

.+(n- syyn'+' =

co

he positive,

!/(/

1).

n=ao

This

from

is

obvious, since

L{V + 2^ +

+ (n-sYl/n'''^^ differs
L{V'+2''+
by a finite number of infinitely
.

n^)/n'''^^

small terms.
Cor.

L
This

j[fa he any constant,

2.

{{a

may

!)

+ (a +

2)'-

and r +
+ (a +

1 he positive,

w)'*}/w'-+^

l/(r

1).

be proved by a slight generalisation of the method

used in the proof of the original theorem.


94
Cor.

If a and

3.

{{na +

cy + (na + 2cY +
=

may

This also

and r +

c he constants,

{(rt

xxv

ch.

dirichlet's limit
1 4= 0,

+ (na +

ncY}ln''+^

+ c)''^'-a'-+^}/c(r+l).

be proved in the same way, the only fresh point

being the inclusion of cases where r +

negative.

1 is

Closely connected with the results of the foregoing

25.]

paragraph

the following Limit Theorem, to which attention

is

has been drawn by the researches of Dirichlet:

If a,h, p

be all positive, the limit,

when n=cc,ofthe sum of n

terms of the series

1

a^+p^ {a + Vy^"^ {a+2by+p^

is finite

l/(a

'

'

for all finite values of

^ (a + nby+p'^

'

p,

'

"

however small;

^'

and, if

nbY'^f denote this limit, then

n-O

Lp^l/(a + nby+p^l/b
p=0

By means

(2).

n=0

of the inequality (1) of last paragraph,

we

readily

establish that

{a+

(]}- 1) b}''P-

Putting, in

{a+pb}~p>pb {a+pb}~p-^>{a + pb}~P

-{a + (p+l)b}-P

(3).

successively in place oi p,
adding the resulting inequalities, and dividing by bp, we deduce
(3), 0,

li_l

1,

2,

L__U5

bp\{a- b}p

{a

..Ml

p=o {a

7ib}pj

.,

+ pby+p

bp

\a

+ (n +

l) b]p)
(4).

Since

00

Ll/{a +

nb}p

= 0,

we deduce from

and

From
;

(5)

the

first

l/{a

limits for the

0,

when

^^^*

+pby+p ^pba?

part of the above theorem

and we see that i/pb{a-b)p and

and lower

+ (n + l)b}p =

(4),

pb (a - b)p ^ ^oia

once

sum

in question.

1/pbp'^^

follows at

are finite upper

We

have

also

7-nTiT->,hafi
h{a- by;>P2
^p=o {a +pby+p
whence

95

GEOMETEICAL APPLICATIONS

24-26

it follows,

since

L 1/b {a -

b)p

'

L 1/baP = l/b,

when p =

0,

that

p^o^p=o{a+pby+p

From the theorem thus proved

b'

it is

not

the following more general one, also given by

difficult to

Dirichlet

deduce

.be a series ofpositive quantities, no one

Ifkx.k^,.
-ykn,
than
any
which
is
less
one, and if they be such that
following
of
.

Tjt

tJien

- a, where

^Ijkn'^p

number of

is finite foi' all

p=0

the

the k's that do not exceed

positive finite values of p, however

It follows

(^"^Jp^ n=4^p

from

(5) that

WTiy+p +

an inequality which we

shall

+ (a + ny+p\

^p^

The reader

^^^'

have occasion to use hereafter.

GEOMETRICAL APPLICATIONS OF THE THEORY OF

26.]

t,

L p^l/kn'^p = a*.

small; and
Cor.

T is

will find that there is

LIMITS.

no better way of

strengthening his grasp of the Analytical Theory of Limits than

by applying

it

to the solution of geometrical problems.

We may

point out that the problem of drawing a tangent at any point of

y =f{a)) can be solved by evaluating the

when A = of {f(x + h)-f(a;)}/h; for, as will readily be
seen by drawing a figure, the expression just written is the
tangent of the inclination to the axis of x of the secant drawn
through the two points on the graph whose abscissae are a^ and
the graph of the function
limit

x + h; and the tangent

at the former point

* See Dirichlet, Crelle's Jour., Bd. 19 (1839)

ibid.,

Bd. 31.

is

and 53

the limit of the

(1857)

also Heine,

GEOMETRICAL APPLICATIONS

96
secant

when the

made

latter point is

CH.

XXV

to approach infinitely close

to the former*.
Example. To find the inclination of the tangent to the graph
where this graph crosses the axis of y.
If
he the inclination of the tangent to the x-axis, we have

of

y=e'

at the point

tane=L{e<^''-e^)lh,
= L{e^-l)jh,

=loge = l.

= \ir.

Hence
27.]

The

limit investigated in 24 enables us to solve a

problem in quadratures

way

and thus

to illustrate in

an elementary

the fundamental idea of the Calculus of Definite Integrals.

We may

in fact deduce from

an expression

it

for the area in-

cluded between the graph of the function y = aflV'~^, the axis of

X,

and any two

ordinates.

A and B

be the feet of the two ordinates, a, b the corresponding

Divide AB into n equal parts; draw the ordinates
abscissae, and b -a=cf.
through A, B, and the n-1 points of division and construct 1st, the series
of rectangles whose bases are the n parts, and whose altitudes are the 1st,

Let

.
., nth ordinates respectively; 2nd, the series of rectangles whose
., (7i+l)th
bases are as before, but whose altitudes are the 2nd, 3rd, .
ordinates. If I and J be the sums of the areas of the first and second series

2nd,

of rectangles, and

the ordinates through

the area enclosed between the curve, the axis of x and

A and

B, then obviously

I^<A<J.

Now
J = c{a'-+{a + cjiiY +(a+ IcjnY +

+ (a + n - lclnY]lnV''^

+(a + 7ic/n)''}/ni'"-i.
J=c{(a + c/n)'"4-(a + 2c/n)'"+
Since e7 - 1 = c (6'' - aT)lnV~^ which vanishes when n = ao Lin = LJ and
therefore A=LJn, when n ao. Hence
.

(na +

lcY+(na + 2cY+

.+(na + ncY

-M'^i^^l-"^^^^-'-'-Hence

A = (fc'^-i - a-+i)/(r + 1) i""-'.

This gives, when ri^, and a~0, the Archimedian rule for the quadrature
of a parabolic segment.
* We would earnestly recommend the learner at this stage to begin (if
he has not already done so) the study of Frost's Curve Tracivg, a work which
should be in the hands of every one who aims at becoming a mathematician,
either practical or scientific.

t The reader should draw the figure for himself.

;:

THEORY OF IRRATIONALS

2G-28

97

NOTION OF A LIMIT IN GENERAL. ABSTRACT

THEORY OF IRRATIONAL NUMBERS.
In the earlier part of this chapter limiting values have
28.]
been associated with the supply of values for a function in special
cases where its definition fails owing to the operations indicated
becoming algebraically illegitimate. This view naturally suggested

itself in

the

first

instance, because

we have been more

concerned with the laws of operation with algebraic quantity than

with the properties of quantity regarded as continuously variable.

It is possible to take a wider view of the notion of a limit

and

in so doing

we

which

shall be led to several considerations

are interesting in themselves, and which will throw light on the

following chapter.

Although

what precedes we defined a

in

limit,

will

it

be

observed that no general criterion was given for the existence of

All that was done was to give a demon-

finite definite limit.

stration of the existence of a limit in certain particular cases.

When
no

the limit

is

a rational number, the demonstrations present

logical difficulty

but when this

is

not the case we are brought

face to face with a fundamental arithmetical difficulty, viz. the

question as to the definition of irrational number.

For example,
+ '[jxf

in proving the existence of a finite definite limit for (1

when X

increased indefinitely, what

is

we

proved was not

really

that there exists a quantity e such that [e-(l +

made

numbers

such that

and
(1

can be

B can be found differing by as little as we please

+ IjxY

between them

will lie

From

sufficiently large.

this

we

if

only

a definite limit exists, whose value

may

is sufficient,

or B.

For practical purposes this

and

B agree to

but the theoretical

definite existence

different rational

as

many places

we

speak,

is

be

made

be taken to be either
because we can

of decimals as

remains that the limit

difficulty

infer without farther proof that

make

l/a?)*]

smaller than any assignable quantity, but that two rational

any one of an

infinite

we choose
e,

of whose

number

of

numbers, the particular one to be differently

selected according to circumstances, there being in fact* no single

*
C.

11,

See chap, xxvni.,

3.

THEORY OF IRRATIONALS

98

number which can claim to be

The introduction of a definite quantity

rational

limit under these circumstances

is

CH.

XXV

the value of the limit.

e as the value

of the

by the fact that we

Such quantities as ^"2,

justified

thus cause no algebraic contradiction.

^4, &c. have already been admitted as algebraic operands on

similar grounds.

The

greater refinement and rigour of

modern mathedevelopment the Theory of

Functions have led mathematicians to meet directly the logical
29.]

matics,

especially

difficulties

in

its

latest

above referred to by giving a priori an abstract

defi-

and building thereon a purely

There are three distinct methods, commonly
arithmetic theory.
spoken of as the theories of Weierstrass, Dedekind and Cantor*.
A mixture of the two last, although perhaps not the most elegant
method of exposition, appears to us best suited to bring the issues
nition of irrational real quantity

mind of a beginner. We shall omit demonwhere they are necessary to show the sequence

clearly before the

strations, except

of ideas, the fact being that the initial difficulties in the Theory

but in seeing where new

and where demonstrations are really necessary. For
a similar reason we shall at once assume the properties of the
onefold of Rational Numbers as known and also the theory of
not in framing demonstrations,

lie

definitions

The theory

of Weierstrass, earliest in point of time,

lectures, but not published

by himself.

was given

in his

An

account of it will be found in

Biermann, Theorie der Analytischen Functionen (Leipzig, 1887), pp. 19 33.
A brief but excellent account of Dedekind's theory is given by Weber,
Lehrbuch der Algebra (Braunschweig, 1895, 1898), pp. 4 16
see also

Dedekind's two tracts, Stetigkeit und irrationale Zahlen (Braunschweig,

and Was sind und icas sollen die Zahlen? (Braunschweig,

For expositions of Cantor's theory see 3Iath. Ann., Bd. 5
(1872), p. 128, and lb. Bd. 21 (1883), p. 565; also Heine, Crelle's Jour.,
Bd. 74 (1872): and Stolz, AUgemeine Arithmetik, I. Th. (Leipzig, 1885),
pp. 97124.
Meray, in his Nouveau Precis d'Analyse Infinitesimale (Paris, 1872),
published independently a theory very similar to Cantor's, which will be
found set forth in the first volume of his Lemons Nouvelles sur I'Analyse
1872, 1892);
1888, 1893).

Infinitesimale (Paris, 1894).

good general sketch of the whole subject is given by Pringsheim in his

on Irrationalzahlen, drc, Encyclopddie der Mathematischen Wissen-

article

schaften (Leipzig, 1898), Bd.

i.,

p. 47.

28-31

THE RATIONAL ONEFOLD

99

terminating and repeating decimals, which depends merely on the

existence of rational limits.

Starting with

30. J

four species +, -, x,

h-,

1 and confining our operations to the

we are led to the onefold of Rational

Quantity
.

-mjn,

.,

1,

which every number

in

finite integral

0,

of the form

1,

7^^/w,

onefold

(i)

It

+mln,

{R)

and n are

R possesses the following properties.

an ordered onefold, in the sense that each number

either greater or less than every other.

is

where

numbers.

The

is

is

therefore be arranged in a line so that each

The onefold may

number occupies a

definite place, all those that are less being to the left, all greater

to the right.

(ii)

is

an arithmetic onefold, in the sense that any con-

in which the operands are

numbers (excepting always division by 0) leads to a
number in R.
(iii)
a and h being any two positive quantities in R, such
that Q<a<h, we can always find a positive integer n so that
na>b*; and consequently b/n<a.
Between any two unequal quantities in R, however
(iv)

catenation of the operations +,

x,

-f-

rational

nearly equal,
to

we can

insert as

many

other quantities belonging

R as we please. We express this property by saying that R

a compact onefold.
rational
a,

This follows at once from

is

since the

(iii),

numbers

a + {b-a)ln, a + 2{b-a)/n,

are obviously in order of magnitude,

.,

a + {n-l)

(b

a)/n, b

and the integer n may be

chosen as large as we please.

31.]

Dedekind's Theory of Sections.

Any arrangement

of

and B, such that

all the rational

numbers into two

every number in

A is less than every number in B, we may call

We denote such a section by the symbol (A, B).

a section i of R.

classes

It is obvious that to every rational

number a corresponds a

* This is sometimes spoken of as the Axiom of Archimedes.

t Dedekind uses the word Schnitt.

72

THEOBY OF SECTIONS

100

B for we may take A

numbers which are not greater than

section of

viz. all

that are greater than

there be a
in

number a which

is

CH.

to include all the rational

a,

and

B to include the rest,

if in the class A

Conversely,

a.

not exceeded by any of the others

A, then the section may be regarded as generated by

same

is

true

if

in the class

XXV

there be a

not greater than any of the others in

essential alteration transfer a to the class

then be the greatest number.

The
number
is
for we might without
A, in which it would

The

a.

a which

case where there

is

a greatest

and a least number ^ in B\& obviously impossible.

For a and fi must be different, since the two classes A and B are
exhaustive and mutually exclusive but, if a and /S were different,
we could, since R is compact, insert numbers between them which

number a

in

must belong either to J. or to ^ so that a and /3 could not be

and least in their respective classes as supposed.
But it may happen that there is no greatest rational number
in A, and no least rational number in B.
There is then no
rational number which can be said to generate the section. Such
a section is called an empty or irrational section. It is not
difficult to prove that, if mjn be any positive rational number
which is not the quotient of two integral square numbers, and A
denote all the rational numbers whose squares are less than mjn,
and B all those whose squares are greater than min, then the
section {A, B) is empty.
An ordered onefold which has no empty sections is
32.]
;

greatest

said to be contimwus.
rational

numbers

is

It will

be observed that the onefold of

discontinuous although

it is

compact.

Starting with the discontinuous onefold of rational numbers

B, we construct another onefold S by assigning to every empty

or irrational section a symbol which we shall call by anticipation
a number, adding the adjective irrational to show that it is not a
number in B. As the section and the number are coordinated,
we may use the symbol {A, B) to denote the number as well as
the section.
rational

We

can also without contradiction re-name

numbers by attaching to each the corresponding

all

the

sectional

symbol.

Naturally we define the number {A, B) as being greater than

31-33 SYSTEMATIC REPRESENTATION OF A SECTION

101

B) when A contains all the (rational) numbers

and more besides and consequently B' contains all the
numbers in B and more besides. The numbers {A, B) {A\ B')
are equal when A' contains all the numbers in A, neither more
nor less, and the like is consequently true of B' and B.
is the section in which A consists of all the negative and
the number {A',
in A'

B of all the positive rational numbers.

when some of the numbers in A are
when some of the numbers in B are negative.
we understand - A to mean all the numbers in A each
sign changed, then {- B, - A) =-{A, B).

{A, B)
positive

Also, if

with

its

positive

is

negative

The new manifold S

fold

and

continuous,

is

therefore obviously an ordered mani-

clearly compact, since

it is

every section in

i.e.

S is

compact.

is

It is also

generated by a number in

^S*

numbers (or sections) of S

such that every number in a is less than every number in fi, then
But,
(a, P) determines a section in S of the most general kind.
a
and
B
all
the
rational
in
rational
sections
all
the
contain
if A
sections in yS, then {A, B) is a section in R, i.e. a number in 8
and it is obvious that every number in S<{A, B) is a number in
Hence (a, ^)
a, and every number m. S>{A, B) au number in (i.
corresponds to the number {A, B), which is a number in 8.

for, if a, /8

be a

classification of all the

Systematic representation of a number, rational or

Consider any number defined by means of a section

% 33.]

irrational.

{A, B) of the rational onefold B. We are supposed to have the

means, direct or indirect, of settling whether any rational number
belongs to the class A or to the class B. Suppose {A, B) positive.
Consider the succession of positive integers 0, 1, 2,
select the greatest of these which belongs to A, say
/!>o

= ao+l

belongs to B.

termine two

width

1.

sections

Within

this

in

The two

rational

and
Then

.;

, ^o de-

is

lies, i.e.

a^.

numbers

between which there

gap the section {A, B)

a gap of

ao<{A, B)

Next divide the unit gap into ten parts by means of the
ao + 9/10, and select
numbers a^ + 1/10, + 2/10,
the greatest of these numbers, say a^ = a^ + jOj/lO, which belongs
rational

to

then

hi

ax

+ 1/10 belongs

to B.

We

have now a gap in

SYSTEMATIC REPRESENTATION OF A SECTION CH. XXV

102

B of
{A,

width 1/10, determined by

B)

numbers

tlie

cfj,

within which

hi

lies.

We

next divide the gap of 1/10 into ten parts by means of

the numbers al+l/10^ ai + 2/10',

.,

+ 9/10^

and so

on.

Proceeding in this way, we can determine two rational numbers

(terminating decimals in fact),
a

= ao+WlO +

between which {A, B)

being 1/10".

lies,

& = + 1/10''

.+W10",

the width of the gap between a^ and hn

It is obvious that a^,

!,..., are a non-decreasand it can easily

ing succession of positive rational numbers

be proved that

At any

1.

ho, hi,

(1)

.,

hn are a non-increasing succession.

stage of the process

it

may happen

that a

is

the

A, in other words that J3n+], and all

successive jo's are zero.
The section {A, B) is then determined
by the number a and {A, B) is the rational number a.

greatest possible

number

in

two things

If the process does not stop in this way,

may

happen.
2.
The digits pi, p^,
may form an endless
>
., Pn, >
succession but repeat, say in the cycle j^^, Pr+i,
In this
., Pw
.

>

number a to which a = a,, +pil\Q +

-i-j9m/10" approximates more and more closely as we increase n
and, since J = a + 1/10", hn also approaches the same limit.
It
follows that the rational numbers of class A might be defined as
the numbers none of which exceeds every number of the succession
a^, ai,
Hence, if we agree to
., an, however large wbe taken.
attach the number a to the class A, it will be the greatest number
of that class, and the section {A, B) is generated by a.
3.
The digits Pi, p^,
-, Pn may form an endless nonrepeating succession.
Since the gap hn-an= 1/10" can be made
as small as we please, it follows as before that the rational
numbers of class A may be defined as all the rational numbers
none of which exceeds every number in the endless succession
case there exists a rational

ao, Oi,

..,,...

This statement does not as in last case

B) with any rational number; but, since

n may be as large as we please, we can by calculating a sufficient
number of the digits jOj, p^,
separate {A, B) from every other
enable us to identify {A,

 33,

CONVERGENT SEQUENCES

34

number, rational or

may

103

no matter how near that number

irrational,

be to (A, B).

Conversely,

it is

obvious from the above reasoning that every

terminating or repeating decimal determines a rational section in

B, and therefore a rational number and every non-terminating

non-repeating decimal an irrational section in U, i.e. an irrational
;

number.

an obvious consequence of the foregoing discussion that

between any two distinct numbers, rational or irrational, we can
find as many other numbers, rational or irrational, as we please,
It is

The

Cantor's Theory.

34.]

,...

rational

numbers

> i,

Given

in 33 evidently possess the following property.

any positive rational number e, however small, we can always find

an integer v such that la,j-a+r|< when n^^v, r being any
positive integer whatever.

We

are thus naturally led to consider

an

infinite sequence

of

rational numbers
lu,

w,,

...,,...

(2)

which has the property that for every positive rational value of
however small, there
n-^v, r being

is

may

be called

no longer, as in
ultimately

integer v such that

Un ~ Un+r

<

e,

when

any positive integer whatever.

Such a sequence
&c.

an

all)

is

called a convergent sequence

33,

of the

and

Ui, u^,

It should be observed that

its convergents.

we

confine the convergents to be all (or even

same sign

nor do we suppose that they

form a non-decreasing or a non-increasing (monoclinic) sequence.

To every convergent sequence corresponds a definite section of

of rational numbers {R) : so that every such sequence

the onefold

defines a real

We may
Let
find

vi

number, rational or

ir?'atio7ial.

prove this important theorem as follows.

be any positive rational number whatever; then we can

such that, when n'^v^, \un-Un+r\<^i'

shall have, if w?

>

I'l,

m^,

- u,

<

ei

Iii

particular,

we

whence

U^^-ei<Um<U^, +

(2).

In other words, the two rational numbers ! =

determine two sections in 11 such that

all

Uy^

- Cj,

&i

w,

Ci

the numbers of -the

CONVERGENT SEQUENCES

104

2 on and

sequence

gap of width

after m^, lie in the

XXV

CII.

2ej

between

those two sections.

Next choose any

tablish a
ttj

= iiya *2j

^2

= tifi +

number

rational

gap of width

The number

fg.

We

(2<^i'

can then es-

whose bounding sections are given by

2c2,

v^ will

in general be greater

might be less. Also the gap a^bo might partly

overlap the gap Uibi.
But, since all the convergents on and

than

vi

but

it

gap

after w^, lie within the

aibi,

we can throw

aside the part of

and determine a number

a^bi, if any, that lies outside Uibi,

v2-^vi

such that

a2<Um<b2
when w-^vj.

Then,

all

the convergents on and after

within the gap aa^a, whose width ;:^22<2ci.

be repeated as often as we please; and the numbers

may be made

w^, lie

This process
Ci, C2>

may

any law we like to choose.

form a non-decreasing and the numbers
The numbers ai, a2,
& non-increasing sequence
and each successive gap
bi, b^,
to decrease according to
.

lies

within the preceding, although

may be

it

the preceding at one of the two ends.

made

as small as

we

Since

we can

Cj,

can be

by carrying the above

please, it is clear that

process sufficiently far

conterminous with
f],

assign any given rational

to one or other of the two following classes

number

(A ) numbers which

when
do not exceed every one of the numbers ttm, Um+i
is
.
taken sufficiently large, (B) numbers which exceed any of the
,

when m is taken sufficiently large.

numbers Um, Um+i,
Hence every convergent sequence determines a section of B
and therefore defines a number, rational or irrational.
Conversely, as we have seen in 33, every number, rational or
irrational, may be defined by means of a convergent sequence.
If
.

the sequence

is Ui, ti^,

w,

.,

we

shall often denote

the sequence and the corresponding number by

both

Since

it is

only the ultimate convergents that determine the section,

it is

clear that

we may omit any

finite

vergent sequence without affecting

...,,..

that in

number of terms from a conthe number which it defines.

tir, ...,,... and

same number. It should be noticed
the case of rational numbers the convergents on and after

In particular, the sequences

Mr,

().

define the

Ml, u^,

ARITHMETICITY OF IRRATIONAL ONEFOLD

34-36

may

a particular rank

it

be

equal

all

number a by the sequence

rational

a,

we may

in fact
a,

a,

.,

define

any

and

call

.,

105

(a).

Since each gap in the above process

gaps,

and the section

them

all,

in

we have, if

which

lies

within

is finally

v he such that |M,i-w+rl<

U^-i1^.{Un)'^U^ +

preceding

all

determined within

when n-^v,

(3),

an important inequality which enables us to obtain rational

approximations as close as we please to the number which is
defined by the sequence Ui, u^,
Null-sequence.

35.]

can make

u^

.,

from

(3) that

number which
;

sufficiently great

(?<)

must be between
we please. We

and we

call it

u^, lu,

.,

we

however

e,

as small as

is

conclude that in this case tbe sequence

corresponds to

....

Un,

by taking n

than any given positive quantity

less

small, it follows

rational

If

and a
therefore
Un,

a null-sequence.

Definition of the four species fm- the generalised onefold

36.]

of real numbers S.
If (Un) (vn) be any two numbers, rational or irrational, defined
by convergent sequences, it is easy to prove that the sequences
{un + Vn), (Un-Vn), (tinVn), (un/vn), are Convergent sequences*,
provided in the case of (un/vn) that (Vn) is not a null-sequence.

We may

therefore define these to

mean

(iCn)

(vn),

(%) - (%),

(%) respectively. For it is easy to verify that,

if we give these meanings to the symbols +, -, x, -f- in connection
with the numbers (tin) and (y), then the Fundamental Laws of
(Un) X (Vn), (un)

"^

Algebra set forth in chap.

i.

28

will all

be

satisfied.

For example!,
(un)

(vn)

(vn)

- Vn) + (), by

^{{Un-Vn}+Vn), by

=
*

much

dcf.

by laws of operation

for

R.

same as in 6 above.
appropriated to the definition of the number by
the crooked bracket has reference to operations in R.

The reasoning

is

t The plain bracket

a sequence

(Un),

definitions

is

the

ARITHMETICITY OF IRRATIONAL ONEFOLD

106

CH.

XXV

Again,
(Un) X {(v)

(Wn)}

= (Un)
=

X (v^

(un {Vn

by

;),

iCn}),

by

def.

def.

= {unVa+UnWn), by laws of Operation

=

(UnVn)

+ (UnWn), by

def.

= (m) () + (Un) (Wn), by

and so

for (R),

def.

on.

In order that two numbers (m) and () may be equal it is

formally necessary and sufficient that (m) - (v) = 0, in other
words, that (M-'y)
.

shall be

= 0, that

is,

that Ui-Vi,U2-V2,

a null-sequence.

Un-Vn,

.,

This from the point of view of

our exposition might also be deduced from the fact that (m) and

must correspond to the same section in E. We can also

show that all null-sequences are equal, as they ought to

(vn)

readily

be, since

they

all

correspond to

0.

We

have now shown that the onefold of real quantity (S)

built upon
by the introduction of irrational numbers is an

arithmetic manifold.

30

is

then,

The proof that S has the property

so simple that it

may

be

left to

the reader.

we may operate with the numbers of

iii.

of

Henceforth,

exactly as

we do

with rational numbers.

37.]

It is

rational onefold

worthy of remark that the properties of the

can, by means of appropriate abstract defini-

be established on a purely arithmetical basis. It is not

even necessary to introduce the idea of measurement in terms of

tions,

The numbers may be regarded as ordinal and addition

and subtraction, greaterness and lessness, &c. interpreted merely
as progress backwards and forwards among objects in a row, which
are not necessarily placed at equal or at any determinate distances
a unit.

apart*.

Following the older mathematicians since Descartes, we have

in the earlier part of this

work assumed

that, if

we choose any

point on a straight line as origin, every other point on

See, for

example, Harkness and Morley, Introduction

(Macmillau, 1898.)

Analytic Functions.

to the

it

has for

Theory of

GENERAL CONVERGENT SEQUENCE

36-39

its

coordinate a definite real quantity

107

and conversely that every

way
The latter part of this statement, viz. that
number in general* there corresponds a definite

real quantity, rational or irrational, can be represented in this

by a

definite point.

to every irrational

point on a straight line,

is

regarded by the majority of recent

mathematicians who liave studied the theory of irrationals as an

axiom regarding the straight

of

line, or as

what we mean by "points on a

Generalisation of the notion of a Convergent Sequence.

38.]

now open

It is

an axiomatic definition

straight line."

to us to generalise our definition of a convergent

sequence by removing the restriction that

Un,

shall be rational

can now operate with

rational,
everi/

we

all

and

Ui, u^,

.,

Bearing in mind that we

numbers.

the quantities in

S just

as if they were

can, exactly as in 34, establish the theorem that

convergent sequence oi real numbers Ui,

defines a real

number

u,

Un,

.,

(?).

Also we can show that, if e be any real positive quantity,

however small, we can always determine v so that

Wm-<K)<Mm + C
when

(4),

w<|:v.

For we have merely, as in

lm-Mm+r <'<, when ?<j:v.
Then we have

34, to determine v so that

and therefore

when m<^v.
39.]

General Definition of a Limit and Criterion for

its

Existence.

Returning now to the point

started,

we

define

the

from which

this

discussion

limit of the infinite sequence

of real

quantities
til,

2,

as a quantity u such that, if

he

.,

w,

(2),

any real quantity however small.

* We do not speak of special irrationalities, such as

^2, which arise in
elementary geometrical constructions.

LIMIT OF A SEQUENCE

108

XXV

CH.

then there exists always a positive integer v such that w,i w|<e
when n*^v. And we prove the following fundamental theorem.
The necessary and sufficient condition that the sequence, 2, have
a finite definite limit is that it be a convergent sequence ; and the
limit is the real number which is then defined by the sequence.
The condition is necessary for, if a limit u exist, then
|

- Un+r S M - M + M - M+r

Un

|,

:^\Un-u\ + \Un+r-u\.

Now,

since

the limit of the sequence, we can find v such

is

M - M < I c when n^^v; and d, fortiori, \tin+r-u\<^e

when w<^v. Hence we can always find v so that \un-Un+r\<f,
that

where
is

any positive quantity as small as we choose.

c is

Hence 2

convergent.

Also the condition

(un),

In

is sufficient.

we can show that

fact,

the number defined by the sequence when

satisfies

we can

the definition of a limit.

For, given

c,

it is

convergent,

we have seen

that

find v so that

Um-<(Un)<Um + e
when m<^v: whence

it

follows that

u^ - (w) < when m'^v.

|

Moreover there cannot be more than one finite limit

there were two such, say u and v, we should have

for, if

\U-V\ = \u-Un + Un-V\,

:!f>\Un-u\

+ \nn-v\.

we could, by sufficiently
and |Mn ! each less than ^c, and
Hence u and v
as small as we please.

But, since both u and v are limits

increasing n,
therefore

make

w-

<

|ttft-w|

e,

i.e.

cannot be unequal.

The reader will

readily prove that,

a non-decreasing {non-increasing)
which

{/*

Ml, Wa,

.,,

infinite sequence,

^^

no number of

(less than) the finite number I, then this

a finite limit not greater than {not less than) I.
Let us now consider any function of x, sa.yf{x), which

greater than

is

sequence has
40.]
is

well defined in the sense that, for all values of

be considered, with the possible exception of a

isolated critical values, the value of

value of

is

given.

We define

f(x)

is

that have to

finite

number of

determined when the

the limiting value,

I,

off{x) when

CONDITION FOR EXISTENCE OF A LIMIT

109

increased up to the value a, by the property that,

when any

39-41
is

positive quantity

e is

a finite quantity

given, there exists

$<a

such

that

\f{x)-l\<.
when t1^x<a.
This obviously includes our former definition of a limiting
value

and we may denote

hy

f{x).

a;=o-0

Let

a2,

ai,

an,

.,

any ascending convergent

and let us suppose, as

be

sequence which defines the number a

we obviously may, that there is no critical value of x in the

Then, if we consider the sequence Ui =f{a^,
interval ai^x<a.
., the results of last paragraph
', w =/(),
following
theorem.
the
once
to
lead us at

ih-fia^),

The necessary and

sufficient condition that

f{x) be

finite

x=a-0

and

definite is that it be possible to

such that, wlien

i<a

find a finite quantity

$^x<x'<a,
\/(x)-/(x)\<.,

c is any finite positive quantity however small.

The reader will easily formulate the corresponding

where

regarding

proposition

f{x).

a;=a+0

There

41.]

is

one more point to which

direct attention before

f{x)

is

we

it

may

be well to

leave the theory of limits.

not necessarily equal to the value of f{x) wJien

x=a0

x = a.

L{af- l)/(x - 1) = 2

For example,

but

(aP

l)/(x

1)

a:=l0

x-1.

has no value when

more

a,

but

x=

Thus,

striking case arises

when f(x)

discontinuous in

is

the

is

well defined

when

neighbourhood of x =

a.

if

/{x)

= L

{sin

xjl

- sin 2^/2 +

+ (-

1)""^ sin nxjn],

n=oo

then

it

is

shown

in chap, xxix.,

40,

that

L
a;=7r-o

f{x) = -

'jr/2

whereas /(tt) =

0.

f{x) - +

7r/2,

110

EXERCISES VII

CH.

XXV

Exercises VII.
Limits.

Find the limiting values

the variables
(1.)

of the following functions for the given values of

(3xi

+ 2x^ + 3xi)/(a;i+a;7 + a;^), x = Q, and

x=<x>.

(3.)

x = 2.
log(x3-2x'''-2x-3)-log(x3-4a;2 + 4x-3), x = 3.

(4.)

{a;-(n + l)a;"+'+n.T+2}/(l-x)2, a;=l (n a positive integer). (Euler,

(2.)

(a;4-x3-9x2+16a;-4)/(,r''-2a;2-4x + 8),

Diff. Gale.)
(5.)
(6.)
(7.)
(8.)

{V(x-l)-(x-l)}/{4/(x-l)-V(x-l)}, x=l.
(x'"+"-a'"x")/(xP+9-ai'x), x = a.
{(a + x)"-(a-x)}/{(a + x)-(a-x)"},
x = 0.
x = l.

{(x'-l)P-(x-l)9}/{(x-l)P-(x-l)},
(x'-l)^-(x'-l)(x"-l) + (x-l)'
'

(a;"*-l)2+(a;"'-l)(x-l)

+ (x"-l)2*

x=0.

(10.)

{a-V(a-a;2)}/x2,

(11.)

{i:J{a-\-x)-^{a-x)}l{;>l{a + x)-^{a-x)},

(12.)

{(a2 +

(13.)

{(2a-''x-x^)i-a(a-x)^}/{a-(ax3)i}, x = a.

(14.)

D7j. Gale.)
{a + V(2a2-2ax)-V(2ax-x2)}/{a-x4-v'(a2-x2)},

(Euler, Z)/J. Cafc.)

x = 0.

ax + x2)i-(a2-ox + x2)^}/{(a + x)i-(a-x)i}, x=:0. (Euler,

Z)//f.

Cafc.)

(Gregory, JBxamjj/fs in

x = a.

(Euler,

Biff. Gale.)
(15.
(16.

X - ^{x^ - j/2), when x = oo i/ = oo

Sx" (y - 2)/n (y - z), x = y=z.
,

(17.

Sx'"(?/"-z")/SxP(j/-2),

(18.

nx-V(x" - a") - l/(x -

(23.

+ 1/x'y, X=QO.
x = 0.
(1 + 1/x)^

(25.

xV(^-i)',

(27.

a^"lx,

(29.

(31.

j/'/x finite

= 22).

x=y = z = a.

(1

a;

but

x = <j.

a),

(19.
(21.

= l.

X = 00
(log x/x)V*,
X = CO
a*/(x), x=cc, where /(x)
,

is

x=ao.

(20.)

xV*.

(22.)

x2^/(l+x2)^,

(24.)

(l

(26.)

.tV(x-i),

+ l/x)<

x = ao..
x = (.

a;=l.

x = oo.
x = a).
a rational function of x, and a a
(28.)

(logx)V^,

(30.)

log^x/log^x,

constant.
(32.

(33.

(ax" + 6x"-J+
3.1/(1+2 log x)^

x = oo,

+ x + l)/(x2-x + l)},

(34.

{(x2

(36.

{i(a'^+&'=)}'/^,

(36.

{l

+ 2/V(x2 +
/an + a-,x+
,

(87.

.)'/*,

(Cauchy.)

a;=0.

l)}\^(*+i),
.

x=x..

x=0.

x = oo.

(Longchamps.)

+a_x''\Ao-("A,a;

{^^h^^TTTTb^)

'

' = ^-

(M-^th. Trip., 1886.)

111

EXERCISES VII

41
(38.
(39.
(40.
(41.

(42.

x = aa.

{!/(*- 1)}V*,

= 0.
+ a;)}'(i+A
log(l + aa;)/log(l + 6a;), x = 0.
(e_e-x)/log(l + x), x = 0. (Euler,
{log(l

a;

(^7r-a:)tanaj,

a;

= ^.

D?/.

Cai!c.)

tan-ix/a;,

(43.)

a;

= 0.

(47.

(l-sina; + cos3;)/(sina; + cosx-l), x = \ir. (Euler, Diff. Calc.)

x=<x>.
x-tt.
(46.) x {cos (ajx) -1},
x-\ir.
sec a; -tan a;,
(48.)
(amx-8ma)l{x-a), x = a.

(49.

(sin*

(44
(45

sina;/(l-a^/7r2),

x - tan* x)j{l + cos x){l- cos x)^,

(50.

sinhx/x,

(52.

tanh-'x/x,

(54.

sin

(56.

log tan 77ix/log tan

(57.

(log sin

(58.

sinx^'"*,

(60.

(sinhx)'*""',

a;=0.

(53.)

8inx/log(l

(55.)

cos x log tan x,

x = 0.
Tix,
mx - log x)/(log sin nx - log x),

x=0.

x=0.

+ x),

x = 0.
x = ^w.

x = 0.

(59.)

sinxt*"^,

(63.)

(cos

x = 0.

x = 0.

(61.

{(x/a)sin (a/x)}=^"'(?ra<2),

(62.

(cosmx)"/^,

x = oo.

x = 0.

(64.

(2

(65.)

logJlogeX)/cos

mx) <=<>''',

x = 0.

x-a.

- xja) **" '^'^/2<,

Show
(66.)
when X = 00

= 0.
(cosh x - l)/x2,

x=0.
x=0.

X log X,

a;

(51.)

2x'

that sin x cot (a/x) log (1

+ tan (a/x)) has no

determinate limit

(67.)

that

If
[1

l^x stand for log(logx), l^H for log(log(logx)), &c., show

{;aPx/ZP(x + l)}'"]xixZ2x

/J'x

= m(\e)P

(Schlomilch,

Z=oo

Algebraische Analysis, chap, n.)

(68.)

Show

that I,
71=00

(69.)

Show

that

(a

+ s)^/"/n = l.

g=l

n=oo

8=1

{ (a

+ 8)/7i}"

{(a

+ sc/n)/(a + c)}"isfiniteif a + cbenumerically

lies

between e and

e+i.

gn
(70.)

Show

that

n=oo g=l

s=n
greater than a,
less

than

(71.)

and that

{(a + sc/n) /a}" is finite

if

a + c be numerically

= =i

a.

Trace the graph of

?/

= (a^- l)/x, when a>l, and when a<l.

Trace the graph of y==x^l' for positive values of x; and find the
direction in which the graph approaches the origin.
(72.)

For the definition and elementary properties of the hyperbolic functions

All that is really wanted here is

cosh X, sinh x, tanh x, &c., see chap. xxix.

cosh X = i (e=>= + e-'') sinh x = ^ (e^^ - e-=).
,

EXERCISES VII

112
(73.)

Trace the graph of y =

{l

+ llx)'; and

CH,
find the angle at

crosses the axis of y.

(74.) Find the orders of the zero and infinity vaUies of y
as a function of x

by the following equations*

-ayf~y'^ = 0.

(/3)

x2j/

(7)

(x-l)?/ + (a;2-l)2/2_(a;_2)2j/ + a;(.T-2)=0.

it

when determined

(Frost's Curve Tracing, 155,

+ ah/ - x^y^ + axhj

which

(a)

(rc2

XXV

aV = 0.

(76.

Ex.

Ex.

3.)

7.)

If u and v be functions of the integral variable n determined by the

equations m=m_^ + v_i, v = m_i show that L w/r=(lv'5)/2. How
(75.)

ought the ambiguous sign to be settled when and

(76.)

Show

that

(77.)

Show

that

'

(78.)

L
n=oo

f ^" f V>
I

"

'

'

t/j

are both positive ?

""'^"'I'^^l.
J

I/log(l-x) loga;=0, when a;=0.

For a general method

for dealing with

such problems, see chap. xxx.

CHAPTER

XXVI.

Convergence of Infinite Series and of Infinite

Products,

The notion

1.]

upon a

series of

of the repetition of an algebraical operation

operands formed according to a given law

presents two fundamental difficulties

repetition

may

when the frequency

exceed any number, however great,

or,

of the

as

it

is

become infinite. Since the mind cannot overlook the totality of an infinite series of operations, some definition must be given of what is to be understood as the result of
and there also arises the further
such a series of operations
question whether the series of operations, even when its meaning
shortly expressed,

defined, can, consistently with its definition, be subjected to

is

the laws of algebra, which are in the

chains of operations wherein the

instance laid

first

number

of links

down

for

That

is finite.

the two difficulties thus raised are not imaginary the student

by studying actual instances in the theory of

sums and products involving an infinite number of summands
and multiplicands.
One very simple case of an infinite series, namely, a
2.]

will presently see,

geometric

The

series,

has already been discussed in chap, xx.,

fact that the geometric series can

simplifies the first of the

two

summed

difficulties just

theless the leading features of the

all

be

present in the geometric series

mentioned*; never-

problem of
;

and

it

infinite series are

will be

most questions regarding the convergence of

found that

infinite series are

ultimately referred to this standard case.

*
c.

II.

The second was not

15.

considerably

considered.

CONVERGENCY, DIVERGENCY, OSCILLATION

114

CH.

XXVI

consideration of the infinite geometric series suggests

The

the following definitions.

summands

Consider a succession of finite real

Ui, U2, th,

>

unlimited in number, formed according to a given law,

and
so that the nth term Un is a finite one-valued function of n
Un,

.,

sums

consider the successive

When n
happen

is

increased more and more, one of three things

Sn

may approach a fixed finite

1st.

that by increasing
little

In

as we please; that

quantity

we can make Sn

S in

suck a

way

differ from

S by as

Sn = S.

in the notation of last chapter,

is,

W2

said to be convergent,

sum

spoken of as the
Example.

W3

+ + T+

and

Sn

may increase
we can make

quantity, however large

series is

said

Example.
3rd.

to be

converge

to

+n;i+

is

to the

value S, which is

HereS= L

way

that by increasing

of S^ exceed any

is,

Sn =

In

Here

nor approach a definite

infinite

between a number of finite values the selection

determined by the integral character of

If all

the terms

of the

series

as n increases : and the series cannot

Example.

of the form 'dm, 3;n +

1,

to oscillate.

numerical value

oscillate.

3-1-2 + 3-1-2 + 3-1-2+

is

n, that is,

ofthefwm 3m,

have the same sign, then Sn

contintially increases {or at least neve)' decreases) in

according as n

this ca>se the

S=oo.

by such considerations as whether n is odd or even;

Sm + 1, 3m + 2, o&c. In this case the series is said
N.B.

-S'=2.

th numerical value

with n in such a
that

Sn may neither become

among which

divergent.

+ 2 + 3+

limit, but oscillate

+ M +

to infinity.

sufficiently

2nd.

sufficiently

this case the series

i
is

must

or 3;n + 2.

Here

L
=*

S = 0,

3,

or2,


CEITERION FOR CONVERGENCY

2,

115

In cases 2 and 3 the series

U1

U.2

+ U3+

tin

In many important senses

also said to be non-convergent*.
non-convergent series cannot be said to have a sum and it is
obvious that infinite series of this description cannot, except in

is

special

cases,

and under

special precautions,

be employed in

mathematical reasoning.
Series are said to be more or less rapidly convergent according

as the

number

of terms which

it is

necessary to take in order to

get a given degree of approximation to the

larger.

Thus a geometric

smaller

its

common

series is

sum

Rapid convergency

ratio.

is

smaller or

more rapidly convergent the

obviously a

is

valuable quality in a series from the arithmetical point of view.

It

should be carefully noticed that the definition of the con-

vergency of the series

U1

+ U3+

U2

+ Un +

involves the supposition that the terms are taken successively in

a given

In other words, the

order.

vergent series

may

far as

so

be,

sum

to infinity of a con-

definition is concerned,

the

dependent upon the order in which the terms are written. As a

is a class of series which may converge to one

matter of fact there

value, or to

any

even become divergent, according to the

other, or

order in which the terms are written.

Two

3.]

essential conditions are involved in the definition

of a convergent series

1st,

that Sn shall not become infinite

for any value of n, however great

2nd, that, as n increases,

there shall be continual approach to a definite limit S.

introduce the symbol

that

is,

we may

the

sum

of

series

to denote Un+i

state the following criterion

The necessary and

of real terms

possible to

make

is

+ Un+2+

If

we

+w+m,
terms following the wth, following Cauchy

m^n

by taking n

the absolute value

matter what the value of

m may

sufficient condition

that,

for the convergence of a

sufficiently great, it he

of mRn small as we please,

tig

he.

* Some writers use divergent as equivalent to non-convergent.

On the
whole, especially in elementary exposition, this practice is inconvenient.

CRITERION FOR CONVERGENCY

116

may

This condition

Given

be amplified into the following form.

advance any positive quantity

in

however small,

f,

be possible to assign an integer v such that for

greater values |m-^^n|<c

XXVI

CIT.

or

may

it

n=

must
and all
it

be contracted into the form

when n= zc for all values of m.

J^ml^n =
The condition is necessary; for, by the definition of convergency, we have L Sn = S, where ;S^ is a finite definite quantity;
,

n=oo

therefore also, whatever m,

Sn+m = S.

Hence

n=oo

-^

n=w

that

is,

mP'n

<|; V,

c,

it is

mRn < f
1

|/S^v+m->S',,

is sufficient

that

is
I

for, if

Since

|<.

Sn+m - Sn\<(.

S^,,

we

assign any positive

Sn cannot be

sum of
may have any

when

In particular, therefore,

being the

and

follows that for no value of

'.

possible to find a finite integer v such that,

finite terms, is finite,

Hence

= S S=Q

0.

Also the condition

quantity

{^n+m ~ Sn)

n exceeding

finite

number of

value we please,

can Sn become

it

infinite.

infinite.

Also the limit of S^ cannot have one finite value when n has
any particular integral character, and another value when n has
a different integral character for any such result would involve
;

that for certain values

of

m L

Sn and

n=oo

diff'erent

of

m L
It

values

but this cannot be the

{Sn+m Sn)=

L
is

all

the terms of a series have

no possibility of

condition that Sn be finite for

is sufficient.

case, since for all values

m^ = 0*.

should be noticed that, when

the same sign, there

Sn+m should have

n=)

all

and the
n however great

oscillation

values of

In case the subtlety of Cauchy's single criterion

should puzzle the beginner, he should notice that the proof which
can usually be readily modified so as to
shows that i/mjB =

show that LSn

is

not

infinite.

In

fact

some of our

earlier

* A more rigorous demonstration of the above criterion is obtained

.,
by applying the result of 39, chap. xxv. to the sequence S^, S^,
We have given the above demonstration for the sake of readers
8^,
who have not mastered the Theory given in chap. xxv. 2840.
.

RESIDUE AND PARTIAL RESIDUE

demonstrations are purposely

117

made redundant, by proving both

Lmlin = 0, and LSn not infinite.

In any convergent series
Cor. 1.

w,i

= 0.

n=co

For Un = ^n ^n-i = iRn-i, and, by the criterion for conThis condition, although
vergency, we must have L ii2_i = 0.
n=oo

necessary,

many

is

not of

itself sufficient, as will

presently appear in

examples.

Cor. 2.

If

Bn= L

S and

mRn, cb^d

Sn have the meanings

n=oo

to them, then Sn = S-Iln.

For Sn+m = ^n + mRn, therefore L Sn+m = Sn+

above assigned

mRn\ and

Sn+m = ^> hence the theorem.

Bn

usually called the residue of the series, and

is

mUn a

partial residue.
Obviously, the smaller RnjSn is for a given value of n, the
more convergent is the series for R^ is the difference between
Sn and the limit of Sn when n is infinitely great.
;

Rn

of course, the

is,

^re+l

and
is

it is

sum

of the infinite series

+ ^n+2 + Wn+3 +'',

an obvious remark that the residue of a convergent

series

itself a convergent series.

The convergency or divergency of a series is not

a finite number of its terms.
For the sum of a finite number of terms is finite and definite
and the neglect of that sum alters L Sn merely by a finite
Cor. 3.

affected by neglecting

n=oo

determinate quantity

vergent, it will remain so

it

will

remain

was originally con-

so that, if the series

;

if originally oscillating or

divergent,

so.

Example 1. Consider the series 1/1 + 1/2 + 1/3+

+l/(n + 7n),
Here ^R=l/(n + l) + !/( + 2)+
>l/()f + m) + l/(n + ??i)+
+1/(w + 7h),
>m/(H, + m),

>l/(?i/m

+1//1+

+ l).

Now, however great n may be, we can always choose in so much greater that
Hence we cannot cause
t/m shall be less than any quantity, however small.
by sufficiently increasing n. We therefore
jR to vanish for all values of
conclude that the series is not convergent hence since all the terms are

EXAMPLES

118
positive it

become

must

We

22

1,

(ri

below a direct proof that Z-S=qo

shall give

2.

jlog j-3 +
Since

XXVI

diverge, notwithstanding the fact that the terms ultimately

infinitely small.

Example

CH.

1,

32
2log
^+

(n

+ l)2

1,
+-log^(^^.

+ l)-/;i(n + 2) = (l + l/n)/{l + l/(n + l)}, we have

l + l/(n + l
1
l + l/(n + 2)
JL_
" "~n
+ l ^^l + l/(n + 2J'*'7i + 2 ^^l + l/(u + 3)
1 + 1/(h + wi)
1
'^
'log
+
l + l/(n + m + l)'
n+m
)

**

n + 1 V''l + l/(n + 2)^''^l + l/(n + 3)^

'^

Now, whatever
and, a

m may

fortiori, l/(n

be,

+ m + l),

as small as

we

please, therefore

we

in place of n,

and n in place of

vi,

and observe that

1 + 1/1
+ l/(n + l)
whatever n may

r,
^""^
,

fif

1),

for

see that

so that

L ^R^0
"="

we put

If in (1)

iS_=_Iio,

by making n large enough we can make l/(n+

values of m.

all

'

+ l/(M + m+l)r

+ l/(ra + l)
^n + l^^l + l/(n + m + l)
1

be.
can never exceed log 2
of convergency are therefore satisfied.

Both conditions
Putting

7)1

= 00

in

(1),

we

find for the residue of the series

J?<[log{l + l/(n + l)}]/(n + l);

a result which would enable us to estimate the rapidity of the convergency,
and to settle how many terms of the series we ought to take to get an
approximation to its limit accurate to a given place of decimals.
4.]

The

following

theorems

convergency given in

follow

at

once

from the

Some

paragraph.

criterion

for

them

be found very useful in discussing questions regarding

will

We

convergence.

+Mn+

.,

shall

that

last

of

use 2,i as an abbreviation for Mj + u^

" the series whose nih. term is ?f."

is,

I.
If Un and v be positive, Un<Vn for all values of n, and
2 convergent, then 2w is convergent.

If Un and

Vn be positive, w>'y for all values of n,

divergent, then

2m

and 2v

i? divergent.

For, under the first set of conditions, the values of ^

,i?

and

belonging to 2m are less than the values of the correspond-

ing functions S'n and ^R'n belonging to

0<Sn<S'n, 0<mIin<mR'n-

2j.

But, by hypothcsis,

Hence we have

S\

is finite for

ELEMENTARY COMPARISON THEOREMS

3,4
all

values of w, and

and

of n,

rn.Rn

Under the
since

L
;

^B'n that

second

S'n = qo

2% is

is,

of

set

we must

hence 8n

values

is finite for all

convergent.

Sn>S'n.

conditions,

have

also

119

JSn-

<x)

that

Hence,
is,

2? is

divergent.
11.

%Un

^f,

for all values of

convergent if Sv

is

n,

Vn> 0, and
and

Un/vn is finite, then

convergent,

is

divergent if 5v

is

B the greatest

of

divergent.

By

chap, xxiv.,

the fractions,

5, if

be the

?+i/v+i, t;i+2/??+2,

Un+l

1'n+l

+ UnJr2 +
+ Vn+i +

least,

and

M+mK+m, then

.,

+ Un+m
+ Vn+m

ujvn is finite for all values of ;^, A and B are

Hence we must have in all cases mBn = Cm-R'n, where C
is a finite quantity whatever values we assign to m and n.
Hence 8n (that is, nRo) will be finite or infinite according as
and if L ^R'n = 0, we must also
S'n is finite or infinite

Now,

since

finite.

n=oo

have

mBn-^-

n=oo

and Vn he positive, and if, for all values of n,

and '^Vn is Convergent, then %Un is convergent; and
if Un+i/un>Vn+i/vn, and 5v is divergent, then ^u^ is divergent.
HI.

Un+\/un

If

iin

< Vn+i/v

We have,

if

Un+i/Un<Vn+i/Vn,

Wo

f-,

Ui

Vi,

V2

Vi

Z/S",i is finite

2m are

hence LR^ must be

positive, the series

finite.

cannot

%Un must be convergent.

%Vn be divergent, then Swn

In

In like manner, we can show that,

N,B.

Also, since all the terms of

oscillate, therefore

U2

<->S.
Now, by hypothesis,

Uo

th
1

Ul

Theorems

is

if

Un+ilun>Vn+ilvn, and

divergent.

II., III. we have, for simplicity,

must hold for all values of n but

I.,

stated that the conditions

ABSOLUTE CONVERGENCE

120
we

see from

Cor.

3,

that

3,

sufficient if

it is

values of n exceeding a certain finite value r

may

to the rth in both series

Also,

when

be

CH.

XXVI

they hold for all

tenns up

for all the

nej,flected.

the terms of a series have the same sign,

all

we

suppose, for simplicity of statement, that they are all positive.

This, clearly, in no

way

affects the demonstration.

speak of m+i/m as the Ratio of Con-

It is convenient to

vergence of
follows

Any

convergence

Thus we might express Theorem

2<.

series is

always

is

convergent (divergent)

less (greater)

if

III.

as

ratio of

its

than the ratio of convergence

of a convergent (divergent) series.

If a

IV.

when

series

which contains negative terms be convergent

all the negative terms

convergent as

For the

it

have their signs changed,

effect

of restoring the negative

diminish the numerical value both of

A series which is

Definition.

taken positively

will be

it

stood o^'iginally.

is

said

to be

signs

be to

will

and of mRnconvergent when all its terms are

>S'

absolutely convergent.

be seen immediately that there are series whose

convergency depends on the presence of negative signs, and
It

will

which become divergent when

Such

series are said to

the contrary

is

all

the terms are taken positively.

be semi-convergent.

In

5 and

6,

unless

we suppose any series of real terms to

terms only, and convergence to mean absolute

indicated,

consist of positive

convergence.

SPECIAL TESTS OF CONVERGENCY FOR SERIES WHOSE TERMS

ARE ULTIMATELY ALL POSITIVE.

If we take for standard series a geometric progression,
5.]
say 2r", which will be convergent or divergent according as
r< or > 1, and apply 4, Th. I., we see that 2m will be con-

vergent

where

on and after a certain

if,

r<l

divergent

if,

finite

value of

on and after a certain

ti,

finite

u,^<7^,

value of

Un>r^, where r>l. Hence

2m is convergent or divergent according as Un""
I.
ultimately less or greater than unity.

n,

is

GEOMETRIC STANDARD

4, 5

This

test settles

unity, or

where

121

nothing in the case where u^'^

L Un''^ fluctuates
n=oo

ultimately

is

between limits which include

unity.

Example.

21/(1

+ !/)"

L
by chap, xxv.,

Th.

III.,

we

where

is,

or always

> 1.

^Un

11.

convergency

Nothing

> 2, and

see that

therefore 1/e

< 1.

%Un

is

convergent or divergent according

is
is

<1

value of n, always

finite

Hence
convergent or divergent according as
ultimately

<

is settled in the

ultimately equal to

1,

its ratio

of

>\.

or

case where the ratio of convergency

or where

tin+i/un fluctuates

between

which include unity.

limits

The examination
all

for

= l/L(l + l//i)" = l/e,

on and after a certain

as Un+i/un

is

a convergent series

with the series 2r" for standard of comparison, we apply

If,

4,

13,

is

ui/

of the ratio Un+i/un

the tests of convergence*.

is

the most useful of

It is sufficient for all the series

that occur in elementary mathematics, except in certain extreme

cases where these series are rarely used.

with the Condensation Test of

who

is

In

fact, this test,

along

for the reader

will suffice

6,

not concerned with more than the simpler applications of

infinite series.

Notwithstanding their outward difference, Tests

fundamentally the same when

Un+i/un

is

and

I.

II.

are

not indeterminate.

n=)

This will be readily seen by recalling the theorem of Cauchy, given

in chap, xxv., 14,

which shows that

useful to have the two forms of

more

easily applied

Example
constants.

1.

We

than

test,

Un+i/un-

Un''^.

because in certain cases

It is
I. is

II.

To test the convergence of

have in this case

2n''a;",

where r and x are

= (1 + 1/h)'"x.
Hence Lu_^j/w = x. The
if x>\.
*

series is therefore

convergent

if

a:

< 1, and divergent

We here use (as is often convenient) " convergence" to mean

of the series as regards convergency or divergency."

" the quality

EXAMPLES

122
If

x = 1, we cannot

Example
vergent

if

settle the

a:<l, divergent

question by means of the present

any algebraical function

If tp{n) be

2.

CH.

if

be

(n)

It

finite.

we can always

(see chap, xxx.) that

<p{7i)jn^ is finite,

=A

<p

(n)

be infinite,

we

n=oo

n<D

that

test.

of n, 'S<f>{n)x^ is con-

a;>l.

if

This hardly needs proof

know

XXVI

We

say.

find a positive value of r, such

therefore have

n 00

^)

L^^l

L^"^^)'"

=x{AIA}xl,

= x.
This very general theorem includes, among other important cases, the
integro-geometric series
</){l)x

where

ip

() is

an

+ (f>(2)x'+

integral function of

+0(n)a;"+
and the

series

x"

x^

1+2

++

W-

which, as we shall see in chap, xxvin., represents (when

-log(l-x).
vergent

is also

follows,

It

when x<l,

by

convergent when .r <

(2) is convergent,
3.

convergent)

series (1) is con-

the series

1.

When

Example

Th. IV,, that, since the

4,

it is

it

represents log (1

-f

Sx^/n! (the Exponential Series)

x).
is

convergent for

all

values

-/= {^"+Vf + 1)!}/MH!},

=x/(n-f

1),

Hence, however great x may be, since it is independent of n, we may always

choose r so great that, for all values of n>r, .t/(-i-1)<1. Since the limit
of the ratio of convergence is zero in this case, we should expect the convergency for moderate values of x to be very rapid and this is so, as we
shall show by examining the residue in a later chapter.
We have supposed
x to be positive if x be negative the series is convergent a fortiori the
convergence is in fact absolute, 4, Th, IV.
;

Example

4.

S(-)"m(m-l)

has any real value*,

* If wt were a

is

convergent

positive

if

integer,

(m-n + l)^"/;/!

x< 1,

divergent

if

(x positive),

where

x> I.

the series would terminate, and the

qnestion of convergency would not arise.

cauchy's condensation test

5,

n
For

m-n

-xL^

LUn^Ju,^=

123

'

71+1

mln -

=x.

Hence the theorem.

The series just examined

is the expansion of (1-x)'" when a;<l.

It
by 4, Th. IV., that the series Sm(m-l)
(m-n + l)x'7!.
whose terms are ultimately alternately positive and negative, is convergent
if a;<:l; this series is, as we shall see hereafter, the expansion of (1 + ar)"'

follows,

when x<l.
Cauchy's Condensation Test.

6.]

method, upon which

this

many

The general principle of

more

of the

delicate tests of

convergence are founded, will be easily understood from

following considerations

Let 2m be a

series

decrease in value from the

order of these,

some

law.

we may

li Vi, v^,

these groups, the series

and
is

it is

of positive

^v^

Without

them

associate

Vm,

terms which

onwards.

first

be the

constantly
altering the

in groups according to
1st,

2nd,

will contain all the

mih, ... of

terms of Sm^

obvious from the definition of convergency that 2*

convergent or divergent according as Sv^

divergent

the

we have

in fact

^Un-

n=oo

is

convergent or

It is clear that the

'Xvm,-

m=>

will be more apparent than

Sv^ we proceed by longer steps towards

convergency or divergency of 2v,

that of 2m, because in

the limit, the

limit than the
series
.

sum
sum

such that

of
of

n terms of 2v, being nearer the common

% terms of 2m. Finally, if 2v' be a new

'y'n^'Wn.
^

then obviously
J 2m

is

,.

divergent

if

%v'n

convergent
divergent

We
case

shall first apply this process of reasoning to the following

+l/7i+ ... is divergent.

Example. The series 1/1 + 1/2+
Arrange the given series in groups, the initial terms in which are of the
The numbers of terms in the
following orders, 1, 2, 22,... 2"', 2"'+i,
2'+i - 2"*, 2'+2 - 2'+i,
.
successive groups will be 2 - 1, 2^ - 2, 2 - 2*,
Since the terms constantly decrease in value, if 2"*+^ be the
respectively.
greatest power of 2 which does not exceed w, then
.

CAUCHY'S condensation test

124

1/1

iv
^'

"^l"*'V2''"3J

/i 1 1 l\
V22"^5"^6'^7/'*'

,11

_L

/_L
*

XXVI
1

^V2"'^2 + l'*'*

'

CH.

'^2'+'-iy'

Hence, by making n sufficiently great, we can make S as large as we please.

The series 1/1 + 1/2 + 1/3 +
is therefore divergent.
This might also be
deduced from the inequality (6) of chap, xxv., 25.
.

Cauchy's Condensation
discussed

is

which the example just

of

Test,

a particular case,

is

as follows

Xf f{n) he positive for all values of n, and constantly/ decrease

as n increases, then "^fin) is convergent or divergent according
as '^a^f{a^) is convergent or divergent, where a is any positive
integer

2.

<j:

The

series

2/(w) may be arranged as follows

+ {/(a^)+/(^ + l)+.
+
Hence, neglecting the

we

brackets,

number

finite

.+/(=> -1)}

{/K) +/('" +1)+.

see that '^{n)

+/(a"'+^-l)}

of terms in

the square

is

convergent or divergent accord-

1)

ing as

2 {f{ar) +f{a^ +
is

Now,
l)>/(a'"+^), we have

convergent or divergent.

>f{a"'+'

since

(a'+^-a"')/(a'") >/('") +/('"

that

+/(a+^ -

1)

(1)

1)}

f{a'")>f(a^ + 1)>.

+/(a'"+^-

1)

is,

(a

1) /('")

>/(") +/("' +

>
Hence, by
a'"/(a'") is

4,

Th.

I.,

1)

{(a

the series (1)

convergent, divergent

if

is

+/(a"'+'

1)

l)/a} a'+y(a'+^).

convergent

2 {(a-

if

2 (a-

1)

l)/a}a'"+7'(a'"+*) is


CRITERIA OF DE MORGAN AND BERTRAND

Now, by

divergent.

:Sa"'/(a"0

if

divergent

if

4,

Th.

II.,

2'""^V'('^*"'^')

2 (a- l)/(c*'") is convergent

% {{a - !)/} a'"+y(a"'+0 is

and

convergent,

is

125

divergent

is

and

our present

for

purpose %a'"J\d"') and 2'"+V"(a'"+^) are practically the same

series, say 'Za'^fia^).
Hence Caucliy's Theorem is established.

N.B.

It

and

positive

is

certain finite value

Cor.

value not

less

be

n greater than

r.

The theorem will

1.

that the /miction f{n)

obviously sufficient

constantly decrease for all values of

a have any

Iwld if

still

positive

than 2*.

Let a lie between the positive integers b and b + \, (6 <|; 2).

2ay(a") be convergent, then L ay(a") = 0, that is, L ccf{x) = Q.

If

n=oo

Hence, on and after some

finite

begin to decrease constantly t as

have

(6

of w.

be convergent, and therefore,

as

after

m\ist therefore

some

finite

may, or

may not

decrease

increases.

In case

1,

6"/ (6") > a"'f(a"').

involves the divergence of

follows

Hence the divergence of 5a"/(a")

and the divergence of %f{n)

'^b'f{b^'')

by the main theorem.

2, the divergence of ^f(n) is at once obvious

for,
xf{x)^0, then ultimately xf{x)>A, where A>0. Hence

In case

if

value

a fortiori, will 2(6 + 1)"

by Cauchy's Theorem,

be convergent.

will

If %a"f{a"') be divergent, xf(x) 1

We

increases.

therefore, %a^f{a^) is convergent,

1)"}

2/(w)

+ 1)V'{(6 + !)"}< "/(")> on and

If,

f{{b +

a;=oo

value of x, the function xf{x) will

x=oo

f{x)>A/x.

Now %A/n

is

divergent, since

2l/w

is

divergent;

therefore 2/(w) is divergent.

In what follows we shall use

a"*,

.,

Px,... to denote logaX, hgai^ogax),

where e is Napier's Base.
Ix,

...

^x,

ex,

a being any positive quantity

.

to

and

denote

a*,

\x, ^?x,

loge^, loge(logeir),

<j;

.,

Also if l<a<:2, see Kohn, Grunert's Archiv, Bd. 67 (1882) and Hill,
Mess. Math., N. S., 307 (1896).
t This assumes that xf{x) has not an infinite number of turning values;
so that we can take x
must be a maximum.

so great that

we are past the

last turning value,

which

CRITERIA OF DE MORGAN

126
Cor.

^fne^n

%f{n)

2.
.

convergent

is

AND BERTRAND

This follows, for integral values of the base

a,

by repeated applications of

convergent or divergent according as

Again, '^mf{m)

divergent.

as

^n/{e^n) is convergent or divergent.

application of Cauchy's Condensation Test

values of

XXVI

according

divergent

or

CH.

a,

by repeated

and, for non-integral

Cor.

Thus ^/(n)

1.

^mf{m)

is

convergent or

is

convergent or divergent according

is

as 2Wc(ew)/{()}, that is %m-n/(^n), is convergent or divergent;

and so

on.

2/(w)

Cor. 3.

of

convergent or divergent according as the first

is

the functions

T,

= \f{x)lx,

T,^H^f{x)}lXx,
T^ = \{x\xf{x)]lX\v,

Tr==\{x\xX^X

.\'--^xf{x)}lyX,

which does not vanish when x=co, has a negative or a positive

By

^f(n)

Cor. 2,

^ene^n

Now

limit.

convergent or divergent according as

is

^nf(e^n) is convergent or divergent.

the latter series

(by

is

5,

Th.

convergent or

I.)

divergent according as

{m^n

e'vf(e'-n)Y"'<OT>l

n=oo

that

is,

according as

Lhgaiene'n.

e'-nf(e-n)Y"'<>0;

n=oo

that

is,

loga{ew^

''nf{e^n)}ln<>0.

n=oo

If

X^~^x

we put X = i^n, so that \x = ("'hi, \^x = f^~hi,

en, X'".2; = w, and x-cc when n-<x>, the condition

for

convergency or divergency becomes

X{xXxX''x

X^-'xf{x)}/X^x<>0

(1).

2=00
If,

on the strength of Cor.

base, the condition

L
where

all

may

l{xlxPx

1,

we take

e for the exponential

be written
.

l''-'xf(x)}/l'-x<>0

the logarithms involved are Napierian logarithms.

(2),

DE morgan's logarithmic scale

We

127

could establish the criterion (2) without the intervention

1 by first establishing (1) for integral values of

and then using the theorem of chap, xxv., 12, Example

of Cor.

that

>TxlVx =

a,
4,

l//a.

a;=oo

Cor. 4.

Each of the

series

2l/'^+

(1),

21/w{/w}^+<'

(2),

%l/nln{Pny+''

(3),

^l/nlnPn
is

convergent if a>0,

As the
follows, we

denote

T-^w

divergent i/a

and

function nlnPn
shall

it

(^'

1),

= or<0.

frequently occurs in what

l^'n

{/'wp+

by Pr (n)

so that

Po (n) = n, Pi

(n)

nln, &c.
1st Proof.

Apply the

criterion that

2/(w)

is

convergent or

In the pre-

divergent according as Ll{Pr{x)f{x)}IV''^^x<>Q.

sent case, fix)
/

= IjPr (x)

Hence

{l^'x)"-.

{Pr {x)f{x)]IV+'x =

I{l/(1'-Xy}/1'-+'X,

a.
It follows that (r+l) is convergent if a>0, and divergent
a<0. If a = 0, the question is not decided. In this case,
we must use the test function one order higher, namely,
Since f(x) = 1/Pr (x), we have
I {Pr^i {x)f{x)}ll'+''x.
if

{Pr+i {x)f{x)W-''x =

{1-+'X]IV^'X,

= 1>0.
Hence, when a =
'2nd Proof.

0,

(r+l)

is

divergent.

By the direct application of Cauchy's Condensa-

tion Test, the convergence of (1) is the

of

'2,0^ 1(0^)^+",

that

is,

(l/a*).

metrical progression whose

convergent

if

convergent

if

common

a>0, and divergent

a>0, and divergent

Again, the convergence of (2)

as

the convergence

Now

same

as the convergence

the last series

ratio is l/"
if
if

is

a=
a=

or
or

<0.
<0.

it is

is

a geo-

therefore

Hence

(1) is

by Cauchy's rule the same

of 2aVa'M/'T+", that

is,

2l/(/ay+w^+

I>E

128

CH.

morgan's logarithmic scale

XXVI

the same as that of %l/n''\

and the convergence of this last
Hence our theorem is proved for (2).
theorem holds up to the senes
Let us now assume that the
fact, the
We can then show that it holds for (r+ 1). In
(r)
of
2aV;/"/V
that
as
convergence of (r+ 1) is the same
;;
l^-^nlaW'' {nla)^
Z'-"UVr",thatis,2l/0i/a);(?a)
and a >^. Then la>l, nla>n. Hence

First suppose

a>0,

ll{nla)l{nla)

<\lnln
But, since

I''-'

(nla) {l^-Hnla)}''"

V-'n{V-'nY^''.

a>0, 2l/P.-i()

[I'-'nY

is

convergent, a fortiori,

convergent.

21/Pr {n) {VnY is

and, proNext suppose al^O, and 2<a<e. Then nla<n;
more divergent than
ceeding as before, we prove 21/P,() {r}*
the divergent series

%\IPr-M{l^-^n\\
just discussed

Logarithmic Scale of Convergency.-lh^ series

inasmuch as they form a scale with
are of great importance,
ratio of convergence is
which we can compare series whose
one for the least
descending
The scale is a
ultimately unity.
order is more
rth
the
of
series
convergent of the convergent
series of
convergent
the
of
convergent
convergent than the most
the th
comparing
by
seen
be
will
This
the (r+l)th order.
have
We
series.
l)th
(r
+
and
rth
the
terms, w. and u\, of
and
but
small
>0,
very
a
is
where
=
;

{l^-^nYl{VnY^'^\

ii\lii^
a'

very large.

is

Hence, however small

IxY^"'.

and

we put x = V-''n, we may

If

however large

a',

a,

Luju^ = qo

write

^2/^

so long as

tt

it is

= ^x/^ i^

greater than

7
0,

scale estabwe suppose the character of the logarithmic

above, we
given
demonstration
lished by means of the second
If

may, by comparing
using 4, Th.
of Cor.

This

is

I.,

with the various series in the scale, and

obtain a fresh demonstration of the criterion
2?<

leave the details as an exercise for the student.

the
perhaps the best demonstration, because, apart from
/(.r), except
regarding
presupposed
is
nothing
itself,

3.

We

criterion

that

it is

positive

when x

is

greater than a certain finite value.

DE MORGAN AND BERTRAND'S SECOND CRITERION

By

same

following the

and using

course,

4,

Th.

129

we

III.,

can establish a new criterion for series whose ratio of convergence

is

ultimately unity, as follows, where

If f{x)

Cor. 5.

Px=f{^+

l)//(^)-

when x exceeds a

be always positive

certain

finite value, '%f(^i) is convergent or divergent according as the first

of tJie following functions

= Pa - 1
= Po{x+\)px-Po{x)\
T^ = Pi{x+l)p^-Pi(x);
'''o

T-t_

Tr

= Pr-i(x+l)px~Pr-i{x);

x= cc has a negative or a positive limit.

Comparing 2/(w) with '^llPr{n){VnY, we see that 2/(w)

which does not vanish when

be convergent

will

for all values of

if,

greater than a certain

finite value,

p<,<Pr (X) {VxflPr {X +

1)

{V {X +

l)}

(l),

where a>0.

Now

(1) is equivalent to

Pr {X +l)p^- Pr {X) < Pr {x)

[{/'>//'

LPr {x) [{/'^/r (^ +

Also

)}''

=-i'._.(.)ir(..i)-r.).^^.
= lxlxa = a,
by chap, xxv., 12 and 13.
Hence a sufficient condition

for the

(^ + l)}

l].

1]

j^:-;^:|::;>f:;

convergency of 2/(w)

[Pr (x +l)px- Pr (^)} < - a (a

is

positive),

<0.
In like manner, the condition for divergency

{Pr (x +

l)pa.

-Pr{x)}>-a

is

shown

to be

(a negative),

a=oo

>0.
Example

1.

Discuss the convergence of 2e~i~'/2-'

Here

-V/n'*.

T, = l{f{n)}ln,

+ 1/2+

+ lln + rln

Now, by chap,
l

c.

II.

xxv., 13,

Example

+ (r + l)ZM>l + l/2+.

1,
.

+ l//i + r!n>rZ/i + Z(n + l).

9

EXAMPLES

130
Hence Lru = 0.

We must therefore examine

CH.
Tj

XXVI

Now

Ti=l{7if{n)}lln,

-{1 + 1/2+.

= -{1 + 1/2+.
By

LTj=

.+lln + (r-l)ln}lln,

+ l/}/Jn-(r-l).

chap, xxv., 13, Example 2, 1,(1 + 1/2+. . , + l/w)/Zn = l. Hence

-l-r + l= -r. The given series is therefore convergent or divergent

r> or <0.
r=0, LTo=0, and LT^^O.

according as
If

But we have

2\=l{Hlnf{n)}jl-^n,

= l-{l + l/2+.
Now, when n

Hence I,2'2=l>0.

Euler's Constant.

under discussion

Example

2.

is

.+lln-ln}ll'n.

+ 1/2 +
+ 1/h - In approaches
In this case, therefore, the series
.

divergent.

discuss the convergence of the hypergeometric series,

To

a^

a(a + l).p ( /3 + 1)
7(7+l)-'5(5 + l)

^+7-5
The

very large, the value of 1

is

general term of this series

_ a(a+l)
'^^"7(7 + 1)

is

+ n-l).j3(^ + l)
(7 + n-l). 5(5 + 1)

(a

(^

(5

+ n-l)
+ 71-1)

'

The form of / (n) renders the apislication of the first form of criterion
somewhat troublesome. We shall therefore use the second. We have
(a + u)(/3+?t)
''~(7 + )(5 + ")

+ n)(/3 + ?i)
.r-l,
+ 7i)(d + ny
Ltq = x-1.
(a

"

Hence the
If

a;

convergent

series is

= l,

(y

if

a;<l, divergent

if

a;>l.

Ltq = 0, and we have

+ l)(a + n)(^ + n)
{y + n)(5+Ji)
- { a + P- y -S + l)n^ + An+B
^n^ + Cn + D
LTi = a + (3-7-5 + l.
{7i

^1

If^

therefore, x

= l,

^
'

the hypergeometric series is convergent or divergent

asa + /3-7-5 + l< or >0.

o + /3-7-5 + l = 0, Lri = 0. But we have

according
If

To={n + l)l(n + 1)

{,.

- nln,

= [n{l(n + l) -bi} + (a + ^ + 1) \l(n + l)-hi} + {Al{n + 1) + Bln}[n

+ CI ( + l)/7i2]/[l + Ejn + Fjifl].

L {l(n + l)-ln}=0, Ll{n + l)ln>=0,

Ln{l{n + l)-ln}==l,
Llnln'=0 (>0), (fee, we have
Hence,

since

Lr2=l>0.
In this case, therefore, the series

is

divergent.

HYPERGEOMETRIC AND BINOMIAL SERIES

Example

Consider the series

3,

m{m-l)

may

1.2

)()-l)

(m-n + l)

7t

be written

(-"')(-? + !)
1.2

--m

from

It follows

4.

_ ^ (-n,)(-m +
1

(-m + n-1) _^
n
which a=-7n, fi=y,

l)

hypergeometric

It is therefore a

x = l.

,^
+---+(-A)
,

^"r+
This

131

series, in

last article that the series in question is

-m<>0,

divergent according as

that

is,

according as

= 1,

convergent or
positive or

is

negative.

This series

Example

is

the expansion of (1 - x)^,

+ 1'*172^+'

when x = l.

Consider the series

4.

1.2

"^-

.n

^^'-

In this series the terms are ultimately alternatively positive and negative
in sign.
Hence the rules we have been using are not directly applicable.
Ist.
Let III be positive ; and let m - r be the first negative quantity among
m, m-1, m-2, . .
&c., then, neglecting all the terms of the series before
the (j' + l)tb, we have to consider
.

m(m-l)

(m-r + 1)

m- r

{m-r)(m-r-l)

|^"*",.
^^^
1.2
r
+ l"^ (r + l)(r + 2) +
[
If we change the signs of the alternate terms of the series within brackets,
becomes

it

r-m

(r-m)(r-m + l)
(^^
+
(r + l)(r + 2)
Now (3) is a hypergeometric series, in which a = r-m, P = y, 5 = r+l,
x = l. Hence a+(3-7-5 + l = r-7H-(r+l) + l= -?H<0. Therefore (3) is
,

^^Tn"*"

convergent.
2nd.

and therefore (1), is absolutely convergent.

- say. The series (1) then becomes

/iOi+l)_
-^V
1.2

/* is

/j.

,x(n+l)

(m + -1)

1.2...

^^

"

"^

'

^^

positive, the hypergeometric series

M
^1^
is

(2),

m be negative, =

1^

Since

Hence

Let

m(m + 1
1.2 ^^
)

m(m+1)
(M + n-1 )
^
1.2 ... 7j

,5>
'

'

'

''
^

divergent.

Hence

(4) cannot be absolutely convergent in the present case.

Since /3= - (/* + ?)/( + 1), the terms will constantly increase in numerical
value if M > 1. Hence the series cannot be even semi-convergent unless ix<\.

If

fjL

be less than

1,

/><!,

and the

series will be semi-convergent provided

l-u=0.

Now

logM = 2:log^

= 2:log jl-f-'^l.

Since I,log{l-f (/^-l)/(/n-l)}/{(|x-l)/(w-f-l)} = l (see chap, xxv., 13),

the series 21og {l-t-(^- l)/(7t-f-l)} and S (/x-l)/(n-f 1) both diverge to an
infinity of the same sign.
But the latter series diverges to - oo or -foo,
according as /i< or >1.

Hence iM=0

or oo

according as yu< or >1.

92

HISTORICAL NOTE

132
Hence the

series (1) is divergent if /*>!, semi-convergent it fjL<l,

It obviously oscillates if
is

absolutely convergent,

semi-convergent,
oscillating,

/x

= l.

(1)

-l<m<0;

if

~l = m;

if

- oo <j;i< - 1*.

WHOSE TERMS HAVE PERIODICALLY RECURRING NEGATIVE

OR CONTAIN A PERIODIC FACTOR SUCH AS SI^

SIGNS,
7.]

Series wliich contain

may

terms

Hence, to sum up, the series

^ m < + oo

if

divergent, if

SERIES

XXVI

CH.

class falls

or

may

an

infinite

llO.

number of negative
The former

not be absolutely convergent.

under the cases already discussed.

We

propose

to give a few theorems regarding the latter class of series,

convergency

The only
where the

on

depends

throughout the

the

distribution

of

negative

now

whose
signs

series.

cases of

much

practical importance are those

infinity of negative signs has a periodic

* Historical Note.

1st,

arrangement

If we except a number of scattered theorems, given

by Waring in his Meditationes Anahjticce, and Gauss in his great
memoir on the Hypergeometric Series, it may be said that Cauchy was the
founder of the modern theory of convergent series ; and most of the general
principles of the subject were given in his Resumes Analytiques and in
Analyse Algihrique. In his Exercices de Mathematiques, t. ii. (1827), he gave
the following integral criterion from which most of the higher criteria have
sprung
If, for large values of n,f(n) be positive and decrease as n increases,
fm+n
then S/(n) is convergent if L j dxf{x)=0 (m arbitrary), otherwise divergent.

chiefly

The second
Bd.

step of the r-criteria

XIII. (1835).

De Morgan,

was

first

given by Eaabe, Crelle's Jour.,

in his Differential Calculus, p. 323 et seq. (1839),

gave the Logarithmic Scale of Functional Dimension, established the

Logarithmic Scale of Convergency of Cor. 4, and stated criteria equivalent
to, but not identical in form with, those of Cor. 3 and Cor. 5.
Continental
writers, nevertheless, almost invariably attribute the whole theory to Bertrand.
Bertrand, Liouv. Jour. (1842), quotes De Morgan, stating that he had obtained
independently part of De Morgan's results. His Memoir is very important,
because it contains a discussion of various forms of the criteria and a demonstralion of their equivalence; we have therefore attached his name, along with De
Morgan's, to the two logarithmic criteria. Bonnet, Liouv. Jour. (1843), gave
elementary demonstrations of Bertrand's formulee ; and Malmsten, Grunert's
Archiv (1816) gave an elegant elementary demonstration, depending essentially
first

SEMI-CONVERGENT SERIES

G,

2nd, where the occurrence of negative signs

133
is

presence in the nth. term of a factor, such as sin

caused by the
7iO,

which

is

periodic function of n.

In the former case (which might be regarded as a particular

we can always

instance of the latter)

associate into a single term

every succession of positive terms and every succession of negative

Since the recurrence of the positive and negative terms

terms.

is periodic,

we thus reduce

such series to the simpler case,

all

where the terms are alternately positive and negative.

We may carry the process of grouping a step farther, and
associate each negative with a preceding or following positive
term, and the result will in general be a series whose terms are
ultimately either

The

all positive or all

negative.

process last indicated often enables us to settle the con-

vergence of the

but

series,

derived by groiiping

sum

it

must be remembered that the

really a different series

is

series

from the original

n terms of the original series does not

sum of m terms of the derived series.
between the two sums will, however, never exceed

one, because the

of

always correspond to the

The

difference

on the inequality of chap,

xxv., 13, Cor. 6, that

Sl/P^(m + n) {^(m + ??)}"

Fm is positive) is

convergent or divergent, according as a < or <t

and
thence deduces Cor. 3. Paucker, Crelle's Jour., Bd. xlii. (1851), deduces both
Cor. 3 and Cor. 5 from Cauchy's Condensation Test, much as we have done,
(where

except that the actual form in which we have stated the rule of Cor. 5 is
taken from Catalan, Traite El. d. Series (1860). Du Bois-Reymond, Crelle's

an elegant general theory embracing all the

and also those of Kummer, Crelle's Jour., xiii. (1835). Abel
had shown that, however slightly divergent 2!( may be, it is always possible
^^^^ ^^^^ J^7n =
and yet S7?(,j shall be
to find 7i, 72)
> 7n>
divergent. Du Bois-Reymond shows that, however slowly 2 converge, we
such that L7,j=qo and 27m neverthecan always find 7i 72
.,7n>
He shows that functions can be conceived whose
less shall be convergent.
ultimate increase to infinity is slower than that of any step in the logarithmic
scale ; and concludes definitely that there is a domain of convergency on
whose borders the logarithmic criteria entirely fail a point left doubtful by
his predecessors. Finally, Kohn, GrunerVs Archiv (1882), continuing Du BoisEeymond's researches, gave a new criterion of a mixed character; and
Pringsheira (Math. Ann. 1890, 1891) has discussed the whole theory from a
general point of view. The whole matter, although not of great importance
as regards the ordinary applications of mathematics, illustrates an exceedingly
interesting phase in the development of mathematical thought.

Jour., Bd. Lxxvi. (1873), gives

above

criteria,

EXAMPLE OF SEMI-CONVERGENT SERIES

134

XXVI

number of terms of tlie original series and

must vanish for w = oo ,.if the terms of the original
ultimately become infinitely small.

sum

the

CH.

of a finite

this difference
series

Example.
1

Compare

Consider the series

6'^

6"^'

"''3/1-2

3h-1

"^

'

'

''

this with the series

i-G + l) + ^G4)+---+3-;^-(B;r:i + i) +

(-)'

is, the series whose {2n- l)th term is l/(3-2), and whose (27t)th term
-(l/(3-l) + l/3).
If S^ S' denote the sums of n terms of (1) and (2) respectively, then
Ssn-^=S,'_ S3n-i = ^2n'-i-l/(3't-l), 5^3.=^V- Since Ll/(3n - 1) = 0, we
have in all cases I,S=L/S'. Hence (1) is convergent or divergent according
as (2) is convergent or divergent. That (1) is really divergent may be shown
by comparing it with the series
2 {1/(3h - 2) - l/(3u - 1) - l/3}
(3).

that
is

.9,," denote the sum of n terms of this last series, we can show as before
LSn" LSn- But the Jith term of (3) can be written in the form
- 9 + 12/h - 2//t"'^)/(3 - 2/m) (3 - Ijn) 3n and therefore bears to the ?ith term of
(
Sl/n a ratio which is never infinite. But Sl/u is divergent.
By 4, II., (3) is therefore also divergent. Hence (1) is divergent.

If

that

It should be noticed that in the case of an oscillating series,

0, the grouping of terms may convert a non-convergent

where Liin +
into

a convergent

^onvergency of

we cannot in this case infer tJie

from the convergency of the derived

series; so that

tlie

oi'iginal

series*.

Example.

(.,>y.(.,j)%..,,(.,>)'.(,,^)V...
is

obviously a non-convergent oscillating series.

But

](-i)'-(-3)M(-f-(-0}--{(-^.y^

is

+ 2nTT

7ith term
+ l)l(\ifi \-2nY, i.e. (8 + 8/k + 1/2)/16(1-(- l/27i)V,
convergent, being comparable in the scale of convergency with Sl/zt-.

whose

is

(Sn-

+ %n

* This remark

is all the more important because the converse process of

up the ?ith term of a series into a group of terras with alternating
signs, and using the rules of 8, often gives a simple means of deciding as to
its convergency. The series 1/1 2 + 1/3 4 + 1/5 6 + 1/7 8 +
may be tested

pplitting

in this way.


7-9

iii

The

8.]

u.^

+ U3 t('i+.

following rule

If Ui>U2>U3>

>w>

frequently of use in the discus-

is

sion of semi-converging series

ih-ih + u-i-.

and

fill

be positive, then

(-)Xm +
L Un = or 4= 0.

(-)''-X +

converges or oscillates according as

Using the notation of

135

..

(1)

we have

3,

= {(+! -ft+2) +

(2n+3-

"71+4)

Hence we have
numerical values being alone in question.

we have

LunJr\

= Lun+2 =

If,

f^nd it follows that

Lun ~

therefore,

L m,Rn =

0,

for all

n=>

Also

values of m.

so that

is finite for all

8n

If

The

values of n.

series (1) is there-

Lun = 0.

fore convergent if

L ^Rn =

Lun = a + 0, then

=0

or

according as

is

odd

n=<

or even.

Hence the

Cor.

The
(til

where

i, ih,

Example
fact,

and

M4)

+ l)ln 9.]

2.

(n

S + a,

where S=LS2n-

series

U2)

The

{3

''^

series

S( -

is

is

S ( - 1)"-^

1)"'-i(h

+ 2)l{n + l)}

be/ore,

ah-eady proved, that Sl/)i

Example
{{n

1.

(^,

between

series oscillates

not convergent. We have, in fact,

which shows that the sum of the

series is

L(SM+i-S2n) = Lu2n+i =

is

(^^271-1

2ft)

convergent.
is

convergent, nolwitlistanding the

divergent.

+ 1)/(i

is

an

oscillating series;

but SC-l)""!

convergent.

The most important

case of periodic series

is

2a,i cos

independent of

n,
+ <f)), where a,i is a function of 7i, and ^ is
The
Series.
s
or
Fourier
spoken
of
as
a
Trigonometrical
commonly

{nO

question of the convergence of this kind of series

is

one of great

importance owing to their constant application in mathematical

physics.

Abel's inequality

l3d

We

observe in the

If 2

I.

he

an

;;

xxvi

ch.

place that

first

absolutely converging series then "^ancos (nO + <^)

is convergent.

This follows from

1/6 =

II.

4, I.

or 2k7r {k being an integer), 2a cos (nd +

convergent or divergent according as ^a,i

This

1/6^0

and

+ <f>)

is

<^.

convergent

if,

for

of n greater than a certain finite value, has the same

all values

sign

or 2kTr, then Ian cos (nO

is

4>)

convergent or divergent.

obvious, since the series reduces to Sa^ cos

is

III.

is

never increases as

and

increases,

L an- 0.

if

n=oo

This

which

a particular case of the following general theorem,

is

founded on an inequality given by Abel

is

If 'Xunbe convergent or oscillatm'y anda^,

IV.

^2,

a,

.,

ofpositive quantities, v^hich never increase as n increases,

and if i/a = 0, the7i lanUn is convergent.

be

series

Abel's Inequality

as follows

is

A>U^ + Ui +
where
if Oi,

u^,

Ui,
fflj,

increase as

.,

.,

ttrt

This

Sn =
and

may
aiUi

a-iU^

for all values of n,

+ Un>B,

/S^2

(^2
.,

{a-i ttn),

{(ai-2) + (2-a3) +

+ % > cti^-

Let
Ui

are each

W3

Si,

'

/Sj-/Si,

+ ,
&c.

.+Sn-i{an-i-an) + Snan.

<A

and

>B, and (ai-a^),

an are all positive or zero,

.

{an-i

- an) +

>Sn'>{{ai-a2)-\-{a2-a3)+.
that

Sn=iii + ih +

.+ a (S^ - Sn-i),

- tts) +

/S'

Then

antin-

a^ iS.j,-Si)

Hence, since Si, S^,

If,

then

> aiUi + a-iU^ +

= >Si (! - ttj) +
- Oa),

be proved as follows:

Sn =aiSi +

(aj

Un are any real quantities whatever, and

be a series of positive quantities which never

increases,
ttiA

an}
.

A
+

(_i

- a) + } 5

is,

ajA>Sn'>aiB
Theorem IV.

follows at once, for, since

(1).

2m

is

not divergent,

 9,

Sn

TRIGONOMETRICAL SERIES

10

not infinite for any value of

is

infinite.

Also,

where

and

(7

137

Hence, by

n.

(1),

S^

is

not

by Abel's Inequality,

are the greatest and least of the

values of

+ Un+m = ^n+m " ^n) for all different

positive values of m.
Now, since 2m, is convergent or oscillatory,
^n+m - Sn is either zero or finite, and L a+i = 0, by hypor^Rn (= M+i

+ M+2 +

n=oo

Therefore,

thesis.

follows from (2), that

Hence ^a^Un

values of m.

We

it

is

= cos {n6 +

for all

convergent.

shall prove in a later chapter that,

Un

L m,Rn

when

(fi),

Sn = sin ^n6 cos {^{n + l)9 + </>}/sin |^.

or 2kir, we see
If, therefore, we exclude the cases where 6 =
Theorem HI. is thus seen to be a
that Sn cannot be infinite.
particular case of Theorem IV.
Cor.
If a^he as above, 2( l)"~'acos(w^ + ^), 2asiw(w^+<^),
and 2 ( - l)"~^as (n^ + <^) are all convergent.

CONVERGENCE OF A SERIES OF COMPLEX TERMS.

If the

10.]

where

wth term of a

series

we may

Tn=yi+y2 +
By

be of the form Xn + yJ,

the imaginary unit, and x^ and yn are functions of n,

write the sum of n terms in the form &n + TJ, where

i is

sum

'+yn+ yj)

'

(xn

is meant the limit

+ TJ that is, (LSn) + (LTn) iThe necessary and sufficient condition for the convergency of
^(xn + yni) is therefore that 2ir and lyn he both convergent.
For, if the series 2^ and 2y converge to the values 8 and
T respectively, S {xn + yJ) will converge to the value S+ Ti;

the

when

and,

n=

if

of the infinite series

CO of /S

either of the series 2ir,

(LSn) + {LTn)

i will

not have a

diverge or oscillate, then

finite definite value.

CONVERGENCE OF COMPLEX SERIES

138

Zn*

theorems t,

a^n

;2n T =

The complex

I.

is

that

so

XXVI

CH.

+ ^J; and let \zn\ be the modulus

We have the following
^ P + ^n Pwhich are sufficient for most elementary purposes
Let Zn denote

11.]

of

%Zn

series

is

convergent if tlie real series '^\zn\

convergent.

For, since

than

convergent

by

2;

It

that

Izn

10,

convergent, and

is

from

\zn\, it follows

and

2a?

is,

4, L,

Xn and

?/

are each less

that '^\xn\ and %\yn\ are both

both convergent.

%y,^ are

Hence,

convergent.

is

should be noticed that the condition thus established,

although

For example, the

not necessary.

is

sufficient,

series

- i)/2 + (1 - i)/3 - ... is convergent since 1/1 - 1/2

+ 1/3
and - 1/1 + 1/2 1/3 +
are both convergent;
but the series of moduli, namely, *y2/l + J^/'Z + j2/3 +
(1

- i)/l .

(1

is

When

^Zn

such that '^\zn\

is

simply Un with

its

sign

made

the present definition of

and

need

positive, if

be,

we

is

see that

convergency includes that

absolute

as a particular case.

IV.,

Cor.

convergent, 2;r is said to be

and that the theorem just proved includes

formerly given,
4,

is

Since the modulus of a real quantity Un

ahsolutehj convergent.

If mRn denote Zn+i + Zn+2

1.

sufficient condition that the

it be possible,

as

divergent.

+ Zn+m, then the necessary

2^ converge is that

series

by taking n sufficiently great,

we please, whatever
If Xn

Cor. 2.

complex

whose modulus

is

the value

to

make \mRn\ s small

of m.

be real or complex,

and

z^

a complex number

not infinite for any value of n, however great, then

'^m be absolutely convergent if 2X is absolutely convergent.

and, since 2A is absolutely conXnZn = ^n ^
is convergent.
vergent, 2 X
Hence, since \zn\ is always
z,
is convergent by 4, 11.
finite, 2 X,i
that is, 2 A.;2r is
Hence % {K.Zn) is absolutely convergent.
convergent.
2(^>i*n)

For

Example
values of

1.

The

2.

The

series 2j'7n! is absolutely

convergent for

finite

all

z.

Example

series S"//t is absolutely

* See chap,

convergent provided *
|

xii,, 13.

+ Cauchy, R6sum6s Anahjtiques,

xiv.

< 1.

LAW OF ASSOCIATION FOR

12

11,

139

SERIES

Example 3. The series S (cos 6 + i sin ^)"/)i is convergent if ^ 4=

For the series 2 cos ndjii and S sin v0ln are convergent by 9, III.

Example

The

4.

the series of moduli

Let

II.

series (cos ^

is Sl/ft^,

+i

which

or 2krr.

sin 0)"ln" is absolutely convergent.

is

For

convergent.

be the fixed limit or the greatest of the limits^ to

n is increased indefinitely, or a fixed limit

when n is increased indefinitely ; then tJie
series IZn will he convergent ifQ,<l and divergent ifQ,>\.
For, if fi<l, then, by 5, I. and II., the series '^\zn\ is
convergent; and therefore, by 11, I., 2;5 is convergent.
If 0>1, then either some or all of the terms of the series
ivhich

l^^np^"'

which

to

s^n
I

tends wJien

tends

Zn+i/Zn

however great

the series
^z.,i,

2ir,

must

which

for

Zn

be

it will

exceeds any value

+ y ffi"^, the same must

Hence one at least of
\yn\must diverge; and consequently %{xn + yni),

and, since

be true of one at least of

i.e.

In any case,

ultimately increase without limit.

I

possible to find values of

2r

x^

(j a;

|^

and

diverge.

APPLICATION OF THE FUNDAMENTAL LAWS OF ALGEBRA

TO INFINITE SERIES.
12.]

Law

of Association.

We have already had occasion to

observe that the law of association cannot be applied without

limitation to an infinite series; see the remarks at the end of
It can, however,
is

convergent.

series obtained

7.

be applied without limitation provided the series

For

SJ

let

denote the

sum

of

terms of the new

by associating the terms of the original

series into

sum of n
we can always assume m so great that
Hence S^' - Sn=^pJin,
S,n' includes at least all the terms in Snwhere p is a, certain positive integer. Now, since the original

groups in any Avay whatever.

terms of the original

Then,

if

/S'^

denote the

series,

* It will be noticed that this includes the case

where

n=ao

|2,J'/"

has

different values according to the integral character of

sponding case where

L
n=x

s,i+i/*

oscillates

retained Cauchy's original enunciation

additions might be

made

to the

is

but it
;
theorem in the

n: but the correnot included. We have

is

easy to see that some

latter case.

LAW OF COMMUTATION FOR

140

series is convergent,

as small as

Hence

we

by taking n

sufficiently large

of terms produces no

effect

CH.

XXVI

we can make pRn

It follows therefore that

please.

the association

SERIES

L SJ= L Sn-

on the

sum of the

infinite convergent series.

13.]

more

Law of Commutation. The law of commutation is even

restricted in its application than the law of association.

We may
applied

however prove that

to absolutely

the

law of commutation can he

convergent series.

"We shall consider here merely the case where each term of
the series

displaced a finite

is

the original

series,

finite

number

sufficiently

steps*.

Since each term

tion of the terms of 2m.

number of

Let 2m be

2^^' the new series obtained by commuta-

we

of steps,

can, whatever

great always

is

Sm

secure that

only displaced by

n may

be,

by taking

contains

all

the

terms of Sn at least. Under these circumstances SJ Sn contains fewer terms than pRn, where p is finite, since m is finite.

Now, since 2w is absolutely convergent, even if we take the

most unfavourable case and suppose all the terms of the same
sign, we shall have L pEn and, a fortiori, L Sm - L Sn = 0.
;

Hence

L SJ = L Sn',

which establishes our theorem.

to a semi-convergent series
pRn does not depend solely on the

The above reasoning would not apply

because the vanishing of

individual magnitude of the terms, but partially on the alternation of positive and negative signs.

Cauchy, in his Resumes Analytiques,

have been the

first

convergence of a semi-convergent series

the order of

its

Vii.

(1833), seems to

to call explicit attention to the fact that the

terms.

Dirichlet

effect of the order of the

and

is

essentially

Ohm

dependent on

gave examples of the

terms upon the sum.

Finally Riemann, in his famous

memoir on Fourier's Seriest,

showed that the series 2 (-1)"~%, where Lun = 0, and ^u^+xOxA
lu^n are both divergent, can, by proper commutation of its terms,

See below, 33, Cor.

2.

t Written in 1854 and published in 1867.

Werke, p. 21L

See his Gesammclte Math.

 12,

LAW OF COMMUTATION FOR

13

SERIES

141

be made to converge to any sum we please and Dirichlet has

shown that commutation may render a semi-convergent series
;

divergent.

When

the

of its terms

sum

of an infinite series is independent of the order

said to converge unconditionally.

it is

It is ohvious

from what has been said that unconditional convergence and

absolute convergence are practically synonymous.

Example

The

1.

is

series

convergent by

but the series

v/(4m + 3)

V(4m+1)
v?hich is evidently derivable

which

is

!_

from

(1)

^(2m+2),

+ ...

(2),

by commutation (and an association

permissible since the terms ultimately vanish),

is

divergent.

For,

+ 3) -l/v'(2m + 2), and v^ = lljm, then

LuJv^=L {1/V(4 + 1/m) + ly (4 + 3/0 - 1/^(2 + 2/m)} = 1/2 + 1/2 - 1/^2 =
if

^ = 1/J(4m +

1)

1/^(4771

1 - i^2. Hence w^/^'ot i^ always finite

Hence 22t is divergent. (Dirichlet.)

Example

The

2.

\1^3/

and 2v^

divergent, by 6, Cor. 4.

is

series

11 11
1

2'*'3

2^V5^7y

1_

4'*'5

4^ ^V4i + 1^4m + 3y

are both convergent; but they converge to different sums.

successively three

and four terms of each

between -583 and -833; whereas the sum

Addition of two

^''

(2)1)'^'''

'"^(2-l)

series,

of (2) lies

infinite series.

and converge to the

'%{Un + v^ is convergent and

vergent,

we

values

(2),

For, by taking

see that the

sum

of (1) lies

between -926 and 1-176.

If 2m and Sv^ i>^ both conS and T respectively, then

converges to the value

S+T.

We

may, to secure complete generality, suppose u^ and v to

be complex quantities. Let 8n, Tn, Un represent the sums of
n terms of 2m, 2v, 2 ( + Vn) respectively then we have, how;

ever

great

may

be,

V'n

= Sn+

Tn.

Hence, when n=cc,

LU'n = LSn + LTn, which proves the proposition.


LAW OF DISTRIBUTION FOR

142

Law

14.]

of Distribution.

SERIES

CH.

The application of the law of

by the following theorems

quantity^ and 2m converge to the value

distribation will be indicated

If a

he

any

finite

XXVI

S,

then '^aun converges to aS.

The proof

of this

is

so simple that

may

it

be

the

left to

reader.

If %Un and %Vn converge

to the

values

S and T respectively, and

at least one of tlie two series he absolutely convergent, then the series

lhVi+{lhV2 +

U-iVi)

converges to the value

+ U./On-i +

.+{tliVn

Un'l)

(l)

ST*.

Let Sn, Tn, Un denote the sums of n terms of 2?^, %Vn,

+ UnVi) respectively and let us suppose that
2 {UiVn + ii'^n~\ +
%Un is absolutely convergent. We have
.

L^ =

where

ii-iV^

Ws'^n-i

UiCj,

+ UnV-i

U,,V.i

+ w^vn

= U.Vn + Wj {Vn +
If therefore

n be

Ln - [WoVsm +
+ [Um+1

even,

= 2w

V2m-i)

Ih (Vin,

{V-im

n be odd, =2ni+

If

+ [Um+l{Vzm+l +

Now,

.,

since 2v

\Vm+2

'

+ U^

(??

Vo)

(2).

say,

+ V,+i) +

U,, {v.,

lh,n (V-zm

V,a+o)]
"+ -)]

(3).

1 say,

'+Vm+2) +

sufficiently great, to
.

Vn_i)

is

convergent,

make each

.+V2,\,

2;ft+l (V27n+1

it is possible,

+ ''^2)]

(4).

by making

of the quantities \v2m\, \v^-i+V2m\,

\Vo,a+i\, \v.,n

V.2m+i\,

.,

^m+a +

* The original demonstration of this theorem given by Cauchy in his

Analyse Algebrique required that both the series S?/, Sr be absolutely convergent. Abel's demonstration is subject to the same restriction. The more
general form was given by Mertens, C reliefs Jour., lxxix. (1875). Abel had,

however, proved a more general theorem (see 20, Cor.), which partly includes the result in question.

v.2m+i

|y;i,

THEOREM OF CAUCHY AND MERTENS

15

14,

as small as

Also, since \Ti\, \T2\,\Ts\,

please.

.,

...
.

are

we

143

'y^+i

we

+V.2,n\,

Hence,

all finite.

small as

and \Tr-Ts\<

are all finite,

please

we

finite quantity,

. ,

\'C2

'

and

\Ln\<^ra{\u2\ + \u3\ +
/3 (

2m

I,

m, and

sufficiently increasing

have, from (3)

therefore

|2;|,

c^ be a quantity which can be

if

by

'

\T,.\

M^+i

we make n

+
I

by chap,

(4),
'

^^,+2

m|

made

as

a certain

xii., 11,

).

Wft

and observe that, since

If, therefore,
+
+ Iwjil is finite, and
absolutely
convergent,
+
2wi is
Im,]
l^sl
that L(m = 0)
=
have
(seeing
we
+
|w,+2|
+
+
\un\)
0,
L{\um+i\
=
=
=
ST.
is,
that
LUn
Hence
0.
LUn,
LSnTn
L\Ln\
infinite,

Cauchy has shown

convergent,

that, if both the series involved be semi-

multiplication rule does not necessarily apply.

tlie

Suppose, for example, u=i;=r ( - l)'*-^". Then both 2m and 2v are

series.
The general term of (1) is

semi-convergent

.-.

^"="U
Now,

since r{i-r + l)

of r, r(r^-r^-l)<|(J^

therefore, for all values

except in the case where

r=^

(w

+ 1), and

then

+ l/)i). The terms

of

are therefore ultimately numerically greater than a quantity which

is

there is equality.

2w

= J(n + 1)2 -{i(n + l)-r}2,

+ l)-,

It follows that \io^\>nl\ (n-(-l)>2/(l

Hence 2i^ cannot be a convergent

infinitely nearly equal to 2.

series.

UNIFORMITY AND NON-UNIFORMITY IN THE CONVERGENCE

OF SERIES WHOSE TERMS ARE FUNCTIONS OF A VARIABLE.
15.]
?2th

Let X

term of an

denote a real variable.

for the present

infinite series

be f{n, x), where /(w, x)

valued function of n and of x, and also for

x within a

a continuous function of
infinite series
finite

function

2/(%, x)
of x,

will,

say

if

all integral

is

If the

a single

values of

certain interval, then the

convergent, be a single valued

<i>{x).

At

first

sight,

it

might be

supposed that 4*{x) must necessarily be continuous, seeing that

each term of f{n, x)

is

so.

Cauchy took

this view

but, as

UNIFORM AND NON-UNIFORM CONVERGENCE

144
Abel*

No

first

each definite
is

pointed out,

(f>

{x)

doubt 2/(w, X + h) and 2/(w,

finite values,

not necessarily continuous.

is

x),

being each convergent, have

and therefore 2 {/{n, x +

convergent, and has a definite finite value

not necessarily/ zero

when h =

example, following

Du

(nx -x+1).

we have,

is

= nx/{nx +l)-{n-l) x/{n -lx + 1},

Hence, provided x + 0,
0, however great n may

tf>

(x)

is,

therefore, in this case, discontinuous

discontinuity of the

ciated with
is

/{n, x)}

Sn = nxl{nx+1).
however, x=0 then Sn =

in this case,

another peculiarity which

x=0,

h)

but this value

for all values of x. Suppose, for

Bois-Reymond, thsd, f(n, x) = x/{nx + 1)

Since /{n, x)

LSn = l. If,
The function
be.
when x=0.
The

XXVI

CH.

is

above

series

The Residue

discontinuity.

accompanied by

is

although not always, asso-

often,

of the

when

series,

given by

En=l-Sn=l/(nX+

1).

Now, when x has any given positive value, we can by making n

enough make l/{nx+l) smaller than any given positive
quantity e. But, on the other hand, the smaller x is, the larger
must we take n in order that l/(nx + 1) may fall under and,
in general, when x is variable, there is no finite lower limit for n,
independent of x, say v, such that if w>i' then Rn<^. Owing
large

to this peculiarity of the residue, the series

is

said to be non-

uniformly convergent in any interval which includes

since,

when x approaches

0,

and,

the number of terms required to

secure a given degree of approximation to the limit becomes

infinite,

the series

is

said to Converge Infinitely Slowly near

x = 0.

These considerations lead us to establish the following

important definition, where we no longer restrict ourselves
to functions of a real variable.

If,

for all values of z within

Diagram, we can for every

positive value of , however small, assign a positive integer v
INDEPENDENT OF z, such that, when n>v, |i?|<, then the series

a given region

in Argand^s

* Eecherches sur la

Bd.

1.

(182G).

Serie

+ y^+

^
J^^Z

x^+

Crelle's

Jour.

UNIFORM CONVERGiENCE

15

2/(w, x)

said

is

145

Unifokmly Convergent within

to be

the region

in question.

Stokes*,
the

Sums

who

in his classical paper

of Periodic

fundamental principle

on the

Critical

Values of

make clear the

underlying the matter now under disSeries was the first to

has pointed out that the question of uniformity or

cussion,

non-Tiniformity of convergence always arises

when we consider

the limiting value of a function of more than one variable.

Consider, for example, the function f{w, y) ; and let us suppose
that, for all values of y in a given region R, f{x, y) approaches

when x approaches the value a and let us

Then if we assign in advance any positive
y).
quantity e, however small, we can always find a positive quantity
If it be
A, such that, when |.'r-al<X, \f{x,y)-f{a,y)\<.
a

finite definite limit

call this

limit/(,

possible to determine

A.

so that the inequality

\/{'^>y)-f{a,i/)\<^
shall hold for all values of

y contained in

or convergence to the limit

on the other hand, A depends on

is

li,

then the approach

said to be uniform within R.

is

y, the

If,

convergence to the limit

said to be non-uniform.

.+z"+. .; and let

Example 1. Consider the series l + z + z'^+
l2|<p<l. We have \I\n\ = \z^'^^l{l-z)\<p^'^^l(l- p). Hence, in order to
secure that iJ < e, we have merely to choose n > - 1 + log (e - e/3)/log p.
Since - 1 + log (e - ep)/logp is independent of z, we see that within any circle
whose centre is the origin in Argand's Diagram, and whose radius is less
.

than unity by however little, the series Sz" is uniformly convergent.

On the other hand, as p approaches unity log (e- p)llog p becomes larger
and larger. Hence the convergence of Sz" becomes infinitely slow when z
approaches unity. We infer that the convergence of 2S^" is not uniform
within and upon the circle of radius unity. And, in fact, when the upper
|

limit of

is 1, it is

obviously impossible

when

e is

given to assign a finite

value of n such that

* Trans.

2"+'/(l

-z)\<e

Camb. Phil. Soc, Vol.

shall be true for all values of

viii. (1847).

z.

Continental writers have

generally overlooked Stokes' work; and quote Seidel, Abld. d. Bayerischen

Akad. d. Wiss. Bd. v. (1850). For exceptions, see Reiff, Geschichte der

and Pringsheim, Eiic. d. Math. Wiss.

Bd. II. p. 95 (1899). In his first edition the writer, although well acquainted
with Stokes' great paper, by an unfortunate lapse of memory, fell into the
same mistake. The question of uniformity of convergence is now a
fundamental point in the Theory f Functions.
uiiendlichen ReUien, p. 207 (1889)

c.

11.

10

CoNTtNUlTY AND tfNlPORM CONVEHGENcE

146

Example

Osgood* has shown

2.

that, if

= V(2e) n sinVa;

'Pn (^)

c-'^i"*'f*,

the infinite series which has ^ {x) + 0 (2! x)j2\ + . . . + ^

sum of n terms converges non-uniformly ia every interval.

From the

definition of

XXVI

CH.

the

(n! x)jn\ for

Uniform Convergence we can at once

draw the following conclusions.

Cor.

1,

If the terms of 2 \f{n, z) are ultimately less than

a converging series of positive terms wlwse values are
\

the terms of

independent of z, then %f{n, z) converges uniformly.

For, if %Un be the series of positive terms in question, and

the residue of "^{n,

z),

\B,\1^\f{n+\,z)\ + \f{n + 2,z)\+

< M+i + Un+2

Since Swn

w> V,

Un+i

Un+i, w+2,

is

we can
'<^\ and

convergent,

+ Mn+2 +

...

independent of

so

.,

find an integer v so that,

V will

be independent of

when
since

z,

Hence we can find v

that |i2|<e, when n>v, c having the usual

are independent of

^:

Rn

then

z.

meaning.

If % \f{n,

Cor. 2.
is

z)

uniformly convergent, then

is

^{n,

z)

unifoi'mly convergent.

We

16.]

now proceed

to establish a

fundamental theorem

regarding the Continuity of a Uniformly Converging Series.

Let f{n, z) he a finite single valued function of the complex
variable z

and

the integral variable n,

z within a region

which

is

continuous as

Jwwever large, and for all values of

in Argand's Diagram. Farther, let ^{n, z)

regards z for all values of

n,

converge uniformly within R, say to

<t>

(z).

Then ^ (z)

is

con-

tinuous function of z at all points within the region R.

Let the sum to n terms and the residue after n terms of

and let Sn and Rn be the like for

Sn and Rn
where z and z' are any two points within the region R.

2/(7i, z) be

%f{n,

z'),

Then we have

^(z)=Sn + Rn,
* Bull.

Am. Math. Soc,

Ser. 2,

iii.

^{z) = S: +
(1S96).

R:

This paper

(1).

is

well worthy of

study on account of the interestiug geometrical methods which the author

uaes.

CONTINUITY AND UNIFORM CONVERGENCE

15,

16

Since

'^/{n, z)

is

positive quantity

independent of

z,

c,

147

uniformly convergent within R, given any

however small, we can find a

such that for

Rn<i, when n>v. Let

all

finite integer v,

values of z within R,

Rn< and

us suppose n in the equations (1) chosen

Since the choice of z

to satisfy this condition.

is

unrestricted

we

can by making \z-z'\ sufficiently small cause the absolute value

of each of the differences /(I, z)-f{\, z),
to

become as small as we

we can choose \z-z'\

.,f(n, z)-f{n, z)

please, and, therefore, since

so small that

\Sn-Sn\, which

is finite

not greater

is

than % \f{n,

z)

-f{n,

z')

shall

|,

be

than

less

c.

Now
\<i>{z)-^{z')\

= \8r,-S,: + R,,-R:\
1^\Sn-Sn\ + \Rn\ + Rn
\

<3e,
which proves our theorem

we

small as

It follows

%f{n, z)
vergence
vergence

but

it

{nw + 1) {nw -x+l)-

of this series

x^O,

It

can be made as

by non-uniformity of conby discontinuity.

In fact,

has shown by means of the example

that infinitely slow convergence

near

3c,

does not follow that non-uniformity of con-

necessarily accompanied

is

{xjii

The sum

and therefore

from what has been proved that discontinuity of

Du Bois-Reymond
%

c,

necessarily accompanied

is
;

for

please.

is

w'^/(naf

may

+1) (naf -x+1)}

not involve discontinuity.

always zero even when ^ =

the convergence

is infinitely

and

yet,

slow.

should also be noticed that the fact that a series converges

at a point of infinitely slow convergence, does not involve that

the

sum

continuous at that point.

is

%xl{nx +

1)

Thus the

series

{nx -x-\-\)

x = Q; but, owing to the infinite slowness of conx-0, the sum is discontinuous there, being in fact
and 1 for points infinitely near to a? = 0. In such

converges at

vergency at
at
cases

0,

it is

necessary to state the region of uniform convergence

with some care.

The

fact

is

that the

series

in

convergent in the real interval pl^xl^b, where b

question
is

any

is

finite

102

DU BOIS-REYMOND's theorem

148

and p

positive quantity

is

a positive quantity as small as we

please but not evanescent.

that the series

Such an
*

closed

'

This

is

usually expressed by saying

uniformly convergent in the interval

is

may

interval

XXVI

CH.

0<x^b.

be said to be 'open' at the lower and

at the upper end*.

Examplef. If /* be iDdei)endent of z, and u\^{z) be a single valued

function of n and z, finite for all values of n, Lowever great, and finite and
continuous as regards z within a region R, then, if 2,/j.^ be absolutely convergent, l,flJ^w,^ (z) is a continuous function of z within jR.
It will be sufficient to prove that the series 2/xit' (2) is uniformly
convergent within E.
Since w(2) is finite for all points within li, we can assign a finite
positive quantity, g, independent of z, such that, for all points within R,
Consider

i?,

the residue of

S/U,ji<j (2)

We have

n terms.

after

Kn = M+i Jf+i (2) + /J^n+^J^n+i (z) +

Hence
1

Since S/i

an

is

^L >
I

M+l

Wn+l

(2)1

+
S

absolutely convergent,

Mn+2

is

when n>v, fi^^-y +

small as we please.

integer v such that,

positive quantity as

Both

''+2

{^)\+

'

convergent, and
/j.^^^

we can

<e/f7,

assign

where

e is

and g being independent of 2, it is clear that v is indeHence we have, Avhen n>v, |JJ,J<e, v being independent
The series is therefore uniformly convergent and it follows from the
/x

l^endent of z.

of

2.

main theorem

of this paragraph that its

sum

is

a continuous function of

z.

SPECIAL DISCUSSION OF THE POWER SERIES Sfln^".

17.]

As the

series 2,iC;" is of great

importance in Algebraic

Analysis and in the Theory of Functions,

we

discussion of

both convergence and

continuity.
Series

properties

its

We may

and we

shall

as regards

speak of

it

shall give a special

for shortness

as the

consider both and z to

Power

be complex

+ i sin 6), where

?'n (cos a,^ + i sin a,i), z = p (cos
and o are functions of the integral variable n, but p and are

numbers, say =
Tn

independent of
*

n.

Harkness and Morley use these convenient words in their Introduction

of Analytic Futictiotus, Macmillan (1898).
t Du Bois-Reymond, Math. Ann. iv. (1871).

to the Tliconj

CIRCLE AND RADIUS OF CONVERGENCE

17

16,

The leading property

of the

Power

Series

that

is

149
it

has what

a Circle* of Convergence, whose centre is the origin in

Argand's Diagram, and whose radius {Radius of Convergence) may

is called

be

For

zero, finite, or infinite.

upon) this
vergent

and

series

and uniformly con-

absolutely

the radius be finite) for

(if

or diverge

oscillate,

values of z within (but not

all

is

On the circumference
may converge either

divergent.

the

the series

circle

all

absolutely

but on any other

values of z without

of the circle of convergence

conditionally,

or

circle

must

it

either

converge absolutely or else diverge.

The proof
then

of these statements rests on the following theorem.

when z = Zq,

the series "^anZ^ be at least semi-convergent

If

it is

absolutely

and uniformly convergent at

all points within

whose radius <\zq\.

circle

Since %anZj^

is

convergent, none of

in absolute value, hence

quantity g such that

Hence

it is

anZ^^\<g, for

\a,z''\

its

terms can be infinite

possible to find a finite positive

all

values of n however large.

\a,,z,''{zlz,Y\,

'^Aa,,z-\\{zlz,Y\,

Now,

since z

g%{zlz^'^

series

is

is

within the circle

2 anZ^ is absolutely convergent.

The convergence is uniform.

Hence the

\zIzq\<1.

\zo\,

Therefore

absolutely convergent.

( 4, I.)

|2;|<|co|, we can
Now, by the theorem just
established, 2 Unz"^ will be convergent, and its terms are indeofj^^;"' < '"
pendent of z. But, since ;3 <
Hence, by

find

z'

such that

For, since

|;c;]<|2;'|<|2'o|.

2;'

15, Cor. 1,

%anZ^

is

Circle of Convergence.
1st.

It

uniformly convergent.

Three cases are in general

may not be possible to

the series Sa^s" converges.

find

any value

Zq

possible.

of z for which

"We shall describe this case by saying

that the circle of convergence and the radius of convergence are

infinitely small.

The

2nd.

When

radius

An
series

example

may

is

the series 2!a;".

converge for any

finite

value of z

in what follows we speak of a circle {R), we mean a

whose centre is the origin in Argand's Diagram.

circle of

RADIUS OF CONVERGENCE, CAUCHY'S RULES CH. XXVI

150

however

We

large.

of convergence are

shall

then say that the

An example

infinite.

and the radius

circle

of this very important

class of series is ^x^jnl.

There

3rd.

may

and other

verges,

be

finite

finite

In this case there

values of z for which 2a2;" con-

values for which

must be a

definite

it

does not converge.

upper limit to the value

of \zq\ such that the series converges for all points within the

converges

and diverges for all points without. For the series

when |2;|<|^;olj f^iid it must diverge when |2;|>|2;o|;

for,

converged even conditionally for

circle

l^^ol

if it

would converge when

by the greater

circle \zq\

tlie

we

until

either

arrive

beyond which there

case

2,

where the

We

must be

is

and proceed in

circle \z'\,

maximum

at a

any

way

back upon
however great.

of the circle of con-

often called the Radius of Convergence,

by R.
and

carefully noticed that both as regards uniformity

as the above demonstration goes) an

points on

its

open region, that

is (so far
is

to say,

circumference are not to be held as being within

Thus, for example, nothing

it.

this

fall

circle

absoluteness of convergency the Circle of Convergence

tlie

it

of convergence,

circle

only divergence, or else

series converges within

it is

then

|;'|>|2ro|,

could, therefore, replace

commonly denote the radius

shall

vergence, or as
It

We

|2;|<|2;'|.

proved as regards the con-

is

vergence of the power series at points on the circumference of

the Circle of Convergence
uniformity of convergence

and what we have proved as regards

is

that ^a^z^

within any circle whose radius

is less

is

than

uniformly convergent

R by however

Cauchys Rules for determining

vergence of a Power Series.
18.]

Let

I.

ivhich
I

be

to

tlie

tends

ttn P'"

fixed limit or

when n

is

tlie

little.

Radius of Con-

the

greatest of the limits to

increased indefinitely, then

radius of convergence of "ZanZ^.

For, as we have seen in 11, II., 2a2;"

l/a>

is the

divergent according as

w
I

< or> 1

II.

Let

(o

that

is,

^anz"".

according as \z\< or >

be a fixed limit to which

increased indefinitely;

is

X|a''p^<or>l; that

then l/w

is the

convergent or

is,

according as

1/<d.

a+,/a

tends

when n

is

radius of convergence of

CONVERGENCE ON CIRCLE OF CONVERGENCE

17-19

The proof

is

the case where

Example

L
1

1.

Here, by the

The second

as before.

than the

easier of application

an+ildn

is
\

first

but

By

R = l,

is

often

subject to failure in

it is

not definite.

+ 2/1 + 2^/2+...

w=

rule,

first

(l/n)V"=

I,

n=o

Hence

of these rules

151

m'=l

(chap, xxv., 16).

n=0

R = l.
w= L

the second rule,

{l/(n

+ l)}/{l/n} = L

n/(n + l)

= l. Hence

as before.

Example 2. z + 2z^ + z^ + 2z*+

.
Kereifn = 2??i, L |aV]= L lVn = l,
n=ot)
n=
if n = 2m + l, L |aV|= L 2V=:1.
.

n=aJ

jl=oo

Hence w=l, and

JJ

= 1. The

Convergence of a

19.]

second rule would

Power

fail.

Series on its Circle of Con-

vergence,

The general question

as to whether a

on

oscillates or diverges at points

complicated.
rule covers

For

many

Let a be

I.

series

of the
real,

whose

power

its circle

series converges,

of convergence

is

coefficients are real the following

commoner

cases.

such that ultimately has the same sign

increases; also that Lan = 0, and Lan+i/an=l, when

Then the radius of convergence of^a^z^ is unity ; and
If 2a is convergent, %anZ"' converges absolutely at every

and never

n- <^.
1st.

point on

its circle

2nd.

point on

If %an
its

of convergence.
is

circle

divergent, 'ZanZ^ is semi-convergent at every

of convergence, except

z=

1,

where

it

is

divergent.
If

to

we

2a

notice that on the circle of convergence Sas" reduces

(cos

nO +

i sin

nO)

= 2a cos nO + i^an sin nO, we deduce

above conclusions at once from

Cor.

2(-

Obviously

l)"'anZ^,

except

the

the

9.

above

conclusions

that the point z

=l

hold

equally for

takes the place of

z=l.
The following Rule, given by Weierstrass in his well-known
memoir Ueber die Theorie der Analytischen Facultdten* applies
the point

Crellt'a Jour.,

Bd. 51 (185G).


Abel's continuity

152
to the

may

more general case where the

By

be complex.

6,

theorems

coefficients of the

Cor. 5,

it

ch.

xxvi

power

series

easy to show that

is

it

includes as a particular case the greater part of the rule already

given.

If on and

II.

in the

dn+i/ftn

after

a certain value of n we can expand

an+1

form
a + hi

a^

n^

an

where g and h are

circle

real,

then

the behaviour

of convergence, the radius of which

as follows

of S^n^" on

is obviously

its

unity, is

Jf g<i;iO the series diverges.

If g<-l the series converges absolutely.
3rd. If 1;{>^<0 the series is semi-convergent, except at the
point z=l, where it oscillates if g l and h = 0, and diverges
1st,

2nd.

if

g>-l.
For the somewhat lengthy demonstration we
memoir.

refer to the

original

20.]

Abel's Theorems* regarding the continuity of a power

series.

Since (18) Sa^^" converges uniformly at every point within

of convergence, we infer at once that

its circle

The sum of the power series "^a^z^ is a continuous function

I.
of z, say (f) (z), at all points within its circle of convergence.
This theorem tells us nothing as to what happens when we
pass from within to points on the circumference of the circle of

we pass from point to point on the circumMuch, although not all, of the remaining information
required is given by the following theorem.
II.
If the power series ^a^s" be convergent at a point Zq on
its circle of convergence, and z be any point within the circle, then
convergence, or when
ference.

provided the order of the terms in

where

it is

'^a^^z^^

be not deranged in cases

only semi-convergent.
CrelU's Jour.,

Bd.

i.

(1826).

19,

theorems

Abel's continuity

20

In the

first place,

we need only

we can show that

in proving this

consider the case where z and ^o

radius of the circle of convergence.

For,

if

the same radius, describe a circle through

z,

radius Oz^ in

153
theorem

on the same

lie

z and ^o be not on
and let it meet the
by making |2;-2?o|

Then it is obvious that,

and 2^1 o each smaller
we can make s -

z^.

sufficiently small,

;2;i

than any assigned positive quantity however small.

Since z and
can,
less

Zx are

by making ;2 than any assigned

1

<^ (2;)

</>

both within the

;2;i

(^0)

circle of convergence,

make

sufficiently small,

positive quantity

=
I

<^

(^)

^ (;2a)

however

c,

^ (^1)

</>

we

^ (2;) - <^ (^^i)

small.

(^0)

But

I,

>l<^()-<^(;^OI+l'^(^i)-<^(^o)!,

we could prove that by making i - 2^0 sufficiently

we could make ^ {z^ - (zo) as small as we please, it
would follow that by making \z- Zo\ sufficiently small we could
make \(f>(z) (zq) as small as we please.
Let us suppose then that z and Zo have the same amplitude 6,
then we may put z = p (cos 6 + i sin 0), Zq = po (cos B + i sin 0), and
we take a = r (cos a + i sin a). Hence
ttnZ^ - rn (cos a + i sin a) p" (cos 110 + i sin nO),
If,

therefore,

small

<f)

<f>

= (-)

'''nPo'

{cos {nO

a)

i sin

{nd

a)}

\Po/

where x = p/po, and becomes unity when 2; = 2^0 and ?7 and F

are real and do not alter when z is varied along the radius of the
5

circle of convergence.

It is

now obvious that all that is required is to prove that if

^x^Un remains convergent when a;=l,

the series of real terms

00

then

%af^

00

Un =

a:=-=l-0 1

to prove that, if

'^Un,

or,

5 ?7

is

bo a convergent

L
J-=l-0

Let

what

practically the

same

series,

i(l-^")C^ =

then

0.

8n = {l-a;)Ux + {l-af)lh +

.+{\-x'')Un,

thing,

154

CONTINUITY THEOREMS

ABEI4'S

Since a;^l,

imposed on

^dn

since

ditions

x^,

a^,

a.2,

^"~\

convergent,

is

imposed on

.,

in Abel's

.,

Wi, ^^,

Un, Un-i,
.

.,

satisfy the conditions

Inequality

Hence,

u^.

Also,

( 9).

.,U-^ satisfy the con-

XXVI

CH.

B being two

and

we have

finite quantities,

(l-^)^>>S;>(l-a?")5.
This inequality will hold however large we

we may cause x

x-\-

Let us put

please.

may

and
any law we

choose n

to approach the value 1 according to

Then we

Ijii^.

have, for all values

of n, however great,
{1

But

(1

It will

Un

Hence

is

1/viT} yi

{I- Ijny =

Therefore, since

%x^^

and

>^> {1

i
1

(1

- lAOn B.

{{I- l/w^)- V'^" =

B are

X=l-0

(1

finite,

- ^)

ZJ^

/Sf^

^"^

1.

that

is,

0.

be observed that, in the above proof, each term of

2 Z7.
S Un must not be deranged, if it

coordinated with the term of the same order in

the order of the terms in

converges conditionally.
It follows

from

tlie

above, by considering paths of variation

within the circle of convergence and along

if

a power series converge at

circle of convergence,
circle of

convergence

all

its

circumference, that,

points of the circumference of

its

then as regards continuity of the sum the

may

This

be regarded as a closed region.

does not exclude the possibility of points of infinitely slow con-

vergence on the circumference of the circle of convergence,

because such points are not necessarily points of discontinuity.

On

the other hand,

if

at

any point

on the circumference

of the circle of convergence the series either ceases to converge

or

is

discontinuous, then the series cannot at such points be

continuous for paths of variation which come from within.

however the

series

converge on both sides of

circumference infinitely near to P,

it

If

at points on the

must converge

to the

same

values.
It

would thus appear to be impossible that a power

series

CONVERGENCE OF X (UnV^ + Un-iVz +

20

of its circle of convergence to one finite value

value at

It follows that, if

itself.

+ U^Vn)

155

P of the circumference

should converge infinitely near any point

finite

and to a

different

a power

series

convergent, generally speaking, along the circumference of

circle

of convergence,

it

is

its

cannot become discontinuous at any

point on the circumference unless

cease to converge at that

it

point.

By

considering the series Swn^", S-Wnz", and the series

their product when both of them are absolutely conand applying the second of the two theorems in the
present paragraph, we easily arrive at the following result, also
due to Abel.
Cor.
If each of the series 2m and 2v converge, say to_ limits
+ Ui^n)
u and V respectively, then, if the series % (unVi + Un-iV^ +
be convergent, it will converge to uv ; and this will hold even if

which

is

vergent,

all the three series he only semi- convergent.

Example

The

1.

series

l+z+

+z"+

has for

circle of con-

vergence the circle of radius unity. Within this circle the series converges
On the circumference the series becomes 2 (cos nd + i sin nd),
to 11(1 -z).
which oscillates for all values of 6, except 6 = for which it diverges. At
points within and infinitely near to the circle of convergence the series
converges to i + tcot^.

The radius of convergence for 2/1+

+"/+ ... is
2,
Within the unit circle, as we shall prove later on, the series conOn the circumference of the unit circle the series
verges to - Log (1 - z).
Example

unity.

reduces to S(cosn0-Fisinn^)/n. This series (see 9,111.) is convergent

when ^ + 0; but only semi-convergent, since Sl/n is divergent. When = 0,

The sum is therefore continuous everywhere at and on

the series diverges.
the circle of convergence, except when ^=0. At points within the circle
infinitely near to 2 = 1 the series converges to a definite limit, which is very
great; but at

Example

0=1
3.

the series diverges to

-f oo

S^^/n* converges absolutely at every point on the circum(i? = l): and consequently represents a
continuous everywhere within that circle and upon

ference of its circle of convergence

function of z which
its

(J?

is

circumference.

Example
and

= l);

4.
its

S?!2" is divergent at every point

sum

is

a continuous function at

of convergence, but not at points

on
all

its circle

of convergence

points within

upon the circumference.

its circle

INDETERMINATE COEFFICIENTS

156

CH.

XXVI

Example

Pringsheim * has established the existence of a large class

5.
which are semi-convergent at every point on the circumference of

of series

their circle of convergence

where \=1 when

a particular case

the series

is

< 22'+i, x^=0 when

Principle of Indeterminate

21.]

22'+i

>n<

the

Coefficients.

= - UiZ- a,,z^. -

be sufficient to show that there exists a

will

quantity A such that,

if

\ aiZ -

Now,

- l)'^z^jn log n,

there is

Since the evanescence of the series implies a^

it

2-''+2.

a circle of non-evanescent radius within

convergent power series ^a^z^ cannot vanish.

If Uo^O,
which

22"' }>

since the series

.,

finite positive

\z\<'K, then

a<iZ'^

%anZ^

point Za within

its circle

positive quantity

^ such that for

.|<|aoI.

absolutely convergent at any

is

of convergence, there exists a finite

all

values of n, a^zi^ ^ a^p^' <g.

\

Hence |a|<^/po".

Now
\-

a-^z

- a<2,z^ -

|:j>|ai2;|

>li|p +

|a2;:;^|

I2|p''

<9{{plp^) + {plpof +

.}

<9p/{Po-p)Hence,
(^

we choose A. so that
), we shall have

if

(,

- aiZ -

g^/(po

a-iz-

z within the circle

<

for all values of

X)

a^

J,

that

is

A.

=
j

a^ p^/
|

tto
I

X.

Cor. 1.
If am^O, there is a circle of non-evanescent radins
within which the convergent power series am^'" + m+i^"'"'"' +
-

vanishes only when z

For

a,nZ"'

+ ar+^z^+^ +

= z'^{am +
Now,

since

am + 0, by

ara+iz

.).

the theorem just proved there

of non-evanescent radius within which a, + am+iZ

vanish

0.

and z^ cannot vanish unless z-0.

* Math. Ann., Bd. xxv. (1885).

a circle

is
.

cannot

^20-22

INFINITE PRODUCTS

Cor. 2.
If ao + a^z + a.^z"^ +
point distinct from z =
within

must ao-0,

0,

a.,

0,

157

vanish at least once at some

evei'y circle,

that

.,

however small, then

the

is,

series

vanishes

identically/.

If for one value of z at least, differing from 0, the

^a^z^ and ^bnZ"' converge to the same sum within every

Cor. 3.
series

however small, then must a^ =

circle,

series

must be

bo,

tti-bi,

.,

that

is,

the

identical.

INFINITE PRODUCTS.

The product

22.]

number

of an infinite

in given order according to a definite law

is

of factors formed
called

an

Infinite

we shall presently see, it is only when the

factors ultimately become unity that the most important case
arises, we shall write the nth. factor in tlie form 1 + m.
By the value of the infinite product is meant the limit of
Product.

Since, as

(1

may

(which
is

Ml) (1

be denoted by

th)

n
11 (1

(1

lln),

or simply

n,^\

by Pn), when n

increased without limit.

Lun were numerically greater than unity,

would be either zero or infinite. As neither of these

It is obvious that if

then

LPn

cases

of

is

any importance, we

shall, in

w to be always less than unity.

I

Any

at the

may

commencement

be

left

also suppose

what follows, suppose

number of factors
which this is not true,

Jlnite

of the product for

out of account in discussing the convergency.

any factor that becomes zero

to be set aside

We
the

question as to convergency then relates merely to the product of

all

the remaining factors.

Four

essentially distinct cases arise

1st.

LPn may be 0.
LPn may be a

2nd.

denote by
3rd.

4th.

11 (1

+ m),

finite definite quantity,

or simply

which we

may

by P.

LPn may be infinite.

LPn may have no definite

value

but assume one or

other of a series of values according to the integral character of n.

;
,

ZERO, CONVERGENT, DIVERGENT,

158
In cases
convergent

2nd

to the

and 2 the

and

case,

in case 3 divergent
23.]

product might be said to be

infinite

to this convenient usage

we

shall adhere

in case 4 oscillatory.

we

instead of considering P,

If,

XXVl

however, usual to confine the term convergent

it is,

CH.

we reduce the whole theory

consider

its

logarithm,

of infinite products (so far as real

positive factors are concerned*) to the theory of infinite series

for

we have
log P = log (1

+ Wi) +

log (1+^2)

+ log(l + ^)

=%
and we see

log (1 + Un)

at once that
n

+ m) = - 00
and
conversely.
then
2nd. If 2 log (1 + w) be convergent, then n (1 + m) converges
to a limit which is finite both ways and conversely.
1st.

S log (1 + u^

If

n (1

w)

L% log (1

divergent, and

is

3rd.

then

n (1

4th.

2 log (1 + %)

If

) is divergent;

If

log (1

M)

and

L% log (1 + Uj) = + 00

and

divergent,

is

conversely.

oscillates,

n (1 + m,^)

then

oscillates

and conversely.
24.]

If

we

the case where w has

confine ourselves to

ultimately always the same sign,

easy to deduce a simple

it is

n (1 + w).
Lun < 0, then S log (1 + m) = - 00 and n (1 + m) = 0.
If Lun >0,% log (1 + Un) = + 00 and n (1 + m) is divergent.
It is therefore a necessary condition for the convergency of
(1 + Ur) that LUn 0.

criterion for the convergency of

If

Since

Lun =

0, 2/ (1

It therefore follows

from

m,J'/"i

=e

hence

4 that 2 log

divergent according as Sm^

is

(1

L log (1

+ u^

is

+ M)/Mn =

1-

convergent or

Moreand infinite parts of

and if m be ultimately

convergent or divergent.

over, if Un be ultimately negative, the last

5w and 51og(l + u^
*

will

be negative

The logarithm

less discussed.

of a complex number has not yet been defined, much

Given, however, the theory of the logarithm of a complex

variable there is nothing illogical in

infinite products, as the

making

it

the basis of the theory of

former does not presuppose the

latter.

AND OSCILLATING INFINITE PRODUCTS

22-24

159

and infinite parts of 2m and 2 log (1 + w) will

Hence the following conclusions
If the terms of 2m become ultimately infinitely small, and
hate ultimately the same sign, then
n (1 + w) is convergent, if 2m he convergent ; and con1st.
positive, the last

be positive.

versely.

n (1 + w) = 0,

2nd.
3rd.

n(l + w)

*/*

%Un diverge

diverges to

co, if

to

ao

and

conversely.

^Un diverge

to

cc ;

and

conversely.

Since in the case contemplated, where u^

invariable sign, the convergency of

n (1 + m)

ultimately of

is

does not depend on

any arrangement of signs but merely on the ultimate magnitude

of the factors, the infinite product,

which the sign of Un

if

convergent,

any

It is obvious that

absolutely convergent.

is

is

said to be

infinite

product in

not ultimately invariable, but which

is

made all alike, will he,

form, and is therefore said

convergent when the signs of w are

fortiori, convergent in its original

to

and we have

be absolutely convergent ;

in general, for infinite

11 (1 + w) is absolutely
when %Un is absolutely convergent ; and conversely.
If either of tJie two infinite products n (1 + m), n (1 - u,)

products of real factors, the theorem that

convergent
Cor.

be absolutely convergent, the other is absolutely convergent.

For,

if

%Un

is

absolutely convergent, so

S ( - )

is

and

conversely.

Example

1.

(1

gent since 21/h^

Example 2.
S ( - l/;i)

since

Example
since

3.

S (If/Jn)

Example

+ l/P)

is
(1

(1

1/2) (1

diverges to
(1

+ 1/^2)

diverges to

4.

(1

+ 1/22)

+ i/n-') ...

(i

is

absolutely conver-

absolutely convergent.

+ 1/^1)

- 1/3) ...
- oo

(1

l/?t)

has zero for

its

value

+ 1/^3)
+ oo

(1

(1

+ 1/^/0

diverges to +qo

(1

l/v/2) (1

+ 1/^3)

(1

l/x/4)

Since the

sign of is not ultimately invariable, and since the series 2 ( - l)"~'/\/'^ i^

not absolutely convergent, the rules of the present paragraph do not apply.
must therefore examine the series S log (1 + ( - 1)"~VV)- The terms of

We

this series

become ultimately infinitely small therefore we may (see 12)

odd term with the following even term. We thus replace the
;

associate every
series

by the equivalent

series

Slog {1 + 1/V(2tt -

1)

- 1/V(2n) - 1/V(4n - 2h)}.

INDEPENDENT CRITEEIA

160

CH.

XXVl

show that

It is easy to

1/V(2 -

1)

- y^iin' - 2;0 <0,

1/V(2h.)

n>l. Hence the terms of the series in question ultimately

become negative. Moreover, 1/V(2m - 1) - 1/\/(2) - 1/V(47i-' - 2n) is ultimately comparable with -\j'2n. Hence S log (l + - 1)"~VV") diverges to
- 00
The value of (1 + lyi) (1 - 1/^2) (1 + l/V^) (1 - W^)
is therefore 0.
This is an example of a semi-convergent product.
for all values of

Example

e^+^e-'^~ie^^ie~'^~^

5.

The

2log(l + M) in

series

this

case becomes
(l

which

its

oscillates.

+ l)-(l + i) + (l + i)-(l + |)+.

The

Example 6. 11 (1 - a;"'"^//*)
when x 1.

product therefore oscillates also.

infinite

is

absolutely convergent

if a;

<1, and has

for

value

We

25.]

infinite

have deduced the theory of the convergence of

products of real factors from the theory of infinite series

by means of logarithms

and

this is probably the best course for

the learner to follow, because the points in the

new theory are

suggested by the points in the old.

necessary

All that

is

is

to

be on the outlook for discrepancies that arise here and there,

mainly owing to the imperfectness of the analogy between the

properties of

(that

is,

+a- a)

and 1 (that is, x a h- a).

by means of a few simple inequality
the above results directly from the

It is quite easy, however,

theorems*,

to

deduce

all

definition of the value of

Pn have

n (1

m).

then we see, by exactly the

same reasoning as we used in dealing with infinite series, that
the necessary and sufficient conditions for the convergency of
n (1 + M) are that P^ be not infinite for any value of n, however
large, and that L (Pn+m J^n) =
and that the latter condition
If

the meaning of

22,

includes the former.

If

we exclude the exceptional

case where

L P = 0,

then,

n=oo

since

Pn

is

always

equivalent to

the condition

(P+m/P -

* See Weierstrass,
Crelle's Jour.,

finite,

Bd. 51.

1)

0,

Abhandlungen aus

that

L
is,

(Pn+m - Pn) ^

LPn+m/Pn =

d. Functionenlehie,

p.

is

'i-

203

or

we denote

therefore,

If,

by mQn
Un

COMPLEX PRODUCTS

24-26

we may

to

Un+\) (1

M+a)

(1

and

sufficient condition that 11

from

zero

that

is

+ m) converge

mQn -

71=00

^Qn -

we can determine a

small,

0,

for

of m.

since

For,

^,1+^)

where

finite limit differing

all values

state the criterion in the following form,

may be complex
Tlie necessary

(1

161

1^^,1-1 |<c.

given any quantity

0,

finite

since

Therefore,

however

integer v such that,

if %<j;v,

= Pn+mlPn, we have

w.Qn

in

particular

l-<P;,+JP^<l +
Since V

Pv

is finite,

both ways by hypothesis.

is finite

(l-e)P,<P,+^<(l +

Since

may

that

be as large as

Again, since

dition

raQn "

we

c)P,.

n however

P is not infinite, however large n, the con1 = 0, wMch is cquivalcut to L mQn = 1, leads
1

n=Qo

L P.
L Pn+m= n=co
n=oo
The

eluded.

shows

large.

n=Qo

to

Therefore

please, the last inequality

values of

is finite for all

The

possibility of oscillation is thus ex-

sufficiency of the criterion is therefore established.

Its necessity is obvious.

We

24 by direct

shall not stop to re-prove the results of

deduction from this criterion, but proceed at once to complete

the theory by deducing conditions for the absolute convergence
of an infinite product of complex factors.

n (1 + i)

26.]

is

since

n (1 +

convergent ?/

Let Pn~\un\, so that p

is

n (1 + p) is convergent,
L {(1 + pn+i) (1 + Pn+2)

convergent.

) is
|

positive for all values of n, then,

+ Pn+m) "

(1

1}

(1).

Now
mQn

-1=

(1

f+i) (1

= 2tUnJf.x +
Hence, by chap,

O^lmQn -

1
I

II.

AUn+iUn+2 +

xii.,

9, 11,

Pn+l) (1

(1

+ Un+iUn+2

+ W+m)

"

1,

^+ni

we have

^2p,i+i + ^Pn+lPn+2 +
^-(1

C.

+ W+2)

+ Pn+2)

. .

+ Pn+lPH+2
(1

+ Pn+m)

Pn+m,

" 111

ASSOCIATION AND COMMUTATION

162

CH.

XXVI

Hence, by (1),ZU$-1 = 0.
Remark. The converse of this theorem is not true ; as may
be seen at once by considering the product (l + l)(l-^)(l + 5)
although
which converges to the finite limit 1
(1 - -J)
(1 + 1)(1 + ^)(1 + ^) (1 + ^) ... is not convergent.
When n(l + M) is such' that n(l + |w|) is convergent,
i/'n(l + M) he
11(1 + Wre) is said to he absolutely convergent.
1

. ,

convergent, hut

n (1

semi-convergent.
particular case

+ ?^,i |) non-convergent, n (1 + w) is said

The present use of these terms includes
the use formerly made in 24.

If '^\un\ be convergent, then n(l +

and conversely.

27.]

to he

is

z^)

as a

absolutely

convergent;

For, if %\Un\ be convergent, it is absolutely convergent, seeing

that \un\
is

by

is

Hence, by

nature positive.

its

Therefore, by g 26,

convergent.

n (1 + w)

24,

n (1 +

|)

absolutely con-

is

vergent.

Again,
is

n(l+w)

if

convergent;

that

absolutely convergent.

n(l + |M|)
n(l + |M|) is

be absolutely convergent,
since

is,

|m| is

positive,

Therefore, by 24,

tin

is

absolutely

convergent.

If %Un he

Cor.

convergent, where

of n that

Example
such that
I

n (1 + Unx)
or

is

is

absolutely

such a function

1.

11 (1

< 1,

a;

Example

4=

a;

absolutely convergent,

x is either independent of n
CO when n= co.

but

- a;"/n)
is

is

absolutely convergent for all complex values

not absolutely convergent

when x = 1.
|

2.

^.{l-xjn^), where x

is

independent of n,

is

absolutely

convergent.
28.]

After what has been done for infinite

series, it is

not

necessary to discuss in full detail the application of the laws of

algebra to infinite products.
I.

^ n (1
H.

Ths law of association

+ w) provided Lun =

The necessary and

We have the following results

may
;

be safely applied to the factors

hut not otherwise.

sufficient condition that

n (1 + w) shall

converge to the same limit {finite both ways), whatever the ordsr of

itsfactws,

When
series

is

Un

%Un be absolutely convergent.

by considering the
and the same method of proof applies when

that the series

is real, this

2 log (1 +

m)

result follows at once

26-28

Un

is

UNIFORM CONVERGENCE

163

complex, the theory of the logarithm of a complex variable

being presupposed*.

An

infinite

product which converges to the same limit what-

ever the order of its factors

The theorem

is

said to be unconditionally convergent.

just stated shows that unconditional convergence

may be

absolute convergence

taken as equivalent terms.

and
con-

ditionally convergent product has a property analogous to that of

a conditionally convergent
the order of

we

its

terms

it

series

that by properly arranging

viz.

may be made

to converge to

any value

please, or to diverge.

If both n (1 + w) and Tl {I + v^^ be absolutely convergent^

n {(1 + Uj) (1 + v^] is absolutely convergent, and has for its
also n {(1 + w)/(l + v^] is absolimit {n (1 + Un)] X {n (1 + Vr^}
III.

then

lutely convergent,

and has for

its

limit

{n(l + w)}/{n

(1 +?)},

provided none of the factors q/II (1 +Vn) vanish.

+ w^+s)
., the total residue of
after n factors, then, if the product
converges to a finite limit which is not zero, given any positive
quantity e, however small, we can always assign an integer v such
If

Qn denote

(1

the infinite product

that

+ w+i)

\Qn-l\<, when

w<|;i'.

any variable

If Un be a function of
V will in

(1

n (1 + w)

general depend on

z,

then,

when

c is

given,

z.

If however, for all values of z within a given region R in

Argand's diagram an integer v independent of z can be assigned
such that

\Qn-l\<^,
when n<^v, then the infinite product is said to be uniformly
CONVERGENT witMn U.
IV. Iffin, z) be a finite single valued function of the integral
variable n and of z, continuous as regards z within a region R,
and if Il{l +f(n, z)} converges uniformly for all values of z
(z) is a continuous function
within R to a finite limit <j>{z), then
ff>

of z within R.
Let z and
* See
79

z'

be

any two points within R, then,

since

Harkness and Morley, Treatise on the Theory of Functions (1893),

or Stolz, Allgemeine Arithmetik, Thl.

ii.

(1886), p. 238.

112

164
(f>

CONTINUITY OF INFINITE PRODUCT

and

(z)

that

are each finite both ways,

<^ (z')

{z')/cf>

<l>

(z)

XXVI

CH.

it is sufficient

to prove

1.

zz'

Let

= PnQn,

<l>{z)

i>(z')

P'nQ'n,

where P, Qn, &c. have the usual meanings.

Since the product is uniformly convergent,
determine a

when

fi'^v,

it is

possible to

(independent of z or z) such that,

finite integer v

we have

\Q-1\<, and 1Q'-1|<,

where

c is

any assigned positive quantity however

we must have

Hence,

small.

in particular,

\Qn\

ee,

\Q'n\

= i + x^;

where 6 and x are real quantities each lying between <}>(z')

Now

\P'v/Pv\

and +

1.

P.

<i>{z)

Also, since

= l,

v being a finite integer, and, z

z=i!

being at our disposal, we can without disturbing v choose \zso small that

P'vjPx

i/'e,

where

- 1 <i/^< +

(1

z'\

Hence
(1

-1

i/^e)

^{z)

<e
Since

made

(3

)/(!

as small as

Cor.

1/

1.

in 16, then
the region

For, if

we

fin

c)

1-e"

can,

by

sufficiently diminishing

please, it follows that

and Wn (z)

n {1 + finWn {z)}

xe)

^e

4> {z')/<t>

(z)\

e,

of the example
a continuous function of z within

satisfy the conditions

is

E.

we use dashes

Q -

|<(1 +

be

l.

to denote absolute values,

f^'n+lW'n+i) (1

we have

+ /n+2'^'n+2) ... -

1.

CONTINUITY OF INFINITE PRODUCT

28

Since Wn{z)

upper

Since

Q -

is

2ju.'n

(1

< (1

n (1

can determine a

g and

fi'

n and

gix^+^) (1

+ ^M'n+2)

so

we can

find a finite

^g/n

1.

absolutely con-

is

and we

integer v (evidently independent of

do not depend on
z,

z,

Therefore

g/x^) is absolutely convergent

finite

gfx.'n+i)(l +gfJ-'n+2)

independent of

that

z),

z,

such that, when n^^v,

-1<. Hence we can determine v,

^ - 1 < e, where e is a positive
1

quantity as small as
is

absolutely convergent,

Hence

vergent.

since

values of

is finite for all

limit, g, for w'n+i, w'n+2,

165

we

It follows that

please.

n {1 + finWn(z)}

uniformly convergent, and therefore a continuous function of

z within B.

If 'XanZ" be convergent when \z\ = Il, then n (1 + a^s")

{z) is a finite continuous function of z
<^ (z), where
values of z such that \z\<B.

Cor. 2.

converges to

for

all

</>

and single-valued as regards n,

and continuous as regards y within the
region T, and if "^fin, y) z^ be absolutely convergent when \z\=B;
then, so long as \z\<E, n (1 +f(n, y) z^) converges to
(y), where
If f{n,

Cor, 3.

and

y) he finite

finite, single-valued,

\f/

a finite continuous function of y within T.

Cor. 4.
If %an be absolutely convergent, then n (1 + anz)
(z), where
(z) is a finite and continuous function
converges to
\^{y) is

ij/

if/

of z for all finite values of z.

We can also establish for infinite products the following
theorem, which

is

analogous to the principle of indeterminate

coefficients.

V.

If, for

a continuum of values of z including

and

n (1 + bnZ^)

n (1

+ bnZ% then

be both absolutely convergent,

ax

bi,

az^b^,

.,

an

bn,

and
.

0, 11 (1

+ anZ^)

n (1 + anZ^) =
.

For we have

2 log (1 + 2;") = 2 log (1 + bnZ"),

both the series being convergent.

Hence

for

dividing by

any value of

z,

however

small,

we

have, after

z,

^a^z""-^ log (1

+ ttr^zy-'"

= ^bnz''-' log (1 + bnz'y'''n''\

ROOTS OF AN INFINITE PRODUCT

166

Since
values oi

log (1

a^^;")^''"''''"

1,

we

have,

CH.
very

for

XXVI
small

'

'

'

z,

a^A^ + a^A^z + aiA^z^-^

= h^Br + KB<iZ + h3B3Z^ +

where Ai, A2,

., B^, B^ difier very
have unity for their limit when z-Q.
.

Hence, since

and

Sa;2;""^

Hence,

(1),

all

by virtue of our

are,

we have

{a^A^z + a^A^z^ +

{hB^z + h^B^z" +

if in (1)

from unity, and

little

:S6""^

hypotheses, absolutely convergent,

) =^

0.

we put z = Q, we must have

ai

Ai =

bi

Bi.

But LAi = LBi = l; therefore ai = bi. Removing now the

common factor 1 + aiZ from both products, and proceeding as
and so on.
before, we can show that (Zg = &2
gives an extension of the
The
following
theorem
29.]
Factorisation Theorem of chap, v., 15, to Infinite Products.
If {z) = 11(1 + anz) be convergent for all values of z, in the
sense that L mQn - 1 = 0, when n= ^ ,no matter what value m
;

iff

may
-

have, then

1/2,

\j/

(z) will

l/ctr,

vanish if z have one of the values

(^nd, if

>/'

(z)

l/ai,

then z must have one

0,

., - l/ar,
of the valties l/ai, - l/a^,
In the first place, we remark that, by our conditions, the
.

L^Qn when w = qo is precluded. The exceptional

mentioned in 23, where Slog(l +a;2;) diverges to -co,
and n (1 + ttnz) converges to for all values of z, is thus excluded.
Now, whatever n may be, we have
vanishing of
case,

^{z)=FnQn

(1).

l/ar.

Suppose that we cause z to approach the value

(1) take n greater than r

can always in the equation

+ arZ

We

so that

among the factors of the integral function P.

= - l/ar, we have P = 0, and therefore, since
Qn+QO, ilf{-l/ar) = 0.
Again, suppose that ^{z)^0.
Then, by (1), PnQ = 0.
But, since u may be as large as we please, and LQ^-l when
1

will

occur

Hence, when z

FACTORS OF EQUAL PRODUCTS

29

28,

we can take n

n='X),

so large that

be large enough, the integral function

must have a value which

Pn

vanish

It

that

Hence,

0.

only n
Hence z

if

will vanish.

make some one of the factors of

must have some one of the values

should be noticed that nothing in the above reasoning

prevents any finite

number

of the quantities ai, a^,

from being equal to one another

series

will

to say, z

is

Qa +

167

may, or

may

not, be contiguous.

factors identical with 1

n (1 + anzY"

and

ttnZ,

ar,

.,

If there be

the product

ip

(z) will

/*

contiguous

take the form

can always be brought into this form

it

and the equal members of the

be

if it

absolutely convergent, for in that case the commutation of

its

factors does not affect its value.

Cor.

If z

1.

lie

within a continuum

(z) w/iich

includes all the

values

-1/^1,

-1/^2,

.,

-!/,.

-i/bi,

-l/b^,

.,

-1/bn,

and
if 11(1

+ anzY" and

n (1 + bnzy be

(A),

(B),

absolutely convergent for all

iffiz) and g{z) be definite functions of z which

become neither zero nor infinite for any of the values (A) or (B),
values of z in

and

if,

{z),

for all values of z in

f{z)

n (1

{z),

+ anzY'^ = g{z)U{l^.

b^z)"'

(1),

then must each factor in the one product occur in the other raised
to the

same poiver ; and, for

all the values of z in (z),

f(^) = g{^)
For, since,

by

(1),

(2).

each of the products must vanish for each

of the values (A) or (B),

it

follows that each of the quantities

(A) must be equal to one of the quantities (B)

The two

series (A)

and (B) are therefore

and

vice versa.

identical.

Since the two infinite products are absolutely convergent, Ave

may now

arrange them in such an order that ai

&c., so that

f{z) (1 + aizyi (1 + a2zy*

.=g{z){l + a^z^

Suppose that )u.i + vi, but that

we have, from (3),
/()(!

= bi, az^ba,

.,

we now have

+ai;2;)'^>-''i(l+a,<)'*2.

/aj,

(1

a<2zy^

say, is the greater;

= g {z) {\

-v

a^zy^

(3).

then

(4).

FACTORS OF EQUAL PRODUCTS

168

Now

CH.

XXVI

this is impossible, because the left-hand side tends to

when z = l/ai, whereas the right-hand side does not

when z = l/ai. We must therefore have aii = Vi; and,
and so on.
like manner, fta = ''2
We may therefore clear the first n factors out of each of the

as limit

vanish
in

products in

(1),

and thus deduce the equation

f{z)Qn = g{z)qn

(5),

where Qn and Q'n have the usual meaning. The equation (5) will
Hence, since LQn = LQ'n = 1, we
hold, however large n may be.

must have

/(^)=^(4
From

a given function of z which

and for no others within the
continuum (z), can he expressed within {z) as a convergent infinite
product of the form f {z) n (1 + anZ)^"" {where f{z) is finite and not
Cor.

2.

vanishes for

this it follows that

any of

the values (A)

zero for all finite values of z within

(z)),

if at all, in one

way only.

If the infinite product be only semi-convergent, the

demonstration

may be remarked

It

above

fails.

that

it

not in general possible to

is

express a function, having given zero points, in the form described

in the corollary.

Weierstrass,

On

this subject the student should consult

Ahhandlungen aus der Functionenlehre,

p.

14

et seq.

ESTIMATION OF THE RESIDUE OF A CONVERGING SERIES OR

INFINITE PRODUCT.
30.]
it is

For many theoretical, and

often required to assign

infinite series.

This

most important

cases,

for

an upper

is easily

namely:

some

practical purposes,

limit to the residue of

done in what are by

(1)

Where

far the

an

two

the ratio of converg-

ence {pn = Un+i/un) ultimately becomes less than unity, and the
terms are all ultimately of the same sign (2) Where the terms
;

ultimately continually diminish in numerical value, and alternate

in sign.

Ca^e

(1).

It is essential to distinguish

two

varieties of series

29,

RESIDUE OF A SERIES

30

169

{a) That in which p descends to

under this head, namely
{b) That in which p ascends to its limit p.
limit p
:

its

In case

n be taken

{a), let

always numerically less than

value.

on and
and never increases

so large that,

1,

after n, Pn is

in numerical

Then

Rn = Un+\ +

= Un4.^

Wri+2

Pra+1

Wre+2

^re+1

= Un+\ {1 +

i 1

Un+'i

}-

W^+1

Pn+\ Pn+2

Pn+1 Pn+2 Pn+3

Therefore, if dashes be used to denote the numerical values,

or moduli, of the respective quantities,
R'n'^u'n-\-\ {1

p'n+\

we have

+ P n-\-\ +

},

>m'+i/(1-p'+i),
>>m'+,/(1

And

also, for

- U'n+2fu'n+,)

(1).

a lower limit,

n'n<u'n+.Kl-p)
In case
less

than

1,

(b), let

n be

and never

(2).

so large that, after n, p is numerically

decre'ases in numerical value.

Rn - Un+i {1 +
B'n:^u'n+i {1

Pn+l

Pn+2 Pn+l

p'

+ ...}

.},

:^u'n+J{l-p)

and we have

<t:M'+i/(l
(2).

(3);

also

R'n^u'n+i/(l

Case

Then

When

p'n+i),
- u'n+^/u'n+i)

(4).

the terms of the series ultimately decrease

and alternate in sign, the estimation of the residue is still

Let n be so large that, on and after n, the terms never
simpler.
increase in numerical value, and always alternate in sign.
Then
we have
>u'n+i

(5);

<^Un+i~u'n+2

(6).

RESIDUE OF AN INFINITE PRODUCT

170

Residue of an Infinite Product.

31.]

infinite products, 11 (1

w)

and

and less than

way that the limit

XXVI

Let us consider the

m),

11 (1

CH.

in which w becomes

%Un converge

If the series

ultimately positive

unity.

in such a

of the convergency-ratio p

positive quantity p less than

1,

then

it

is

easy to obtain an

is

Let Q^, Q'n denote the products of all

the factors after the nth. in n (1 + m) and 11 (1 -?0 respectively,
We suppose n so great that, on
so that Qn>l, and Q'n<l.
and after n, Un is positive, Pn less than 1, and either () Pn never
In case {a), 2m falls
increases, or else {b) p never decreases.
estimate of the residue.

under case

paragraph

(1) (a) of last

residue of %Un by

Rn

and we

We

case (1) {b) of last paragraph.

%Un

in case {b),

falls

shall suppose that

under

denote the

shall, as usual,

is

so large

that \Rn\<l.

Now

(by chap, xxiv.,

Q =

.' '
)

(1

Example

7,

+ Mn+l)

(1

2),

+ %+2)

>1

+ Un+x + Un+2 +

>l

+ Rn

'

Q\ =

(1

(1).

- Un+l) (1 - Un+^

>l-Rn

(2).

Also,

IjQn = {1

- M+2/(l + Un^^)]
W+i) - Un^ilil + Mft+s) -

+ <+l)}

Mn+]/(l

{1

> 1 - M+i/(l +
> 1 Un+i Un+2 "">,
>1-Rn.

.,

Qn-K Rn/il - Rn)

Whence

(3).

In like manner,
l/Q'n

{1

>1
>1

+ Un+lRl +

M+i/(l

Un+i)} {l

2+2/(l

- Un+i) + Un+oRl -

+ Un+i + Un+2 +

" Un+2)}

Ua+2)

-,

>1+Rn.
Whence

Q'n>Rnl{l +

i^n)

(4).

DOUBLE SERIES DEFINED

31,32

From

(1), (2), (3),

Since upper

means of the

and

(4)

l7l

we have

En<Qn-l<Itn/{l-Bn)
Rnl{l+Rn)<l-Q'n<Rn
and lower limits for B^ can

inequalities of last paragraph, (5)

(5);
(6).

be calculated

and

by-

(6) enable

to estimate the residues of the infinite products 11 (1

us

and

Un)

n(i-%).
Example. Find an upper limit to the residue of 11 (1 - a;"/)t), x<l.
Here u=x^ln, /)=a;/(l + l/n), p=x. The series has an ascending conand we have -Rn<Mn+i/(l~p)<^"'*'V(" + l) (1- ^)' Therevergency-ratio
Hence, if P' be the nth approximation to
fore, 1 - Q'<a;"+i/(n + l) (1 -a;).
n(l-x"/n), P' differs from the value of the whole product by less than
100a;+V(n + l)(l-^) lo of P'n itself.
;

CONVERGENCY OF DOUBLE
32.]

It will

be necessary in some of the following chapters

to refer to certain properties of series

finite

number

SERIES.

of terms.

We

which have a doubly

in-

proceed therefore to give a brief

The

sketch of the elementary properties of this class of series.

theory originated with Cauchy, and the greater part of what

is taken with slight modifications from note vin. of the
Analyse Algehrique, and 8 of the Resumes Anahjtiqiies.
Let us consider the doubly infinite series of terms repre-

follows

We may take as the general, or specimen term,

(1).
the
first index indicates the row, and the second the
where
Um,n,
The assemblage of such
column, to which the term belongs.
terms we may denote by 2m;, ; and we shall speak of this
sented in

assemblage as a Double Series*.

A
the

great variety of definitions might obviously be given of

sum

to a finite

number

corresponding to every such

definite question regarding the

the convergency of the

There

are,

of terms of such a series

definition,

sum

there

would

to infinity, that

is,

and,

arise

regarding

series.

however, only four ways of taking the

sum

double series which are of any importance for our purposes.

Sometimes the term " Series

of

Double Entry"

is

used.

of the

DIFFERENT DEFINITIONS OF THE

172

Way.

First
all

mn

the

We may define the

and

operations

to be the

terms within the rectangular array

we denote by 8m,, nfirst making m and

finite

sum

finite

finally
is

Then we may take the

finally

infinite.

infinite, or

by

OKMN.

sum

of

This

by

making n

in-

both these limit

the same definite quantity 8, then

"^Um, n converges to

XXVI

limit of this

first

If the result of

CH.

we say that

in the first way.

"i.i

1.2

W].2

"1.4

"i,

"l.n+1

"2,1

2.2

2,3

"2,4

"2.

"2.W+1

%1

E,2

"3.3

"3,4

"3.

"3,l+l

"4.1

"4.2

"4,3

"4.4

"4,

"4.+1

A'

B'

C
D'

(1).

",1

",2

"n,3

".n

"n.4

K'

"n.Ji+1

'',n,l

".,2

"m.3

">,

",n.4

"m.n+1

"m+1. n "m+l.n+l

"w+l. 1 "m4-], 2 "n+l,3 "to+1.4

may, however, happen

It

lead to an infinite value

value

1st,

that both these operations

2nd, that neither leads to a definite

3rd, that one leads to a definite finite value,

and the

SUM OF A DOUBLE SERIES

32

other not

173

4th, that one leads to one definite finite value,

the other to another definite finite value*.

we say that the

series is non-convergent

In

and

these cases

all

way of

for the first

summing.
Second Way.

Sum to n terms each

taking the terms in the

the sums

T-i^n,

Ti,n,

m,

first

-* I,

n+

and

call

Define

^m,-

.,

by

of the series formed

horizontal rows of (1)

-* 2,

-'m, n

\^)

as the finite sum.

Then, supposing each of the horizontal series to converge

7^2,
., jTot respectively, and %Tm to be a convergent

to Ti,

series, define
>Sf'

as the

sum

= Ta+jr2 +

to infinity in the

7;,

ad

00

(3)

second way.

Third Way. Sum to m terms each of the series

n columns; and let these sums be Ui^m, ^2, m,

in the first

Un,m'

Define
S"m,

U'l,m+ Uo,m +

n=

+ Un,m

(4)

as the finite sum.

Then, supposing these vertical series to converge to Ui, U^,

.,
Un respectively, and %Un to be a convergent series,

define

^"=J7i+
as the

sum

t72

.+

to infinity in the third

So long as

m and n are finite,

C*'

*J

Z7

ad

(5)

way.
it is

obvious that we have

_ "C"m,n *Ji,
o
m, n
n

so that, for finite summation, the second

and third ways of

summing are each equivalent to the first.

The case is not quite so simple when we sum
is clear,

00

to infinity.

however, that

8'=

Sm, n\

(6)

S"=L{LS^,n}

and

Examples of some of these cases are given

(7);

in 35 below.

It

DOUBLE SERIES OF POSITIVE TERMS

174

CH.

XXVI

and S" will be equal to each other and to S when the

two ways of taking the limit of Sm,n both lead to the same
SO that S'

definite finite result*.

Fourth Way.

Sum

the terms which

lie

diagonal lines of the array, namely, AA', BB',

and

sums be

let these

A=

A=

^i,l,

^l,2

A,

i)2,

+ M2,

X,

Define

as the finite

sum

CC,

KK'

that

.,

^n+i respectively
-On+i = <i, n + ^2, n-i +
.,

A+

>S""=A +

in the successive

is,

,!

(8)

and, supposing SZ) to be convergent, define

>S""=A +

A+

.+-^ +

sum to infinity in the fourth way.

The finite sum according to this last

adoo

(9)

as the

the terms in the triangle

w = w = 1)

for

OKK'

it

coincide with the finite

Whether the sum

former definitions.

definition includes all

can therefore never (except

sum

according to

the

to infinity {8'") according

to the fourth definition will coincide with S, S', or S", depends

on the nature of the

limits S, S',

S"

It

series.

and are

exist

may,

all equal,

happen that the

and that the limit S'" is

in fact,

infinite t.

Double

33.]

same

the
is

sign.

By

which tJie terms are all ultimately of

most important kind of double series
values of m and n greater than certain

series in

far the

that in which, for

all

Um,n has always the same sign, say always the

Since, by adding or subtracting a finite quantity
positive sign.
fixed limits,

to the

number
the

sum (however

series,

we may,

we can always make any finite

same sign as the ultimate terms of

defined),

of terms have the

so far as questions regarding convergency

are concerned, suppose all the terms of %Um, to have the same
(say positive) sign from

the beginning.

Suppose now

represent the array of terms under this last supposition

(1)

to

and

let

us farther suppose that %Um, n is convergent in the first way.

= 0, when w =
Then, since L (S^+p, n+q - Sm,n) =
the sum of
that
n= CO whatever p and q may be, it follows

S-S

* For an illustration of the case when

t See below, 35.

this is not so, see below, 35.

qo

all

32,

DOUBLE SERIES OF POSITIVE TERMS

33

175

the terms in the gnomon between NMK and two

to
NM and MK below and to the right of these
respectively,
must become as small as we please Avhen we remove NM
to the
ciently
down and MK
parallels

lines

suffi-

sufficiently far

far

From

this it follows,

fortiori, seeing that all the terms of

the array are positive, that,

the

sum

right.

if

only

a,nd

n be

sufficiently great,

way from the residual

small as we please.

of any group of terms taken in any

terms lying outside

OKMN will be as

Hence, in particular,
1st.

The

total or partial residue of

series vanishes

2nd.
3rd.

The

when

n=

each of the horizontal

<x>.

The same is true for each of the vertical

The same is true for the series 5Z>.

series.

last inference holds, since S"'n obviously lies

between

^q, n-q and. On-i, n-1'

Hence
Theorem

I.

^f

all the terms

of %Um,

n be positive,

and

if the

series he convergent in the first sense, then each

series,

each of ths vertical

convergent,

and

series,

of the horizontal
and the diagonal series will be

the double series will be convergent in the re-

three ways, always to the same limit.

we commutate the terms of a double series

maining
If

so that the

m =f{m, n), n' = g {m, n),

f{m, n) and g {m, n) being functions of m and n, each of which has
a distinct value for every distinct pair of values of m and n (say
term Um, n becomes the term

Um',

%',

where

and each of which is finite for all finite

we shall obviously leave
the convergency of the series unaffected. Hence
Cor. 1.
If ^Um, n be a series of positive terms convergent in
non-repeating functions),

values

ofm and n

the first
striction

(Restriction A*), then

way, then any commutation of

A)

its

terms {under Re-

will leave its convergency unaffected; that is to say, it

will converge in all the four

ways

to the

same

limit

S as

before.

* No such restriction is usually mentioned by writers on this subject

but some such restriction is obviously implied whep it is said that the terms
of an absolutely convergent series are commutative otherwise the characteristic property of a convergent series, namely, that it has a vanishing residue,
would not be conserved.
;

DOUBLE SERIES OF POSITIVE TERMS

176

XXVI

CH.

Cor. 2.
If the terms {all positive) of a convergent single series
^Un be arranged into a double series ^u^.', n'> where m' and n a/re
functions of n subject to Restriction A, then %Um',n' will converge
in all four ways to the same limit as ^Un.
It should be noticed that this last corollary gives a further
extension of the laws of commutation and association to a series
and therefore, as we shall see presently, to
of positive terms
any absolutely convergent series.
;

Let us next assume that the

Then, since ^T^

series

%Um,

is

convergent in the

we can, by suffimake the residue of this series, that is, the

many as we choose of the terms below the infinite
line NM, less than ^e, where e is as small as we

second way.

convergent,

is

ciently increasing m,

sum

of as

horizontal

Also, since

please.

each of the horizontal ^ries

hypothesis, convergent,

we

by

can,

the residue of each of them, less than /2w

sum

of their residues, that

many

as

is,

above iVJ/ produced and right of

sufficiently increasing

the terms outside

From

please.
first

both

OKMN,

as

MK,

and

less

we

less

please of the terms

than ^e.

than

c,

that

is,

I.,

Finally, let us

Now,
that

Hence, by

as small as

convergent in

it is

assume that 2^^,

n is

all

if

%Um,

if

large enough, be

only

m and n be

the

sum

of as

made

convergent in the fourth

as

small as

%Dp

we

as

we

can,

please.

each large enough, the residue of

many

con-

% is

four ways.

It follows that the residue of the diagonal series

is,

of

we

in all the four ways.

In exactly the same way, we can show that,

make

and therefore the

this it follows that ^m^, m is convergent in the

vergent in the third way,

by making

by our

we can make the sum

n,

way, and, therefore, by Theorem

way.

is,

sufficiently increasing n,

S^., %,

please of the terms outside

OKMN, will contain only terms outside OKK', all of which are
terms in the residue of 8'"p. Hence, since all the terms in the
array (1) are positive, we can
please of the terms outside

make the sum

OKMN as

many as we
we please, by

of as

small as

33,

34 cauchy's test for absolute convergency 177

m and n. Therefore ^tim,n is conand

consequently in all four ways.
vergent in the first way,
Combining these results with Theorem L, we now arrive at
both

sufficiently increasing

the following

Theorem 11. If a double series of positive terms converge in

any one of the four ways to the limit S, it also converges in all the
other three ways to the same limit S ; and the subsidiary single
series, horizontal, vertical,

Any

Cor.
^'U'm.n

single series

{under Restriction

and

diagonal, are all convergent.

%Un consisting of terms

A)

selected

from

will be a convergent series, if Swi,n

be convergent.

Restriction

will

here take the form that n' must be a

and n whose values do not

function of
finite for finite values of m and n.

repeat,

and which

is

Example. The double series Sx'"^/'* is convergent for all values of x

and y, such that 0<a;<+l, 0<j/<+1.
For the [m + l)th horizontal series is x^S?/", which converges to a;'"'/(l - y)
since 0<j/< +1. Also Sa;'"/(1 - y) converges to 1/(1 -x)(l-i/) since 0<x< +1.

Absolutely Convergent Double Series.

34.]

series is

such that

taken positively,

Any

it

it is

is

all its

terms are

said to be Absolutely Convergent.

convergent series whose terms are

same sign

When a double

remains convergent when

all

ultimately of the

of course an absolutely convergent series according

to this definition.

which we have

It is also obvious that all the propositions

proved regarding the convergency of double

solely of positive terms are,

vergent double

double

call

the negative signs

merely render them

In particular, from Theorem

which we may

Cauchy's

test

consisting

fortiori, true of absolutely con-

series, for restoring

affect the residues at all,

series

II.

for

less

will, if it

than before.

we deduce the

following,

the absolute convergency of

series.

Theorem III. If u'm,n be the numerical or positive value of

and if all the horizontal series of %u'm,n be convergent, and
sum of their sums to infinity also convergent, then

Um,n,
the

1st.
c.

The Horizontal Series of

II.

'%Um,n are all absolutely con-

12

EXAMPLES OF CAUCHY's TEST

178
and

vergent,

sum of

the

sums

their

CIl.

XXVI
a

infinity converges to

to

definite finite limit S.

^Um,n converges

2nd.

All

3rd.

the

sum of their sums

the

S in

to

to infinity

The Diagonal Series

4th.

the first

Vertical Series

way.

absolutely convergent,

a/re

and

converges to S.

is

and

absolutely convergent,

con-

verges to S.

Any

5th.

Bestriction

A)

series
is

formed by taking terms from %Um,n {under

absolutely convergent.

The like conclusions also follow, if all the vertical series, or if

diagonal series of'Zu'm,n be convergent.
Cor.
If %Un and S'Wn be each absolutely convergent, and con-

the

u and v

verge to

For the
series

(u^Vi

and converges

to uv.

respectively, then

absolutely convergent,

+ Un-iV^ +

+ UiV^)

series in question is the diagonal series of the

%UmVn, which, as

may

be easily shown,

is

double

Cauchy's

satisfies

conditions.

This
in

is,

in a

more

special form, the

theorem already proved

14

Example 1. Find the condition that the double series S ( - )(7^a;'*-^y"*

qGq=1) be absolutely convergent; and find its sum.
The series may be arranged thus

(n<tni,

x+

~y + 2/2+
(

2yx
By"-x+

x''+

Byx^ -

6j/2a;2

_ )mym + ( _ )rr^^+^C,y^x + ( -

I'^^+s^al/'^x^

+a;"+.

+ .,. + i(/i + l)(n + 2)r/2a;+,

+...+(- )'",4^(72/a; +

- (n + 1) j/x" -

If x' and y' be the moduli, or positive values, of x and y, then the series
^^'m,n corresponding to the above will be
x'2+. . .
x'+
+a;'+.
1 +

+y'+2y'x' + 3y'x'''+.
In order that the horizontal

+ (n + 1) j/'x' +

series in this last

may

be convergent,

it is

necessary and sufficient that x' < 1.

Also T'^^y=y'^j{l x'y^'^^; hence the necessary and sufficient condition

Sr'^ be convergent is that y'<.l-x', which implies, of course, that

that

The given

series will therefore satisfy

convergency if
These being

a;

< 1,

fulfilled,

a;

j/

< 1, and

Cauchy's conditions of absolute

consequently also y < 1.

we have r^+i= ( - )"^'"/(l - x)'+i

34,

1-x+y
and the sum of the

Example

If

2.

Mo

'

series, in

whatever order we take

Ur=x'' + X''^^ + x^^+

Wl
2b'*'2i

"2

.,

its

terms,

-x + ij).

2^

21

2**

Then S may be

left.

is 1/(1

where x<l, show that

_ ^' _ ^'_ *'*

_0,, _?!!

22

denote the series on the

Let S

179

EXCEPTIONAL CASES

35

written as a double

series thus,

l(x2 + x2Va;2V.

.+x'''+.

+ ^(0

+a;2Va;2'+.

.+x^-

+ ^(0

+0 + X2-+.

.)

+.

.)

+ a;2''+.

.)

each of the vertical series is absolutely convergent, and we have

- l/2"+i)/(l - i) = a;2'' (2 - 1/2). SC7 is of the same order of con-

Now
J7=x2"

(1

vergence as Sx'^", hence it is absolutely convergent. Also all the terms of the
double series are positive. The double series therefore satisfies Cauchy's
conditions ; and its sum is the same as that of Sf7, or of Sr. Now

ST=Wo/20 + Mi/2i + 2/22+.

.;

Sl7=2x2"(2-l/2),

and

= 22x2" -2x272",
= 2wo-a;2"/2-x2V2i-.

Hence the theorem.

Examples of

35.]

double series

is

tlie

exceptional cases that arise

not absolutely convergent.

It

may

when

help to

if we give an
example or two of the anomalies that arise when the conditions
of absolute convergency are not fulfilled.

accentuate the points of the foregoing theory

Example

1.

It is

easy to construct double series whose horizontal and

and which nevertheless have not a

on the other hand, have one definite sum

vertical series are absolutely convergent,

definite

sum

of the first kind

of the second kind

If the finite

where

is

but,

and another of the third kind.

sum

of the

independent of

'i^m,n=f{m,

Hence we have only

first

kind, /S^.^, of a double series be

m and n,

then

it is

n)-f{m-l, n)-f{m,n-l)+f{m-l,n-l).

to give/(ni, n) such a

A +f{m,

easy to see that

Lf(m,n)}dr L

form that
{

Lf(m,n)},

122

n),

EXCEPTIONAL CASES

180

XXVI

CH.

and we shall have a series whose sums of the second and third kind are not
and which consequently has no definite sum of the first kind.
Suppose, for example, that/(m, n) = (?n + l)/(m + n + 2), then

alike,

u^=(m + l)/(m + n + 2)-m/(m + n + l)-(m + l)/(TO + n + l) + m/(m + n),

= (m-n.)/(m + n) (m + n + 1) {m + n + 2).
sums of the second, third, and fourth kind
For in the first place we observe that
^m,n ~'"'rum- Hence there is a "skew" arrangement of the terms in the
array (1), such that the terms equidistant from the dexter diagonal of the
array and on the same perpendicular to this diagonal are equal and of opposite
sign, those on the diagonal itself being zero. Each term of the diagonal series
2D is therefore zero and the sum of the fourth kind is 0.
Also, owing to the arrangement of signs, we have Tm,= - U^; and,
since each of the horizontal and each of the vertical series in this case is
convergent, Tjn= -U^, and therefore S'= -S".
It is at once obvious that the

for this series are all different.

Now
Tm,n= 2

[(m + l){l/(ni + n + 2)-l/(jn + n +

l)}-m{l/(m+n+l)-l/(wi + n)}],

n=l

= (m + l){l/(m + + 2)-l/(m + 2)}-m{l/(m + + l)-l/(m + l)}.

7i

7i

Hence

Tm=- (' + !)/("* + 2) + ml{m + 1) =

The
-

series

obviously

is

+ 1/2,

1/2,

At

ZT^
-

is

+ 1/2 = -

1/2.

or 0, according as

first sight,

- ll(m + 1) (m + 2).

and its sum to infinity

Hence the double series has for its sum
we sum it in the second, third, or fourth way.

therefore absolutely convergent

the reader might suppose (seeing that the horizontal series

are all absolutely convergent,

and that the sum of

their actual

sums

is

also

a violation of Cauchy's criterion.

But it is not so. For, if we take all the terms in the mth horizontal series
positively, and notice that the terms begin to be negative after m = n, then
absolutely convergent) that this case

we
is

see that

is

T'^ the sum of the positive values of the terms in the mth

series

given by

<"

n=in+l

n=l

= (m + l){l/(2m + 2)-l/(m + 2)}-m{l/(2?tt + l)-l/(m + l)}

-(m + l){0-l/(2m + 2)} + m{0-l/{2m + l)},

= l-2m/(2?;i + l)-(m + l)/(m + 2) + OT/(m + l),

= (m2 + m + l)/(ni + 1) (m + 2) (2m + 1).
Now the convergence
to say,

ST'^ is of the same order as that of Sl/m, that is

Hence Cauchy's conditions are not fully satisfied
anomaly pointed out above ceases to be surprising. The present case

ST'^

is

of

divergent.

and the
an excellent example of the care required in dealing with double series
which are wont to be used somewhat recklessly by beginners in mathematics*.
is

* Before

perplexity

Cauchy the reckless use

was not confined to beginners.

Phil. Trans. R.S.L. (1819).

of

double series and consequent

See a curious paper by Babbage,

35,

COMPLEX DOUBLE SERIES

36

Example

The double

2.

S(-

series

)'"+l/mn,

181

whose horizontal and

vertical series are each semi- convergent, converges to the

second, third, or fourth

But

way

alteration in the order of

(see chap, xxviii.

Example 3.
and at least one

4,

sum

(log 2)* in the

and Exercises xiii. 14).

the terms in the array would alter the sum

(see chap, xxviii., 9,

Example

3).

Sa and 2& converge to a and h respectively,

them be absolutely convergent, then it follows from 14
that the double series 2a& converges to the same sum, namely ah, in all
the four ways, although it is not absolutely convergent, and its sum is not
If the

two

series

of

independent of the order of its terms.

The same also follows by 20, Cor., provided Sa, 26, 2 {0'rfii + o,n-i\
+ aj &) be all convergent, even if no one of the three be absolutely
+
convergent*.
If, however, both Sa and 2& be semi-convergent, then the diagonal series
may be divergent, although the series converges to the same limit in the
second and third way. This happens with the series S( - )"+"l/(m7i)* where
.

and
- 1/2* -f 1/3"* ...)"'
diagonal series we have

is

a quantity lying between

This series obviously converges to the

\.

finite limit (1

iii

D= S

the second

For the

and third ways.

l/r''(n-r).

r=l

Now, since 0<o<l, we

+ (n -)}"< 21-" R.

have, by chap, xxiv.,

9,

r"-|-(w-r)<2i-<*{r

Therefore
y.

Hence,

2D

if

^'"""^
r* {n -

2i-*ft*

a = J, LD<t2''; and,

diverges

)*

if

r-h(w-r)

2i-n

r" (n - r)

'

a<J, I/D = qo, when n = cc.

Therefore

< a J> ^.

if

IMAGINARY DOUBLE SERIES.

After what has been laid

36.]

obvious that, in the first instance, the

series of

down

in 10,

it

will

be

convergency of a double

imaginary terms involves simply the convergency of

two double

series,

It is at

each consisting of real terms only.

once obvious that each of the two double

2a^, %Pm,n,

will

be absolutely convergent

* See Stolz, Allgemeine Arithmetik, Th.

if

i.,

series,

the double series

p. 248.

182

CH.

'S.am,nOC'""y'^

XXVI

+ (i\n) IS Convergent. Hence, if u'm.n denote the

modulus of Um,n = ttm.n + i^m.n, We 866 that S^m.n will C0nV6rg6
to the same limit in all four ways if ^u'm,n he convergent.

^Ji'^^m.n

In this case we say that the imaginary series

is

absolutely

convergent.

Since all the terms u'm,n are positive, we deduce from

Theorem II. the following
Theorem IV. If all the horizontal series in the double series
formed by the moduli of the terms of 2m;, be convergent, and the
sum of their sums to infinity be also convergent, then the series
5wto, is absolutely convergent, and all its subsidiary series are also
:

absolutely convergent.

Here

subsidiary

series

selecting terms from 2m.

Theorem

of course, includes

The

37.]

may mean any

series

formed by

Theorem

under Restriction A.

IV.,

a particular case.

III. as

following simple general theorem regarding the

convergency of the double series Sa^.m^^i/"

will

be of use in a

later chapter.

If
finite

the

moduli of the

upper limit

all values of x

For,

if

coefficients

of the

series 2am,a?3/"

have a

\, then 2a,^a;'"2/'' is absolutely convergent

and y such

for

that \x\<l, \y\<\.

dashes be used to indicate moduli, we have, by

Hence the series ^a!m,nx''^y"^ is, a fortiori,

hypothesis, a'm,^^-

convergent
^^'wiyn.

if

the

series

%\x'^y"'

is

convergent

that

is,

if

we have already seen ( 33),

convergent provided x <1 and7/'<l. Hence
Now,

convergent.

jg

this last series is

as

the theorem in question.

Exercises VIII.
Examine the convergency of the
following

series

whose th terms are the

+ n)/(l + n-^).

nP/(nP + a).

(1.)

(l

(3.)

e-'^.

(4.)

l/(n2l).

(5.)

iy(n2-n){Vn-\/(n-l)}.

(6.)

a/(a + x).

(7.)

(nl)2x/(2ji)l.

(2.)

(8.)

(11.)

+ x)/(2-a;)}V,
(2h-1)/2.4.6.
1.3.5.

(12.)

{l/l+l/2''+.

(9.)

(10.)

{(y

.+l/n}/.

2n.

n*ln\.

nlog{{2 + l)/(2n-l)} -1.

^ 36,

EXERCISES

37

(15.)

ll{an + b).
m(m-l)

/ir,\
(17.)

en
Show

(13.)

ii,

"*

m(wi + l)

n(n + l)

-H

J.

that

'

divergent according as
(18.)

-r-'

- m > or

7i

t.

m(m ++

}>

(14.)

nl{an^+b).

(16.)

{(7i

l)(wi + 2)

+ l)/(n + 2)}"/n.
+ ...

^r-

:rrA
l) {n

-,

n{n

+ 2)

convergent or

IS

1.

that aV + aV+i/{n-i)

Show

gent or divergent according as

II.,

183

VIII

.(m-n + l)ln\

a<

+ aV^+iAm+iJ+i/Cw+a) + ...

conver-

is

(Bourguet, Notiv. Ann., ser.

or <tl/e.

18.)

(19.)

Exataine the convergency of

Sl/zif^+i)/".

(20.)

Show

convergent or divergent according as

a > or > 1
(21.)

ing as

that "Ln^jin

+ !)'*+<

is

(Bertrand.

Show

that Sl/n log ?i {log log n}* is convergent or divergent accord-

a> or <1.

(22.)

Show

that Sl/(/H-l

+ cos mrY

is

(Catalan, Traite El.

convergent.

d. Series, p. 28.)

Examine the convergency

of the following infinite products

(23.)

n{l+/(?i)r"}, where/(?j)

(24.)

n{(a;2 + a;)/(a;2+l)}.

(26.

If

is

an integral function

H {n'+^

(25.)

2/ (n) be convergent, show

when

that,

?i

= oo

(n

of n.

- 1^ {n + z)}

L{n{x+f{n))yi''=x.
1

(27.)

If

p denote one

of the series of primes 2,

3, 5, 7, 11,

. ,

then

convergent if S/(p)/log jj is convergent. (Bonnet, Liouville's Jour.,

VIII. (1843), and Tchebichef, ih., xvii. (1852).)
(2d.)
If a;<l, show that the remainder after n terms of the series
2/(2)) is

Vx + 2'rx^ + ^-rx^+
is

<(n + l)''a;"+V{l-(l + l/n)'"a;}.

(29.)

If

Mj,

.,

S^ |w -

(n

Wfl,

w be

all positive,

and 2wa;" be convergent

for all

values of x^ < '*, then

+ 1) au^+, + (!i_lH^^

a-^u,+,

- &c.
|

will be convergent
(30.)

between the same limits of

x.

Point out the fallacy of the following reasoning

2 = 1 + 1 + ^4- ... ad 00,

log,2 = l-^ + ^-i-H.
= (l + l+i+. .)-2(i + i + K.
= 2-22/2=0.

Let
then

and

.)

be the ratios of convergence of 21/P^_i (n) {V-^ny+'^ and

then L (p' - pj P^_^ (n) = a, when n = oo
What
conclusion follows regarding the convergence of the two series ?
(31.)

21/P^

If p

p'

(n) {lrnY+'^' (see 6),

(32.)

If

2m

S=2tj + W2+

then 2u/5f_i" is divergent it a>l (where

+), and 2u/S,j"'+i is convergent if a>0. Hence show

is divergent,
.

184

EXERCISES

that there can be no function

(n)

such that every series Sm

L 0(n)u= or #=0.

or divergent, according as

XXVI

CH.

VIII
is

(Abel, CEuvres,

convergent

ii.,

p. 197.)

n=oo

Sw be any convergent

whose terms are ultimately positive,

we can always find another convergent series, Su, whose terms are ultimately
positive, and such that LvJu = co.
If St{ be any divergent series whose terms are ultimately positive, we
can always find another divergent series whose terms are ultimately positive,
and such that Lujt\ = oo
(These theorems are due to Du Bois-Eeymond and Abel respectively; for
If

(33.)

series

concise demonstrations, see

Functionen.

w+i/M=(n + ^n''-i+.

If

(34.)

Thomae, Elementare Theorie der Analytischen

Halle, 1880.)

+ ^'"""^ +
). t^^n 2m will
^ -^'> or J>1. (Gauss, Werke,

.)/(""

be convergent or divergent according as

Bd.

If M^.i/u=a-/3/7i

+ 7/n2 + S/n^+

divergent according as a<: or >1,

(Schlomilch, Zeitschr. f. Math.

S1/m

(36.)

is

increases with n.
(37.)

L {xp {n)
(II.)

and L\p

p. 139.)

III.,

(85.)

(I.)

If a

.,

then 2m

= l, 2m

is

convergent or

convergent only

is

if

/3>1.

x., p. 74.)

if m+2 - 2u^i +
(Laurent, Nouv. Ann., ser. ii.,

convergent

constant or ultimately

is

t. 8.)

terms of 2u are ultimately positive, then

can be found such that \l/(n) is positive, L^(n)M=0, and
M/+i -\f/(n + l)}>0, 2m is convergent.
If xp{n) be such that ^^^(n) w=0, L {^{n)uju+i-xp(n + l)}=0,
If the

If

\{/{n)

{n) m/{ V' ()

(III.)

uju^+i -

If w/w+i

vt-

(ra

+ 1) + 0, 2m
}

is

divergent.

can be expanded in descending powers of

convergent or divergent according as

{uju+i-

(n

+ l)}>

n,

2m

is

or t>0.

(IV.) If m/m+i can be expanded in descending powers of n, 2w is

convergent or divergent according as Lnu,^= or 4=0. (Rummer's Criteria,

Crelle's Jour., xiii. (1835)

and

xvi.)

terms of 2u be ultimately positive, and if, on and after a

certain value of n, oMn/"n+i~''^n+i>A'> where a is a function of n which
is always positive for values of n in question, and
is a positive constant,
then 2m is convergent.
From this rule can be deduced the rules of Cauchy, De Morgan, and
Bertrand.
18S8.)
(Jensen, Comptes Rendus, c. vi., p. 729.
(38.)

If the

;tt

Discuss the convergence of the following double series

(44.)

2 (-)-! r^/n.
(40.) 2 ( - l)-i r"'/"!
2 (n - l)'/n'+i - 7i'/(n + l)"+i }.
2a;'t/"/(m + n).
21/(ni + n)2.
(43.)
21/(m + n).
(45.) 21/(771" - ?{'').

(46.)

Under what

(39.)
(41.)
(42.)

series of the
(47.)

If

restrictions

can

+ 2^,, a;'i/" ?
^u^,n converge to S in
form

1/(1

+ a; + j/)

be expanded in a double

the

first

way, and

if its

convergent, show that the diagonal series converges to

diagonal series be

also.

EXERCISES

87

;,

185

VIII

Deduce Abel's Theorem regarding the product of two semi-convergent

(See Stolz, Math. Ann., xxiv.)

series.
(48.)

If

uju^_^ can be expanded in a series of the form

+ ajn + ajir +

. .

show that
1.

= 0,

If ai

2.

If Oj

., a(n_i = 0, a^^O, then u^=u + vjn,

+0 and +x, and Lv^^ is finite when = co

ajj=0,

definite constant

Ji

+ O, and

where w

is

Lm = qo when

the real part of a^ be positive, then

n=QO.
3.

If aj

+ O, and

the real part of a^

= 0,

then I,w

not infinite, but

is

is

not definite.

4^ If Oj + O, and the real part of a^ be negative, then I,m=0.

Apply these results to the discussion of the convergency of 2;j/,^x", and,
in particular, to the Hypergeometric Series, and to the following series
:

^t^+H^ni^ + yir,

2x/^+>',

2^GJ(m +

n)P,

2 ( - )^CJ(m + F.

Ueber die Theorie der Analytischen Facultat.

(See Weierstrass,

Crelle's

Jour., LI.)
(49. )

Discuss the convergence of

and

S ^C (a - n/3)"-^ (x + n/3).

be positive for all values of n, never increase when n

increases, and be such that I/M=0, Lt;=0, when n = Qo, find the necessary
and sufiicient condition that 2 (mVi + Un-it^^ + + "i^n) = ^Wn ^ 2i>. (See
Pringsheim, Math. Ann., Bd. xxi.)
(50.)

If M

i;

If
< ilf < iH+i and LM^=0 when n=oo show that every diver(51.)
gent series of real positive terms can be expressed in the form 2 (^+i - M^)
,

and every convergent

series of real positive

terms in the form 2

(il/+i

- M)/

Also that the successions of series

2(M+i-lfJ/Pr(M),

r=0,

^(M,+,-MJIPAM^+,){lrM^+,r,
where 0<p<l, and P^ (x) has the meaning

1, 2,

r=0,

1, 2,

.,

form two scales, the

first of slower and slower divergency
the second of slower and slower
convergency. (Pringsheim, Math. Ann., Bdd. xxxv., xxxix.)
;

of 6 above,

CHAPTER

XXVII.

Binomial and Multinomial Series for any Index.

BINOMIAL SERIES.
1.]

We

have already shown that, when

is

a positive

integer,
{l

+ xf=\+,C^x + ^C^x' +

When

raCn = m(m-l)

where

Ca;''

(w - w +

+ ^(7a;

(1),

l)/w!

(2).

not a positive integer, mOn, although it has still a

definite analytical meaning, can no longer be taken to denote
is

the number of ;i-combinations of

demonstration

is

side of (1) then

things

no longer applicable.

becomes an

infinite series,

to the principles of last chapter, no definite

series

be convergent.

hence our former

Moreover, the right-hand

and has, according

meaning unless the

In cases where the series

is

divergent

there cannot be any question, in the ordinary sense at least,

regarding the equivalence of the two sides of

As has

1
is

+ rriCiO! + ^dar" +

convergent when

also

(1).

already been shown (pp. 122, 131), the series

when w = +

vided 'm>0.

l,

We

a has any
provided

propose

.+^CiP +

real value

m>-l;

now

(3)

between

1 and + 1

and when w = -l, pro-

to inquire, whether in these cases

the series (3) still represents (1 + a;) in any legitimate sense.

to be
In what follows, we suppose the numerical value of

a commensurable number*
* If

m be

also,

for the present,

incommensurable we must suppose

able approximation of sufficient accuracy.

it

we consider

replaced by a commensur-

FIRST PROOF

1,

187

only real values of x, and understand

{l+xY^

and

to be real

positive.
2.]

If

we assume that

(1

+ a?)"* can be expanded

vergent series of ascending powers of

that the coefficient of x^ must he

then

x,

m{m-\)

in a con-

easily

it is

shown

(m-n+ l)/n\.

For, let

(l+x)'^ = ao + aiX + a2a^ +

where
is

fto

convergent so long as

R = 1).
{1

+ i^ + 2^ +

Then,

if

+ cinX^ +

\x\<R

.+anX^ +

(2)

h\<B, we have

h be so small that \x +
.

(1)

ultimately appear that

(it will

+ x^- hy- ^ ao+ ai{x + h) + a2{x + hY+

+ a(^ + ^)'*+.

(3),

the series in (3) being convergent by hypothesis.

Hence by the

we have

principles of last chapter,

{l+x + h)'^-{l+x)"' _
{\+x-^h)-{\+x) ~

+ h)-x
{x + h)-x

{x +

{x

{x +

Hence,

the series in (4) being still convergent.

the limit when h-O, and observe that

(l+i + A)-(l+^)

by chap, xxv.,

12,

series

h)-x

.+nanC(f-^ +

when w =

m (1 + x)'^ = ai + (! + 2a.2) x +

'

(5),

be convergent, since

still

Hence, multiplying

c *.

+ {na^ +

(w

1) an+i}

^" +

is,

muo + maix +

= ! + (! + '2a^ x+.
+ manX^ +
+ {nan + (n + 1) ttn+i} x"" +
.

we take

+x, we deduce

that

on the right must

L {n + 1) an+i/nun = Za+i/a
by

{x +

if

we have

m{l+x)'^-'^ = ai + 2a.x +

where the

'

'

hf-x^
h)-x

We here make

infinite

terms.

number

the farther assumption that the Hmit of the

of terms on the right of (4) is the

sum

sum

(6).

of the

of the limits of these

euler's proof

188

By

must be

(6)

a^-ma^, 2a2 = {m-l)ai,

From

x on

chap, xxvi., 21, the coefficients of the powers of

both sides of

ai

ch. xxvii

we deduce

(7)

= mao,

a2

Hence

equal.
.,

= {m-n)an,

(n + l)an+i

= m(m-l)ao/2\,
an = m(m-l)
.

{m-n +

We

0.

(7).

l)ao/n\,

then get from

We

therefore established

hypothesis under which

we

started

(1),

therefore have

+ )'"=1 + :SC^"

(1

the real positive value of

any root involved to be alone in question).

is

at once

To determine ao we may put a; =

= ! = 1 (if we suppose, as usual,

The theorem

is

(8).

and we

see that the

not contradicted provided

|a7|<l, this being a sufficient condition for the convergency of

3.]

Although the assumption that

in a series of ascending powers of

(1

a;)'^

can be expanded

leads to no contradiction in

the process of determining the coefficients, so long as

a;
|

<1

can scarcely be regarded as sufficient evidence for the

We proceed,
validity of a theorem so fundamentally important.
therefore, to establish the following theorem, in which we start
this fact

from the

series in the first instance.

Whenever

The fundamental
to Euldr*

+%mCnX^

the series 1

real positive value o/ (1

but

it

convergent, its

is

is the

idea of the following demonstration

is

due

involves important additions, due mainly to

make

Cauchy, which were necessary to

it

the modern view of the nature of infinite

Let us denote the

1

sum

x)"^.

accurate according to
series.

series

+ J]^x + JJ^ar +

JJuX""

(1)

by the symbol f{m).

So long as -l<a?<+l, f{m) is an absolutely convergent
series, and (by chap, xxvi., 20) is a continuous function both
of

and of

x.

}f(ov.

Comm.

Petrop.,

t.

xix. (1775).

 2,

BINOMIAL ADDITION THEOREM

Hence, mi and

+2

(mi^ri

where the

m-i,

being any real values of m, we have

7n,f^lmif^-l

+ m2f^2mi^n-2 +

"^

rn^^n)

convergent (by chap, xxvl,

last written series is

since the two series, 1

189

+ ^rnfinX^ and

(2),

14),

Sm,(7^", are absolutely

convergent.

Now, by

chap, xxiii.,

8,

Cor. 5,

f{mi)/{m2) =

hence

+ ^m,+m,Cw'\

=f(mi +

m^)

(3).

In like manner, we can show that

f{mi + m2)/{ms) =/(w^l + ^2 +

Hence

f{mi)f{m2)f{m^ =/(wi + mj +

ma).

m^)

and, in general, v being any positive integer,

f{mi)f{mi)

may be

This result

Binomial

f{m) =f{mi + m^ +

.+m)

(4).

the Addition Theorem for the

called

Series.

If in (4)

we put mi^m^^.

= m=l, then we deduce

{f{l)Y=fiv)

(5),

any positive integer.

= m =p/q, where p and g
If in (4) we put mx = m^ =
are any positive integers, and also put v = q, we deduce
where v

is

Hence, by
Again,

Hence

(5),
if

in (3)

{/(p/q)}'=/ip)

(6).

{/(p/q)}' =

(7).

{/(l)}^

we put mi = m, m^ =-m, we deduce

/(m)/{- m) =f{m - m) =/(0)

(8).

f{-m)=f(0)//{m)

(9).

These properties of the series (1) hold so long as

and they are sufficient to determine its sum for
mensurable values of m.

-l<x<+ 1,
all real

com-

SUMMATION OF

190

= 0,
.we have

For, since aCi=l, ,C;

.

. ,

oC^n

= 0,

f{l) =
Suppose, now,
(1

7?i

^=

0,

f{0) =

\.

.,

x,

CH. XXVII

l.JJnX''
.

to be a positive integer.

xY =f{m) = 1

+ r^Cx + mC^x' +

o^^^^O, 0^2

Then, by
.

+ ^C^^

= 0,

(5),

(10),

terminates, since mCm+i = 0, m^m+2 = 0,

.,
when
is a positive integer.
This is another demonstration of
that part of the theorem with which we are already familiar.

where the

series

Next,

let

p/q, where

m be any positive commensurable quantity, say

and q are positive integers. Then, by (7),
{Ap/q)}' =

Hence/ (p/q)
(1

is

one of the

But /(p/q)

+ xy.

is

ii

^y

(11).

roots of the positive* quantity

g'th

necessarily real

hence, if (1 +

denote, as usual, the real positive qth. root of (1

x)^''^

+ xy, we must

have

f(p/q)^{l+a;y"'

The only remaining question

is

(12).

the sign of the right-hand side

of (12).

^'mce /(p/q)
equivalent

is

(1

a continuous function both oi p/q a.nd of

x, its

must be a continuous function both of

(1 + x)^'^ does not vanish (or become in-

x)^'^

p/q and of x. Now

finite) for any values of p/q or of x admissible under our present
hypothesis and being the equivalent of a continuous function it
;

cannot change sign without passing through 0. Hence only one

of the two possible signs is admissible and we can settle which
;

by considering any particular case. Now, when

Hence the positive sign must be taken and we

^2;

== 0,

/(p/q)

=+

that

/(p/q)^ +
that

(l

+ x)P'%

is,

(1

when

X)"^

+ mCiX + mCx" +

m is any positive

+ ^CnX^ +

commensurable quantity.

* Positive, since

-l<x<l,

1.

establish finally

by hypothesis.

(13),

Finally, let

where m'

By

we have

is

a real positive commensurable quantity.

/(-m')=/(0)//(m') =
Hence, by

l//W-

(13),

/(- m) =

1/(1

= (1 +
that

191

be any negative commensurable quantity, say

m = - m',
(9)

X=l

WHERE

CASES

x)^',

;2;)-',

is,

where

is

any commensurable negative quantity.

The results of (10), (13), and (14) establish the Binomial

Theorem for all values of x such that - l<a;<+ 1. It remains
to consider the extreme cases.

When

a;

= +l,
1

This series
vergent

if

the series (1) reduces to

mf^i

"*"

m^2 +

semi-convergent

is

m>0.

m^^n

l<m<0,

if

absolutely con-

Hence, by Abel's Second Theorem, chap, xxvr.,

20,
(1

+ 1-0)'"=

{l+mCrW + ^C,aP+.

,+^CnX- +

.},

a;=l-0

that

is,

2'=l+,(7i +

m>-l,

provided

(7,

+ M. +

order of the terms in the series of (15)

If

(15),

-l<w<0,

with the condition that, when

0<i<l, we

must not be

the

altered.

have, by the general case already established,

(l-^)=l-Ci^ +

^C2^-^-.

.(-)\Cna;'' +

Hence, since the series

l~mW + mf^2~'
(~)'^>lf'n +
is convergent if wz > 0, we have, by Abel's Theorem,
(l-r^)'= L {l-rr^Cw + mC.x'-. .(-)^C^ +

.),

x=l-0

that

is,

0=^mOi + mC2-k
provided

The

)\Cn +

(16),

be positive.

results of (15)

and

(16) complete the demonstration of

PARTICULAR CASES

192

the Binomial Theorem in

where

cases

all

CH. XXVII
validity

its

in

is

question.

x^y,

If

Cor.

have in

fact, if

>

3/

that

,
1

y\x

is,
|

'

if

a;
I

<

2/

,
1

that

is,

xjy

rnG^y'^-'^x''

We

.},

(17);

< 1,

raG^y'^-^X

{x + y)'^ = y'^{l-xly)'^,
= y'^{l+MCiix/y) + ^C,(xlyy +
.+raGn{xlyY +

= 3^ +

series.

< 1,

(a; + y) = ic"* (1 + ylxY,

= x''{l+r.GAylx)+raG.,{ylxY +
+ (7 (y/^)" +
= x'^ + ^G,x^-'y + m.C,x^-Y^- .+^^^^-"2/" +

and

we can

follows from the above result that

it

always expand {x + yY' in an absolutely convergent

JJ^y'^-'^ x""

.},
.

(18).

both the formulae (17) and (18) will

be admissible because both series terminate. But, if m be not a
positive integer, only one of the two series will be convergent.
If 7W be a positive integer,

The general

4.]

number

formulae of last paragraph contain a vast

of particular cases.

To

help the student to detect these

particular cases under the various disguises which they assume,

we proceed to draw his attention to several of the more commonly occurring. The difficulties of identification are in reality
in most cases much smaller than they at first sight appear.
We
assume in

all

cases that the values of the variables are such that

the series are convergent.

Example

1.

+ a-)-' = l-x + a;2-.

+ a; + x2 +
(l + x)-i=l+S_iCa;";

(l

(l-a;)-i = l

For

(l-x)-i =

Example

.;

(-l-n + l)/nl.

+ S_i(7(-x);

-iC {- ^)" = (-)"(-)"'''=(-

P^"

2.

(l+a;)-2 = l-2a; + 3x2-.

(l-a;)-2=l + 2x + 3x'' +

For

_iC=-l(-l-l)(-l-2)
= (-)"!. 2. 3
n\n\.
= (-)!.

and

and

+ (-)a;" +
+ a;" +

^C=-2(-2-l)
= (-){ + !).

+( - )(n+l)a:'' +
.+(n + l)x" +
.

(-2-n + l)/nI,

.;
*

 3,

ULTIMATE SIGN OF THE TERMS

Example

3.

+ a;)-=l-3a; + 6.T2(l-x)-8=l + 3x + 6a;2+

(l

/I

Example

4.

Example

5.

Example

6.

x^

193

'""

+(- )i (w+ 1) (n + 2) a,"+

+^(n + l)(7i + 2)a;+
.

m(m-2)(m-4)

(7?i-2n + 2)

"^("^-2)

"^y
I

2.4

2
(l

"'

++

(l
^

(1
^

"^

m(m-2)(m-4).
(ot-271 + 2)
2.4.6. ..2
.

+ x)-n./.= l + S(-)n"^(" + ^n"; t^

^.4.0

Example

/xN"

V2J

7j1

.;

m{jH-2) fx\^

"*

-1
~
^

l"
a'H

'^

'

'

'

+ ^"-^)x".

7.

+ xr/^^l + Z ^^^-^^^V;^'

q .2q .2q

^^-"^ + ^^

- x)-P/= 1 + S P(P + g)(^ + ^'?)-- -(P + ^g-g)

q .2q .Sq

'

Example

xn;

nq

^.

nq

8.

be observed that the coefficient of x" in this last expansion, when

is (see chap, xxiv., 10) the number (^HJ of n-combinations
It is therefore usual to denote this
of m things when repetition is allowed.
coefficient by the symbol ^iT, m being now unrestricted in value.
We
It will

m la integral,

shall return to this function later on.

Example

9.

+ xr+(l-x)'"}=l + ^C2x''+^(74X*+
^{(l+x)"'-(l-xr}=^CiX + C3x3+

i{(l

Ultimate Sign of the Terms.

Infinite

+C'2x2+

+^C^^_,x^n-l+

Binomial Series belong

to one or other of two classes as regards the ultimate sign of

the terms

1st,

those in which the

which
c.

all

signs

of the

terms are

and negative
2nd, those
the terms are ultimately of the same sign.

ultimately alternately positive

n.

13

in


INTEGRO-BINOMIAL SERIES

194
If

m denote positive quantities

X and

The expansions

CH. XXVII

(m of course not a positive

+ a;)"* and

integer),

+ a;)-'"

both belong to the first

class.
In (l + x)'" the first negative term will be that containing a;"+^, where
n is the least integer which exceeds m. In (1 + x)~'^ the first negative term
1st.

is

of (l

(1

of course the second.

The expansions of
(1 - a;)"* the terms

both belong to the second

have the same sign on and after the term
in a;" n being the least integer which exceeds m, and this sign wUl be + or
- according as n is even or odd. In (1 - a;)""* all the terms are positive
2nd.

In

class.

(l-a;)", (l-x)-'",

will

after the first.

5.]

great variety of series suitable for various purposes

can be readily deduced from the Binomial Series

many

can be

series

summed by

cases of the Binomial Series

from

and, conversely,

them with particular

with some series deducible

identifying

itself,

or

it.

The

following cases deserve special attention, because they

include so

many

of the series usually treated in elementary text-

books as particular cases, and because the methods by which the

summation

effected are typical.

is

Consider the series S^r(^)mCi", where

function of

same

of the rth degree.

<i>r{n) is

Such a

any integral

series stands in the

relation to the simple Binomial Series as does the Integro-

Geometric to the simple Geometric Series.

speak of

it

We may

We may

therefore

v., 22,

establish

as an Integra- Binomial Series.

always,

by the process of chap,

an identity of the following kind,

^r(w)

= J.o+^iW+yl2w(w-l)+.

where Ao, Ai, A^,

.,

Ar

.+Arn{n-\)

are constants, that

is,

(w-r+1)

(1),

are independent

of n.

We

can therefore write the general term of the Integro-

Binomial Series in the following form

^r()m^"

= Ao m^n^" + Ain^CnX'^ +

\-Arn{n-\)

= ^Om^n'^

"T

(w-r+l)^(7a;",

niJi3/ fnifyfiilV

+ m(?w-l) J.2^m-2^n-2^"~^+

+in(m-l)

{m-r+l)Araf^-rCn-ra;'*-''

(2).

;;

4,

'Z<f>r

Hence,

if

{n)mCnX^I{n ^-a){n^h)

the summation proceed from

{n

+ h)

to go

95

we evidently

have

Mr{n)raCnX''=A3'mGnX^+rnA^X%ra-lCn-^X'^~'^+.

+ m{m, l)

{m-r+\)ArX^%m-rGn-rX'^~'^

(3),

m{m-\)

{m-r+\)ArX'''{l+xY-'',

since all the Binomial Series are evidently complete*.

+ mA^xl{l + x) + m{m-\) A^x^il

2(^r {n)r.GnCc^^{AQ

m{m-l)

.{m-r+1)

and the summation to

Arx''/{1

+ xY]

(1

Hence

+xy

x)"^

(4)

infinity of the Integro-Binomial Series is

effected!.

The formula

when

will still apply

although in that case the series on the

infinite

number

The only

of terms.

a positive integer,

is

left of (4)

peculiarity

has not an

that a

is

number

of the terms within the crooked bracket on the right-hand side

of (4)

may become

zero.

We can in general sum the series ^i>r(n)mCna!"l(n + a) (n + b)

Cor.
.

{n

+ k), where

a, h,

.,

k are unequal positive

integers,

in ascending order of magnitude.

n + a-\,
by introducing the factors w+1, w + 2,
.,
.,w + 6-l, &c., we can reduce the general
2,

For,

w + a+1, w + a +

term to the form

A {n)rr.^uGn^ica;''^''l{m

where

by

all

1)

(m +

2)

(m +

k) a^

(5)

an integral function of n, namely, 4*r (n) multiplied

the factors introduced which are not absorbed by m+kGn+ki/'

{n) is

* If the lower limit of

the right-hand side of

quite so simple as in

summation be not

(3) will

not

all

0, then the Binomial Series on

be complete, and the sum will not be

(4).

t It may be remarked that the series is evidently convergent when x<l.

The examination of the convergence when x=l will form a good exercise on
chap. XXVI.

132

EXAMPLES

196

CH. XXVII

Hence
00

^i>r {n)mGnCffl{n

{i./.

o)

(fl

b)

(w) ,+fc(7+,^"+'=}/(m

The summation
be effected

(fl

k)

+ l){m + 2).

.{m + k)o^

(6).

of the series inside the crooked bracket

an Integro-Binomial

for it is

may

Hence the

Series.

summation

We

originally proposed is always possible.

have not indicated the lower limit of the summation,

and it is immaterial what it is. Even if the lower limit of

summation be 0, the Binomial Series into which the righthand side of (6) is decomposed will not all be complete (see
Example 6, below).
It should also be noticed that this method will not apply if
m be such that any of the factors m + \, m + 2,
., m + k
In such cases the right-hand side of (6) would become
vanish.
indeterminate, and the evaluation of its limit would be trouble.

some.

The above method can be

need not be specified in

varied in several ways, which

It is sufficient to add that by

Second Theorem (chap, xxvi., 20) all the
above summations hold when a? = 1, provided the series involved remain convergent.
detail.

virtue of Abel's

Example 1. To expand (a; + ?/)"* in a highly convergent

and y are nearly equal. From the obvious identities

series

when x

{{x+y)l2x}^={2xl{x + y)}-"^={l + (x-y)l(x + y))-^,

{{x + y)l2y}'={2yl{x
(x+j/)"*
we

{l/(2xr l/(2j/n

+ y)}-*={l-{x-y)Hx + y)}-^,
(x - i/)/(x + j/)}-' {1 - (x - 2/)/{a; + y)}-.

= {1 +

deduce at once
(i + !,)"=2"i".

where

|l + S(-)VH.(^)"[

^fl'=m(m + l)
_2V^+ix^y*

xm + yn

(m + n-l)/n!,

m(m + l) f x-y y

t^+

21

\x + y)

m(w + l)(m + 2) (ot + 3) fx-y \*

[IT^)

41

}
^ 2^+1 a-mym

jn

fx-y\

TO(w + l)(m + 2)

All these series are highly convergent, since

x-y y
f

(x-y)l(x+y)

is small.

'

EXAMPLES
Example

To sum

2.

197

the series

2^

/2y

/2\3

2.5.8 /2\*

9-*-

If

we denote this
_ 2.5.

by Wj+M2 +

series
.

~
""

%+

^^

s^e that

(-l

+ T^-1) /2\
(!)"

)n

32n
32"

nl

.{2 + (ra-2)3} 2^

i(i-i)a-2)-

-g-^+i)

+ M2 + M3+

m"^

!ti.GIlC6

= 1/4/3.
Therefore,

Example

t^

To sum

3.

the series

m (m - 1)

m+

=1-1/4/3.

m (wi - 1) (m - 2)
j-y2

whenever it is convergent.
Here we have

_ m{m-l){m-2)

"n+i -

(m-n)

-I

_
~ m(m-l) (m-1-1)

(m-l-n + l)

ni

Hence
Mi+M2 + 3+

='n{l+m-iCi + -iC2+

.}

= ni{l + l}'"-i=m2"*-\
provided

m- 1>

1,

that is

m > 0.

we have at once from 2(5) the equation

m(l + x)^-^ = l^Ci + 2^C^x+
+n^Ca;-i+
(1),

It should be observed that

from which the above result follows by putting x=l.

By repeating the process of 2, we should deduce the equation
m(m-l)
(m-ft + l)(l + a;)'"-*=1.2
fc^Cfc+2.3 . . (fc +
.

mCk+i^+
whence

m(m-l).

.(m-fc + l)2'-* = 1.2.

7i(7a;-*+

1)
(2),

k^Gj,

+ 2.3.
method

follows that

it

provided

+{n-k + l){n-k + 2)

m>k-l.
first

Example

.(k + l)^G,+,+

used.
4.

1.2.

To sum the
.

(3),

These results might also be easily estabhshed by the

.&^2.3.

series

.(/c

+ l)^3.4.

{k

+ 2y

EXAMPLES

198

CH. XXVII

Here we have
,X7a;

(ra+l)(n + 2)

(m+l)

(ni

+ 2)

.{vi

+ k)

(n

+ k)x'''

Hence
(i

(l + .r)"
+ l)(m + 2)
.

(m + l)(m + 2)

(m + fe)a;fc

(m + A)a;*^^'^'^*^^^

Therefore

(1

+ a;r+fc-l- ^+,(7j X - ^+fcC2a;2 - ... - ^+^0^., a*-i

(m + l) (m + 2)
(7;i + /c)a^
.

If

7)t

> - - 1,
ft

(4).

this gives as a particular case

S^C/(n + l)(n + 2).

{n + k)

{2m+*_l-*S

'^+fc(7j/(7n

+ l)(m + 2)

(m + k)

(5).

=i

The

formulffi (1), (2), (3), (4),

and

(5)

contain of course a considerable

variety of particular cases.

CO

Example

Evaluate Sn^^C7a;".

5.

Let n^=AQ + A-^n + A^n (n - 1) + A^n (n - l){n - 2), then we have the following calculation to determine Ag, A^, A^, A^ (see chap, v., 22).
1
1
1

+0 +0|+0
+1 +1
+1|+1
+2

^=0,
^1 = 1,

A^ = ^, Jg=l.

11+3
Hence

Sn=i^Cx=0 I^Cx'' + l?7ia;l^_iC_ia;"-i + 3m (m .

1)

x'l^^_^C^_^x'^-^

+ m (m- 1) (m- 2) x3S^-3C_3a;-3,

3

= mx (1 + x)*"-! + 3m (m - 1) x2 (1 + x)"-2 + m (m - 1)
= {w?x^ + m (3m - 1) a;2 + mx} (1 + x)"'.

{m -

2) x^ (1

CO

Example

6.

Evaluate S^Cx''/(n + 2) (n + 4).

^C^x"

+ !)( + 3) ^+40n+4a^""^*
+ l) (m + 2) (m + 3) (m + 4)
(7t + l)(n + 3) = 7i2 + 4 + 3,
= ^o + ^i(" + 4) + ^2( + 4)(M + 3).
1 +4 +3
-4
-4 +0
1 +0|+3
-3
-3
11 -3
(h + 2) (n + 4)

x^ (m

+ x)'"-3,

19^

EXERCISES IX

We

therefore have

1
C a;"
- (m 4) x
"
?{n+V( + 4) xHm + l){m + 2)(m + 3)(m + i) ^^? rr^^n+i^''^* 3 +

+ (m + 4) (m + 3) a;2 {(l + a;)'+2-l -^+2010;}],

a* (m + 1) (m

+ 2) (m + 3) (m + 4)

"

' ^

'

^ ^

'

'

+ {i(m + 3)(m + 4);r2_3|].

Exercises IX.
ascending powers of
Expand
each case write down and simplify the coefficient of a;''.
eacli of the following in

+ xfl\

a;

to 5 terms

and

(1.)

{l

(2.)

(l-a;)-V2.

(3.)

(l_a;)-3/4.

(4.)

{2-1x^1^.

(5.)

(a +

(G.)

^l{d^-x^).

(7.)

^(1-nx).

(8.)

l/(l-3a;2)V3.

(9.)

(^-l/x)-".

(10.)

Write down the

3a;)i/3.

four terms in the expansion of

first

(a + x)/(a

in

- x) } V-^

in ascending powers of x.

Determine the numerically greatest term in

(11.)

(3

+ a;)2/3, x<3.

(14.)

Find the greatest term

(15.)

If

(16.)

The sum

71

Show
^.

of the middle terms of (l

Sum

m exceed a

that, if

-i+
1

+ a;)"

for all

(t

5/7)-i3/s.

l/?i)2n+i.

even values of

certain value, then

(m + l)m{m-l){m-2)

+ l)"t
I

"^

2!

*
.

41

the series

i_(a + 36)-i ^

such values of

as render the series convergent.

N/27=2 + 24 +

(20.)

V**'i

when x=^, n=4.

a-(a + &)m+(a + 26)5^j

for

(1

4a;)-i/2.

(19.)

in (l + a;)~",

(13.)

be a positive integer, find the greatest term in (n -

(including 0) is (1 -

(18.)

(2-3/2)"/2.

(12.)

24

3*^

a'*31

y+...
2*4r

*''
2^51

'+.

.,

vi

CH. XXVll

EXEKCISES iX

250

Sum

(22.)

to infinity

Sum the

(23.)

m(m

IN

1.4.7

1.4

1
6"*"

6.12"*' 6. 12. is"*"'

series

m(m-l)

"^('"-^)("^-^)
i

m-r+1

for such values of

as render the series convergent.

n be even, show that

(24.)

If

(25.)

In the expansion of

n(n + 2)

(2ra-2)/1.3

(1

- x)~'"* no

(?i-l)

coefficient

= 2-i.

can be equal to the next

following unless all the coefficients are equal.

Prove by induction that

(26.)

l+m+ m{m2j+ l) +...+ m{m + l)

where r

is

If ir(a)

{m + r-1)

(m-l)Irl
in

_{m + r)l
^-i^ifd'

that, if

first r coefficients

(27.)

(28.)

-^

''>

^:j

Hence show

a positive integer.

The sum of the

the rth term = 1 + n (r - 1)

x< 1,

l/,;/(l

- x)

the coefficient of

1.

= l4-^ + ^(^)..H^i^4/^^)x3+.

..theseries

being absolutely convergent, then

F{a)F{b) = F{a + b).

What

is

the condition for the convergency of the series ?

Show

(29.)

that

j-nGij + nC,j-.
Sum

.=[l-{(n + l)a; + l}(l-x)]/(n + l)(n + 2).

the following series, so far as they are convergent

(31.)

(32.)

Sm(m+1)

(33.)

S(?i-l)n.4.7

(34.)

Why

from w = l to?i=oo.
(2n-5)a;"/n!, from ji^O to rt=oo
(m + n-l)a;/(n + 3)?i!, from ri=0 to n=oo
.
(3n-2)/(?i + 2)(n + 3)n!, from n=l to 71=00.

2(71- 1)2 jn (Hi -1)

.
(77i-n +
S(-)-i(ji + l)(n + 2)1.3.5

(30.)

l)x/7il,

does the method of summation given in 5 not apply to

la;/(n + l)?

SERIES
6.]

DEDUCED BY EXPANSION OF RATIONAL FUNCTIONS OF

Since every rational function of

the form I+F^, where

is

w can be expressed

an integral function of

proper rational fraction, and since

F can,

by chap,

x,

X.

in

and i^ a

vni., 7, be

EXPANSION OF

| 6, 7

expressed in the form

(2

- pa;)/(l - px + qay^)

%A{x- a)-'^,

that for certain values of

where

A is constant, it follows

a rational function of

a;

other values of

a;

can be ex-

a;

and

in a series of ascending powers of x,

panded

201

for certain

"We

in a series of descending powers of a;*.

shall have occasion to dwell more on the general consequences of

where we deal with the theory of

this result in a later chapter,

Recurring

may

which

There

Series.

however, certain particular cases

are,

with advantage be studied here.

Series for expressing a"

7.]

terms of a^

and a + fi, n

^ and

a positive

being

(a"+^

- ^"+^)/(a - /8)

in

integer.

we denote the elementary symmetric functions a + y8 and

p and q respectively, it follows from chap, xviii., 2, that
we can express the symmetric functions a'' + /3, (a"+^ - y3"+^)/
(a - j3) as follows
If

ajS

by

ar'-\-^
(n+l

= aoP^+a^p^-^q+

;8"+l)/(a

where both

Now

a^;?*'"'^?*"

(1),

+ brP^'-^-'q'- +

(2),

of chap, viii.,

X be

or

8,

by

direct verification

identity

2-px _
-px + qa^
if

series terminate.

By the methods
we can establish the
1

- /3) = 6j9" + 6i^-V +

2-(a + (3)w

ax) (1 - (3x)

(1

(as it obviously

always

1
1

may

,g.

1- fix

aa;

^'

be) taken so small

th.&tpx-qx'^Kl, we have by the Binomial Theorem

-pxTqa^

"

^^ ~-^^^

{l-{px- qx")}-' = (2 -px)

+ (px - qx^y +

Now

(by chap, xxvi.,

34)

if

+ (px - qxy- +

{l

+ {px-

qx")

(4).

x be taken between -

a and +

a,

a being such that the numerical value of po.qa?<\, that

arrangement of signs being taken which makes pa. + qa? greatest,

then each of the terms on the right-hand side
in powers of

x and

may

be expanded

the whole rearranged as a convergent series

proceeding by ascending powers of x.

* Strictly speaking, this is as yet established only for cases

The

where a

cases where o is imaginary will, however, be covered by the

extension of the Binomial Theorem given in chap. xxix.
is real.

202

a"

We thus find

+ ^"

IN TERMS OF

The

2 {1

CH. XXVII

that

+ (-)Vra.i3''-''-/+.

a + /3

ayS,

.)^n

(5),

+ 2 &c.} -px {1+2 &c.}

coefficient of

(6).

x^ on the right-hand side of (6)

is

Now
2n-rCr-n-r-iCr = n{n

r-l)(n-r-2).

(n-2r+l)/rl

Hence

^p^

n(n-3) .

-9

Again

--^ + :p^-{l + a^ + aV+.

+ i8V+.

a'^^'*

+fi"x''+.

{1

/3x

},

= 2 + 2(a + y8'^)^

(8).

All the series involved in (8) will be absolutely convergent,

provided

x be taken

Now, by

(3),

so small that

ax

and

^x

are each

the series in (7) and (8) must be identical.

comparing the

coefficients of

x"^,

we must have (by

< 1.

Hence,

chap, xxvi.,

21)

+ (_

^y.

n{n-r-l){n-r-2).

(w

- 2r +

l)

^^.^^^^

(9).

As we have

indicated (by using =), the equation (9)

algebraical identity, on the understanding that

is

an

stands for a +

SERIES FOR

and q for a/3. The

as n is odd or even.

a'^

last

+ yS^

term

("+>- ;8"+0/(a-/3)

203

according

will or will

not contain

In like manner, from the identity

\px + qa?

- (a + /8) i + a.^a?

sj^
\\-ax

^\JL

- ^x)

we deduce
(+i

_ y8"+i)/(a -I3)=p^- ^^p^-"^q + ^^

i\rO^~0(w-r-l)
^^

I
(-1)'^^

.(-2r+l)

that,

^
_

/i/v\

(i^X

(9).

is

+ g-l)(m + g-2).
(m-s)!

i_\ra- 2?;^(m

that

we write the series (9) in the reverse order, and observe

when n is even, = 2w say, only even powers of p occur, and

that the term which contains p"

^^ p^-'q-"

->-V+-

'-^^

subject to the same remarks as

If

'^l^""'

(2^

1)

'

is,

.j_g2w(w +

s-l)(w + s-2).

(w+ l)w(m-

1)

(y-s+

1)

p^q"^-',

that

is,

-P

(2s)!

then we have
a2'

+ ^ = (_)'2f/" -^jt?V'+^^^^^^l^^V<Z"'~'--

Similarly,
^2,+l

(_)'

(2m +
5

5!

we have

^2m+l

1) [pq^^
I

- (^' + l)^^3^m-l
3!

~TO-2

^^

(2s-l)!

(9").

SERIES FOR \x

204

^(-)-

a-^

+ s/{x^ + 2/")}" +

{'

" "Ji^"" + 2/")]''

CH. XXVII

"^"^-^^|,;_,)f-^^\ --v-'^...}
-'^

M^

-^^

2!

(10').

4!

p-m^m-s^ ... I

(10").

Since a and P are the roots of the quadratic function

-pz + q, we may replace a and /3 in the above identities by
If
i {p+ J{p^ - 4g')}, and ^ {p - sj{p^ - ^)} respectively.
this be done, and we at the same time put p = x and ^q=y^,

!?

we deduce the following

{x +

V(^ + f)Y + {x- Jix" + f)Y

= 2 [x^ + ^, x^-Y +
+

^^^ ^'^-Y +

K^-y-l)(^-^-2)...(?^-2r+l)
^
~r

~'^"

'

'

^"

"

'' ^_,,^^,

r!2'^

7Z-(7^''-2^)(;^^-4^).

.(^^--2^2-)

(2s)!
if

a;-='Y'

^^

n-i

^ *K' -

1")

^^

n {11^ - V)

'^'^
(2^rri)!

^.+i^-2*-i^^
.

j,ifwbeodd.

""/'

w be even

-of

(n"

- 3==)

(9'").

 7,

{x +

SERIES FOR {x

+ V(^ + 2/^)1" -{a;- ^{x- + y'')Y

205

J {a? + /)} -{x- ^(x^ + /)}

a;"-

{n-r-l)(n-r-2)

V+

(n-2r)

r!2-''

a;n-2r-l^2r

_^,

= 2 V(^ + 1/)

1^ xf-^

4-

?ii^!f^ ^s^.-4 +
3!
(10'").

_^7(w^-2'^).

if

n be even

= 2 V(^ + 2/ )

^y

(71^-28-2')

^_,

,,_,

[y

^^

2!

4!

+-

(2i)!

^y%-1-\

These

important in connection with

series are

if

n be odd.
theory of

tlie

the circular and hyperbolic functions.

8.]

method of

slight extension of the

enables us to find expressions for the

sum and for

last

paragraph

the

number of

r-ary products of n letters (repetition of each letter being allowed).

The

inverse

1/(1

method

tti^;)

of partial fractions gives us the identity

- ajir)

(1

^g = a/-Y(a, - Oj)

where

(1

-aa7)s2^g(l-a^a;)-^

(a,

- Oj)

provided

convergency of
1/(1

x be taken
all

chap, xxvi.,

small enough to secure the absolute

the series involved,

a^x) (1

(1

- a^X) ...

^a^^x"-) (1

(1

- a^x)

Sa/^'-)

(1

Sa/^r'-)

= 1 + ^JCrX^
where

^t

ttj,

05,

is

obviously the

a.

(2),
(3),

sum

of all the r-ary products of

Since the coefficients of x^ on the right-hand

and

(3) must be equal, we have

Z, = 2a/+'-V(a, - ai) (a, - a^) ... (a, - a)

sides of (1)

(l),

(ttg-a^).

we have (by

Also, since (1-0,3;;)"^= 1 +Sa/af,

14),

(4).

SUM AND NUMBER OF r-ARY PRODUCTS

206

we have

for example, there be three letters, oj, a,, aj,

If,

r+2

"-1

Z-r =

- 02)

(tti

<'^^

_
~

(tti

(2

we put

1,

tti)

"3

(og

- 03)

(as

r+2

- Oj)

(a^

- a^)

+ <"^^ (^3 - i) < <^^ (i - 02)

- "3) (tts - l) (! - "2)

"3)

= a2=

ai

nKr reduces to

(og

as)

(02

If

r+2
"2

CH. XXVII

and

=a =

then each of the terms in

l,

becomes n^r-

nJ^r

/.x

Hence, from

(3),

(l-a;)-''=l + :^^Hrar

Equating

nffr

=n{n +

(6).

on both sides of

coefficients of oT
l)

{n+r~

we have

(6),

l)/rl,

a result already found by another method in chap, xxiii.,

Some

9.]

l/(y

+ a;)(i/ +

a;

ing powers of
If

we

10.

interesting results can be obtained

l)

{^

a;

+ n)m

by expanding
descending, and in ascend-

?/.

write
r=n

l/{y

+ x)(y + a;+l)

{y

+ x + n)= 1 Ar{y

-^

x + r)-\

r=0

then we

find,

by the method of chap,

l=Ar{-r)(-r+l).
J.^ =

Hence

viii., 6,

that

(-1)1.2.

(n-r).

- )* Cr/nl

Therefore
nl/{y

+ x)(y + x+l).

Hence,
X,

X+

Pi,

if
ly

.,

P2,

x + n) = -S,(-y^Cr(ij + x + r)-'

.(y +

P&,

x + n, and

denote respectively the

of their products taken

2, 3,

(1).

sum
.

time (without repetition), we have

= S(-)-.a{l + S(-)'(5^)}

of

at a

(2),

9 EXPANSIONS OF

8,

where we suppose

1/(2/

+ x)(7j + +1)
OS

(y+ as + n) 207

to have a value so large that all the series

t/

involved are convergent.

Since there
of

(2),

l/i/ less

than the

nth.

on the

left

must

Therefore

vanish.
{a;

no power of

is

the coefficient of any such power on the right

n-iy + nC^(iv + n-2y-.

+ ny-nC,{a; +

where s is any
Equating coefficients of

l/y", ll'}f"^\

(3),

and

we

1/3/"+^
.

find

n\

(4);

= {n+iy.{x +
{x +

.(-)"^ =

n-lf + nC!o{x + n-'2.f-,

{x + nf-nG,{as +

{-fx'^ =

<n.

positive integer

\n)

nf+^-nCx{x + n-lf'^^ +

(5);

n-2f^^-.

nC',{x

{-fx^-^^=n\{P^^-P^\

= ^{n+
and

Again from

where
.

Qi, Q2, Qs,

we

(x

From

-^

-^

(7),

sum of 1/x, l/{x + 1),

sums of their products taken 2, 3,
hy expanding and equating coefficients of

are respectively the

(7),

n\
.

(x

fl

+ n)\x

X+

(^+1)2

"iT*

(a;

we put x=l, we get the

the

n)'-

get

x{x+l)

If

l/{x + n), and the

at a time.
y,

(6)

1)}

^\-y-^\l + -^~'

+ nx + ^^n (3w +

we have

(1)

x{x+l)

2)! [x"

so on.

sum

of the reciprocals of

of their squares

11
1

'

'

'

(x

n))

^M^ + w)'

+2)^^

^*

following curious relation between

1, 2,

.,

w+

1,

and the

reciprocals

EXAMPLES

208

fl

w+1

ll

10.]

We

CH. XXVII

_J_\ ^ 1 _ -^

^2'^'

'

n+

'

1}

"^

""
2'

3''

have now exemplified most of the elementary

processes used in the transformation of Binomial Series.

may

following additional examples

The

be useful in helping the

student to thread the intricacies of this favourite field of exercise

Mathematics.

for the tyro in

Example

Find the

1.

coefficient of

x" in the expansion of

(1

- x)^l(l + a;)''/^

in ascending powers of x.
If

(H-x)-3/2 = l

Hence the

+ Saa;,

+ a;p = (l-2x + a;2)(H-Sax).

then (l-x)2/(l

coefficient required is o

actual values of a, a_i, a_2,

we

- 2a_i + a_2

we

If

substitute the

find that

f{x)=zaQ + aiX + a2X^+

., then the coefficient of x^ in
/ (x)/(l - a;)" in ascending powers of x is a,, mHr+ i m-^r-i
+ ? This follows at once from the equation
+ a2mHr-2 +
/ {x)l(l - x)'"= (ao + Sarxn (1 + S^H.x'-).
In particular, if we put /(x) = (1 - x)~" and m 1, we deduce that

Example

If

2.

the expansion of
'

and,

if

we put /(x) = (1 - x)~", we deduce

m-hi^r m^r + n-"r-l

results

-" l

that

+ m " r-2

n-" 2 +

+ n-Hp

which have already appeared, in the particular case where

and n are

integral (see chap, xxiii., 10).

Example

3.

Show

that

m<?/2 + ^+iC/22 + ^+2^/23+.

The

left-hand side of

(1) is

adoo=l + ,Ci + ^C2+.

^ = (1 + x)'/2 + (1 + xr+V22 +

1 + x)'+2/23 +
Z=^(l + x)"'[l + {(l + x)/2} + {(l + x)/2}2+.
= (l + x)'/2{l-(l + x)/2}, if we suppose x<l.
= (l + x)"/(l-x),
= l + S(l+m^l + mC2+- +m(?)a;,

Now

.+C7

obviously the coefficient of x" in

.

ad

ad

00

00],

by

last

example.

Example

4.

*-^
n being a

Hence the theorem

Sum
-3

follows.

the series
,

(-4)( n-5)

(n-5)(n-6)(7i-7)

31

41

2r+

positive integer.

(1).

 9,

EXAMPLES

10

209

(9'") of 7 being algebraical identities, we may substitute

any values of x and y we choose, so long as no ambiguity arises in
the determination of the functions involved. We may, for example, put
x= -1 and y = 2i. We thus find

The equations

therein

Hence,

if

w and

ufi

denote, as usual, the two imaginary cube roots of

+ 1,

we have
/S

={ 1 + (-)"-! (w" + w^*^) } /re.

we evaluate w^ + w^ for the four cases where n has the forms 6m, 6nil,
6m2, 6ni + 3 (remembering that ui^^=\, w-i = w2^ u-^ ui), we find that
S has the values - Ijn, 0, 2/7i, and 3/ respectively.

If

Example

Sum

5.

the series

(n-l)

n{n-V)(n-2) (w-3) (n-4) (n-5)

w(re-l)(re-2)(n-3)
''2(2;+l)"^ 2.4(2r + l){2r + 3)

"^

+
n being a positive integer.
If we denote the series by
2.4 ..

l) (2r

+ 3)

(2?-

+ 5)

. ,

then

(n-2s + l)

2s(2r+l)(2r + 3)

_ ?tl(27-)!(r + l)(r + 2)
~

4.6(2r +

+ Mj + "a + W3 +

n(ji-l)

_
*

(r

(2r

+ 28-l)'

+ s)
'

(re-2s)!(2r+2s)!sl

We may

restricting r for the present to be a positive integer.

therefore write

n!j2r)!
"a

In + ^rW "+2'"

2r+28

r+s^f

Now
is,

r+s^s is *^6 coefificient of x^*" in the expansion of ai^'^+^s (i + l/x^)*^*; that

in the expansion of a;^+2'{^(l + l/x'-^)}2''+2*. Hence 2g is one part of the

coefiicient of

Hence 2S

is

Now, by

x'^'^

in the expansion of

the whole coefficient of

rc^'"

in the expansion of

7,

+ V(l + a;^)}"+''' + {l-N/(l + ^2)}+'"'

_ or^'zr ii 4. s (>^ + 2r)(re + 2r--l)(M + 2r-s-2)

{l

the coefficient of

(n^

2;--2.-

+ l)

x"^^

in

which

+ 2r)

is

(ji+r -!)(?? + r- 2)

x^\

2'4'

{s)\

+ l)
'

^T2^^^^

14

'

EXERCISES

210

CH. XXVIl

+ r-l)l

c _ on+2r-i nl(2r)!(n + 2r)(

(n + 2r)!r!nl22'-

(n+r-l)(n + r-2)
(n + 2r-l){n + 2r-2)

_
~

'

+ 1)
+ l)'

(r

(2r

thus effected for all integral values of r. So far, howformula arrived at might be reduced to an
Since we have
identity between two integral functions of r of finite degree.
shown that this identity holds for an infinite number of particular values of

The summation

is

ever, as r is concerned, the

must (chap,

r, it

The summation

16) hold for all values of r.

v.,

is there-

fore general so far as r is concerned.

Exercises X.
Find the
powers of

coefficient of

x*"

in the expansion of the following in ascending

x,

(1.)

xl{x-a)(x-b){x-c).

(3.)

x'"^+^l{x

(2.)

(4.)

-a){x- b) (x-c), where

(3 - x)l{2 -x)(l- x)\

(6.)

{l-px)"'{V-qx)-\

x^+^l(x-a){x-b){x-c).
<r - 3.
2x2/ (x - 1)2 (x + 1).

a positive integer

is

(5.)

expanded in ascending powers of x, the co- 2n) 2^-^, n and r being positive integers.
Find the numerically greatest term in the expansion of (a - x)/(6 + x)^
If (1

(7.)

3a;)'*/(l

efficient of x""!^"^ is
(8.)

2x)^ be
1)" (r

in ascending powers of x.

Show

(9.)

that

(x + /3)(x-l-2;3)

(x-j3)(x-2^)

+ w/3)

(x

(x-n/3)
^~-r (

-14-T^

"

+ >)(^-l^)("''-2')

(n'-r-l')

r/3

and hence show that

*;"(

)_.

r(n + r)(n-l')(n'-2-^)

r=i
(10.)

If

(11.)

If

(,,2-7312)

^^

^^^

^^^

' ~ ni^l + m^2 ~

\~)rrfin\~rm-l^n'
n be an even positive integer,
+ ,C/ \- r'^mPnJ%
m^n ~ m^n-1 m^l + n^n-2 nfii If m and n be positive integers, show that

m^O m/2^n + to^2

n be a positive integer, show that

(12.)

{^^Y

(>i-2)/2^n-l

(m-4)/2^n-2

+ m^i

m2(wt''-2'')

'

+ m^2n

(m-2n)/2^0

{m^-2n-2"-)
'

(2n)l

m^l

(m-l)l2^n + m^3

(m-3)li^n-l

_ m(wt^-P)

+ m^6

(n-)/a^n-2

m'-3'')
(2n +

+ n^2n+l

(m-2n-l)/2^0

{m^-'JiT^^)

l)!

(See Schlomilcb, Hcid6.

d.

Alg. Anal., 38.)

10

(13.)

where

(1

- x~^)^{l - )""*,

a positive integer, that

.

.^(-ir""(~'-i')...(..'-53I^^,
^

(2!)^

n be a

[miy

positive multiple of

(14.)

If

(15.)

li {l-\-x)-'^=l

211

Show, by equating coefficients in the expansion of

m is

l_.+!5!Kri)+.

to

EXERCISES

6,

+ a-^x + a^x'^-\-.

then

sum

.,

the series

l-a^ + a^-a^-\-

terms.

(16.)

If

(l

(-l)'2ra(2ra-l)

'

(18.)

(19.)
(20.)

= l + a^x + a^x^+

''s"l/4'- (r!)2

l-a^^+a^^-

then

.,

{-iy2^r(2r)\

(r-l)13l"^'

rill

(n+l)/Ml.

2^r + l)\

r\
^

x)^''

{2n

'"^

2r)!

01(2r +

l)!

_ {-l)r
~2r + l'

= (4n)I/4"{ (2n)l\^.

Sum to n terms S (2n - 2)I/22'*-in {(jj - 1)1

Sum the series

,.1
, 1.4.7,
,.
, 1.4
+ (n-l)3 +,,(n-2) + (n-3)3-^g+.

}^.

1.4...(3n-5)

3 .^

(3-3)

Find for what values of n the following series are convergent; and
show that when they are convergent their sums are as given below.
(21.)

w(n-l)

TC

m~llm + l"^

(m-l)!

m+2

~ {n + l)(n + 2)

(n + m)'
n 1
w(n-l) 1
(m-l)!
2''"*
m'^'llm + l"^
21
~(n + l)(7i + 2)
(n + m)^'"+"^'"-i^"
m+
-^4^C^_22+2 +
+ (-)'-i2'>-Hn + (_)mi},
21

'

'

'

i in

both cases being a positive integer.

+ s)!(m+n-r-g-l) _ (m + n)
(m-r- 1)1 (n-s)! ~ ml?*!
(^ + ^)'("^+"-^-g)' _ ( m + w + l)l
'"IT *s"
^"

/22

=o

(23

(r

r=o =o
(24.)

The number

(25.)

Prove, for a,

^Is!

ris!

(m-r)! (n-s)!

mini

of the r-ary products of three letters, none of which

to be raised to a power greater than the nth, where n < r < 2n, is
r(3?i-?-)

if

r=2 and
;

(26.)

a(b-c)

&

- a)

(c

c, a'y

b',

c'.

(ca

66') (&>

b-b'
c{a-b)

= {b-c){c- a)
6,

= 0,

if

r-0, or r=l

=1,

that

- aa') {a^ - a'^)

a -a'

where aa' = bb'=ee'y and S^_^

a,

+ l-fK(n-l).

that "LarKa-h) (a-c)

generalise the theorem.

Show
(be

b, c,

is

{a

is

b)

the

{ab

fc'"')

- cc')

c-c'
{be - aa') (ca -

sum

(c*

- c")

bb') (ab

- cd) S^_^\ahc,

of the (m-3)-ary products of

(Math. Trip., 1886.)

142

EXERCISES X

212
sum

If S^ be the

(27.)

a;'+aix"'-i

of the r-ary products of the roots of the equation

+ a=0,
= ^1 + 01,

+ a2a;"-- +

CH. XXVII

then

O^Sa + S'iOi + fla,

(Wronski.)

Sy be the sum of the r-ary products of n letters, P^ the

products r at a time, S^ the sum of their rth powers, then
If

(28.)

Zr=nSr-(n-l)PiSr-i+.

= nS^-{n-l)P^Sr-.i+.

+ {-lY{n-r)P^,

sum of

the

r<n-l.
if r>n-l.

if

.+(-l)"-iP_iSr-+i,

(Math. Trip., 1882.)

If

(29.)

i;

= (1 - ax)~'^ (1 - ^x)~^

things, X of

which are of one

placed in a row

sort,

the coefficient of

is

the

-,

number

ways of

of

of another sort,

fj.

x^^a'^^'^

...

distributing n

into

.,

p boxes
- 1)p

in the expansion of {v

in ascending powers of x, namely,

ih-pCjii^+pC^Ui-

Ug={p + \-s)\{p + iJ.-s)l

where

.,

I(p-sy.\l{p -s)l

fil

(Math. Trip., 1888.)

(30.) With the same data as in last question, show that the whole number
ways of distributing the things when the order in which they are arranged
inside each box is attended to is

of

nI(?i-l)I/(n-ij)!(2J-l)!X!Ai!'!

(Math. Trip., 1888.)

Show

that

+ llx=^C^-h^C, + ^,C,-.
+ 1/2 +
{m + l)m
---2 + {m + 2){vi+l)m(m-l)
1
1

(31.)

(32.)

_{-Vr
2

2m+l-

gj

w^n.
1
/^Q^
(66.}i.-:^^+

m^(m^-P)

^-

"t"

K- K
1")

If 7n

1.3.5

If r

(a;

-^-1^"*
;
V

*"

(m-n)(jn-n-l)(m-n-2){m-n-B) ^_^_^
21(n + 2)!

(2nt-l)

be a positive integer,

_ 12
(^2 _
rjl-f3j-a; + ^
^2

+.
,

(m + w)!

"

(35.)
(

_^

ll(n-l-l)!

"

^^
^

and n are both positive integers, and jn>n, then

2^ *" {m-n){m-n-l)
n\

2")

gj

ji
(34.)

12) (^2

5]

22)

^^ {f

12)

(f _ 22)
7!

(r^

3^)

^^''

+
,

'

+ 2)'-i-^_a(7i(a; + 2)'-3 + r-8t''2(x + 2)'-'>-r_4C3(a; + 2)'-7 +

CONVERGENCY OF MULTINOMIAL SERIES

11

213

MULTINOMIAL THEOREM FOR ANY INDEX.

Consider the integral function aiX + 2^ +
+ arX^,
11.]
whose absolute term vanishes, the rest of the coefficients being
.

Confining ourselves in the

real quantities positive or negative.

meantime

when

= 0,

a;

we

to real values of x,

that

see, since

shall

fact, it will

where a

is

ai,

be sufficient

ap + ap^^

among

x between - p and + p

have
\aiX + a2a^+.

In

the function vanishes

in all cases be possible to assign a posi-

it will

tive quantity p such that for all values of

we

<rarX^\<l

p be such that

if
.

(1).

/)'< 1

the numerical value of the numerically greatest

a.2,

That

ar.

.,

is,

be sufficient

it will

if

p(i-pO/(i-p)<i;
a fortiori (supposing p<l)

it will

be sufficient

if

apl{l-p)<\\
that

p<l/(a + l)*

is, if

is,

in fact, the numerically least

(2).

among the

roots of the

two equations

ttrX^

as

may be

+ aiXl = 0,

seen by considering the graph of arX'^ +

Therefore,

-p<x< + p we

whether

be

integral

or

can always expand (1 +aiX + a.2X^+

+aiX.

provided

not,
.

+arX^)^

in the form
1

and the

2m(7g (ttiX

series (3) will

positive or negative.

+ a2X^ +

+ arx'y

(3)

be absolutely convergent whether

Hence, since aiX+a.2af+.

terminating series and therefore has a finite value for

of

positive or negative,

in chap, xxvi., 34, that

it

be

all

values

follows from the principle established

we may arrange

* This ia merely a lower limit for

p
much greater.

general be

+arafh

in

(3) according to

any individual case

it

powers

would in

214

MULTINOMIAL COEFFICIENTS

CH. XXVII

of X, and the result will be a power series which will converge to

the

sum

(l

Since s
.

+ aiir +
is

a2^+

+ ar^O

so long as

-p<^< + p.

a positive integer, we can expand m.Gs{aiX + a^x^ \-

varX^'Y by the formula of chap, xxin.,

The

12.

coefficient

of x^ in this expansion will be

XJJ.sXa^'a.^-"

that

ar^-'ja^W

a^!,

is,

^a^'-a^

a^m{m-\)

{m-s+l)/ai\a^l

a^!

(4),

where the summation extends over all positive integral values of

!, oa,
., Ur, including 0, which are such that
.

ttj

"1

+ 02+

2a2

+a;. = S|
+ ra^ = wj

''

In order, therefore, to find the coefficient of of* in (3) we have

merely to extend the summation in (4) so as to include all
values of 5 in other words, to drop the first of the two restric;

tions in (5).

Hence, wliether
enough,
(1

+ aix + a^x^ +

^J^
the

2 m(,-l)

summation

"1, (h,

to he

"rj

he small

+arafy"'
.

.(m-2...M)

__

extended over all positive integral values of

including 0, su^h that

Oj

The

he integral or not, provided

we have

+ 2a2 +

+ raj. = n.

any partiExample 2,
and need not be farther illustrated. It need scarcely be added
that when n is very large the calculation is tedious.
In some
cases it can be avoided by transforming l + aiX + a^g^ +
+ arOf
before applying the Binomial Expansion, but in most cases the
application of the above formula is in the end both quickest and
most conducive to accuracy.
details of the evaluation of the coefficient in

cular case are

much

the same as in cbap. xxin.,

12,

CONDITIONS FOR GOOD APPROXIMATION

11-13

To

Example.

We

find the coefficient of

.r"

in (1

+ x + x^ +

215

+ a;*")"*.

have
(l

+ x + x^+.

.+a;'')'"={(l-a;'*+i)/(l-a;)}"*,

= (l-a;''+i)(l-a;)-",
Hence,

if

n<r + 1, the

coefficient of a;" is

^fl'=m(ffH-l)
but,

if

n<tr + l, the

coefficient of

x"

(?

simply

+ n-l)/nI;

is

m"-n ~ m^l m"n-r-l

"

m^2 m"-2r-2 ~

NUMERICAL APPROXIMATION BY MEANS OF THE BINOMIAL

THEOREM.
The Binomial Expansion may be used for the purpose
+ w)'^. According

12.]

of approximating to the numerical value of (1

as

we

retain the first two, the first three,

terms of the series

take a

first,

The
1st,

a second,

+ nCiO! + nO^a^ +

.,

To include
;

To take n

the

first

to (1

n+

said to

+ a?)"'.

are

in our approximation the terms of greatest

in other words, to take

numerically greatest term, at

2nd,

.,

we may be

... an nth approximation

principal points to be attended to

numerical value

so great that the

least, is included.

so great that the residue of the series

is

certainly less than half a unit in the decimal place next after

that to which absolute accuracy

3rd,

To

is

required.

calculate each of the terms retained to such a degree

of accuracy that the accumulated error from the neglected digits

in all the terms retained

is less

than a unit in the place next after

that to which absolute accuracy

The

is

required.

last condition is easily secured

each particular

case.

We proceed

by a

little

attention in

to discuss the other two.

The order of the numerically greatest term.

In the case of the Binomial Series (1 -^-xY, if ^ denote the
numerical value of x, so that 0<^<1, we have for the numerical
13.]

value of the convergency -ratio u^^^lu^

NUMERICALLY GREATEST TERM

216

(r

according

a,8

Hence
that

tion o-<l

term

mn
nm
^'OT^--i,
n+l
n+1
J.

obvious, in the

-1 ^

first place, that, if

m<+

1,

he & positive or negative proper fraction, the condi-

from the very beginning, and the

satisfied

is

first

will be the greatest.

m>+l,

If

the condition o-<l

value of n which exceeds

obviously satisfied for any

is

in

fact,

(m-n)i<n+

n>(mi-

is,

the right-hand side of which

condition

If

the condition will be

soon as

satisfied as

that

(1),

m-n is positive or negative.

it is

is, if

CH. XXVII

satisfied

is

say,

(2),

obviously less than m.

from the beginning

<-l=-/A,

be

+ i)

1)/(1

is

1,

where

This

i<2l(m-l).

if

)u.>l, the condition

o-<l

will be satisfied as soon as

(fj.

that

1,

n > (fjii -l)/(l-i)

is,

This condition

+ n)i<n +

14.]

is satisfied

Upper

(3).

from the beginning

limit of the residue.

if ^<2/(/ti

We

1).

have seen that,

ultimately, the terms of a Binomial Series either (1) alternate in

sign or (2) are of constant sign.

To the

first

of these classes belong the expansions of (1 +a;)'"

+ x)"^, where x and m are positive.

If n be greater than the order of the numerically greatest
term, and in the case of (1 +xy"' (see 4) also >m, then the
and

(1

residue

may

be written in the form

-Sn

{Un+i

ltn+2

+ W+3-

(l),

where +!, %+2, ^n+a, ... are the numerical values of the
various terms, and we have Un+\>ti,i+2>Un+%>
Hence, in the present case, the error committed by taking an
.

n\\\

approximation

is

numerically less than Un+\.

In other words.

 13,

UPPER LIMIT FOR RESIDUE

14

217

if we stop at the term of the nth order, the following term

is

an

upper limit for the error of the approximation.

Cor.

lower limit for the error

is obviously m^+i

- Un+2'

second class of

series, in

- a;) and (1 - a;)~ belong to the

which the terms are all ultimately of

the same sign.

It will

be convenient to consider these two

The expansions

of (1

expansions separately.

In the case of (l-ar),

we take n>m, then we

if

shall

and o-, the

numerical value of the convergency-ratio, will be {n - m) xl{n + 1),
This continually increases as n
that is, {\. {m+l)l{n + \)}x.
increases, and has for its limit x, when n=<xi.
Hence
certainly include the numerically greatest term

Therefore, m^+i, w+2,

-^ra

having the same meaning as before,

+ Un+2 +

(*+!

^n+3

),

W+i (1 + <^n+i + O^n+iO'n+2 +

0'n+iO'+20"n+3

Therefore

<Un+il{l-x)

(2).

Hence the error in this case is numerically less than w+i/(l - x),
and it is in excess or in defect according as the least integer

which exceeds

Cor.

that

is,

even or odd (see

is

lower limit for the errm^

mC+i^"+V{l

4).
is obviously

In the expansion of (l-x)'"^,

all

(T^

Hence,

we have merely

n>{mx-l)/{l-x).

We have,

if

in this case,

(w +

a-n+i),

the terms are positive;

and, in order to include the greatest term,

to take

%+]/(!

-{n+l-m) x/{n + 2)}.

m) x/{n +

1)

{1

{l

+ (m~l)/{n+l)}x.

(1

- m)/(n +

i<l
0'n+l<0-n+2<'

.<X<1,

1)} x,

218

EXAMPLE

and an upper limit of Bn will he

- o-+i),

lower limit being m+i/(1

CH. XXVII

w+i/(l

that

is,

- x)

as in last case, a

m^+ia;'*+V{l

- (w +

m) xl{n + 2)}.
If

w>l,
l>0'+l>0-+2>.

'>X,

and an upper limit of Rn will be

-{n + l+m) x/{n +

n^+ii"'^V{l

Un+i/(l

a lower

2)},

that

a-n+i),

is,

being Un+j

limit

(l-x).

The

error for (1

- ar)-"*

of course, always in defect.

is,

Example 1. To calculate the cube root of 29 to 6

The nearest cube to 29 is 27. "We therefore write
4/29 = (33 + 2)1/3 = 3 (1

+ 2/33) V,

= Mq + Mi-M2 + M3-M4
The first term

places of decimals.

and the terms alternate in sign after m^.

Also Uf, written in the most convenient form for calculating successive terms, is
is

here the greatest

r=3 (A)

(tI.) (,*A) (t.V\)

(A\)

(^)

Therefore

+
3 000,000,00

o=
Mi=o2/81 =

74,074,07

M2= Ml 4/162 =
3= 1*2 10/243 =
W4=M3 16/324 =

001,828,99

75,27

3,72

001,832,71

3 074,149,34

001,832,71

3 072,316,63

20

5=M4 22/405

Hence the error in defect, due to neglect of the residue, amounts to less
than 2 in the seventh place. The error for neglect of digits does not exceed
1 in the seventh place. Therefore, the best 6-place approximation to
^29 is 3^072,317. In Barlow's Tables we find 3-072,316,8 given as the
value to 7 places.

Example

2.

To calculate (1 - x)'"/(l + x + x*)*"

to a second approximation,

X being small.
(l-x)'"(l + a; + x2)-'"

(,

<

7n(7-l)

l-mx + -^

'

x^V X

I,
i

l-Tn(x + x^) +
,

+
^

m(?tt

l)

2]

'-x^V

EXERCISES XI

14

where we have already neglected

the two series
(,
= \lmx +

all

m(m-l)

5_

= l + {-m-m)x+
,

a;2

219

powers of x above the second in each of

)I

'

x^ \
Jl-mx+ m(m-l)
(

'-

Ivi(m-l)
m (m \^ + m^+^

1)1

'-

'-V

x",

where higher powers of x than x^ have again been neglected in distributing

the product

= 1 - 2mx + m (2m - 1) x*.

Exercises XI.
(1.)
(

l)m-H

The general term

in the expansion of

(^ 4. _ 2)1 a;"'?//(m -

1)! (n

{l

+ x + y + xy)l{l + x + y)

ia

- 1)1.

Determine limits for x within which the following multinomials can be

expanded in convergent series of ascending powers of x ; and find the
coefficients of

(5.)

- 2x + a;2 _ Sx^)-V*.
and x^ in (a; + 3a; + Sa;" + 7a;^ +
x7in(l-3a; + a;8-x')-3/2.

(7.)

Show that

(2.)

X* in (1

(4.)

a;8

(3.)
.

(6.)

x in (1

- 3x - Ix^ + x^)-^l^.

)-\
x'"

in (2

+ 3a; + x2)-2.

in (Qa^ + 6ax + ix^)-^ the coefficient of x^^

and that the coefficient of every third term vanishes.

The coefficient of x"* in (1 + a; + x"^)^ (m a positive
(8.)
^

(9.)

The

m(m-l)
(11)2

m(m-l)(?/t-2)(m-3)
"^

(2ip

coefficient of 3^^+^ in (1

is

(3a)-*'-2

integer) is

+...

+ x)/(l + x + x^

is 23'-

(r

+ 1),

Evaluate 2/( 100/99), and 1^(1002/998), each to 10 places of deciand demonstrate in each case the accuracy of your approximation.

(10.)

mals

Find a

first

{x+^jx^ + l)}'^- {x- V(x2+1)}^

{x+^{x^+i)y^'n+i-{x-^(x-'+i)y^+i'

/.
^

approximation to each of the following, x being small:

''

+ aj)(l + rx)(l + r2a;).

(12.)

(l

(13.)

V(2-x/(2-v/(2-

./(l-a;)(l-x)'-(l-x)'^.

-^(1 + x).

.)));

where

is

repeated

times.

If X be small compared with N^, then ^{N^ + x) = N+xl4:N +

(14.)
Nxl2 (2N^ + x), the error being of the order x'^jN'^. For example, show that
^(101) = 10^0^, to 8 places of decimals.
(15.) If p differ from N^ by less than 1 per cent, of either, then i^p differs
from ^N+IpIN^ by less than ^'/90000. (Math. Trip. 1882.)
,

EXERCISES XI

220

Itp=N* + x'where x

(16.)

show that when J/=10, x = \,

Show

that

L
n=oo

when

this

{1/V-

(Catalan, Nouv. Ann., sec.

(18.)

small, then approximately

approximation

accurate to 16 places of

is

(Math. Trip., 1886.)

decimals.
(17.)

is

CH. XXVII

i., t.

Find an upper limit

is

a positive integer.

1/V(^

1)

+\l^{n^ + 2n)}

= 2.

17.)

for the residue in the

expansion of

(l

+ a;)"*

CHAPTER

XXVIII.

Exponential and Logarithmic Series.

EXPONENTIAL SERIES.

We

1.]

have already attached a definite meaning to the

is a positive real quantity, and x any positive

symbol a* when a

We propose now to discuss

or negative commensurable quantity.

the possibility of expanding (f in a series of ascending powers

of X.

If we assume
powers of X

that

a convergent expansion of a'' in ascending

we can easily determine it^ coefficients.

exists, then

For, let

= AQ-^AiX +

a''

A^ +

.+Anx'^+.

and the

series

on the right

within limits for which (1)

is

2A^ +
will

(1),

we have

then, proceeding exactly as in chap, xxvii., 2,

L{a''+^-d")lh = Ai +

nAnX''-'^

.;

be convergent so long as x

lies

Now (by chap, xxv., 13)

convergent.

L ia"^^ - d')lh - a'^XL (e^" - 1)/XA,

where X = log^a, and

L{l +

Xa''

Therefore,

by

e is Napier's Base,

namely, the

quantity

finite

Hence

llnf.

= lAi + 2A^x +

.+nAnX''-'^

(2).

(1),

\{Ao + AiX-.

+ An-idf"-^ +

.)

= lAi + 2A2X +

.+nAnaf~'^

Since both the series in (3) are convergent,

lAi = XAo,

2Aa = kAi,

.,

(3).

we must have

nAn = XAn-i.

DETERMINATION OF THE COEFFICIENTS

222

Using these equations, we

find, successively,

A, = Ao\y2\,

A^ = AMl\,

+
Hence,

a%

to

=+

(4).

putting

1,

1=^

(5).

finally,
a''

We

An = AoX''/n\

.,

by the meaning attached

on both sides of (1), we have

Also, since,
a;

XXVIH

CH.

see,

vergent for

= l+XxfU + {Xx)y2l +

.+{Xxfln\ +

found

posteriori, that the expansion

values of

all

series in (2) is

(chap, xxvi., 5),

convergent for

values of

all

is

and

(6).

really con-

also that the

Our hypotheses

x.

are therefore justified.

This demonstration

subject to the same objection as the

is

corresponding one for the Binomial Series

ing, because it
it exist

at

it is,

however, interest-

shows what the expansion of d" must

We

all.

provided

be,

next give two other demonstrations,

shall

each of which supplies the deficiency of that just given, and each
of which has an interest of its own.
2.]

By

Deduction of the Exponentialfrom the Binomial Expansion.

the binomial theorem*, we have, provided z be numeric-

ally greater

than

i}^W-

1,

zx(zx-l)

2!

z^

a;

zx{zx-\)

x^l^^1/zx)
-

x"" (1
^

(zx-n+1)

- Hzx)

'-

2!

...
:(1
^^

- w - \\zx)-

n\

+ i2

(1),

where

_ x''^^{\-\lzx)...{\-n\zx)
(^i+1)!

x"^^""

{l-ljzx)

..{\-n^\lzx)

( + 2)!

""

+
* In

what follows we have

z is to be ultimately

always

made

restricted the value of the index zx.

infinite, there is

no

(2).

Since

obj jction to our supposing

so chosen that zx is a positive integer.

We

it

then depend merely

on the binomial expansion for positive integral indices. This will not affect
the value of L(l + l/z)**, for it has been shown (chap, xxv., 13) that this
has the same value when z becomes + or - oo and whether z increases by
,

integral or

by fractional increments.

'

DEDUCTION FROM THE BINOMIAL THEOREM

1, 2

Suppose now

ar

to be a given quantity

x may

negative commensurable value

and give to n any fixed

no matter what positive or

Then,

value whatever.

integral

223

have,

we can always choose

and at the same time such that zx is a

positive integer, p say, where p>n.
The series (2) will then
terminate; and we shall have IjzxK^jzxK.
.<nlzx

z as large as we

please,

<{p- l)/zx<l.

With

^"^{71 + 1)1^ {n+

af+^
(w

< a;"+ V(w + 1

2)1'^'

X
w+2

1)!

this understanding, it follows that

%!'

'

id'

(w

+ 2f

- xl{n + 2)}

(3)

and we have
*

2!

2;/

'

n\

+ Rn
where

Now

satisfies

the condition

and therefore

let z,

remaining fixed as before).

X(l-1/^)

(4),

(3).

also p, increase without limit

(;*

Then, since
.

(1-72-1/^) =

!,

we have

Bn

being

still

We may
n.

When

subject to

now,
this

if
is

we

(3).

choose, consider the effect of increasing

done,

a;"+Y(w

1)!{1 -a;/(w

+ 2)}

XXV., 15) continually diminishes, having zero for

Qo

we may

chap.

limit

when

ad

CO

therefore write
c^

z)

z~\
Thus the value
infinite series,

(see

its

of

l+a;+-+.
2!

Z(l +

I/2;)** is

which converges

x^
:
n\

(6).
'
^

obtained in the form of an

for all values of x.

For most

purposes the form (5) is, however, more convenient, since

an upper limit for the residue of the series.

it

gives

CALCULATION OF

224

The

3.]

conditions of the demonstration of last paragraph

not be violated

will

CH. XXVIII

we put x=\. Hence, using

+ llzf, we have

if

XXV., to denote i/ (1

Rn<{n + 2)/(n +

where

1) (%

e,

as in chap.

1)!

(8).

This formula enables us to calculate e with comparative rapidity

to a large
1

as

by
11

number

We

of decimal places.

then the quotient by 3

= 12, we have
2,

1/2!
1/3!
1/4!

1/5!

and so

have merely to divide

Proceeding as far

on.

=2-000000000

= 500000000
= 166666667
=
41666667
=
8333333

1/6!

1/7!

1388889
198413

=
=
1/10! =
1/11! =
1/12! =
1/8!

24802

1/9!

2756
276
25
2

2718281830
Here the

error in the last figure owing to figures neglected in the

arithmetical calculation could not exceed the carriage from 10x5,

that

is,

5.

Also the residue i2i2<i^(l/13!)<if '0000000002

< '0000000003,

so that the neglect of Ei^

affect the eighth place.

would certainly not

Hence we have as the nearest

7-place

approximation for e
e=: 2-7182818.
It is
is

usual to give a demonstration that the numerical constant e

The ordinary demonstration

incommensurable.
Let us suppose that e

finite positive integers.

is

as follows

commensurable, say =pjq, where

Then we have by

p/e = 2

where

is

(7)

+ l/2!+. .+l/(?! + 2?
B<(3 + 2)/(3 + iP3l.
.

jp

and q are


INCOMMENSURABILITY OF

3,

Hence, multiplying by

we

g!,

225

get

2>.(g-l)I=I + glEg,
where p

(gf

- 1)! and I

Hence

are obviously integral numbers.

gliJg

must be

integral.

Now

3!i^g<{'Z

+ 2)/('? + l)^

<(3 + 2)/{3('Z + 2) + l},

that

glEj

is,

a positive proper fraction.

is

The assumption that

absurdity,

and

e is

commensurable therefore leads to an arithmetical

inadmissible.

is

Another demonstration which gives more insight into the

nature of this and some other similar cases of incommensurability
in the value of

an

infinite series is as follows

If ?'i, ?'2,
be an infinite series of integers <7ivere in magnitude
.,?*
and in order, then it can be shown (see chap, ix., 2) that any commensurable number pjq (where p and q are prime to each other, and p<q) can
be expanded, and that in one way only, in the form
.

P=Pl+P2.+.Is_+_, +
q

where

2'i<'i, i'2<''2>

terminate

when

integers r-i,r2,

r^r^r^

r^r^

Ti

PiL

r^r^

i'n<^n

r,

Hence no

(9),

^^^ *^^* ^^^

series will always

among

the factors of the

either q or all its factors occur

+. ..

infinite series of the

form

can

(9)

represent any vulgar fraction whose denominator consists of factors which

occur

among

rj

r^

In particular,

.,,

t/ J*i,?'2,

,'!'%>

contain all the natural primes,

and, a fortiori, if they be the succession of natural numbers {excepting

1),

namely, 2, 3, 4, 5,
., n + 1,
., then the series in (9) cannot represent
any commensurable number at all*.
The incommensurability of e is a mere particular case of the last conclusion for we have in the series representing e - 2
.

ri
i'i

Hence

-2

4.]

finite

is

= 2,
= l.

r2=3,

.,

i'2=l

r=n + l,
i'n

incommensurable, and therefore

Returning to equation
value

e,

.;

= l. ....
e also.

(5) of 2, since

we have L(l + l/zf^ = {L{1 +

L(l +

l/zf}''

has

l/z)"
e^,

there-

fore
* It

should be noticed that an infinite series of the form

(9)

may

represent a fraction whose denominator contains a factor not occurring

among

TitT^,

> J'ni

This point seems to

c.

II.

112
= 3+375 +

for example,

375?7 + 3.5.7.9+---^^^have been overlooked by some mathematical

writers.

15

cauchy's summation

226

^=1 + ^
where

Rn

is

1;

a"'

Rn<{^f+^l{n +

Since

(3).

= e^% where \ \<dgea, we have

a^-l + ^^ + ^-^+.
where

(10),

.+f;+^

subject to the inequality

Finally, since

ch, xxviii

^+i2

- A;r/(w +

1)!{1

LRn'^O when n^cc, the

(11),

(12).

2)}

series (10)

and (11) may of

course each be continued to infinity.

This completes our second demonstration of the exponential

theorem.

Summation of the Exponential Series for real values of x.

by Cauchy in his Analyse

5. ]

third demonstration was given

It follows closely the lines of the second demonstra-

Algehrique.

and no doubt it was suggested

due to Euler, on which that demonstra-

tion of the binomial theorem

by the elegant
tion

is

we

to settle the

when

a?

is

af

x"

S3anbol f{x).

values of x, f{x)

is

+ -:+.

n\

2!

a complex number.

infinite series
'

of

of great import-

more general question regarding the summation

l+X+~. +
by the

is

shall (in chap, xxix.) use the process involved in

of the Exponential Series

Denote the

This third demonstration

founded.

ance, because
it

process,

Then, since the

a single valued,

series is convergent for all

finite,

continuous function

(chap. XXVI., 19).

since

Also,
series,

we

f{x) and f(i/) are both absolutely convergent

by the rule for the multiplication of series

have,

(chap. XXVI. , 14),

/(^)/(2/)

(^+2/)+(^+^^
\n\

{n-\)\l\

|-j)

{n-2)\2\

n\J

EXPONENTIAL ADDITION THEOREM

4, 5

227

Now
x^

y^

x^'^y^

x^~\l

+ nC,x^'-'y + nC^x'^-hf +

{x^

.+2/")^!,

=^{x + yfln\,

by the binomial theorem

Hence

for positive integral exponents.

^{x+ yfjii

f{x)f{y)---l +

=/(^ + 2/)
Hence

f{x)f{y)f{z) =f{x

(1).

+ y)f{z),

=f{x + y + z);
and, in general, x,

y, z,

being any real quantities positive or

negative,

.=f{x + y + z +

f{^)f{y)mThis

last

Exponential

result

is

(2).

.)

the Addition Theorem for

called

the

Series.

From (2), putting x=y = z,

=1, and supposing the
.,
number of letters to be w, we deduce
.

{f{l)r=f(n)
Also, taking the

number

(3).

and each to

of the letters to be q,

be p/q, we deduce

{/(p/q)}'=f{p)
and q are any positive integers. From
we deduce

where
(3),

(4),

by means of

(4),

{/(plq)}'-{/{l)}'
Finally, from (1), putting

(5).

y = x, we deduce

/{x)f{-x)=f{0)

(6).

The equations
for all

(5) and (6) enable us to sum the

commensurable values of x.

From

(5)

we

see that /(p/q)

is

g'th

/(x)

series

root of {/(l)}^.

Now,
and

since p/q is positive, the value of /(p/q) is obviously real

positive.

Also /(I), that

positive quantity,
is real

g-th

and

root of

which we

may

1/1!

call

e.

1/2!

is

finite

Therefore {/(l)p, or

Hence /(p/q) must be the

that is, e^''^.
Hence

positive.
e^,

is,

e^,

real positive

152

cauchy's summation

228

1+^+^ + ...=^"
p

and q being any positive

(7).

integers.

we

Finally, since /(0)= 1,

ch. xxviii

see from (6) that

f{-p/q) =

i/f{p/q),

= e~P'^.
Hence

l^LzlSlJjzlsy^...=e-m
J.

where p/q

is

(8),

Jil

any positive commensurable number.

By combining

(7)

and

(8)

we complete the demonstration

of

the theorem, that

for all

commensurable values of a;,

,11
The student

will

not

fail

being given by
1

nl

2!

1!

n\

2!

1!

to observe that e is introduced

and

defined in the course of the demonstration.

of the theorem to the case where the base is

The extension

any positive quantity a

is

at once effected

by the transformation

a" = e^, as in last demonstration.

From the Exponential

6.]

number
series

of others

Series

and, conversely, by

we may derive a large

means of it a variety of

can be summed.

Bernoulli's Numbers.

One of the most important among the

which can be deduced from the exponential theorem is

the expansion of xl{\-e~'^), the coefficients in the even terms
of which are closely connected with the famous numbers of
series

Bernoulli.

We

shall first give

Cauchy's demonstration, which shows, a

expanded in an ascending series of

priori, that xl{\-e~'^) can he

powers of X, provided x

lie

within certain limits.

- e"^)

EXPANSIBILITY OF x/(l

5,

229

We have
'

'

2/=l-(l-0/-

where

Now, from

(1),

this series will

Also, from (2),

and

.ad

00

(3);

be absolutely convergent provided - 1 <?/< +

using the exponential theorem, we have

= ^/2!-^/3! +

3/

(2).

we have

^/(l-0 = l+2/+y' +
and

(1),

l-y

{l-e~^)lx

1-e-''

ar'/4!-.

ad

00

(4);

this series is absolutely convergent for all values of x,

when

therefore remains convergent

we can

therefore,

If,

then, for all values of

and

the signs are taken alike.

all

find a value of p such that

+ pV3! +

p/2!

1.

/3V4!

ad

ox

(A),

x between p and + p, Cauchy's

condi-

tions of absolute convergency (chap, xxvi., 34) will be fulfilled

for the

double series which

results,

when we

substitute in (3) the

This double series may therefore be

value of y given by (4).
arranged according to powers of x, and the result will be a
convergent expansion for

a;/(l

e~*).

show that a value of p can be found to

the condition (A) for we have
It is easy to

satisfy

p/2!+pV3! +

We have,

.=^{e<>-\)lp-l.

therefore, merely to choose p so that

e^-K^p
If the

graphs of

e^ 1

and

(5).

of 'ix be drawn, it will be seen

that both pass through the origin, the former being inclined to

the a?-axis at an angle whose tangent

whose tangent
fore,

much

since
faster

2x just

is

e^1
than

once.

2,

that

is

increases as
'ix,

is 1,

the latter at an angle

to say, at a greater angle.

increases,

the graph of e*

There-

and that ultimately

1 will cross

the graph of

Therefore the inequality (5) will be satisfied pro-

vided p be less than the unique positive root of the equation

e'l^'lx. Since e^ - 1 < 2 x 1, nnd r 1 > 2 x 2, this root lies

- e'")

COEFFICIENTS IN EXPANSION OF xj{l

230

between

and 2.*

It will, therefore, certainly be possible to

expand ir/(l-e~^)

If

the

a convergent series of powers of

in

we make the

efficients of

CH. XXVIII

and calculate the

substitution for y,

if

co-

few terms, we find that

first

2^^

1-e-^

'

304! "^426!

62!

^^^

Knowing, a priori, that the expansion

find

exists, we can easily

a recurrence formula for calculating the successive co-

Let

efficients.

a;/(l-e-'')=Ao +

AiX + A^aP +

Then, putting - ^ in place of

A3a:^

(7).

we must have,

x,

since

- x/(l -0") = e-^^/(l - e-%

e-''xl{l-e-')

Since both

= Aa-A^x + Aoa^-A3C(^ +
we

the series are convergent,

(8).

have,

by sub-

tracting,

x = 2AiX + ^Aia? +
Hence Ai = ^; and
must vanish.
Therefore, from

(7),

""U!

of X,
X,

must

More

.)(l-e-^),

whose

1,

is

.)

(2nj\^{2n + l)r-

'

'}

coefficients,

except the coefficient

and

A^
1
~l)\~ 2(2^

{2n

nearly, the root is 1-250

seen presently,

+ A2nx'^'' +

Hence, equating coefficients of odd powers of

A<2n-2
3!

(9).

of these two convergent series will be another

vanish.

1-'

"^3!

2!

series, all of

we deduce Ao=
^2n

we have

= (Ao + ix + A2iv'^ + AiX* +

The product

the other coefficients of odd order

all

x = {Ao + ix + A2aP + AiX^ +

convergent

not of

much

importance.

1
"^

{2n +

1)!

^ "'

but the actual value, as will be

Bernoulli's numbers

that

In like manner,
of

iT,

IT + -gr

IS,

if

+ (2^^31)1 =
2T2;r;:i)!

231

we equate the

^^^^'

even powers

coefficients of

we deduce
4!

2!

as

If,

is

usual,

(2^2)!

we put

^2)i

2 (2w +

2)!

^'

= ( - r~^^n/(2w)!, our expansion

becomes
""

1-e-^

and the equations

a+l ^271

-Dn

(10)

+ i^-^^^ + #^-.
^^
4!
6!
2
2!

and

~ 271+1 ^271-2 -On-1 +

may

(11)

( ~

..

(12);

be written
271+1

^2 -0 1

(W

^)

(10')

and
+

-On ~"2n+2 ^271-2^77-1

271+2 ^271

("/

271+2^2^1

W (11)

respectively.
successively, either in
we put n-l, 11 = 2, n = 3,
in (11'), we can calculate, one after the other, the
numbers Bi, B2,
-, which are called Bernoulli's
.,
Bn,
numbers*. Since we know, a priori, that the expansion exists,
the two equations (10') and (11') must of necessity be conNeither of them furnishes the most convenient method
sistent.
for calculating the numbers rapidly to a large number of decimal
but it is easy to deduce from them exact values for a
places
If

(10')

. ,

or

few of the earlier in the

^^'"^6'

series,

namely,

^'^30' ^'^42' ^'"30'

o_691

7?_5

D_3617

J.
^'~ 510'
^''66' ^~2730' ^'~6'
43867
1222277 n

^^^"79F' ^''~
*

There

is

^'''

2310

'

among mathematical writers as to the

What we have denoted by B^ is often

considerable divergence

notation for Bernoulli's numbers.

^^^ further properties

denoted by Bj^, or by -Ban-i-

of these

numbers, and

for tables of their values, see Euler, Inst. Diff. Calc. Cap. 5, 122
Crelle's Jour.,

Bd. xx.

p.

11

J. C.

Adams,

also Cambridge Observations, 1890, App.

i.

of the relative literature, Ely,

Ohm,

Staudt, Crelle's Jour., Bd. xxi.

Boole's Finite Dijj'erences (ed. by Moulton)

Brit. Assoc. Rep., 1877, p. 8,

and, for a useful bibliography

Am. Jour, Math.

(1882),

232 EXPANSlONSOF^(e*^+e"^)/(e*'-e"'")ANDa;/(l+e-^) CH.xxviii

We

return

shall

to

numbers

the properties of these

in

chap. XXX.

Remark regarding the limits within which

If we denote the series

valid.

the expansion of a;/(l-c~*) is

,1

B,

Bo

by
(x), we may state the problem we have just solved as follows
(x) such that (1 - e~^) <p (x) x, that is, such that
a convergent series
:

<f)

<f>

+ a;3/3!Now,
and the

= x.
x~ x^l2l + x^l^\-is

(x

To find
- a;^/2!

)<p(x)

since

absolutely convergent for

and

all

values of x,

the con^(x) = a; so long as ^(a;) is convergent. Hence,

so long as ^{x) is convergent, it will be the expansion of a;/(l-e~^).
As a
matter of fact, it follows from an expression for Bernoulli's numbers given in
coefficients of

dition (a;-

+a;^/3!

a;2/2!

chap. XXX. that <p(x)

(x) satisfy (10')

(p

is

(11'),

<p

{x) will satisfy

.)

-27r<x< +2ir. The actual

much wider than those

convergent so long as

limits of the validity of the expansion are therefore

originally assigned in the a priori proof of its existence.

Cor.

Since x{e" + e-^)/(e*

1.

we deduce from

Cor.

Since /(l + e"^)

2.

- g"^) = ^/(l - e"^) - ^/(l -

= 2^/(1 - e"'^) - ^/(l - g-*),

j-^,=.|(2^-l)^ + (2^-l)^='-^(2^-l)^^ +
7.]

sum

e^),

(12)

Bernoulli's Theorem.

of the rth powers of the

(14).

We have already seen that the

n

first

integers {nSr)

is

an integral

+ 1th degree (see chap, xx., 9).

We shall now show that the coefficients of this function can
be expressed by means of Bernoulli's numbers.

function of

From

ii

of the r

the identity
(g"*

that

1)1 {e^

-l) =

e^

+ e^ +

.+

e(-i)%

is,

(e"^

1)/(1

- e-"=) = e*= + e^ + e*^ +

+ g"*,

we deduce at once
(nx

7iV

n^'x"

"1
,

.^^+!1^ +

f^

.4-"A^ +

..

(1),

6-8

Bernoulli's expression for Xn^

wherein

all

the series are absolutely convergent, so long as

provided

finite,

is

233

do not exceed the limits within which

a:

is convergent.
The coefficient
+ ^i^Y2! -^2^7^' +
on the right of (1) must therefore be equal to the coefficient of af'^^ in the convergent series which is the product of

of

^a?

af'^'^

the factors on the

Sr_

jf^
2.H

11""+'

(r+1)!

r\

Hence

left.

B^Tf- ^

B,n^-'

2!(r-l)!

4!(r-3)!

^^n"--'

Ql{r-5)l'

Therefore

^
"'^r

n''+^

,r^

+ 2

""

''

2\

^'"^

"

r(r-l)(r-2)
^''"

,.

'

4!

(r-l)(r-2)(r-3)(r-4)
(2),

the last term being

ing as r

is

- )H''-2) i?^,.w,

or ^

)H''-

V ^j

(r_i)^

accord-

even or odd.

This formula was

first

given by James Bernoulli {Ars Conjectandi, p. 97,

published posthumously at Basel in 1713). He gave no general demonstration but was quite aware of the importance of his theorem, for he boasts
that by means of it he calculated intra semi-quadrantem hoiw ! the sum of
;

the 10th powers of the

first

thousand integers, and found

it

to be

91,409,924,241,424,243,424,241,924,242,500.
It will

be a good exercise for the reader to check Bernoulli's result.

SUMMATION OF SERIES BY MEANS OF THE EXPONENTIAL

THEOREM.
8.]

Among

the Exponential
series of chap,

the series which can be

summed by means of
same way as the

Series, two, related to it in the

xxvil,

5,

are related to the Binomial Series,

deserve special mention.

CO

We

can always sum

integral function of
Series.)

the series %<f)r (n) x^jnl,

n of

the rth degree.

where

<}>r

(n) is

an

{Integro-Exponential

234

+ Jc)

^<f)r(n)/n\(n+a)(n+h) ...(n

^(f)r(n)/n\,

For, as in chap, xxvii., 5,

we can always

CH. xxviii

an identity

establish

of the form

clir{n)-Ao +

Ain + A2n(n-l) +

Then we have, taking, for

summation to be 0,

+ Arn{n-1)

(n-r + l).

simplicity of illustration, the lower

limit of

^tlM^^Ao%'^^+A,a;^y^^+A,a^%j^^~-^, +
w!

w!

'2 (w-2)!

(-l)!

{n-r)V

= (Ao +

Aiiv + A.x^ +

+ Araf)e^.
QO

We

(n

can in general sum the

+ a)
+ k), where a,b,
k
are
unequal
positive
integers.
.,
The process is the same as that used in the corollary of
Cor.

+ b)

(n

Example

chap, xxvn.,

only the details are a

5,

(x

(See

simpler.

little

below.)

5,

Example 1. To deduce the formulae

means of the exponential theorem.

is

series %<f)r(n)af^/n\(n

+ n)'-nCi{x + n-lY+.

{-)r^^C^{x

of chap, xxvii., 9,

(3), (4), (5)

+ n-r)'+.

by

(-)a^

evidently the coefficient of 2' in

s!|g(a;+n)?_^(7^e(a;+n-l)2 4..

- )\C^ e(='+'>'-^)^ +

(-)"=:'}

==s!e^^(e^-l),

The lowest power

of 2", 2"+i, 2"+2 are

of z in the product last written is 2",

si, s!

(x

+ ^n),

4s!{.x;2

and the

+ n.'c + TV"(^" + l)}

coeflScienta

respectively.

Hence
(x

+ 7i)-Ci(x + n-l)+.
0, if s<n;
.

(-)r^fi^{x

+ n-ry +

= if s = 7i;
= (n + l)!(x + ^n), if 8 = + 1;
= ^(n + 2)l{x^ + nx + -^^n{3n + l)},

{-y>x'

ji!,

71

Example

(1,

2.

If n

and

r be positive integers,

n{n-l)

{r\

l!(r +

r!

l!(r+l)!

l)!

.{n-s + 1)

sl(r + s)!

s!(r

if

s=:n + 2.

show that
.

n{n-l)
nl

+ s)!

+ )!

.1

J
|

EXAMPLES

8
The right-hand

side is the coefficient of z'^+^ in

1!

'

235

(r

+ s)I

= (z + .t) ^+*,
= eMz + ,^(7j2"-ix+.
Now the

.+C7a;}x |l

product

coefficient of z+'' in this

{^

ra;

l!(r

+ l)!

71

(W

.+

^+

+^ +

+^+

is

1)

.!(r

+ 7i)!

Hence the theorem.

If we put r =0, and x=l, we have
,

n+1
+ Il!F+

+ l)(n + 2)

(ra

(2!)^

+ ..-adoo
n
(

Example

Sum

3.

13

13

n{n-l)

n(7i-l)

"*"(!!

'

)2'*'"
(2!)2

^'

(!)^

+ 23

13

+ 23+.

-X'^+.

We have
13

+ 23 +

where ^q,

ad

00,

(by chap, xx., 7)

+ ri3=(ra4 + 27l3 + n2)/4,

^ira
+
+ ^2(-l) + ^3"("=J{^o
.

-I-

the series

A-^^,

.,

2+
1+
3+
2+

1+
0+
1+
0+
1+
0+

+1

+2
+3

1)

{n-2)+A^n{n-l) (n-2) (w-3)},

A^ may be calculated as follows:

1+
3+

+ |0

A,=

0,

^=

4,

^3=

8,

4+|4
10

+ |14

3
1

^4=1.

Hence

_13+23 + ... + n3

If

we put

x-i

(n-l)!"^2

n!

a;

1
rn-3
,^
+ 2.!;3S,-^-^ + ;a;*S
^(n-2)l
'(ra-3)!^4-^ ^(n-4)!'

= (x + |a;2 + 2a;3 + Jx^)e^.

= 1, we have
S(13 + 23 +
+ n3)/ji! = 27e/4.
.

n=o

Example

4.

Show

that

n^lnl

= 5e.

n=l

Since

n^^n + 3n{n-l)+n {nS?i3/ral

1)

{n-

2),

= 21/(n - 1)! + 3Sl/(rt - 2)! + Sl/(?t - 3)!,

CH. XXVIII

EXERCISES XII

236
Example

5.

Evaluate

(n

- 1)

x"/(n + 2) nl.

(w-l)a;"

_ly, (n2-l[x^

(n + 2)!
(n+2)n!~x2
7i2-l = 3-3(n + 2) + (n + 2)(n + l).
*

Now
Therefore

1 (7r:r2) nl

- ^2 I'^f ( + 2)1 ^"^ t (n + 1)!

n! r
= {3 (e^ - 1 - X - ia;2) - 3x - 1 - x) + x^ {c'' - 1)} jx-,
= { (a;2 - 3a; + 3) e^ + (^a;2 _ 3) } ^^2.
a

(e='

Exercises XII.
(1.)

Evaluate

(2.)

Calculate

1/e to six places of decimals.

approximation

second

to

from

equation

the

501oge(l + x) = 49x.
(3.)

If

e*= 1 + xe^^, and

(4.)

+ x/4!-x3/4!5!.

Show

that, if n be any positive integer,

+ l/n!>(l +
(1-1/k)-"> 1 + 1/11 + 1/2! +
Sum from to oo S (1 - 3n + n^) x/n!.
.

(5.)

Sum

+ 22/3! + 3'^/4! +
+ 23/31 + 3'V41 +
1-23/11 + 33/21-43/3! +
l< + 2*/2! + 3*/31 +
12/21

(7.)

13/2!

(9.)

l/w).

to infinity

(6.)

(8.)

show that

x* be negligible,

;iz=l/2!

Show

that

(10.)

1/(271)1

(11.)

If >i>3, n3 + C2(/i-2)3

(12.)

n"-(7i(7i-2) + C2(n-4)-.

(13.)

By expanding

1/1! (2k

1)1

+ 1/21 (2h - 2)1 - ... - 1/11 (2ra - 1)1 + l/(2n)I = 0.

.^ji^ (n + 3) 2"-*.
+ C4(n-4)3 +

e^/l^"''),

.=2"nl.

show

or otherwise,

that,

if

Jr="i(n + 7--l)!/?i!(n-l)!, then J^j-(2r + l)^^ + r(r-l)^^_i = 0.

"=i
(14.)

(x-x3/31
(15.)
its

(Math. Trip., 1882.)

Prove that

+ x5/51-

+ a;'/4!-.
) = S(-)'-22'-x2'+i/(2r+l)!.
IfnO and show that the ?ith power of
when n ao.

.)(l-x2/21

Solve the equation x2 - x -

greater root has e for its limit

(16.)

For

(17.)

If

all positive integral

values of n

"-cw("-a-r---(^)-"'"-'^x=^ + y|(x-l) + ^(x-l)(x-2) +

show that

A,={s + 1) - ,C^ s" + .Cj

(s

+ ^(x-l)(x-2)

- 1) -...(- )%C, 1.

(x-n),

EXERCISES XII
(18.)

Show

(19.)

Sum

(20.)

Show

= 9e + l.

that S(n3 + 2n2 + n-l)/ji!

S(7i

237

+ a)(7i + 6)(7i + c)x"/7i! from

7J

to

n=QO

that e cannot be a root of a quadratic equation having finite

rational coefficients.

Sum
Sum

(21.)
(22.)

If i?i, JSg,

the

the series 2x"/( + 3) n\ from n =

.,

jB denote Bernoulli's

(23.)

2)i+1^2n-l^n~2n+l<^2n-3^n-l +

^94^
\^*-)

r n
2?i+l'^2n-"n

(25.)

hnCiB^-i^C^B^ + l^C^B^-.

left

being

2n+1^2n-2 -^w-1

'

or 4(

/
'

)^'""'^'

numbers, show that

)"~ 2ii+l^l^l = ( " l)""
( ~

22

(-)**""''' -B^2>

'

to ji=qo

+ 3S/4. 2! + 5'V5. 3! + ..

to infinity the series 13/3. 1I

_ w-i

2n+1^2
^in

= (n-l)/2

"^(-i)/2

(71

-^1

~\

+ 1),

_ w-l

^in,'

the last term on

according as n

is

even or

odd.
(26.)

By comparing

1'*

Bernoulli's expression for

+ 2'" +

ti*"

with the

expressions deducible from Lagrange's Interpolation Formula, show that

'

'-r,-).-.c.&..=o.
>-

Also that

^"^

2p+i*^'(t+i)--

(Kronecker, Crelle's Jour., Bd. lxxxiv.

(27.)

a; (6==

- e-=)/(e= + e-=) = |i (22 -

1) 22x2

+ 1? (2* -

1)

2*x J

1887.)

+ |j^ (26 - 1) 26x +

LOGARITHMIC SERIES.
9.]

of

Expansion of log (1 + x).

X which becomes

infinite in value

It is obvious that

when

x^O

no function

can be expanded

in a convergent series of ascending powers of x.

For, if

we

suppose

f{x)=^AQ + A-^x + A2X^ +

we have <x> = A^;

then on putting a; =
determine even the first coefficient fails.

.,

and the attempt

to

There can therefore be no expansion of log^ of the kind

mentioned.

EXPANSION OF LOG

238

We

can, however,

CH. XXVIII

(l+.'r)

expand log{\ + x) in a

of ascending

series

powers of x, provided x he numerically less than unity.

The base in the first instance is understood to be e as usual.

By
{l

and

we have

4,

+ xy=l^z

{log (1

x)]

z" {log (1

+ x)fl2\ +

this series is convergent for all values of z.

by the binomial theorem, we have, provided the

Again,

numerical value of x be

than

less

1,

{l^xY = l+zx + z{z-l)x'l2\+z{z-l){z-2)a?l?>\ +

= 1 + zx-z{l- z/1) xy2 +z(l- z/l)(l- z/2) x'/S
If
(l

(1)

we arrange

this as a double series,

+ xy = l+zx- {zxy2 - V/2} +

{-y-^

{zx'^/n

{zaf/3

.,

(2).

we have
+ i)2V/3 + ^ z'a^/S} +

(1

- n-iPiz'x''/n+ n-iP^z^^/n-

{-f-\-,Pn-,z'x^ln]
(3),

where n-\Pr stands

1/2,

l/(w

1),

for

the

sum

of all the r-products of 1/1,

without repetition.

In order that Cauchy's criterion for the absolute convergency

of the double series (3)

may

be satisfied,

it will

be sufficient

if

the series
zx^'jn

+ _iPi

z^x'^jn

+ n-iPn-i z'^x^'ln

(4)

and

l+zx +

zil + zll)a^/2 + z{l + z/l){l + zl2) 0^/3 +

be both convergent when z and x are

Now
and

the

sum

this has

the series (5)

of (4)

is

is

when

n= cc,

absolutely convergent

Hence, by chap, xxvi., 34, we

according to powers of z, and it will

we thus

(z

+ n-l) x^'/nl

provided

x<l.

Also,

when x<l.
rearrange the series (3)

still

converge to (1 +

x)".

power of

for

first

z,

the

find

{l+xY=l + {x/l-x'/2+ar'/S-.
Now,

(5)

may

Confining our attention to the

present,

positive.

always z{z + l)

for its limit

.}z+.

(5).

since there can only be one convergent expansion of

EXPANSION OF {log (1+ a;)]

9,10
(1

+ xf

powers of

in

the series in (1) and (5) must be

z,

Therefore

identical.

log(l + a;)=^/l-a^/2 + ar'/3-.

The

on the right of

series

It is absolutely

series.
is

289

'^

under

precisely

.{-f-^ x'^jn^-

(6) is usually called

convergent so long as

this restriction that the

(6).

the logarithmic

1 <;<!, and

it

above demonstration

is valid.

we put x =

l on the right of (6), we get the series

+ 1/3which is semi-con\er.,
(-l)"~Yw +
gent.
Hence, by Abel's Theorem (chap, xxvi., 20), equation
and we have
(6) will still hold in this case

If

1/1

1/2

= 1/1-1/2 + 1/3-.

log 2

1)"-V7i

provided the order of the terms as written be adhered

we put

If

a!

= -l

however, to

diverges,

theorem

still

co

since

that,

so

to.

becomes divergent.

in (6), the series

(7),

=-

log

qd

It

the

holds in a certain sense.

If we arrange the coefficients of the remaining powers

of z in (5), and compare with (1), we find
Cor.

{log(l+^)P=2!{iPi^/2-2Pi^/3+3Pi;2?V4-.
{log (1

+ X)Y =

n\ {n-iPn-i

.},

- nPn-i ^"+70* + 1)
+ +iP-i^"+V(w + 2)-.

In

as''

.}

(8).

These formulae and the above demonstration are given by

Cauchy

Analyse Algebrique.

in his

10.]

variety of expansions can be deduced from the

logarithmic theorem.

The

following are

most commonly met with

are

some

of those

that

We have
log

{l+x) = x/1 -

a?l2

+ ^73 -

- f-^x^ln +

also

log(l-;r) = -;r/l-^/2-/r'/3-.

{(1

Hence,

by

subtraction,

+ x)l{l -

x)],

we deduce
.

.-^7-.

log {\

since

log{(l + ^)/(l-.r)} = 2{^/l + ^73+.

+ x)- log

+^^"-7(2-l) +

(1

.}

x)

= \og

(9).

240

VARIOUS LOGARITHMIC EXPANSIONS

CH. XXVIII

= {l + x)l{l-x), and

x-{y \)l

Putting in (9) y
{y

1),

therefore

we get

^^

\l\y + l)

^-

2n~l\y+l)

3\?/ + l/

(10),

an expansion for log y (but not, be it observed, in powers of y)

which will be convergent if y be positive the only case at

present in question.

Again,
(1

l/{2x +

since

+ x = x{\ +

putting in (10)

1/a;),

1),

llx),

and

y=l + l/x,

log(l +

a^)

= loga; + log
=

that (y-l)/(y+l)

so

we have

log(l+a;) = log + 2{l/l(2^+l) + l/3(2.r+l)^ +

.}

(11).

x+l = ar(l \jaP)j{x 1

log {x+\)~'2\ogx- log {x 1)
-2 {1/1(2^^-1) + 1/3(2^^-1)^ +

.}

(12).

Finally, since

),

any of the above formulce, we wish to use a base a

"
e, we have simply to multiply by the " modulus
Thus, for example, from (10) we
(see chap, xxi., 9).

in

If,

different
l/logett

from

derive

ON THE CALCULATION OF LOGARITHMS.

11.]

The

early

calculators

of logarithms

largely

used

methods depending on the repeated extraction of the square

This process was combined with the Method of Differences,
root.
which seems to have arisen out of the practical necessities of the
Logarithmic Calculator*.

* See Glaisher, Art. "Logarithms," Encyclopcedia Britannica, 9th

from which much of what follows is taken.

ed.,

CALCULATION OF L0G^2

10, 11

241

Thus, Briggs used the approximate formula

logio

= (2'"'" - 1) 2^10 log, 10,

depending on the accurate formula

L {af-l)Jz = hgeX,
2=0

which we have already established in the chapter on Limits,

and which might readily be deduced from the exponential
theorem.

The

calculation of logio 2 in this way, therefore, in-

volved the raising of 2 to the tenth power and the subsequent

extraction of the square root 47 times

Calculations of this kind were infinitely laborious, and nothing

but the enthusiasm of pioneers could have sustained the calcuIf it were necessary

lators.

nowadays to calculate a logarithmic

table afresh, or to calculate the logarithm of a single

number

to

a large number of places, some method involving the use of

logarithmic series would probably be adopted.

The

series in

10 enable us to calculate fairly rapidly the

Napierian Logarithms of the small primes,

Thus, putting
log 2

The

3/

=2

=2

in (10)

{1/1

+ 1/3

3=^+ 1/5

may

calculation to nine places

333,333,333
37,037,037
4,115,226

1/1

.3

1/3

.3='

1/5
111

.3'
.3^

1/9

.3"

1/3^^

457,247
50,805
5,645
627
70

1/3'^

1/3
1/3='

l/3
1/3^

l/3

1/3"
1/3^^

By
is less

2,

5,

3,

7.

we have

1/11
1/13
1/15
1/17

S''

}.

be arranged thus

333,333,333
12,345,679

823,045
65,321
5,645

3"

513
48
5

31^
.

3'^
.

3^^
.

346,573,589
2

693,147,178

the principle of chap, xxvi., 30, the residue of the series

than

{l/l9.3-}/(l-?),
c.

II.

10


NAPIERIAN LOGARITHMS OF

242
that

is,

less

than '000,000,000,06

the carriage to the last line

calculation

is

8.

in the last place,

is

1,

4.

2,

.,

10

CH. XXVIII

and the utmost error from

The utmost error in our

Hence, subject to an error of 1 at the utmost

we have
log 2

Having thus calculated

rapidly by putting w = 2 in

-693,147,18.
log 2,

(11),

we can obtain
Thus

log3 = log2 + 2{l/l. 5 + 1/3.5^ + 1/5.5^ +

log 3

more

}.

Knowing log 2 and log 3, we can deduce log4 = 2log2, and

Then, putting x = 4:m (12), we have
log 6 = log 3 + log 2.
log5 = 2log4-log3-2{l/31 + l/3.3P +
Also, putting

log7 =

a)

=6

(12),

}.

we have

2log6-log5-2{l/71 + l/3.7P +

}.

good exercise in computation for the student to

by means of these formulae the Napierian Logarithms

It will be a

calculate

of the first 10 integers.

The

following table of the results to

ten places will serve for verification

No.

Logarithm,

000,000,000,0
0-693,147,180,6*
1-098,612,288,7
1-386,294,361,1
1-609,437,912,4
1-791,759,469,2
1-945,910,149,1
2079,441,541,7

2197,224,577,3

10

2-302,585,093,0

2
3

4
5
6
7

From the value

of log^lO

we deduce the value

M= -434,294,481,903,251

of

its

re-

and, by multiplying

ciprocal,

namely,

by

number, we can convert the Napierian Logarithm of

this

* 6

means that the 10th

llta exceeds

4.

digit

has been increased by a unit, because the

11,12 FACTOR METHOD OF CALCULATING LOGARITHMS 243

any number into the ordinary or Briggian Logarithm, whose base
is 10.

Much more

powerful methods than the above can be found

and M.
By one of these (see Exercises xiil, 2,
C. Adams has calculated these numbers

for calculating log 2, log 3, log 5, log 7,

J,

below) Professor

260 places of

to

decimals.
Tlie

12.]

Factor Method of calculating Logarithms* is one

same time one of the most

of the most powerful, and at the

instructive,

from an arithmetical point of view, of

all

the methods

that have been proposed for readily finding the logarithm of a

given number to a large number of decimals.

This method depends on the fact that every number may, to

any desired degree of accuracy, be expressed in the form

io>o/(i-Wio)(i-Wio^)(i-Wio')
where Pq, Pi, p^y
2,

9,

.,

(1),

each denote one of the 10

being of course not

jt?o

digits,

0,

314159 as the given number.

and we have

Take, for example,

divide by 10'

3,

1,

0.

314159 = 10^ 3. 1-047,196,666,666

First

....

Next multiply 1-047,196,666,666 by 1-4/10^ that

is,

cut

from the end of the number, then multiply by 4

and subtract the result from the number itself. The effect of

off

two

this

digits

will

be to destroy the

decimal point.

We

first

significant

figure

after

the

have in fact

1-047,196,666,666 x (1-4/10')= 1-005,308,800,000.

Next multiply 1-005,308,800,000 by 1-5/10^ and

till

the twelve figures after the point are

all

reduced to

so

actual calculation can be performed very quickly, as follows

* For a full history of this

method

on

The

zero.
:

see Glaisher's article above quoted

or the Introduction to Gray's Tables for the Formation of Logarithms and

Anti-Logarithms to Twenty-four Places (1876).

162

244 FACTOR METHOD OF CALCULATING LOGARITHMS CH. XXVIII

7, 19 6,6 6 6, 6|6 6
41,8 8 7,866,6 66
5,308,800,1000

1-0 4

5,

6,

5/10''

5 4 4,

00

2/10*

2, 1|9 9,

451
549

8/10''

6,

57 6

2 8 2,2 5|6,0

20 0, 05
8
8

4/10=

6,

0,

2,|19 2,9
2,

73

|1

2/l0

0,

1/10^

9 2, 9 6 9

100,000
92,969

9/10^ 2/10", 9/10", 6/10", 9/10^1

The remaining factors being obvious without

Hence we have

farther calcula-

tion.

314159 x(l-4/lO')(l- 5/10^)

(1-9/10^^)

= lo^3(l + ^/lO"),

^:|>9.

Therefore

314159 = 10^ 3 (l+^/10^^)/(l- 4/10^) (I-S/IO'')

(1-9/10^^)
(2).

Since log(l

xlW^)<a;IW\

^-

it

follows from (2) that, as far

as the twelfth place of decimals,

log 314159

=5

log 10

+ log 3 - log

- log (1 -

(1

- 4/10") - log (1 - 61 W)

2/10*) - log (1 - 8/10') - log (1 - 2/10")

- log (1 - 1/100 - log (1 - 9/100 - log (1 - 2/100

- log (1 - 9/10") - log (1 - 6/10") - log (1 - 9/10^0All,

therefore,

that

required to

is

log 314159 to twelve places

logarithms of the

first

10 integers, and the logarithms of

for all integral values oi

of r from 1 to 12.

enable us to calculate

an auxiliary table containing the

is

from

To make

1 to 9,

and

l-pjKf

for all integral values

quite sure of the last figure this

auxiliary table should go to at least thirteen places.

13.]

suitable

It

should be noticed that a method like the above

when only

solitary logarithms are required.

plete table were required, the

Method

If

is

a com-

of Differences would be

employed to find the great majority of the numbers to be entered.

;;

FIRST DIFFERENCE OF LOG X

12-14

245

A full

discussion of this method would be out of place here*

but we may, before leaving this part of the subject, give an
analytical view of the method of interpolation by First Differences, already discussed graphically in chap. xxi.

We
logio

(a;

have

h)

Hence,

- logio w = logjo (1 +

if

h < x,

h/a;)

= M{h/x - -^ (kiwf + I (h/a-y we have approximately

logio

(^ + A) - logio

(1).

^ ^ Mk/a;

(2),

the error being less than ^M(h/wy.

The equation

shows that,

(2)

nih. place of decimals, then, so

if

\M{klxf do not

long as

h'if^k,

affect the

the differences of

the values of the function are proportional to the differences of

the values of

tlie

argument, provided we do not tabulate beyond

the wth place of decimals.

Take, for example, the table sampled in chap, xxr., where the numbers
and the logarithms to seven places. Suppose x = 30000
and let us inquire within what limits it would certainly be safe to apply the
are entered to five

rule of proportional parts.

We

must have

I X -4343 (/i/30000)2< 5/108,

if

the interpolated logarithm

be correct to the last figure, that

is to

is,

/i< 3^23-04,

<14.
would therefore certainly be safe to apply the rule and interpolate to
seven places the logarithms of all numbers lying between 30000 and 30014.
This agrees with the fact that in the table the tabular difference has the
constant value 144 within, and indeed beyond, the limits mentioned.
It

SUMMATION OF SERIES BY MEANS OF THE LOGARITHMIC

SERIES.
14.]

A great

variety of series may, of course, be

by means of the Logarithmic

that can be so

Series.

summed many

summed

Of the simple power

series

are included directly or indirectly

under the following theorem, which stands in the same relation

*

For sources

of information, see Glaisher,

I.e.

246

X(f)

(n) x^l{n

+ a) (w + i)

{n

+ h)

CH. xxviii

to the logarithmic theorem as do the theorems of chap, xxvii., 5,

and chap, xxviii., 8, to the binomial and exponential theorems
The series whose general term is
(n) x^l{n + a){n + h)
(n + k), where
(n) is an integral function of n, and a, b,
k are positive or negative'^ unequal integers, can always he
:

summed
It

to infinity

provided the

than

less

series is convergent.

can easily be shown that the series

X be numerically

(f>

<{>

is

convergent provided

and divergent

unity,

x be

if

numerically greater than unity.

If the degree of

(n

b)

i/'

(n

{n)

k),

<^

{n)

be greater than the degree of {n + a)

the general term can be split into

x^ + x (n)

x''l(n

+a)(n +

b)

{n + ^)

where ^{n) and x{n) are integral functions of

n,

the degree of

the latter being less than the degree of {n + a){n + b)

Now

(1),

{n +

k).

an integro-geometric series, and can be

summed by the method of chap, xx., 13.
By the method of Partial Fractions (chap, viii.) we can
express x {n)l{n + a){n + b)
(n + k) in the form
%\l/{n)x'^ is

+ B/(n +

AI{qi + a)

where A, B,

.,

b)

+ IC/{n +

are independent of n.

k),

Hence the second

part of (1) can be split up into

Ax^l{n + a) + Bx^'lin + h) +

and we have merely

^Sa;7(w +

to

sum the

B^x^'lin +

a),

Now, supposing,

+ Kaf'l{n +

k)

(2)

series
b),

.,

K%x'%n + k)

(3).

for simplicity of illustration, that the

mation extends from w =

1 to

w=

oo

sum-

we have

A ix^'/in + a) = Ax-^^x^+^lin + a),

= -Ax-''{xJl + xy2+

+x^/a+hg{l-x)}

Each of the other series (3) may be summed in

Hence the summation can be completely eft'ected.

When any

of

the integers a,

b,

.,

like

(4).

manner.

k are negative, the method

requires the evaluation of limits in certain cases.

14

!</)

If

a;

<^

(n +

It

b)

degree of

two
(n

b)

be

(n)

247

(n

than that oi {n + a){n +

^ {n) be

by only one

k)

than the degree of {n + a)

less

be absolutely convergent

will

If the degree of

convergent
if

k).

{n) be less

units.

(n

+ Jc)

.(n

..

the series under consideration will not be convergent

1,

unless the degree of

.

+ a)(n + h)

(n) x''l(n

h)

than that of {n + a)

less

then the series

unit,

the

if

(n + k) by-

is

semi-

the terms ultimately alternate in sign, and divergent

if

they have ultimately

the same sign.

all

is convergent we can,
by Abel's Theorem, find the sum for x=l by first summing for
x< 1, and then taking the limit of this sum when x=\.

In

all cases,

however, where the series

In the special case where

units than {n + a)(n

(n

From
<i>

(n)/{n

{n) is

</>

lower in degree by two

(n+ k), and a,b,

an elegant general form can be given

positive,

+ b)

b)

{n

for

k are

.,

2</

{n)l{n

all

+ a)

+ k).

the identity

+ a){n +

b)

(n + k)

= AI{n + a) + Bl{n +

b)

+ K,(n +

k),

we have
ff>{n)

= A{7i +

b)(n

and, bearing in

+ c)

{n

+ k) +

K{n

mind the degree

A +B+

+ a)(n +

of
.

B{n + a)(n + c)

<^

(n),

b)

(n +j)

(n

+ k)

(5),

we have

.+K=0

(6).

n = -a, n=-b,

Also, putting in succession

n~-k, we

have

A^^{- a)l{b -a){c-a)

B = 4>{-b)l{a-b){c-b)
K=cl>(-k)l{a-k){b-k)
Reverting to the general
'h^{n)x'^l{n + a){n

result,

+ b)

= -%Ax-''{xl\ + x'l2 +

we

{k-a)\

ik-b)[

(7)^

(j-k)

see from (4) that

{n + k)

.+afla)-\og{\-x).^Ax-''

(8),

where the S on the right hand indicates summation with respect

to a,b,.

. ,

k.

EXAMPLES

248

CH. XXVIII

A+B + .+K=0, '^Ax'"' is an algebraical

x which vanishes when x = l. Also \-x is an
algebraical function of x having the same property.
Therefore,
by chap, xxv., 17, we have
since

JN^ow,

function of

\og{l-x).'^Ax-''=

x=\

log {(1-^^)2^'=-"},

x=l

= log

1,

= 0.
Hence, taking the limit on both sides of

we

(8),

have,

by Abel's

Theorem,
^c{>{n)/{n

+ a){n +

b)

{n

k)

= -%A

(l/l

^ ^(-a){l/l + l/2 +
{b-a){c-a)

S on

the
a, b,

c,

the
.,

Example

1.

denoting

right

+
.

1/2
.

+ l/a)
(c-k)

summation with

1) (n

+ 2).

We have

ri?x'^j{n

Now

- 1) (n + 2) = (n -

1) a;"

+ \x'^l{n - 1) + |a;'7(7i + 2),

2(n-l)a;"=la;2 + 2x3 + 3a;* +

(1

- xf-Z {n -

Ix^ + 2x^

1) a;

.,

+ Zx*+.

-2.1x3-2.2a;4-.

+ lx*+.

= x\
Hence

2(ji-l)x'=x2/(l-a;)2.
2

Also

i la;/(n

1)

= 4a;2a;"-V{n - 1),

= -lx log (1 1 2a;/(n + 2)

=
Hence the whole sum
x-'lil

Example

2.

a;)

= |a;-2 Sa;+2/(n + 2),

-fa:-2{a;/H-a^/2

+ .-c3/3 + log(l-a;)}.

is

- xf - Sx-i - 1 - x - i (x + 8x-2)

Evaluate

log (1

- x).

2 l/(n-l)(n + 2).
2

By

the

same process as

before,

we

find

Sx/(n - 1) (n + 2) = Jx-i + ^ + Jx + ^ (x-2 - a;)

1/a),

lo- (1

^^^'

respect

k
Evaluate 2,n^x^l{n -

- a;}.

to

EXAMPLES

14

Now,

since

L {l-xY~'-^-l

(chap, xxv., 17),

Sl/(n -

Therefore

249

1) (n

{x-"^-

x)\og{l- x) = 0.

+ 2) = ^ + i + i = -H-

This result might be obtained in quite another way.

happens that Sl/(7i- 1) (n + 2) can be summed to n terms.
we have
It

l/(-l)(7i +

Hence, since the series

is

2)

now

In

fact,

= Hl/(-l)-l/( + 2)}.

finite

and commutation

of

terms therefore

permissible,

3|l/(-l)( +

2)=.J4

+ l3+...+-i_ +

_Jl
n-4

~4

**'

_i_
n

_1

1_ 1__1

~i'^2"^3
Hence, taking the limit for =qo

|_1/1

11

+1

^3 + ^2 + ^^

J^
n+ 1

1_

n-'d

n-1

n-2
i_

n + 'A'

1_
n + 2'

we have

1\_11

2~3Vl'*'2'^3y"18'
Example

3.

To sum

the series

(Lionnet, Nouv. Ann., ser.

Let the (n + l)th term be m, then, since

(see chapter xxvi., 7), and we may write

4w + l

4n + l

4n + 3

4?i

+2

^ /^L
Now,

2)i

471

= u + w,

say.

association

ii.,t. 18.)
is

permitted

+ 2'

4n + 3

1_

~\,4n + l

m=0,

4?t

+4

47z

]_\

_1

+ 2"^ 4n + 3

4ji

+ 4/

+2

+ 4'

/^

1_\

2 ^271 + 1

2n + 2/'

1
"^

4?i

may

be easily verified, v^ and w are rational functions of n, in

which the denominator is higher in degree than the numerator by two units
at least.
series.

as

Hence

(chap. xxvi.

6)

Zv^ and Xtu^ are absolutely convergent

Therefore (chap, xxvi., 13)

Sw=S(v + ;),

=Sv+2w.

INEQUALITY THEOREMS

250

Hence, again dissociating v and w^

CH. XXVIII

(as is evidently permissible)

is

by 9 above,

=log,2 + ilog,2,
This example

we have

,1111111
,1111111
4^5
l{

an interesting specimen of the somewhat delicate opera-

The process may be described

more
whose terms can be commutated with safety.

tion of evaluating a semi-convergent series.

as consisting in the conversion of the semi-convergent into one or

absolutely convergent series,

It should be observed that the terms in the given series are merely those of
written in a different order. We
the series 1 - 1/2 -i- 1/3 - 1/4 + 1/5 have thus a striking instance of the truth of Abel's remark that the sum of
a semi-convergent series may be altered by commutating its terms.
.

APPLICATIONS TO INEQUALITY AND LIMIT THEOREMS.

15.]

The Exponential and Logarithmic

Series

may be

applied with effect in establishing theorems regarding inequality.

Thus, for example, the reader will find it a good exercise to

deduce from the logarithmic expansion the theorem, already
proved in chapter xxv., that, if ic be positive, then

a;-l>\oga;>l-llw
It

mental

will

also

series

facilitates

Binomial, Exponential, and Logarithmic greatly

Both these remarks
by means of examples.

the evaluation of limits.

best brought

Example

(1).

be found that the use of the three funda-

home

to the reader

nil

m^m
^m-1

1.

Show

loe -

will

be

that

>

+1

1
1

m + 2^h

-f

> log
^

n+1

we put 1 - l/x = 1/to, that is, x=mj{m- 1), in the second part of
and then replace m by m-hl, to + 2,
., n successively, we get
log m - log (m - 1) > l/i,

If

log {m + 1)- log

log

(1)

above,

n - log ( -

m > l/(m + 1),

1)

> 1/w.

Hence, by addition,
logn-log(m-l)>l/y)i-l-l/(Ht + l)+

+l/

(2).

LIMIT THEOREMS, EXERCISES XIII

15
Next,

we

if

we put x -

= l/?n

in the first part of

251

and proceed as

(1),

before,

get

log (m + 1)

m < 1/m,

- log

log {m + 2) - log (m + 1)
log (n

< ll{m + 1),

+ 1) - log n < 1/n.

Hence
log(i

From

(2)

and

+ l)-log?n<l/m + l/(Ht + l)+

log{K/(m-l)}>l/m + l/(m + l)+

Example

.+1/71

(3).

(3),
.

.+!/> log {(n + l)///i}.

and q be constant integers, show that

{l/m+l/(m + l)+
+ll{pm + q)}=\ogp.

If ^

2.

ni=oo

(Catalan, Traite Elementaire des Series, p. 58.)

Put

n=pm + q in last example, and we find that

log{(pi + 3)/(TO-l)}>l/wi + l/(m + l)

Now

log

m=oo

and

+ ll{pm + q)>log{{pm + q + l)lm}.

{{pm + q) I (m-l)} = logp,

+ l)/t} = logiJ.

log{(2J)n + g

Hence the theorem.

Example

3.

Since

Evaluate

L (e*-l)2/{a;-log(l + a;)} when x = 0.

.)^=x^{l + ^x+
.)2;
+ ^x^+

{e''-l)^={x

x-log(l + x):^ix^-^x^+

.=ia;2(l-|a;+

.).

Therefore

(e''-lfl{x-log(l + x)}=2(l

+ isX+

.)2/(l-|x+

Since the series with the brackets are both convergent,

it

.).

follows at once

L(e-l)2/{x-log(l + a;)} = 2.

that

Exercises XIII.
(1.)

P = l/31 + l/3.31 + l/5.3Pf

Q=l/49 + l/3. 493 + 1/5. 49''+.
iJ = 1/161 + 1/3. 16P + 1/5. 161 +
log2 = 2(7P+5g + 3i?),
log 3 = 2 (11P + 8(3 + 512),
log5 = 2(16P + 12(3 + 7i?).

If

then

.,

.,
.

.,

(See Glaisher, Art. "Logarithms," Ency. Brit., 9th ed.)

&=- log (1-4/100), c = log (1 + 1/80), d =

-log (1-2/100), e = log (1 + 8/1000), then log 2 = 7a - 26 + 3c, log 3 = 11a- 3&
+ 5c, log 5 = 16a -46 + 7c, log7 = i(39a- 106 + 17c-d) = 19a- 46 + 8c + e.
(Prof. J. C. Adams, Proc. R.S.L. ; 1878.)
Calculate the logarithms of 2, 3, 5, 7 to ten places, by means of the
(3.)
(2.)

If

a=

-log (1-1/10),

Example 1, or of Example 2.
Find the smallest integral value of x

formulaj of
(4.)

for

which (1-01)*> lOar.

252

EXERCISES

Sum

the series

(5.)

21/1

- 3x)i

(a;3

CH. XXVIII

XIII

+ 2^/3

(x^

- 3x)^ +

(7.)

a;V1.2-a;2/2.3 + a;3/3.4-

(8.)

a;2/3

(-)-ix"//i(ji + l)
+ a;^/]5+.
+ a;2"/(4ra2 - 1) +
(9.) a;/P + a;2/(12 + 22) + a;3/(12 + 22 + 32)+.
.+x^l{l^ + 2'^ +
+ n'^) +
also l/P + l/(P + 22) + l/(12 + 22 + 32) +
+ 1/(12 + 22 +
+ ,f-)+
(10.) 4/1.2.3 + 6/2.3.4 + 8/3.4.5+ ..
.

. .-,

If

(11.)

2 log (x

7)

x>100, then, to seven places of decimals at least, log(a; + 8) =

- log (a; + 5) - log (x + 3) + 2 log a; - log (x-3)- log (a; - 5) + 2 log

(x-7)-log(a;-8).
(12.)

Expand

(13.)

From

+ a; + a;2)
+ l) = log

log (1

log

(a;3

in ascending powers of x.
(x

+ l) + log(a;2-cB + l), show

that, if

m be

positive integer, then

1-

6t

-2

(6i

21

3) (Got

- 4)

{6m -

4) (6nt

3!

5)

(6m - 6)

_
+...-0.

4!

(Math. Trip., 1882.)

(14.)

l/(n-

{loge(l

l)}a;"/7i

+ a;)}2 = 2a;2/2-2(l/l + l/2)a;3/3 +

If

a;

1/2

+ 1/3 -

(-)2{l/l + l/2 +

when x = 1 ?

this formula hold

Q^n-i = 1/1

where
(16.)

Does

+ l/(2?j - 1).

<1, show that

+ ^a;2 + ^x* + ^W^.

= log{l/(l -

a;) }

- 1P3 - ^P^ + IP^ - ^Py - ^^9 + tV^10

where P=x" + x2 + x'"' + a[:8 + a;i^"+

., and the general term is (-)"P/7i,
unless n is a power of 2, in which case there is no term.
(Trin. Coll., Camb., 1878.)
.

(17.)

li e'^xe'^'^xe''''^

(2r-l)/2.4.6. . .2r.
(18.) lix + asa^ + a^x^+.

= Ao + A^x +

.,

then A^r = ^2r+2

= '^-^-^

.
+ y + a.^y^ + a^i/ + . . = {{x + y)l{l-xy)y +
a3{{x + y)l(l- ocy)}'^ + a^{{x + y)l{l - xy)y+ . . ., for all values of x and y
which render the various series convergent, find a^, a^, . . .

Show

that

(19.)

log(4/e)

(20.)

log 2 = 4(1/1. 2. 3

(21.)

= l/l. 2-1/2. 3 + 1/3. 4-1/4. 5+.

+ 1/5. 6. 7 + 1/9. 10. 11 + 1/13. 14. 15 + ...) (Euler.)
= ilog2.
(1-1/2 -1/4) + (1/3 -1/6 -1/8) + (1/5 -1/10 -1/12) +
.

(See Lionnet, Nouv. Ami., ser.

(22.)

ffi/1! -7J(ro/2!

+ n(n-l) 0-3/3! -

to

n + 1 terms

11., t.

= l/(n + 1)2,

18.)

where

+l/r. (Math. Trip., 1888.)

+ 1/2 + 1/3+.
(23.) e~(l + l/m)'" lies between e/(2m + l) and e/(2m + 2), whatever
may be. (Nouv. Ann., ser. 11., t. 11.)
(Eulei, Inst. Calc. Dif.)
(24.) L{x/(x-l)-l/logx}=i, when x = l.
(Euler, Z.c.)
(26.) I,{e=-l-log(l + .T)}/x2=l, whenx=0.
(Euler, Z.c.)
(26.) L(a;*-x)/(l-x + logx)= -2, whenx = l.
(7^=1/1

vi

EXERCISES XIII

15

+ l/?i)Vn (1 + 2/71) V.

(27.)

I, (1

(28.)

L{(27i-

I)l/n2-i}i/n

+ n/n)V=4/e, when

(l

= 4/e2, when = oo

(29.)

^>l + x,

(30.)

a;-l>loga;>l-l/a;, for

253
71

= 00.

for all real values of x.

values of

all positive

a;

to be

from the logarithmic expansion.

"> (1 + n)"/7il, n being any integer,
(31.)
(32.) If n be an integer > e, then ?i"+i > {n + 1)".
(33.) If A, B, a, h be all positive, then {a-h)l{A-B)
(Tait.)
log (BIA)I{A - BY is negative.
(34.) llx>y>a, then {{x+a)l{x - a)}''<{{y + a)l{y -a)}y.

+ l/(n + 2) +

L{l/(ji + l)

log{(n + i)/(m-i)}>l/m+l/(m +

{Aa -Bh)

+ l/27i} = log2,whenn = Qo, (Catalan.)

l) +
+ l/7i>log{(n + l)/m}.

(35.)
(36.)

deduced

(Bourguet, Nouv. Ann., ser.

(37.)

log3=5/l. 2. 3 + 14/4. 5.6 +

(38.)

If

S( -)"-V (")/( + )(?i + ^)

+ (97i-4)/(3n-2)
.

(n+fc),

ii,, t.

(3?i-l)37i

18.)

where a,b,...,k are

integers

all positive

convergent,

S=

its

S
a,b,

and,

and

sum

(p(n) is

an

integral function of n,

be absolutely

is

0(-a){l/a-l/(a-l).

(-)-il/l}/(6-a)

(c

-a)

.(k-a);

..,k

if it

be semi-convergent,

S + log2

its

sum

is

{-)<'<p{-a)l{b-a){c-a)

.(k-a).

a,b,...,k

(39.)

Show

that the residue in the expansion of log {1/(1 -a;)} lies

between
a;i+i{l+(n + l)a;/(n + 2)}/(7!

and

x^+^{l

+ l)

+ {n + l)xl(l-x)(n + 2)}l{n + l).

In a table of Briggian Logarithms the numbers are entered to

and the mantissae of the logarithms to 7 figures.
Calculate the tabular difference of the logarithms when the number is near
(40.)

5 significant figures,

30000

and find through what extent of the table

(41.)

Show

that (1

(42.)

Show

that

+ l/a;)*^+i

S I/71 (4n2 -

it will

remain constant.

continually decreases as x increases.

1)"

= f - 2 log 2.

CHAPTEE XXIX.
Summation of the Fundamental Power Series
Complex Values of the Variable.

for

GENERALISATION OF THE ELEMENTARY TRANSCENDENTAL

FUNCTIONS.

One

1.]

of the objects of the present chapter

is

to generalise

certain expansion theorems established in the two chapters which

In doing

precede.

this,

certain functions such as

we
%

but hitherto defined only

to introduce

are led to extend the definitions of

loga^, cos

a:,

&c., already introduced,

for real values of the variable

new functions analogous

certain

to the

and

circular

functions.

Seeing that the circular functions play an important part in

what

follows, it will

leading properties.

uncommon

not

be convenient here to recapitulate their

is the more necessary, because it is

This

in English elementary courses so to define

and

discuss these functions that their general functional character

is

lost or greatly obscured.

2.]

Definition andProperties of the Direct Circular Functions.

xii.. Fig. 1, a system of rectangular axes, we

can represent any real algebraical quantity 6, by causing a radius

Taking, as in chap,

vector

OP

of length r to rotate from

taining 6 radians, counter-clockwise

if it

be a negative quantity.

If

{cc,

OX through an

if 6

angle con-

be a positive, clockwise

y) be the algebraical vahies of

the coordinates of P, any point on the radius vector of

6,

xjr, yjr, yjx, xjy, rjx, rjy are obviously all functions of 0,

of B alone.

The

then

and

functions thus geometrically defined are called

COS

sin 6, tan 6, cot 6, sec

0,

255

EVENNESS, ODDNESS, PERIODICITY

1, 2

&,

cosec 6 respectively,

and are spoken

of collectively as the circular functions.

All the circular functions of one and the

same argument,

6,

are algebraically expressible in terms of one another, for their

definition leads immediately to the equations

- sin ^/cos 6, cot 6 = cos ^/sin d

= 1/cos 0,
cosec - 1/sin 6
sec- 6 tan^ ^ = 1
cos^ 6 + sin^ ^ = 1,

tan 6

sec 6

from which

When F{6)

tan

6,

cot

6,

sec

6,

cosec 6, in terms of

such a function of 6 that

is

said to be an even function of

F{-0) = -F(0),
example,

(1)

easy to deduce an expression for any one of the

it is

six, cos 0, sin 6,

and,

any

other.

F{-0) = F(6),

when

it

is

it is

such that

said to be an odd function of 0.

For
an even, and ^-^^* is an odd function of 6.

it is

6^ is

from the definition of the circular functions

and sec 6 are even, and sin 0, tan 9, cot 0, and cosec

It is easily seen

that cos

odd functions of

When F(0)
where

F{0)

A.

is

It is

is

is

such that for

n any

constant, and

values of

e,F{e + nX) = F(6),

having the period

A.

obvious that the graph of such a function would consist

of parallel strips identical with one another, like the

sections of a wall paper

graph corresponding to
could get
infinite

all

integer positive or negative, then

said to be a periodic function of

number

of a

6.

all

so that, if

all

we knew a portion

of the

values of 6 between a and a +

X,

we

the rest by simply placing side by side with this an

number of repetitions

of the same.

Since the addition of 27r to 6 corresponds to the addition

or subtraction of a whole revolution to or from the rotation of

the radius vector,

periodic

that

is,

cosec

(y.

it is

obvious that

and have the period

the period

par

27r.

all

the circular functions are

This

is

the smallest period,

excellence, in the case of cos 6, sin 9, sec 9,

It is easily seen,

by studying the defining diagram, that

tt.
Thus we liave

tan 9 and cot 9 have the smaller period

ZERO AND TURNING VALUES

256

= COS 6,

sin {6

= sec ^,
tan (^ + nir) = tan ^,

cosec {6

COS {6 + 2w7r)

sec {6

+ 2mr) =

sin 6,

and quarter periods

=- cos 6,

cos {tt+O)

cos(^ir6) = + sm6,
tan {^Tr0) = + cot 6,

(2).

we have

Besides these relations for whole periods,

XXIX

+ 2w7r) = cosec 9,
cot {6 + n-n) = cot 6.

2w7r)

following for half

CH.

also the

= + sin ^
= + cos^;
cot (^n-0)= + tan 6
sin (rr6)

sin(^7r+

^)

/^\

&c.,
all easily

We
values

deducible from the definition.

have the following table of

zero, infinite,

and turning

i^
+

cos 6

IT

-1

tan^

sec^

GO
CO

00

(fee.

'

00

GO

GO

cosec 6

27r

-1

sin^

cot^

Itt

&c.
CO

-1

GO

GO

-1

GO

which might of course be continued forwards and backwards

by adding and subtracting whole periods
Hence cos has an infinite number of zero values corresponding to = ^{2n + 1) TT, where n is any positive or negative integer;
no

infinite values

an

and

is

number of maxima and of minima

2mr and 6 = {2n + 1) tt respectively

infinite

values corresponding to ^

==

susceptible of all real algebraical values lying between

and +
Sin 6

1.

is

But tan
number of
number of

of like character.
of quite a different character.

is

infinite

turning values

It has

an

infinite

6-mr;

an infinite
no
values corresponding to 6 = ^(2n+l)7r

zero values corresponding to

and

is

susceptible of all real algebraical values

between qo and + oo
Cot 9 is of like character.

''

ADDITION FORMULA

258

CH.

Sec^ and cosec^ have again a distinct

them has infinite and turning values, and

Each of

character.

susceptible of all

is

between -

real algebraical values not lying

XXIX

and +

1.

The

graphs of the functions y = sma!, y = cosiv, &c., are given in

Fig. 1.
The curves lying wholly between the parallels KL,

K'L
all

belong to cos

x and

to sec

KL,

lie

K'L', belongs either

or to cosec x, the graph of the former being dotted.

curves that

KL,

graph being dotted

sin x, the cosine

that lies wholly outside the parallels

The

partly between and partly outside the parallels

K'L', belong either to tsmx or to

cot;r,

the graph of the

latter being dotted.

Again,

from

the

geometrical

combined

definition

with

elementary considerations regarding orthogonal projection are

deduced the following Addition Formulw

cos (0 (}>)
sin {6<li)

tan (^

= cos
= sin

^ cos

<^

^ cos

<^

cos

^) = (tan 6

As consequences

tan

of these,

sin ^ sin

<^)/(l

cos

<^

<;^

^ = |cos (6 +
sin ^ sin ^ = ^cos (^ - ^sin {$ +
sin 6 cos

cos ^ cos

(ft

<^

+ tan

we have the

= 2 cos |(^ +
cos <^-cos 6 - 2 sin ^{0 +
= 2 sin |(^
sin ^ sin
cos ^

^ sin

(5).

6 tan 0).

following

- ^)

<ji)

cos ^{0

<j>)

sin ^{0-(f>)

^) cos ^{0

- <^)

(^

<^)

+ |sin

(6

<^).

(fi)

(^

(C)

^).

+ |cos
^) - ^cos
<fi)

(7)

'

cos2^ = cos''e-sin'^^ = 2cos'^-l = l-2sin'^e

= (l-tan^^)/(l+tan2^)
(8).

= 2 sin 6cosd = 2 tan 6/{l + tan'' $).

tan 2^ = 2 tan 9/(1 - tan' 6).
sin 2^

3.]

Inverse Circular Injunctions.

When,

for a

(continuous stretch) of values of y, denoted by

(y),

continuum

we have a

relation

(t:-F{t/)

(1),

INVERSE CIRCULAR FUNCTIONS

2,

259

which enables us to calculate a single value of x for each value

of y, and the resulting values of x form a continuum {x), then

F{y)

the graph of
find
(1)

X when y

continuous; and we can use

is

y when x

given, or

is

not only determines

We

it

either to

thus see that

as a continuous function of y, but also

a;

The two

as a continuous function of x.

be inverse to each other

given.

is

and

functions are said to

usual to denote the latter

it is

So that the equation

function by F~^{x).

y = F-Hx)
equivalent to

is identically

It

must be

tinuous,
in

it will

(2)

(1).

noticed, however, that, although

the continuum (x) do not recur.

student

already aware,

is

F~^ (x)

con-

is

not in general be single-valued, unless the values

is

not

Thus, for example,

simplest cases.

the continuum (x)

is

occurs twice over.

inverse function

This condition, as the

even in some of the

for -oo <y< + oo,

fulfilled
if

x = y^,

given by 0:!f>x<+ oo and each value of x

We have, in fact, y = x^', that is, the
;

two-valued.

is

important to notice that, even when the direct

function, F{y), is completely defined for all real values of y, the
inverse function, F~^ (x), may not be completely defined for all
It is also

F~^

values of x.

(x)

x=y^,
1^

iJ?

for

<+

00

function of

cc

<y<

hence y

by (1) solely for the

Take, for example, the relation

in fact, defined

is,

values in the continuum

(x).

The continuum

(x>.

is

(x)

is

given by

defined, by the above relation, as a

for values of

x between

and +

qo

and

for

no

others.

The
leads

application of the above ideas to the circular functions

some important remarks.

to

It

is

obvious from the

geometrical definition of sin^ that the equation

x = smy
completely defines
y, for

CO

<y <+

ir

(3)

as a single-valued continuous function of

cc.

Hence, we

y=

sin"'

may
X

write
(4),

172

MULTIPLE-VALUEDNESS

260

where the inverse function, sin~^a;*,

is

CH.

XXIX

continuous, but neither

single-valued, nor completely defined for all real values of x.

Since,

between

by the properties of sin y, x lies

- 1 and +

of y, sin"^

is,

1 for all real values

by

in fact, defined

only for values of

lying between

(3)

and + 1. For other values of x the

meaning of sin"^ x is at present arbitrary.
By looking graphically at the problem
"to determine y for any value of x lying
between -1 and +1," we see at once
that

sin~^^

multiple-valued to an

is

infinite extent.
If,

however,

we

confine ourselves to

values of sin"^a; lying between -^tt and

+ |^7r, we

from the graph

any value of x lying
between 1 and + 1 there is one, and
If we draw
only one, value of sin~^:r.
see at once

(Fig. 2) that for

parallels
Fig.

2.

points

whose ordinates are

+-|-7r,

+f tt,

to the axis of

A, B,
+|-7r,

C,
.

.,

.,

-I-t,

between every pair of consecutive parallels we

x through
A', B',

-f

tt,

find, for

.,

the
.

.,

then

a given

and only one, value of ^ = sin~^ar.

The values of y corresponding to points between the parallels
A' and A constitute what we may call the Principal Branch of
the function. Similarly, the part of the graph between A and
the part between B and G
represents the 1st positive branch
the 2nd positive branch the part between A' and B' the 1st
negative branch; and so on.
If, as is usual, we understand the symbol sin~^ x to give the
value of y corresponding to x, for the principal branch only, and
value of

(- 11f^x'^+

1), one,

use yn or sin~^ x for the wth branch, then

3/

it is

= sin-^;r = TC7r + (-l)"sin-^a;

easy to see that

(5),

* This may be read "angle whose sine is x" or " arc-sine x." In
Continental works the latter name is contracted into arc-sin x ; and thia is

used instead of sin"*x.

;;

BRANCHES DEFINED

where n

is

261

a positive or negative integer according as the branch

in question is positive or negative.

It is obviously to

some extent arbitrary what portion of the

be marked

grapli shall

off

as corresponding to the principal

branch of the function ; in other words, what part of the function

But

shall be called the principal branch.

if

we

are to avoid ambiguity

present procedure
part selected

that

and this

it is clearly

is

no value of y should recur within the

and, to secure completeness,

all

the different values

Attending to these con-

be represented.

of 3/ should,

if possible,

siderations,

and drawing the corresponding

will easily

necessary,

the sole object of the

figures,

the reader

understand the reasons for the following conventions

regarding cos'^a?, tan~^a?, cot"^a;, sec~^a;, cosec'^^r, wherein

3/

and the inverse functional symbols cos~^^, &c., relate to the

principal branch only, and i/n to the nth branch, positive or
negative.

= cos"^ a?,
y between and + tt
I/n = (n + I- + i-T-'i)^ + i-T cos-' X.
y = tzxr' X,
y between -\tt and +
1/

yn,

= WTT +

y =
y^

y =

I^tt;

(7)

tau~^ X.

cot~^ X,

= tm +

(6)

y between

and

ir

(8)

cot~^ X.

sec~^ X,
sec
oetween u ana
and ir
y between
= (^ + |- + (-r-'^)T+(-)'*sec-^^.
y = cosec"^ x,
y between -^tt and + ^^
2/

' i2?,

(9)

2^

yn = n'7r+ (-

(10)

)" cosec"^ x.

Since every function must, in practice, be unambiguously

defined, it is necessary, in

any particular

branch of an inverse function

specified, it is

is

case, to specify

in question.

what

If nothing is

understood that the principal branch alone

is

in

question.

It is obvious that all the formulae relating to direct circular

functions could be translated into the notation of inverse circular

functions.

In this translation, however, close attention must be

paid to the points just discussed.

Thus

W = Z'^

INVERSION or

262
If

X be

positive, the

but,

if

be negative,

it

X = cos~^ ^(1 - of)

becomes

sin~^

If

- sin^ B) becomes

formula cos ^ = + ^(1

sin~^

XXIX

CH.

x=

J(l - x^).

cos~^

0<x<l/j2, 0<3/<l/^2, we deduce

from the addition

formulae for the direct functions

sin~^
if

X + sin~^^ = cos~^

[\/{(l

- ^^)

- ^y]

(1 -y^)}

',

0<a;<l, 0<2/<l,
tan~^

X+

tan~^ y = tan~^ [(x

If X and y be both

tan~^

X + tan~^ y = Tr

and, in general,
flitan"^

where p=l,
than

positive,

it is

\-

+ y)/(l -

tan~^ [{x + y)l{l

xy)] *

easy to show that

X + tan~^ y = {m + n+p)Tr + tan~^ {{x + y)/{l - xy)},

= r>i+n+pt&n-^{{x + y)l{l-xy)} (11),

0, or

-1, according as tan"^ ^ + tan~^ ?/ is greater

^tt and -^tt, or is less than -^tt.

between

^TT, lies

ON THE INVERSION OF

When

4.]

xy)].

but such that xy>l, then

W = Z'K

the argument, and, consequently, in general,

the value of the function are not restricted to be

discussion of the inverse function becomes

real,

the

more complicated,

but the fundamental notions are the same.

For the present

it will

be sufficient to confine ourselves to

the case of a binomial algebraical equation.

Let us

first

consider

the case

w-^"
where w
z

=x+

a positive integer,

is

yi,

and,

number, say

To
* In

attain

consequently,

2;

(1),
is

also

a complex number, say

in

general

a complex

w = u + vi.
absolute clearness

in our

discussion

it

will

be

English Text-Books equations of this kind are often loosely

and the result has been some confusion in the higher branches
of mathematics, such as the integral calculus, where these inverse functions
play an important part.

stated;

W = z'^

INVERSION OF

3,

necessary to pursue

little

^6^
method of

farther the graphical

chap. XV., 17.

from what has there been laid down, and from the
any integral function of x and 2/ is continuous for all
finite values of a; and 3/, that, if we form two Argand Diagrams,
one for a; + yi (the ;2;-plane), and one for u + vi (the tr-plane), then,
It follows

fact that

whenever the graphic point of s* describes a continuous curve, the

graphic point of w also describes a continuous curve.
therefore, the equation (1) defines

z for

all values, real

what

follows

we

circle described

We

shall also represent z

and

by z to be the

about the origin of the

;^-plane.

by the standard form r (cos ^ -^ * sin 6),

by the standard form s (cos + i sin <^) but we shall, con;

(f>

trary to the practice followed in chap,

6

For simplicity in

or complex, of the latter.

shall suppose the curve described

whole or part of a

In this sense,

as a continuous function of

and ^

to

xii.,

assume negative values.

wish to give z

all

allow the amplitudes

Thus, for example,

we

if

values corresponding to a given modulus

without repetition of the same value, we

shall, in general,

r,

cause

- ir to + tt, and not from

to 27r,
way we get a complete single revolution
and it happens that the plan now adopted

6 to vary continuously from

as heretofore.

In either

of the graphic radius

is

more convenient
It is

for our present purpose.

obvious that by varying the amplitude in this way, and

then giving

all different

values to r from

every possible complex value of

complete exploration of

z,

to

once over

qo

s (cos

we

shall get

w=

3,

and

r* (cos ^

by Demoivre's Theorem.

= r^y

and

(2)

Hence we deduce
(t>^39 +

27i7r

For shortness, in future, instead of "graphic point of z" we

z " simply.

z,

+ sin df

= r" (cos 3d + i sill '66)

'

we have

^ + * sin ^) =

eff'ect

any one- valued function of z.

Substituting in (1) the standard forms for

taking, for simplicity,

and thus

shall say

CmCITLO-SPmAL GRAPHS

264
or, if (as will

be

sufficient for

CH.

our purpose) we confine ourselves

to a single complete revolution of the graphic radius of

s^r",

we

therefore,

If,

fixed value r^

cf>

is

to say,

origin of the w-plane (Fig. 4).

its circle (Fig.

z,

= Sd

(3).

give to r any particular value, s has the

that

XXIX

describes a circle about the

Also,

if

we suppose z
since ^ =

3) with uniform velocity,

to describe
3^,

will

describe the corresponding circle with a uniform velocity three

To one complete

times as great.

Fm.

revolution of z will therefore

Fig.

3.

correspond three complete revolutions of w.

4.

In other words, the

values in the (w)-continuum which correspond to those in the

()-continuum are each repeated three times over*.

The
three
of

0',

T,

The

over.

by drawing round
r,

0,

1',

1,

actual course

becomes when
*

of w is the circle of
We may represent this

actual course

times

To

it

0',

its

actual

multiple course

course the spiral

which re-enters into itself at 0' and 0'.

then be imagined to be what this spiral
shrunk tight upon the circle.

may
is

indicate this peculiarity of

"Eepeating Function."
as w=:a?i8.

circular

radius i^ taken

w we

term
need not, however, be periodic

shall occasionally use the

A repeating function

H 4,

riemann's surface

we now

If

letter the corresponding points

the same symbols

we have the

when z

the complete circle

It follows

W'=^, which

on the

z--p\a.ne,

and

so on, in

describes

tlie

equation

so on.

from this graphical discussion that

defines

for all values of

as

defines

z,

with

and

describes the arc O'll', then

O'll',

2;-circle

circle O'll' in the w-plane, cor-

responding to the circular arc O'll' in the

this sense that,

265

a one-valued continuous function of z

z as a three-valued continuous function

of w for all values of w.

In other words, since, in accordance with a notation already
defined, (1)

may

be written

yw

z=

we have shown that

the cube root

(1'),

of wis a three-valued continuous

function of w for all values of w.

It is obvious that there is nothing in the

above reasoning

n = 3, except the fact that we have a triple

the w-plane, and a trisected circumference in the 2;-plane.

peculiar to the case

spiral in

Hence,

if

we

consider the equation

w = "
and

its

equivalent inverse form

z
all

the alteration necessary

spiral,

(4),

is

^w

(4'),

to replace the triple

by an w-ple

returning into itself on the negative or positive part of

the w-axis, according as

is

odd or even

and the

circumference by a circumference divided into

Thus we

see

that the equation

(4),

which defines

continuous one-valued function of z for all values of

{that

is,

the nth root

trisected

n equal
z,

parts.

as

defines z

of w) as a continuous n-valued function of

for all values ofw.

Riemann's Surface. It may be useful for those who are to pursue
beyond the elements, to illustrate, by means of
the simple case tD=z^, a beautiful method for representing the continuous
variation of a repeating function which was devised by the German mathematician Eiemann, who ranks, along with Cauchy, as a founder of that branch
of modern algebra whose fundamental conceptions we are now explaining.
% 5.]

their mathematical studies

BRANCHES OF ^Jw

266
Instead of supposing
plane,

all

the spires of the w?-path in Fig. 4 to

we may conceive each complete

XXIX

CH.

lie in

one

spire to lie in a separate plane super-

posed on the w-plane. Instead of the single it'-plane, we have thus three
separate planes, Pj, P^ Pj superposed upon each other. To secure continuity
between the planes, each of them is supposed to be slit along the M-axis from
,

to

00

and the three joined together, so that the upper edge of the

joined to the lower edge of the

slit

in

Pj the lower edge of the slit in

to the upper edge of the slit in Pj
the lower edge of the slit in Pj to the
upper edge of the slit in Pj, this last junction taking place across the two
intervening, now continuous, leaves.
We have thus clothed the whole of the
w-plane with a three-leaved continuous flat helicoidal* surface, any continuous path on which must, if it circulates about the origin at all, do so three
times before it can return into itself. This surface is called a Eiemann's
The origin, about which the surface winds three times before
Surface.
returniug into itself, is called a Whiding Point, or Branch Point, of the
Third Order. Upon this three-leaved surface lo will describe a continuous

Po
Pj

is

slit in

single path corresponding to any continuous single path of z, provided we

suppose that there is no continuity between the leaves except at the junctions
above described.

6.]
is

we

If

confine

and

bisected by OJC,

to that part T'Ol' of its circle

<f>

which

to the corresponding spire I'Ol' of its

<^ lies between tt and + ?r, and 6 between - ir/n

and +7r/n, then z becomes a one-valued function of w for all

path, so that

We

values of w.

function
disposal,

call this

the principal branch of the n-\a\ued

^w; and, as we have

we may restrict it to

the function

at our

if

(ji),

<^<
77

-t-

TT,

by the equation

define w^'^

and we

w^^"'

denote this particular branch of

In other words,

z.

w = s{GO&(f> + isiw
we

the distinct notation

to mean cos ^Jn + i sin <f>ln.

we take the next spire after T'Ol' in the

also restrict (cos

Just as in

4,

^ + * sin

<^)^''"'

positive direction (counter-clock) to represent the first positive

branch of IJw
first

last negative
is

the next in the negative direction to represent the

negative branch of

being

^w

and

full spires, or

so on, the last positive

and the

only half spires, according as n

odd or even.
If,

as

is usual,

we represent the actual analytical value of

* Like a spiral staircase.

PRINCIPAL VALUES

5,

by the form

s (cos

sin ^),

where

is

<^

267
always taken between

- TT and + TT, then it is easy to find expressions for the values of z,

belonging to the w - 1 positive and negative branches of 'i/w and
corresponding to any given value of w, in terms of the value

We

belonging to the principal branch.

have, obviously, merely

to add or subtract multiples of 27r to represent the successive

and negative whole revolutions of the graphic radius of

if z, Zt, Z-t relate to the principal, tth. positive, and
^th negative branches oiz= l^w respectively, we have

positive

Thus,

w.

z = s^/" {cos ^/w + * sin ^/w}

Zt = s^'" {cos (<)) + 2tTr)/n + i sin

(<^

+ 2tT)ln} ;

(<^

Z-t

We

= s''"{cos

(<^

- 2tTr)ln + i

sin

2tiir)ln].

(5).

I
J

have thus been led back by a purely graphical process to

found in chap, xii., 18.

results equivalent to those already

Cor.

Hence, \f z denote the principal value of the nth root

1.

ofw, and

<an

= cos.

27r/w +

sin

= zwn',
n
= w^'"'u>n,
t

Zt

that

is,

Zt

z.t
Z-t

..

'U)

the nth root

is,

of a positive real
what has already

(see chap, x., 2).

r^'"'

For, in this case,

J!jw

= zo)n-';
=

real positive nth root, that

is the

been denoted by

Hence

27r/n, then

The principal value of

Cor. 2.

number r

we have

w = r (cos

sin 0), that

is,

^ = 0.

r^'\

There is continuity between the last values of any

Cor. 3.
branch of ^Jtv and the first values of the next in succession, and
between the last values of the last positive branch and the first
values of the last negative branch; but elsewhere two values of

'^w belonging

to

same value of w,

different branches,
differ

and

cori'esponding

to

the

by a finite amount.

It should be noticed as a consequence of the above that the principal

value of the nth root of a real negative number, such as - 1, is not definite

For we may write -l = cos7r + isin7r or

and the principal value in the former case is
This ambiguity
cos.7r/n + tsin.ir/n, in the latter cos(-7r/w) + i Bin(-ir/n).
does not exist for complex numbers differing from - 1, even when they differ
infinitely little, as will be at once seen by referring to Figs. 3 and 4,
until its amplitude is assigned.

= cos

tt)

+ i sin - ir)
(

DISCUSSION OF W^

268

It should be observed that

7.]

in the

expression

TT and

we cause

+7r,

+ W7r, then

s^^"{cos

if,

= 5^^"{cos. ^/w +

2;

it

<^/w

= Zl

instead of restricting

sin. <^/n}

to

lie

to

continuously and

varies

sin. ^/}

between

-wtt

to vary continuously from

'

XXIX

CH.

passes once through every possible value of I^w, where

is

given =5.
that, if w describe any continuous path
and returning thereto, the value of J^w will
vary continuously
and will return to its original value, if w
have circulated round the origin of the w-plane pn times, where
or any integer
and, in general, will return to its original
/> is
value multiplied by wj, where t is the algebraical value of
+ fi r, fi and V being the number of times that w has circulated round the origin in the positive and negative directions

It

follows

also

starting from

On

respectively.

Branch Point of
8.]

account of this property, the origin

Let us now consider

briefly the

'uf

where

p and

is

called a

l^w.

q are positive

equation

= z'^

(1),

We

integers.

to be prime to each other, because that

shall suppose
is

and q

the only case with

which we shall hereafter be concerned*.

Our symbols having the same meanings

as

before,

we

derive from (1)

s^ {cosp(ji

i sill p<}>)

= r^ (cos qO + i sin qd)

Hence, taking the simplest correspondence that

(2).

give a

will

complete view of the variation of both sides of the equation

last written,

we have
s^

If,

then,

we

fix r,

= r^,

p^ = q6

and therefore

(3).

the paths of z and

s,

w will

be circles about the origins of the z- and ^^-planes respectively

and, since p

is

prime to

q, if

z and

start

from the positive part

* If ^ and q had the G.C.M. k, so that ^ = fc^', q = kq', where p' and q' are
mutually prime, then the equation (1) could be written (7P')*'=(z9')*, which
is

equivalent to the k equations, wp'z1',

= wj*~^2;9',
falls

where

w^. is

a primitive

A;th

under the case above discussed.

wV = uj^sfi' ioP'=(,)f?zi',
., ujp*
+ 1. Each of these k equations

root of

 7,

DISCUSSION OF WP

of the X-

= Z'i

2G9

and w-axes simultaneously, they

not again be

will

simultaneously at the starting place before z has

has

To

made q

get a complete representation of the variation

therefore cause 6 to vary from

The graphs

g''7r.

and q

and

of z

pir

to +ptt,

will therefore

To each whole

spires respectively.

and g = 4

FiQ.

p,

and

is

illustrated

by Figs. 5 and

qir

to

be spirals having

spire of the g-spiral

The

case where

6.

Fig.

5.

we must

and ^ from

will correspond the pjqih. part of the j9-spiral.

p=Z

made

revolutions.

6.

w as a
and z as a continuous q-valued

It follows, therefore, that the equation (1) determines

continuous p-valued function of

Taking the

function of w.

z,

latter view,

and writing

(1) in the

form
z

and

(3) in the

we

see that, if

+ qtr, then
all

= Uw^

(1'),

form

s**'* (

= ^i%

we cause ^
cos

(3'),

to vary continuously from -qir to

- <^ + e sin- ^ j

will

vary continuously through

^w^ can assume so long as

same value from which it started.

the values which

will return to the

e=p^lq

1^?
|

In

= s, and
fact, we

270

BRANCHES OF

see in general that, if

same point again

If,

spires,

times in the negative direction,

its original

= +/*a primitive q\h root of + 1.

2pt-nrlq

XXIX

from any point and return to the

/* times round the origin in

start

the positive direction, and

CH.

after circulating

then ^liP returns to

i sin

Ijw'P

where

value multiplied by cos 2ptTrlq +

.

by

r; that is,

w/',

where Wg denotes

we divide up the circular graph of w into whole

counting forwards and backwards as before, and consider

as usual,

the separate branches of the function ^iif corresponding to these,

then each of these branches is a single- valued function of 6.

The

spire corresponding

to

-7r<^<+7r

taken as the

is

principal spire, and corresponding thereto we have the principal

branch of the function z = ^w^, namely.

\cos~<fi

For the (+
Zt

t)th.

and

+ ism-({)[,

branches respectively, we have

(-r t)th.

= s^'^{cos .p{(l> +

-'n-<(f)< +

2tir)lq

i sin .p(<fi

2t7r)/q},

= iofz;
z^t

= s'^'^{cos.p{cf>-2t7r)/q + 2 sin .p{<fi- 2tTr)/q},

= o>f'"z.
of

before, we may use w*'^^

^w^, and we observe, as

of

^w^ when w

As

value of the

denoted by
It

% 9.]
sPl'i

qth.

before,

that the principal value

a real positive quantity

that

root,

is,

is

the real positive

what we have, in chap,

x,,

w^'^.

must be observed

{cos. p (02<ir)/g

of i^wP, but (as

that,

+ i sin.p

may

G.C.M. of p and

q.

when p

is

not prime to

q,

(^2tir)/g} no longer furnish

the expressions

the q values
be easily verified) only q/k of them, where k is the
The appropriate expression in this case would be
all

{cos (p^ 2(ir)/g + i sin (p^ 2t7r)/g }

This last expression gives in all cases the q different values of ^wp ; but
has this great inconvenience, that, if we arrange the branches by taking

P/

it

is

to stand for the principal branch

successively f = 0, t=l, = 2,
., the end value of each branch is equal,
not to the initial value of the succeeding branch, but to the initial value of
a branch several orders farther on. There will therefore be more than one
.

crossing in the graphic spiral.

The

investigation from this point of view will

8-10

EXERCISES XIV

271

When p is prime to q, the two expresand we have preferred to use the one which

be a good exercise for the student.

sions for

^wP

are equivalent

leads to the simpler graphic spiral.

If we adopt Riemann's method for the graphical representation of the
equation wPzi, then we shall have to cover the z-plane with a ^-leaved

Eiemann's surface, having at the origin a winding point of the _pth order
and the w -plane with a g -leaved surface, having at the origin a winding
point of the gth order.

Exercises XIV.
(1.)

Solve the equation

tan-i

{(x-t- l)/(a;

1)}

-1-

tan-i

{(a:

and examine whether the solutions obtained

-f-

2)/(a;

2)}

= ^ TT,

really satisfy the equation

when

tan~^ denotes the principal branch of the inverse function.

If 27r2<4g', show that the roots of the equation x^-qx-r=0 are
(2.)
2(g/3)V2cosa, 2 (g/3)i/2cos (|7r-J-a), 2 ((7/3)1/2 cos (7r- a), ^Yiexe a is deter-

mined by the equation

co8 3a = ^r

(3/g)=V2,

Show

that the solution of any cubic equation, whose roots are all real,
can be effected in this way ; and work out the roots of a;^ - S-r + 3 = to six
(See Lock's Higher Trigonometry, 135, or Todhunter's

places of decimals.

Trigonometry, 7th ed., 2G0.)

Trace the graphs of the following, x being a real argument

(3.)
(5.)

(7-)

(9.)

(11.)

= sina;-(-sin2a;.
y = sinx sin 2x.
y=xamx.
y = sin 8a;/cos x.

(10.)

2/2= sin- ix.

(12.)

(4.)

2/

(6.)
(8.)

y = smx + cos 2x.

y = tanx + t&n2x.
y = sin x/x.
y = am~^x^.
sin y = tan x.

Discuss graphically the following functional equations connecting the

w and z. In particular, trace in each case the ;-paths

complex variables

when

the 2-paths are circles about the origin of the 2-plane, or parallels to

the real and to the imaginary axis.

w-=z^
w^ljz^

(17.)

w^=(z-a){z-b).

(18.)

(19.)

w3=(z-af.
w = {az + b)l{cz + d).

(20.)

w^={z-af.

(22.)

w^=ll{z-a)(z-b).

(21.)

10.]

of

w = Ijz.
= 1/^3.
w^ = {z-af(z-h).

(15.)

(13.)

We

(14.)

(16.)

102

can now extend to their utmost generality some

the theorems regarding

the summation of series already

established in previous chapters.

It is

important to remark that the peculiar

difficulties of this

272 GENERALISATION OF INTEGRO-OEOMETRIC SERIES CH. XXIX

part of the subject do not arise where

we have

to deal merely

that is to say, the summation of a

summation
For any such summation involves merely a
series to n terms.
statement of the identity of two chains of operations, each containing a finite number of links, and any such identity rests
directly on the fundamental laws of algebra, which apply alike
to real and to complex quantities.
Even when the series is infinite, provided it be convergent,
and its sum be a one-valued function, the difficulty is merely one

with a

finite

that has already been fully settled in chap, xxvi.

The

when the sum depends upon a

fresh difficulty arises

We

multiple-valued function.

have then to determine which

branch of the function represents the series

nature,

its

We

is

by

for the series,

always one-valued.

commence with some

cases where

the last-mentioned

point does not arise.

GEOMETRIC AND INTEGRO-GEOMETRIC SERIES.

11.]

The summation

l+z + z"-^.
since

of

+;^"

= (l-z"*0/(l-2;)

(1),

depends merely on a finite identity, holds for all values

We may therefore suppose that z-x + yi^r (cos 6 + i sin 6),

it

z.

and the equation

Also,

since

(1) will still hold.

2;""*"^

Lr'"-^'^

(cos

n + l6 +

dnn

1^)

0,

n=at>

when r<\, we

have, provided |2;|<1, the infinite summation

l+z + s'^+
for

complex as well as

adoo = l/(l-;r)

(2)

for real values of z.

In like manner, the

finite

summation of the integro-geometric

series 2^(w)^"> which we have seen can always be effected for

real values of z (see chap, xx., 14), holds good for all values

of z

and, since 2^ (w) z^

infinite
for all

is

convergent provided

summation deducible from the

complex values oi z such that

finite

|;2;|<1.

one

2;
|

<1

wilj hold

the

good

10,

;;
;

EXAMPLES

11

By

substituting in

equations for

or

(1)

5^ (n) z^,

273

and in the corresponding

+ i sin 0) for z, and then

(2),

the value r (cos

equating the real and imaginary parts on both sides, we can

dedxice a large

number

of summations of series involving circular

functions of multiples of

6.

1.
To sum the series
+ r^coane,
Sn=l + rcosd + r^co82d +
T^=r sin d + sin 20 +
+ r"-sinn6,
i[7=cosa+rcos(a + ^) + r''cos(a + 2) +
+ r'*cos (o + n^),
+r"sin (a + Ji^),
Vn=ama + r8m{a + e)+r^sm{a + 2e) +
n terms and to oo when r < 1.
Starting with equation (1), let us put z = r (cob 9 + i ain 6), and equate

Example

r"^

to

and imaginary parts on both

l

real

"We find

sides.

+ r{coB$ + iaind) + f^{cos2e + ism2d) +

= { 1 - r+i (cos {n + l)9+i sin (n + 1)
.

.+r^{cos7i0 + iamn0)

^)}/{ 1

- r (cos

+ i sin

^)}

(3)

whence*
S;= {1 - r cos ^ - r"+i cos (n + 1) ^ + r"+2 cos n9}l{l - 2r cos O+r^}
T= {r sin 9 - r^+i sin [n + 1)9 + r'^+^ sin n9}l{l - 2r cos 9 + r^}
U' = cos aS- sin aT^,
Again, since
Vn = sin a5f + cos aT^

we deduce from

(4)

and

f7= {cos a - r cos (a -

F= {sin a - r sin
From

(a

(5)

^)

the following:

- r"+i cos {n + 19 + a) + r"+2 cos

-9)- r'^+i

sin (n + 10

these results, by putting

important particular cases.

{n9 + a)}/
{l-2rcos9 + r"}

(6),

+ a) +r'+2 gin (,9 + a)}/

{l-2rcos^ + r2}

(7).

r=+l,

For example,

or
(6)

r=-l, we
and

(7)

deduce several

give

+ cos(ft+7i^)
C08a + C08(a + 5)+C0s(a + 2e) +
=cos ^ {o + (a+n^)} sin ^ (n + l)^/sin ^^
+ sin(a + ne)
sina + sin(a + ^) + sin(a + 2^) +
= sin^{a + (a + n&)}sin^(n + l)^/sin4^
.

Finally,

if

(4)
(5).

r<l, we may make n

infinite in (4), (5), (6), (7)

(6')

(7').

and we thus

find

S = (l-rcos^)/(l-2rcos0 + r2)
r = r sin 91(1 - 2r cos d + r^)
U^ = {cos tt - r cos (a - ^) }/{l - 2r cos

F = {sin
*

For

brevity,

and

-r sin

(5")

+ r^
(a - 9)}I{1 - 2r ooa9 + r^}
9

(6")
(7").

in order to keep the attention of the reader as closely

as possible to the essentials of the matter,

to

(4");

we leave it

to him, or to his teacher,

supply the details of the analysis.

c.

u.

18

EXAMPLES

274
Example

Sum to

2.

CH.

XXIX

infinity the series

S=l-2rcose + 3r^coa2e-4kr^co&3e +
If = r (cos e + isinO), then S is the real part of the sum
T=l-2z + dz^-iz^ +
.

Now, by chap, xx., 14, Example

T=l/(l + z)2.

('<1)-

of the series

2,

S=B{ll{l + rcoa0 + rism0)^}*

Henee

=R{{l + rcose-rism0)^j(l + rcoa0^ + r^sin^e)^},

= {l + 2rco3 + r^cos2e)l{l + 2rcose + r^)^.
Example 3. Exemplify the fact that every algebraical identity leads to
two trigonometrical identities in the particular case of the identity
- (b-c){c~a) (a - b) = bc (b - c) + ca {c - a) + ab {a ~ b).
In the given identity put a=cosa + tsina, &=cosj3 + tsin^,
i

and observe that

cos /3 + i sin /3 - cos 7 - i sin 7 = 2i

= cos7 +

sin y,

sin i

- 7) {cos i

(/3

+ 7) + i sin J (/3 + 7)}.

(/3

We thus get
4n sin i (i3 - 7) {cos 4 (i3 + 7) + i sin J (/3 + 7)}
= Ssin J(/3-7){cos|3 + isin/3}

{0087 + 1 sin 7} {cos4(j3 + 7)

+ isini(^+7)},

whence
4cos(a + /3 + 7)nsini(/3-7) = Ssini(/3-7)cosf
4 sm (a + /3 + 7) n sin i (i3 - 7) = 2 sin i (/3 - 7) sin f

(^3

ifi

+ 7);
+ y).

FORMULA CONNECTED WITH DEMOIVRE's THEOREM AND

THE BINOMIAL THEOREM FOR AN INTEGRAL INDEX.
By

12.]

cos (^1

^2

we have

chap. xiL, 15 (3),

^n)

i sin (^1

If

% cos

we expand the right-hand

6I1

cos B^.

^2

= (cos Oi + i sin 61) (cos 6^ +

i sin

6^

^n)
.

(cos 9^

+ i sin ^n).

and use Pr to denote

side,

cos Or sin ^r+i ... sin ^, that

is,

the

sum

of all

the partial products that can be formed by taking the cosines

., ^n and the sines of the rest, then
of r of the angles ^1, ^2,
.

we

find that

cos {6^ + 6i+

+ ^) + sin (^i +

6/2

0,,)

= Pn + iPn-l-Pn-2-iPn-i + Pn-4 + iPn-S-*

of

We use Rf(x + yi)

/ (a; + yi)

and If(x + yi) to denote the

respectively.

real

and imaginary parts


EXPANSIONS OF COS

12

.:

(^i

^2

275

&C.

On),

Hence
cos(^i
sin (6,

+ ^2+.
+ 6,+

From
cos {di

+6')

these, or,

+ 6^+

...
we

= P-P_2 + P_4-P-6+
= Pn-l - Pn-, + A-5 - Pn-7 +

^)

more

+0n) +

+ i tan

cos 6n (1

(^)-

from

directly,
i sin {6^

(1);

+ 62+

^1) (1

^n)

tan 6^

= cos
.

6^

cos $2

+ * tan

(1

^),

derive

tan (^1+^2 +

..

+ er,)={T,-T, + T,-.

where

T'r

The

formula)

= 2 tan ^1 tan

^2

.)/{l-T2+T,-

tan

.)

(3),

Or.

are generalisations of the familiar

(1), (2), (3)

addition formulae for the cosine, sine, and tangent.

From the usual form

cos n6

we

derive,

of Demoivre's Theorem, namely,

i sin

nd -

(cos 6

+1

by expansion of the right-hand

cos nd + i sin nd =

sin &)",
side,

- ^Cg cos""^
- i nGs co8"-3 d sin' 6 + C4 cos"* d sin*

cos''

i (7i cos**"^

^ sin ^

sin^
6>

6
.

Hence
coswe = cos''e-C2Cos"-'^sin2^ + C4Cos"-''esin*^-.
sin

nO = nC^ cos"-^ ^ sin ^ - ^C^ cos"-=^ B

sin=*

+ aiCos"-''^sin^^-.

(4)*;

^(^itan^-^Cstan'^ + ^Cgtan''^-.
77- ttb
tan no=
?n rz
l-rtC/atan-^ + nC^tan^^

(5);
,^.
l^;.

These are generalisations of the formulae (8) of 2.

The formulae (4) and (5) above at once suggest that cosw^
can always be expanded in a series of descending powers of cos ^;
that, when n is even, cos nd can be expanded in a series of even
sin nO/sin ^ in a series of odd powers
or of cos
powers of sin
;

odd powers of sin 9

odd powers of cos 9
of even powers of sin 9 sin n9 in a series

and sin 7i^/cos

and, when n is odd, cos n6

of cos

cos nO/cos ^ in a series

of odd powers of sin 9 ;

of cos
*

in a series of

in a series of

sin nO/sin ^ in

series of

even powers

9.

The formulas

(see 0^.,

t. I.,

(4), (5), (6), (8)

were

first

given by John Bernoulli in 1701

p. 387).

183

'

AND COS 6

EXPANSIONS IN POWERS OF SIN

276

CH.

XXIX

Knowing, a priori, that these series exist, we could in various

ways determine their coefficients
or we could obtain certain
of them from (1) and (2) by direct transformation
and then
deduce the rest by writing ^w-O \n place of 6. (See Todhunter's
;

Trigonometry,

We

286-288.)

may, however, deduce the expansions

from

in question

the results of chap, xxvii., 7. If in the equations (9), (10), (9'),

(9"), (10'), (10") there given we put a=^cos^ + sin ^, ft = cos 6-

and therefore

sin 0,

2 cos nO

^_y

(2 cos

jt?

0)''

^,

=2

cos

^,

(/

(2 cos 6)''-^

1,

we deduce

+ ^il^izi)

Mn-r-l)(n-r-2)...(n-2r^l)

sin ^/sin 6

= (2

(2 cos

cos 0)^-'

- ^^^~

er-^ -...(-)'

(2 cos

6^-' +

= {- Y^ |l -

y{n'-2
{-y
^

'')
.

^'

'''^''^7 ^'^

e+

,.
cos-' ^

(2s)\

cos n9

= {- )(-^''^

cos

^-.
o!

11!

cos^6-.

.{-y
^

'

6)''-2'--i

cos" 6

+
.

fi'-^

^^

{2i+i)\
The

(see Op.,

^.

1,
+ .. .Uw even)
.

(9);

+ ^

cos^

5!

-^cos^+^^

ix,

.[
J

i- cos - ''^'''^~^'^ cos'' ^ +

^
)

(8);

(2s +1)!

n6/sm 6 ^ {-

^^^,.

^^lll^^^ J^^Ilil

(wodd)
sin

(n-r-l)(n-r- 2).^^n-2r)

{ti'-2s~2-')

cos'^

^^^^^^^^^_^^^_

(2 cos

cos ne

ey-' -

(2 cos

^^^'^^

'P'*

(10);

^^ ^^

were first given by James Bernoulli in 1702

deduced them from the formula

series (7), (9'), (10')

t. II.,

p. 926).

He

2Bin^n^=|;(2Bin^)^-'(";-^^)(2sin.)^4-"''^"'-^;j<"'-^^2sin^)e-....

which he established by an induction based on the previous results of Yieta

regarding the multisection of an angle.

sin ne/sin 6

= (-f-^V'

(-y^

'-^

cos^ 6+

7^^^

more

which

in

In this

cosines.

way we

.,,

all

we put

^-t

^tt

.y{n odd)

'^

sin* 9

sin^ 9

sm 9

9,

we

^-

(9')

sin^

9-

5!

^-,

coswg/cos^=l-^^sin^^ +

sm^ 6 +

-^

(10');

sin^ 9-.

(weven)

(11');

^'''"^y~ -^sin*g-.

(wodd)

(12').

formulae of this paragraph are generalisations of the

and

familiar expressions for cos 29, sin 29, cos 39,

of cos 9

(wodd)
--^

(12).

(n even)

{~,^

61

sin n9/ cos 9 =

..

277

^ in place of

get, inter alia, the following

sm 9

1!

The

the series contain sines instead of

^^

+^

n6=l- ^, sin^

sm n9 =

~ ^-^^ cos^ 6 + (tl}^^t:3^ cos"^ -

If in the above six formulae

derive six

cos

EXPANSIONS IN POWERS OF SIN 9 AND COS 9

13

12,

and

sin

The converse problem

13.]

sin 39, in

terms

9.

to express cos"^, sin'*^, and,

generally, sin 9 cos" ^ in a series of sines or cosines of multiples

of

9,

can also be readily solved by means of Demoivre's Theorem.

for shortness, we denote cos 9 + i sin 9 by x, then we have,

If,

by Demoivre's Theorem, the following

c

af

cos 9

+ i sin

cos

Ijx = cos ^

9,

= cos n9 + i sin n9,

cos9 = -{w+l/a;),

n9 = I

(.r"

l/.r"),

results

sin ^

1/af = cos nO

sin9=-^{a;sin

sin

l/ce);

n9 = ^. (^'^ -

1/^").

nO
}

(1).

278 EXPANSIONS IN COSINES AND SINES OF MULTIPLES OF

Hence

= r^^^{cos 2m^ + 2mOi cos (2w -

2)0 +
'

^^C.^

cos

(2w - 4)^ +

+ 22m^i}

(2).

Similarly,

cos^+i ^ =

{cos

(2m + 1)^ + 2+iCi cos (2m - 1)0

+ 2m+i^2Cos(2m-3)0+
sin'^

(3);

= ^^^ {cos 2m5 - ^C^ cos (2m - 2)0

+ 2^0.008 (2m -4)0+.

sin-'+^

+2i+iC'mCos0}

= ^-^ {sin (2m +

+ 2^+, C^

sin

1)0

.{-Yl^raCm)

- am+aC; sin (2m -

(2m -3)0+.

(4);

1)0

(-)'"2+iatsin0}

(5).

These formulae are generalisations of the ordinary trigonometrical

formula sin^ Q = -\ (cos 20 - 1), cos = ^ (cos 30+3 cos 0), &c.
In any particular case, especially when products, such as
sin cos" 0, have to be expanded, the use of detached coefficients
after the manner of the following example will be found to conduce both to rapidity and to accuracy.
Example

1.

To expand

sin' Q cos^ ^ in a series of sines of multiples of 0.

sin' e cos' ^

= 08^5 (^ - 1/^)' (* + 1/^)*'

Starting with the coefficients of the highest power which happens to be

remembered, say the 4th, we proceed thus
Coefficients of Multiplier.

Coefficients of Product.

1-4+ 6-

+1

1-1

1-6 + 10-10 + 5-1

+1
+1
1+1

1-4+ 5+ 0-5 + 4-1

1-3+ 1+ 5-5-1 + 3-1
1-2- 2+ 6+0-6+2+2-1

1
1

line are those in the expansion of (a; - 1/x)' (x + l/x)'.

Hence, arranging together the terms at the beginning and end, and replacing

The coeffi cients in the last

-:

(a;8

XV

EXERCISES

13
-

l/a;8)

by sin 8^,

sin" e cos8

- {x^ - l/x")

by sin

279

and

&d,

we

so on,

find

e=^ {sin 8^-2 sin 6(? - 2 sin 4^ + 6 sin 2^ + ^

0},

= fL {sin 80 - 2 sin 6 - 2 sin 4(? + 6 sin 20}.

The student

will see

that

6 cos" 6 can be expanded in a

sin"*

series of sines or of cosines of multiples of

Example

2.

= 2vln, and

If

,[/= cos'" a

is

according as

be (m + n)

B.

will

is

a any angle whatever, and

+ CDS'" (a + 0) +

+ cos'"(a + ra-10),

^F=8in'"a + 8in"'(a + 0) +
+ 8in"*(a + n-10),
any positive integer which is not of the form r + inji, then
.(2m-l)/2.4.
.2m;
2mf^=2m^n=-1.3.
.

where

0,

The highest multiple occurring

odd or even.

am+l t/ = 2m+l 'n ~ '^

This will be found to follow from a combination of the formulas of the
present paragraph with the summation formulae of 11.

Exercises XV.

Sum

the following series to

and

terms,

also,

where admissible,

to

infinity
(1.)
(2.)

(3.)
(5.)

(7.)
(8.)

+ 0) + cos (a + 20)-.
sina-sin(a + 0) + sin(a + 20)-,
nco80 + (n- l)cos20 + (n-2) cos30 +
Ssin^n^.
(4.)
cos a - cos (a

S sin Ji0 sin 2ra0 sin 30.

(6.)
S sin 710 cos (n + 1)0.
sin a - cos a sin (a + 0) + cos* o sin (a + 20)-.
1 + cos 0/cos + cos 20/CO8* + cos 30/cos^ + ... to n terms, where
.

6=nv.
(9.)

(10.)
(11.)
(13.)

l-2rcos0 + 3r2cos20-4?-3cos30 +
8in0 + 3sin20 + 5sin30 + 7sin40 +
(12.) Sn (n + 1) sin (2n + 1)
Sn* cos (?i0 + a).
sin 2n0 - ^JJi sin (2n -2)0 + j^Cj sin (2n - 4) .

0.
.

(n a positive

integer),
(14.)

8in(2n + l)0

+ 2+iCiSiu(2n-l)0 + 2+iC2sin(27i-3)0 +

(n a

positive integer).
(15.)

2m(i+l)

(ni

+ n-1) r"cos(a + ji0)/nl

to infinity,

being a

positive integer.
(16.)

Does the function

(sin2

+ sin2 20 +

.+ sin" n0)/(cos'

approach a definite limit when n = QO

(17.)

Expand

1/(1

+ 008*20 +

+ cos*n0)

-2 cos 0,a; + a;*)

in a series of ascending powers of x.

FUNDAMENTAL SERIES FOR COS 6 AND

280

(18.)
(19.)

Expand 1/(1-2 cos ^ x + x^Y

Exjjand (l + 2x)/(l-x3) j^ ^
.

SIN 6

XXIX

CH.

^^ * series of ascending powers of x.

ascending powers of x

series of

and

show that
^

(20.)

^^^

(3n - 1) (3

- 2)

(3n

- 2)

(.8n

- 3)

(37i

- 4)
^

Show

l/(l+x+x2) =

that

sum

and

that, if the

sum

of the odd terms

= (-l).

l-x + x3-x* + x8-x'' + x9-xio+

^ (x), and

of the even terms of this expansion be

\j/

(x),

then {0 (x)}^ - {^(x)} ^

(a;-)

.;

the

+ \p (x^).

Prove the following identities by means of Demoivre's Theorem, or

otherwise.
S and 11 refer to the letters a, /3, 7:

S sin a/(l + S cos a) = -Iltan Ja, where a+ + y=0.

S sin {e - /3) sin {9 - 7)/sin (a - /3) sin (a - 7) = 1.
(23.) SsinJ(a + i3)sin|(o + 7)cosa/sin4(a-/3)sin|(o-7) = cos(a + /3 + 7).
sin (er - 2a) sin (o- - 2)
(24.) cos cos (o- - 2a) cos (tr - 2j3) cos (<r - 27) + sin
sin (or - 27) = cos 2a cos 2;8 cos 27, where = a + j3 + 7.
(21.)

(22.)

<t

<7

o-

Expand

in series of cosines or sines of multiples of 6

(25.)

cosi<>6.

(28.)

coss^sins^.

Expand

(26.)

sin7^.

(27.)

in series of powers of sines or cosines

sin^ ^.

cosStfsin'*^.

(29.)
:

(30.)

COSIO6'.

(31.)

sin 7^.

(32.)

sin3&cos6tf.

(38.)

cosm^cosji^.

EXPANSION OF COS 6 AND SIN 6 IN POWERS OF

We

14.]

values of

propose next to show that, for

all

0.

finite

real

6,

= l-^/2! + 6V4!-^V6! +
mi6 = e- eysi + ^751 -6'IV. +

cose

ad

co

(1);

ad

a>

(2).

These expansions* are of fundamental importance in the

we are now concerned.

They may be derived by the method of limits either from the
formulae of 12, or from two or more of the equivalent formulae
part of algebraical analysis with which

of 13.

We

shall here choose the

former course.

It will appear,

by no means the only way in

which these important expansions might be introduced into

however, afterwards that this

is

algebra.
* First given by Newton in his tract Analysis per cBqttationes numero
terminorum infinitas, which was shown to Barrow in 1669. The leading idea
of the above demonstration was given by Euler (Introd. in Anal. Inf., t, i.,
132), but his demonstration was not rigorous in its details.

'

FUNDAMENTAL SERIES FOR COS

14

From
6/m

(4)

AND

281

SIN 6

(5) of 12, writing, as is obviously permissible,

and

in place of

6,

and taking n = m, we deduce,

after a little

rearrangement,
cos 6

tan /
:{- 2!
ml mj
(i-i/m)(i-2M(i-3M)
^, A
^

cos"

e_i6\\
mf m)

4!

(3),

.}

= cos {l-u^ + Ui-.

(3');

.], say,

and
sin d

= cos'"-?j^ftan^/-^)
m { \ ml mJ
e

cos*"

{ui

-Us +

'

},

(4),

say,

(4').

Here, from the nature of the original formula,

must be a

but nothing hinders our giving

it

as large a

positive integer;

we propose

value as we please, and

it

lev

m/ m)

3!

without

limit.

On

finite real quantity,

The

in fact ultimately to increase

the other hand,

we take

6 to be a fixed

positive or negative.

series (3), as it stands, terminates

and

its

terms

alter-

nate in sign.

We have
U2n+2

^ (l-2nlm){l-2n + lfm)
(2w + 1) (2w + 2)

Uo

Hence, so long as n
T

^,

A ^^ ^
\

/0_V

m/ mJ

is finite,

^2ra+2

(2n + 1) {2n + 2)
If,

therefore,

we take 2n-hl>6*, we can

large enough, secure that, on

and

always,

after the

by taking

term

u.2n,

the

numerical value of the convergency-ratio of the series (3) shall

be less than unity.

Strictly speaking,

it is

sufficient if

^<^{(2 + l)

(2n + 2)}.

FUNDAMENTAL SERIES FOR COS d AND

282

From

and

this it follows that, if 2n-\-l>B,

SIN 6

XXIX

CH.

be only taken

large enough, cos 6 will be intermediate in value between

cos'"-{l-W2 + 4-.

(-r2}

(5),

and
cos*"- {1 - W2 + ^4 -

Therefore cos^ will always

(6) for

.{-fu^n+i- )"+' 2+2}

between the limits of

lie

(6).

(5)

and

m-oo.

]V[ow (see chap, xxv., 23)

Zcos'(^/7) =

Lu2 = 6y2\,

l,

Im,^ = 6/^/(2?0!

Hence

i^^^2+2

Lui=e*/4.\,

= e^+V(2w +

2)!.

cos B lies between

1

_ ^72 + ^V4 !

- )" ^' V(2w)

and

l-e72! + ^/4!-.

.{-)6''V(2w)! + (-)"+^^"+V(2w +

In other words, provided 2w +

cos^=

- ^/2! + ^74! -

2)!.

> ^,

(-)'^^^/(2w)! +

{-Y^^B^

(7),

Here 2^^ may be made as large as we please, therefore since

6^+y{2n + 2)1^0 (chap, xxv., 15, Example 2), we may

n=oo

write

cos^ = l-^/2! + ^/4!-.

By an

.adoo

identical process of reasoning,

(7')-

we may show

that,

provided 2n + 2>6*, then

s{ne = e-6'/S\ +

where

and

.(-fe^+y{2n +

l)\

M^n+i < 6"*+V(2 +

3)

(8),

therefore

smO = e- Oysi +
It

and

+ {-Y+'M^+,

$'151

ad

00

(8').

has already been shown, in chap, xxvi., that the series (7')
are convergent for all real finite values of 6 ; they are

(8')

More

closely, if

9<:^{(2n + 2) (2n+3)}.

EXAMPLES

14

283

equivalent to the one-valued functions

therefore legitimately

and sin 6 for all real values of 0, that is, for all values of
the argument for which these functions are as yet defined. From
this it follows that the two series must be periodic functions of
cos 6

having the period

startle the reader

2rr.

This conclusion

but he can readily verify

may
it

at first sight

by arithmetical

calculation through a couple of periods at least.

When

not very large, say

is

value of the argument

tion*

we

^l^^-n;

which

is

the utmost

ineed use for the purposes of calcula-

the series converge with great rapidity, five or six terms

being amply sufficient to secure accuracy to the 7 th decimal

place.

We shall not

interrupt our exposition to dwell on the

A few

uses of these fundamental expansions.

sufficient, for the present, on that head.

Example

1.

To

examples

calculate to seven places the cosine

many

will

and sine

be

of the

radian.

We have
cos 1 = 1 - 1/2!

+ 1/41 - 1/6! + 1/8! - 1/10! + R^q

iJio<l/12!,

= 1 - -500,000,0 + -041,666,7 - -001,388,9 +

000,024,8 - -000,000,3

+ R^q

i?io< -000,000,003.

= -540,302,8.
Similarly,
Bin

1=1 - 1/31 + 1/5! - 1/7! + 1/9! - Eg,

Eg < 1/11! < -000,000,03,

= 841,471,0.
The

error in each case does not exceed a unit in the 7th place.

- ^e ; 1 - ^^2 < cos < 1 - ^e^+^^O*.

from (7) and (8) above. They are
extensions of those previously deduced, in chap, xxv., 21, from geometrical

Example

2.

If ^

< 3, then > sin ^ >

These inequalities follow

at once

considerations.

Expand

Example

3.

Result,

cos (a + ^)

cos (a + ^) in powers of

0.

= cos a cos ^ - sin a sin 0,

= cos a - sin a - cos a ^2/2! + sin a fl*/3! + cos a ^*/4! -

* Seeing that the cosine or sine of every angle between ^n-

the sine or cosine of an angle between

and

lir.

and

^tt is

284

EXERCISES XVI

Example

LO

(1

XXIX

CIT.

Find the limit of

9(l-cose)l{ta,n0-e) when e = 0.
- cos d)l(ta,n -e) = Lsece Le(l- cos ^)/(sia 0-0 cos
4.

= lxLd(d''l2-e*l4l +
.)l(d-d'i3l +
= L{0^l2-0^li\ +
.)I{0^I3 +
Q0"' +
=L(II2 + P0^- +
.),
.)I(1I3 +
.

0),

.-0 + 6^12-.

.),

.),

= 3/2.
Exercises XVI.
(1.)
(2.)

Expand

(j3 + 0) in powers of 9.
Calculate sin 45 32' 30" to five places of decimals.

sin (a

(3.)

Given tan

(4.)

Expand

6i/(9

cos^

+ 0)

sin

= 1001/1000,
sin^ 0,

9,

calculate

and

0.

powers of

sin^ 9 cos 9 in

and

find the

general term in each case,

(5.)

Show

that cos'"

{m a positive integer) can be expanded in a con-

vergent series of even powers of

expansion

and that the

coefficient of 0^* in this

is

(-){m2+^Ci(7n-2)2+^C2 (771-4)2"+. .}/2"-i(2ji)!,

Show that, if m and n be positive integers, and 1<w<7b, then
j?i" - ^(7i (m - 2) + ,C., (771 - 4) = 0.
Examine how this result is modified when ?i = l, or n=m.
.

(6.)

Evaluate the following limits

(sin2 7?7^-sin2 7z^)/(co3 2>^-cos(j'^),

(8.)

{sin27(a +

-sin^Ja}/^,

0=0.

= 0.

(10.)

= 0.
{sinXa H-fi")- sin" j5a}/^,
{sin"p(a + ^)cos(a + e)-sin"2'aco8a}/^,

(11.)

(a^ sin

(9.)

(12.)

(7.)

(?)

= 0.

a^ - &^ sin 5(?)/(6^ tan a^-a^ tan 6^), 0=0.

1/2x2 -ir/2a; tan TTX-- 1/(1 -a;2), r=l (Euler).

x = 0.

(13.)

{sinxlxy/"",

(14.)

}*",
{ (xja) sin (a/a;)

a;

= oo

(7?i

= > 2)

Show, by employing the process used in chap, xxvn., 2, that the

series for sin ji^/cos 9 in powers of sin 9 can be derived from the series for
cos 71^ in powers of sin^; and so on.
Show, by using the process of chap, xxvii., 2, twice over, that, if
(16.)
C0S7i^=l + Ji8in2^ + J2sin'*^ +
+ ^^sin2'-^ + . .,
(15.)

then

-n^oosn9=2A^ + {3.iA2-2^Aj)sin^9 +

+ {(2r + l)(2r + 2)J^i-(27-)2^r}8in2'-6> +

Hence determine the

coefficients A^, A, &o.

and, by combining Exercise

15 with Exercise 16, deduce all the series (7)

(12') of 12.
(17 ) Show (from 13) that cos"0 and sin"0 can each be expanded in a
convergent series of powers of 9 and find an expression for the coefficient of
the general term in each case.
.

In particular, show that

sina;/3I=x3/8!-(l

+ 32)x'>/5I + (l + 82 + 3^)x7/7!-(l + aH3*+3)x/9! +


BINOMIAL THEOREM

15

285

BINOMIAL THEOREM FOR ANY COMMENSURABLE INDEX.

15.]

If,

as in chap, xxvii., 3,

/(m) =
where

is

we

write

2(7;z''

(10),

any commensurable number as

but z

before,

is

now

a complex variable, then, so long as |2;|<1, "^mPnZ^ will (chap.

XXVI., 3) be an absolutely convergent series ; and f{m) will be
a one-valued continuous function both of

and of

z.

Hence

the reasoning of chap, xxvii., 3, which established the addition

theorem /(wzi)/(?2) -f{mx +

immediate consequences of

this

hold good; and

still

theorem

all

example,

for

the

the

(4), (5), (6), (7), (8), (9) in the paragraph referred to

equations
will

m^ will

hold for the more general case now under consideration.

In particular,
simplicity,

if

and q be any positive integers (which

we suppose prime

for

to each other), then

= {\^-zY

(11).

It follows i\\2Xf{plq) represents part of the g-valued function

^{1 + zY and it remains to determine what part.

Let z = r (cos ^ + * sin 9), then, since we have merely to explore the variation of the one-valued function fiplq), it will be
sufficient to cause 6 to vary between ir and + ir.
;

Also, let

w-\

+ z-l-if x + yi,

+ r cos 6 +
(cos

ir sin

^ + i sin

^),

0, I

{a),

so that

p=

+ xf +

y'^Y'^

(1

^ - yl{l

\-x)

r sin Ojil + r cos

{(1

tan

+ 2r cos

+ t^'f'
0),

we draw the Argand diagram for w = l+x + yi, we see

that when r is given w describes a circle of radius r, whose centre
is the point (1, 0).
Since r<\, this circle falls short of the
origin.
Hence
the inclination to the a;-axis of the vector
If

</>,

drawn from the origin

to the point w, is never greater than


EXPANSION OF

286
-

tan-' {r/(l

Hence

<f>

7^)^},

since f{p/q)

+ X + yi)'"

{1

and never

we have, by

+ zy^ = p^'^ (cos

r*)'/'}.

Therefore,

we denote the

if

p4>lq +

principal

sin js^/g),
.

8,

^{l +
where

{r/(l

^tt.

continuous, only one branch of the function

is

Now,
^(1 + zy is in question.
branch by {l + z)^'^, so that
(1

and +

l^r

XXIX

CH.

- tan"'

than

less

between -

lies in all cases

= 0, 1, 2,

function which

is

zY = {l + zY"^oyf

according to the branch of the

.,

(12),

Hence we have

in question.

f{plq) = {l + zy"^i^f,
where

has to be determined.

Now, when =0, we hayefip/q) =

1

Hence

hence we must have

1,

>/'.

= 0, and we have
/(p/q)

= (1 + '^y^ = P^'^

where

(cos .pi>/q

-^7r<<f)<

i sin. p<fi/q),

^ir.

Next consider any negative commensurable quantity, say

Then (by chap, xxvii., 3 (9)),

-p/q.

f{-p/q)-/(o)/f(p/q),

If,

therefore,

we

the principal value of {l

/( -piq) =

(1

= W{plq\
+ z)~^'^ to mean the
+ zY'^, we have

define (1

+ ^Y"'^ =

1/(1

reciprocal of

+ ^Y'^

= p-^/ {cos ( -p<i>lq) + % sin ( -p4>lq)]

To sum up

(13).

We have now estahlisJied the following expansion

of(l + )'", in all cases where

for
commensurable number, and 2; < 1
the principal valiie

is

any

{l

The theorem may

1

2,(7(;i;

+ yiy =

+ zy-=l + '^r.CnZ^

(14).

also be written in the following forms

{(1

+ xf + y}'"^

sin

m tan"' {yl(l + x)]

m tan"' {yj{l + x)]"] (15)

[cos
.

GENERAL STATEMENT OF BINOMIAL THEOREM

^15-17
1

+ SmCnr"

(cos

nd +

sin nO)

+ 2r cos 6 +

(1

-|7r<<^ = tan"^ {rsin

where

287

r^)'^ (cos

m^ + i sin m<f>),

+rcos 6)}<+

^/(l

^tt

(16).

The results of last paragraph were first definitely

established by Cauchy*.
In a classical memoir on the present
subject!, Abel demonstrated the still more general theorem
16.]

2m+fciC'n(a^

= [(1 +

+ yO"

a^f + ff"^

[cos

i sin

{m tan-i

{m tan"^

{yl{l

{?//(l

a;)}

x)}

P log

+ \k log

{(1
{(1

a;f

+ f}}

+ xf + y^]}]

Exp [ - ^ tan-^ {yl{l + x)]\

we

Into the proof of this theorem

theorem

itself is

The demonstration

17.]

shall not enter, as the

not necessary for our present purpose.

when

of 15 fails

|;^|

1.

Here,

however, the second theorem of Abel, given in chap, xxvi., 20,

comes to our aid. From it we see that the summation of, say,
(16) will hold, provided the series

vergent when r

Now
if,

and

on the

left

hand remain con-

1.

the series

+ %mCn

(cos

n9 +

sin nB) will be convergent

not be convergent unless, each of the series

will

S=l + SmCiiCOSW^,
be convergent.
In the

when =

first place,

CO

we remark

- 1),
If w = - 1, then ^C =
T- 2 - 1)" sin nQ, neither of which

>S

is

XXVL,
If

m<

that, if

so that neither of the series 8,

T can
1

+ 2

l,

Lm'On =

be convergent.
(

1)" cos

iiB,

convergent (see chap.

9).

< ?w < 0,

then

mately alternate in

L mGn =

sign.

and the

coefiicients

Hence, by chap, xxvi.,

9,

ulti-

both the

S and T are convergent, provided 6^ir. When 6 has

one or other of these excepted values, then S=l +%{-lYm,Gn,
which is divergent when
lies between -1 and
(see chap.
series

XXVL,

6,

Example

3).

* See his Analyse Algebrique

t (Euvres Completes

(ed.

by Sylow

&

Lie),

1. 1.,

p. 238.


GENERAL DEFINITION OF ExP z

288
If

XXIX

CH.

wz>0, then, as we have already proved (see chap, xxvi.,

4), %m.Gn is absolutely convergent, and, a fortiori,

1+2to^jiCosw^ and %raGn^va.nQ are both absolutely convergent.

Example

6,

It follows, therefore, that the equation

will hold

and also when m

\z\ = \, in all cases v)here m>0
1 and 0, provided that in this last case tlie imaginary

when

between

lies

',

part ofz do not vanish, that is, provided the amplitude ofz is not 7r.
In other cases where 2; == 1, the theorem is not in question,
1

owing to the non-con vergency of

In

S^C^^;''.

cases where |2;1>1, the series 2mC^''

all

the validity of the theorem

is

is

and

divergent,

of course out of the question.

EXPONENTIAL AND LOGARITHMIC SERIES GENERALISATION

OF THE EXPONENTIAL AND LOGARITHMIC FUNCTIONS.
The

18.]

series

l+z + zy2\+2^/S\ +
is

absolutely convergent for all complex values of z having a

finite

modulus

(see chap,

xxvl,

call this

that

Hence

10).

valued continuous function of z for

all

function the Exponential of

Exp z

z,

defines a single-

when the

variable

the following addition them'em

When

it is

complex variable

we

shall use

so

5,

(1).

is

complex.

We

for the function

therefore

is

have therefore

Exp z

necessary to distinguish between the general function of a

z and the ordinary exponential function of a real variable x,

Exp

for the latter.

presupposes nothing but the

absolute convergence of the Exponential Series, and

Exp z*

defined by the equation

is

reasoning of chap, xxvin.,

applicable

We may

z.

or shortly

'Expz=l+z + zy2l+2?/Sl +
The

it

values of

(with a capital letter) for the former,

and

either e^ or exp

After the student fully understands the theory, he

may

of

course drop this distinction. It seems to be forgotten by some writers that

the e in c*^ is a mere nominis umbra a contraction for the name of a function,
.
.
Oblivion of this fact has led to some strange pieces of
and not 2-71828

mathematical

logic.

ADDITION THEOREM FOR ExP 5

18

17,

ExpziEx^Zz
where

Zi, z^,

.,

ExTpZm =

+ Z2+.

+ z^)

(2),

any values of whatever.

are

z^.

'Exip{Zi

28&

In particular, we have,

(Exp

if

m be

2;)'"

any positive

integer,

= Exp (m;^)

(3).

Also

Exp z Exp {-z) = Exp 0,

= 1;
and therefore

Exp(-c) =

We

l/Exp2;

(4).

have, further,

and,

Expl =

w he any

if

1/2!

1/3!

.,

(5);

real

commensurable number,

'Exp

x= I

a;

0^/21

+ 0^/31 +

.,

=^

(G),

by chap, xxviii., where e' denotes, of course, the principal value

of any root involved if x be not integral.
It appears, therefore, that Exp iv coincides in meaning with
e*,

so far as e^

We

is

yet defined.

may, therefore,

for real values of

^ and

for the corre-

take the graph oi y = Exp x to be identical

with the graph oi y = e^, already discussed in chap. xxi. Hence
the equation

sponding values of

^,

y = Exp X
defines

;c

(7)

as a continuous one-valued function of y, for all positive

real values of

greater than 0.

We

might, in

fact, write (7) in

the form

^ = Exp->
and

it is

than

If

we

obvious that

0, he

taken

Exp~^y may, for

to he identical

with

hgy

(8);

real values of y greater

as previously defined.

we consider the purely imaginary arguments +

by the definition of Exp z,

iy

and

have,
c.

II.

19

iy,

MODULUS AND AMPLITUDE OF EXP

290

{x

+ iy)

CH.

Exp( + ^ = l+^;^/-?/V2!-^y/3! + ?/V4! + ^//5!-.

= (l-2/72!+y/4!-.
.)

XXIX

.,

= cos2/ + siny

(0);

Exp(-3/) = (l-y/2! + y/4!-.

.)

-^(2/-//3!+//5!-.

),

= cosy -' sin y

by

(9'),

14.

Finally,

by the addition theorem,

Exp

{x

+ yi) = Exp

(x) Exp (i/i),

= e^ (cos 2/ + sin y)

(10).

The General Exponential Function is therefore always expressible

by means of the Elementary Transcendental Functions e", cos y,
sin y, already defined.

Inasmuch as the function Exp 2; possesses all the characterwhich ^ has when z is real, and is identical with ^ in all
where
e^ is already defined, it is usual to employ the notacases
Exp
ef
for
z in all cases. This simply amounts to defining
tion
d" in all cases by means of the equation
istics

e'=l+z + z''/2\+ 2^/31 +

we now

.,

no contradiction.
19.] Graphic Discussion of the General Exponential Function
Let w be
Definition of the General Logarithmic Function.

which, as

see, will lead to

defined as a function of z by the equation

w = Exp2;
= x + yi, and

and

let

Exp

{x + yi)

w = u + vi = s (cos

= e" (cos y +
s (cos

<i>

sin y),

(1);
(f>

+ i sin <^).

Then, since

we have

+ i sin <j>) = e^ (cos y + i sin y)

(2).

Hence
s

= e^,

<i>

=y

(3),

where we take the simplest relation between the amplitudes that

will suit our purpose.
Suppose now that in the 2;-plane (Fig. 7) we draw a straight
line 2'ri'2' parallel to the y-axis,

and at a distance x from

it.

18,

GKAPH OF Exp

19

(x

291

+ yi)

2'

2'

IK
D

X
0'

i'

Tk

Fio. 8.

19-2

GRAPH OF Exp

292
Then,

if

we cause z to

(cc

describe this line,

+ yi)

a?

therefore e* will remain constant ; that

will

is

ch.

xxix

remain constant, and

to say, the point

will

(K) (Fig. 8) whose radius is e" about the origin

in the w-plane. If we draw parallels to the a;-axis in the ;2;-plane,
above, and O'l' = tt, 0'2' = Stt,
at distances O'l' = tt, 0'2' = Stt,
below, then, as 1/ varies from - tt to + tt, z travels from 1'
to 1'
as 2/ varies from + tt to + Stt, z travels from 1' to 2', and
so on
and each of these pieces of the straight line corresponds
to the circumference of the circle
taken once over. To make
the correspondence clearer, we may, as heretofore, replace the
describe a circle

^ by

repeated circle

with

it.

Then

on the line

27r,

spiral

a spiral supposed ultimately to coincide

to the infinite

number

K corresponds an

of pieces, each equal to

infinite

number

of spires of the

K.

In like manner, to every parallel to the

^/-axis in

the 2;-plane

corresponds a spiral circle in the w;-plane concentric with the

circle

K.

BAOAB

To the

axis of

of radius unity

the 2/-axis the spiral circle

To the whole

DB

strip

3/

itself

corresponds the spiral circle

to the parallel

DO"D

and

between the

DO"D

to the left of

so on.

infinite parallels

DB

and

corresponds the whole of the ^;-plane taken once over

namely, to the right half of the infinite strip corresponds the

part of the i<;-plane outside the circle BAOAB; to the left
half of the strip

the part of the w-plane inside the circle

BAOAB.
To each such parallel strip of the -plane corresponds the
whole of the w-plane taken once over.
Hence the values
that

see

the

of

are repeated infinitely often,

equation (1) defines

fu/nction of z having the period

as

a continuous

and we

periodic

27r.

Conversely, the above graphic discussion shows that the equation

z as a continuous <X)-ple valued function of w.

Taking the latter view, we might write the equation in the

(1) defines

form

z = Exp^'

(!')

Log w = LOG\w\ + i A^ip{w)

19

Instead of Exp~^

we

shall, for

more usual notation Logw,

293

the most part, employ the

using, however, for the present at

a capital letter to distinguish from the one-valued function

least,

y = e", when x and y are

logy, which arises from the inversion oi

both restricted to be

real.

In accordance with the view we are now taking, we

may

write (3) in the form

w = \ogs, y =
z = Logw
w+yi = Log {s (cos ^ +
x = log s, and y =
<t>.

Hence
gives

where

sin ^)},

<i>.

In other words, we have

Log w = \og\w\-\-i amp {w)

and,
all

we cause ^

if

(that

values between

equation

can assume

Log'?*'

If

will

(2')

we

confine

w;

7r;:|><^;^+
This
denote

and +

co

oo

to
;

through

then the left-hand side of the

values which

all

a given value of \w\.

for

(2')

to vary continuously

lie

between -ir and

and we have
Log 'W = \ogs +

= ^(ic^ + v^), and

cos

<^

+7r,

then

i4>

Logw
(4),

u/J(u^ + v"^), sin ^ = v/J{u^ + v^),

tt.

is

called the principal branch of

by

it

amp {w))

vary continuously through

becomes one-valued
where

is,

Log w

and we may

z.

from the graphic discussion that, if Zt or Jjogw

w in its t-th branch, z being the value in
the principal branch corresponding to the same value of w {that
is, a value of w whose amplitude differs by an integral multiple
It is obvious

denote the value of Log

oflir), then

tLog

W^Zt^Z^ 2tTri,
= log s +

where

(f>

is the

ofw, and
If
ffi

- amp

t is

be a

w=

(ff)

2tTr)

(5),

amplitude {confined between the limits

any

integer positive or negative.

real positive
;

ir and + tt)

quantity,

and we have,

=u

say,

then

for the principal value of

Log u =

locr u.

= \w\ = u,
Log u,

ExP ^^

CH.

XXIX

Hence^ for real positive values of the argument, log u

is tJie

'

294

DEFINITION OF

piincipal value of Log u.

The other values are of course given
hy tLog u-logu + 2tiri, t being the order of the branch.

We have

also the following particular principal values

Log( + ) = ^W,

Log(-*) = -i7r*,

Log( l) = 7ri:
the principal value in the last case

know the amplitude

is

not determinate until we

and the same applies to

all

purely real

negative arguments.

The meaning of a^, or, as it is

Definition of Exp aZ.
20.]
sometimes written, Exp , has not as yet been defined for values
of z which are not real and commensurable.

We

now

mean Exp (;2 jLog a), where tLog a is

t may have

define it to

the ^-th branch of the inverse function Log a, and

any

positive or negative integral value including 0.

Thus
and

<^

defined, a^

In

extent.

fact,

= amp a

a*+s^ = Exp [{x

- tt < <^ < +

+ yi)

{log s

= Exp Wx log s = exp

in general multiple-valued to

is

a - log 5 + z (^ +

since ^Log

(<^

{x log s - (^

(<^

2tTr)

2^7r)

0,

that

is,

a'+yi

have,

\i

infinite

= |a|,

z-x + yi,

2tir))\

{y log s

+ (^ +

[cos {y log s

an

where

i sin

+ (^ +

[y log s + (^ +

2tir) x]],

2tir)

x)

^tir) x}]

(1).

take the principal branch of Log a,

in the defining equation, then

principal branch of

y]

y]

+
If we put

we

tt),

2^7r),

we get what may be

called the

namely,

a'"+'^,

= 'EiX^{zhoga),

= exp{a;logs-^y}.[cos{ylogs+^;r}+sin{2f'log5+^a;}]
The value given
and might
It is

in (1)

for distinction

(2).

would then be called the ^-th branch,

t'"+'^ or by jExp a{^ + yi)-

be denoted by

important to notice that the above definition of a" agrees

with that already given for real commensurable values ofz provided

we

take the corresponding branches.

a""

^ exp {x log s)

[cos (^

In fact,

lit-rr)

X+i

when y = 0,

sin

{<f>

(1) gives

+ 2tir) x'\

that
[s

ADDITION THEOREM FOR LoG

19-21
is, if

(cos

295

X -piq,

^+

<^)]P/'^

sin

= s^i^

[cos

(<^

pIq +

2tir)

the right-hand side of which

sin

(<^

2tir)

(3)

p/q]

the ^-th branch of the

is

left as

ordinarily defined.

It follows from the above tluit when x is an incommennumber the function a" has an infinite number of values
even when both a and x are real.
The principal value of a% however, when both a and x are
real and a is positive, is exp {x log a), which differs infinitely
little from the principal value of a^', if x be a commensurable
Cor.

surable

quantity differing infinitely

from

little

x.

The Addition Theorem for Logz.

21.]
By the result of 19 we have

^Log w, + nLog Wz

= log Wi +

Now

log

2^2

(chap. XII., 15)

Wi

amp Wi + i amp

Wg =
1

m;i ^2

.
1

definition of

Since, however,

Log

amp {wi w^

amp Wx + amp w^ = amp

where p = +
between +

ir

1, 0,

and

{wi w.^ to lie between

or

(wi

<-tt.

where p

is

restricted in the

is

and

tt

w^ +

tt,

we have

2p7r,

amp Wx + amp
Hence we have

^Log 10^ + Log ^2 = m+n+pLog

iri.

if amp (wi w^
amp Wi + amp w.^

according as

-tt, or

+ 2{m + n)

and,

were not restricted in any way, we should have

= amp {wi w^.

w-i

w<2.>^tt, lies

{w^ W^)

(l),

mLog U\ - Log ^2 = m-n+pLog ( Wj/Wa)

(2 ),

as defined.

In like manner,

it

may

be shown that

where p = + l, 0, or -1 according as amp Wi

between + rr and tt, or < tt.

Taking the definition of

a^+^* given in 20,

of equation (1) of that paragraph,

we have

-amp

ttJ2>+

tt,

and making use

EXPANSION OF jLoG

^96
iLog ^'^^

= log

ta="+^*

= a? log S where

/ is

an

(<^

+ (amp <a^+^* +

2tTr)

(1

2kiT)

1/+{l/\ogS+

(<f)

XXIX

CH.

2^)

i,

2tTr)

x}

+ 2

{k

I) iri,

integer, positive or negative, chosen so that

-7r<7/logS+(^ +

2t7r)a;

2liT<-\-Tr.

Hence
fcLog

tff^'"'

=^{x

+ yi) {log s +

(<^

= {a; + yi) ^Log a

+ 2{k +

2tTr) i]

2 {k

1)

l)

ni,

-n-i

(3).

The
X with which the reader is already familiar.
If we confine each of the multiple-valued functions ^Log and
jExpa to its principal branch, we have
equations

(1), (2), (3) are generalisations of formulae for

log

Log w'+y' ={x + yi) Log a + 2hi

where

I is

so chosen that

-7r<?/logS +

Expansion of tLog

22.]

Consider

By

first

(l

4"^

+ z)

real quantity, the principal

(l

+ ;2f-l + {^Log(l +

z.

20,

we

branch of

Log (1 + z).
when x is

see that,
(1

z)^

has for

its

c)}

+ {a;Log(l + ;^)}"/2! +

.;

+ ^JJ^z"^ represents the principal branch

and, since the series 1

of (1

in powers of

Hence we have

value Exp {a? Log (1 + 2;)}.

+ 2lir<+Tr.

the principal branch of the function

the definition and discussion of

any

(3'),

+ zY, we have
l

Now

5^(72;'

XXVIII., 9, will

be

fulfilled here,

z be so restricted that

Hence,

= l+{.Log(l +

c;)}

the conditions involved in the reasoning of chap.

all

if

|2;|<1,

Log(l +

/S'
|

provided the complex variable

< 1.

we must have,
;^)

as before,

= ;Z-;2V2 + ;2^/3-V4 +

(1).

In other words, so long as\z\<l, the series z - z^l2 + ^/3 represents the principal branch of Exp~^ (1 + ^)'
Since ^Log (1 + 2;) = Log (1 + 2;) + 2tTn, we have
Cor.
t\jog{l-^z)^2tni + z-z'l2+z'l^-z*l'^ +

(2),


GENERALISED CIRCULAR FUNCTIONS

21-23

which gives us an expansion

branch of Exp~^

for the t-th.

within the region of the 2:-plane for which

It follows readily,

when

;s
I

vided

297

;2

from the principles of chap, xxvl,

- z^/2 + ^/3 - ...

odd multiples of tt

the series z

amp z=7r

(1

+ z)

< 1.

is

9,

that

convergent, pro-

(other
are not in question
Hence, by the theorem of Abel so often quoted already,

here).

the expansion-formultB (1) and (2) will

hold

still

when

||

1,

provided amp^;=#ir.

GENERALISATION OF THE CIRCULAR FUNCTIONS INTRODUCTION OF THE HYPERBOLIC FUNCTIONS.

General definition of Cosz, Sinz, Tanz, Cotz, Secz,
2!*/Al -.
., z- z^/3\+z^/5l
.are convergent for all values of z having a finite modulus,

23.]

Since the series l-z'^l2l +

Cosecz.

however large, they are each single-valued continuous functions

of z throughout the 2;-plane.
Let us call the functions thus
defined Cos^; and Sin 2;, using capital initial letters, for the present, to distinguish

cos a?

and

sin x.

from the geometrically defined real functions

thus have

We

Cosz=l-z^l2\+zyA\-.
^mz = z-2^/3\+ 1^/51-.

We

define

also

equations

Tan z, Cot z, Sec

z,

(1),

(2).

Cosec z by the following

Tan 2; = Sin 2;/Cos

Cotz=Cosz/^mz;]
Sec z = 1/Cos z
Cosec z = 1/Sin z.
J
;

w.

In the

we

first place,

we observe that when z

is real,

=a^ say,

have, by 14,

Cos

x=l x^l2

^ma; = x
so that,

when the argument

Cos., Sin., Tan., Cot.,

COS.,

sin.,

tan.,

cot.,

af/Sl

a^l^\

af/5\

real,

the more general functions

is

cos

.=^sin^;

i??,

Sec, Cosec. coincide with the functions

sec, cosec

for real values of the argument.

already geometrically defined

298

euler's

foemul^

xxix

ch.

Since

z-z^/Sl+zy5\-.
it

and

follows from (1)

.=l{Exp(^^)-Exp(-^^)},

(2) that

Cos z

= - {Exp

Sin ^

we have for

{iz)

+ Exp

all values

of z

- iz)\
(4)*

with

corresponding

2^

{Exp

(^2;)

- Exp ( -

expressions

for

e^)}

Tan;?;,

Cot 2;,

Sec^:,

and

Cosec z.

By

(4)

Cos^2;

we have

Sin^2;

= \ [{Exp {iz)f + {Exp ( - %z)f + 2 Exp {iz) Exp ( - iz)

- {Exp {iz)f - {Exp ( - %z)Y + 2 Exp {iz) Exp ( - iz)\
Hence, bearing in mind that we have, by the exponential
addition theorem,

Exp
we

{iz)

Exp ( -

iz)

= Exp

{iz

iz)

= Exp

1,

see that

Cos^2 + Sin2;^=l

(5),

from which we deduce at once, for the generalised functions, all

the algebraical relations which were formerly established for the
circular functions properly so called.

We
=-

also see,

Sin z

that

function of
Since,

from
is

(4),

that Cos

to say, Cos z

is

{-z)-

Cos z and Sin {-

z)

an even, and Sin z an odd

z.

by

(4),

we have
Cos z-^i Sin z = Exp

{iz),

Cos z-i Sin z = Exp ( iz),

*

These formulsB were first given by Euler. See Int. in Anal. Inf., t. i.,
He gave, however, no sufficient justification for their usage, resting
merely on a bold analogy, as Bernoulli and Demoivre had done before him.
138.

PROPERTIES OF Cos

23

it

299

&c.

z,

follows from the exponential addition theorem, namely,

Exp

{izx

+ iz^ - Exp

Exp

{iz^

{iz.^,

that

Cos

+ z^ + i Sin

{zi

= (Cos

;j;i

{Z]_

+ z^ - (Cos Zx + % Sin 0i) (Cos z^ + * Sin z^

Cos 2 - Sin

^fj

Sin z^

Hence, changing the signs of

Cos.

Cos

is

(Sin

and

^^j

Za,

Cos z^ + Cos 2^1 Sin %)*.

and remembering that

even and Sin. odd, we have

+ z^ - i Sin {zx + z^ = (Cos Zx Cos

{z-i,

2;i

-1

;2;2

- Sin Zx Sin ^ig)

(Sin 2;i Cos z<2,

+ Cos 2;j Sin z^.

Therefore, by addition and subtraction, we deduce

Cos
Sin

{zx
(2^1

+ z^ - Cos Zx Cos Z2 - Sin 2;i Sin z^ O

+ ^jg) = Sin 2:1 Cos ^^2 + Cos 2^1 Sin 2^2 J

In other words,
general

By

is

(6)

Cos

if

is,

2;i7r

theorem for Cos.

(z

and

Sin. in

sin.

+ 2mr) = Cos z Cos 2mr - Sin z Sin 2mr,

be

cos 2?nr

any positive or negative

1, and Sin 2n-ir = sin 2mr =
Cos

(z

27r)

= Cos

In like manner, Sin (z + 2mr) = Sin z

That

and

we have
Cos

that

the addition

identical with that for cos.

is to say, the

integer,
0,

that

so

then

z.

Tan {z + mr) = Tan z

&c.

Generalised Circular Functions have the same

real periods as the Circular Functions proper.

Just in the same way, we can establish all the relations for
half and quarter periods given in equations (3) of 2.
example,
Cos {it + z) = Cos TT Cos z - Sin tt Sin z,

Thus, for

= cos TT Cos z - sin tt Sin z,

= - Cos z.
Also all the equations
generalised functions

for

(6), (7) o/" 2 will hold for the

they are merely deductions from the
(5),

addition theorem.
*

We

cannot here equate the coeflScient of

i,

8'm{zx + z.^), &c., are no longer necessarily real.

Ac, on both

sides,

because

J;

300

DEFINITION OF HYPERBOLIC FUNCTIONS

We

24.]

CH.

XXIX

proceed next to discuss briefly the variation of

the generalised circular functions.

Consider

the

first

imaginary, say z

Cos

iiy)

where

case

= iy.

argument

the

is

wholly-

In this case we have

= - {Exp

{iiy)

-\{e-y +

+ Exp ( -

iiy)],

^^)

(1);

Bn{iy)='^.{e-y-^J),

-l(ey-e-y)

(2).

"We are thus naturally led to introduce and discuss two new

+ e'^) and ^ (e" - e'^), which are called

the Hyperbolic Cosine and the Hyperbolic Sine. These functions
functions, namely, ^ {e"

by cosh y and sinh y so that, for

and sinh^ are defined by the equations

are usually denoted

of y, coshy

coshy = ^{ey + e-y),

sinh y

=^

(e^

- e-)

(3).

when y is complex, we define the more general

and Sinh^ by the equations

In general,
functions Cosh

real values

2;

Cosh z=^ {Exp (z) + Exp

- z)},

Sinh2; = ^{Exp(;^)-Exp(-;^)},

We

also introduce

(3').

tanh y, coth y, sech y, and cosech y by the

definitions

tanh y = sinh y/cos\\ y,

sech y

= 1/cosh y,

coth y

= cosh y/sinh y

cosech y = 1/sinh y

and the more general functions Tanh 5;, Coth 2;,

the same way.

From the equations

Cos

(iy)

(1)

and

= cosh y,

T}a,n(iy) = itsinhy,

Sec

(iy)

= sech y,

(2)

&c., in precisely

we have

= i sinh y
Cot (iy) = i coth. y;
Cosec (iy) = i cosech y
Sin

(iy)

and, of course, in general, Cos iz ^ Cosh z, &c.

"j

>

(4),

1/

^^^

y^

C^^vV^
X

/
/

/s

\r
T'\l
U

Fia. 9.


GRAPHS OF HYPERBOLIC FUNCTIONS

302

The

CH.

XXIX

discussion of the variation of the circular functions for

purely imaginary arguments reduces, therefore, to the discussion

of the hyperbolic functions for purely real arguments.

Variation of the Hyperbolic Fimctionsfor real argu-

25.]

ments.

The graphs

Fig. 9 as follows

of y^cosha;,

cosher,

CC\

coth^,

TT'T'T\

secha?,

CO'

By studying

3/

= sinh^,

&c., are given in

80B\

sinha?,

tanha;,

TTOTT\

cosechiP, S'S'S'S'.

these curves the reader will at once see the truth

of the following remarks regarding the direct

and inverse hyper-

bolic functions of a real argument.

(1)

coshj

an even function of

is

minimum

w,

having two positive

= qo no
corresponding to x = 0.

infinite values corresponding to

value 1

a;

zero value,

and a

cosh~^2/ is a two-valued function of y, defined for the con-

tinuum 11f>i/^(x>, having a zero value corresponding to y=l,

and infinite values corresponding to y=<x) but no turning value.
sinh X is an odd function of x, having a zero value when
(2)
^ = 0, and positive and negative infinite values when a? = + oo and
x = - CO respectively.
,

sinh~^y

when y = +

one-valued, and defined for

is

a zero value

y = 0, and
and y = cc

for

cc

positive

all

values of

and negative

it

has

infinite values

respectively.

an odd function, has a zero value for x = Q,

positive maximum + 1, and negative minimum - 1, corresponding
toa7=+oo anda; = 00 respectively.
(3)

tanhiP

is

tanh"^y ^s a one- valued odd function, defined for -i:^'?/:|>+ 1

has zero value for y = Q, positive and negative infinite values
corresponding to
(4)

coth X

is

infinite value for

x +<x> and

a?

3/

=+

and y = -

1.

an odd function, having no zero value, but an

x = 0, and minimum + 1, and maximum 1, for

00 respectively.

a one-valued odd function, defined, except for the

continuum -i:^3^:j>+ 1, having positive and negative infinite
cothr^y

is

values corresponding to

a zero value for

y=

co.

y=+l

and y = -l

respectively,

and

24-27
sech

(5)
ir

INVERSE HYPERBOLIC FUNCTIONS

and a

0,

sech"^^

maximum +

an even function, having a

is

303
1

for

zero value for x---^^,

is

a two-valued function, defined

for ^1s^y1s^\^

having

a zero value for y = 1, and infinite values for y = 0.

cosech X is an odd function, having zero values for
(6)
a?

Qo

and an

infinite value for

x = 0.

and defined for

and infinite values

cosech~^2/ is one-valued

zero values for

all

values of y, having

for

3/

Logarithmic expressions for cosh~^y,

26.]

li

y=+

= 0.

sinh~'^i/,

dx.

x = cosh~^y, we have
1/

= coah. X = ^ (e" +

e"'')

(1).

= |-(^^-0

(2).

Therefore

x/(2/^-l)

From

(1)

and

(2),

= log{ysJ(f-l)};
cosh-^2/ = log {y J(y^ - 1 )}
a!

that

is,

(3),

the upper sign corresponding to the positive or principal branch

of cosh~^3^, the lower sign to the negative branch.

In like manner we can show that

sinh-^?/

= log {y +

J(f +

1)}

(4)

= ilog{(l+2/)/(l-2/)}
coth-^2' = ^log{(2/+l)/(2/-l)}
8ech-^2/ = log[{lV(l-3/^)}/y]
cosech-^?/ - log [{1 + J{1 + f)]ly\
tanh-^2/

27.]

logous to

(5);
(6);

(7);
(8).

Properties of the General Hyperbolic Functions anathme of the Circular Functions.

We

have already seen that the properties of the circular

and for complex values of the argument,
might be deduced from the equations of Euler, namely.
functions, both for real

Cos z = - {Exp

+ iz) + Exp ( -

iz)]

(A).

Sin

In

like

^;

= -1 {Exp { + iz)~ Exp ( - iz)}

manner, the properties of the general hyperbolic

functions spring from the defining equations

PROPERTIES OF HYPERBOLIC FUNCTIONS

304

XXIX

CH.

Cosh z = ^ {Exp ( + z) + Exp (-z)};

= | {Exp { + z)- Exp ( - z) }

(B).

Sinh^;

We

should

therefore

expect

close

functional relations in the two cases.

between

analogy

the

In what follows we state

those properties of the hyperbolic functions which are analogous

to the properties of the circular functions tabulated in

demonstrations are for the most part omitted

on the use of the equations

(B),

they

The

2.

depend

all

combined with the properties of

the general exponential function, already fully discussed.

The demonstrations might

also

be made to depend on the

with

connecting the general circular functions

relations

the

general hyperbolic functions given in 24*, namely,

Cosh z = Cos

iz,

+ i Tanh z = Tan iz,

Sech z = Sec iz,

i Sinh z = Sin iz
- i Coth z = Cot iz
- i Cosech z = Cosec iz

'

(C).

Algebraic Relations.

Go&\i^z-^mVz=l,

Sech^;2 + Tanh='5;=l

(1),

&c.
Periodicity.
27ri

All

the hyperbolic functions have the period

and Tanh z and Coth z have the smaller period

Thus
Cosh {z + ^rnri) = Cosh z\ &c. l
Tanh(;2 + w7r/) = Tanh2;; &c.J

-jri.

^^^

Also,

z) = - Cosh z,
Sinh {iri z) = + Sinh z
=

Sinh
2;)

, ^m\i {^tri z) = i Go^Ax z

=
Tanh {^iri z) Coth z, Coth (|W z) = Tanh z
Cosh

{iri

Cosh (IW +

(3).

Addition Formulce.

Cosh {Zi Zi) = Cosh Zi Cosh z^ Sinh Zi Sinh Z2

Z2) = Sinh Zi Cosh Z2 Cosh Zi Sinh z^

Tanh (zi z.,) = (Tanh z, Tanh z.^l{l Tanh 0, Tanli z^).
Sinh

(Zi

1
\

(5).

* This connection furnishes the simplest metnoria technica for the hyperbolic formul89.

GENERAL HYPERBOLIC FORMULA

28

27,

Cosh

Cosh
Sinh

Zi

+ Cosh

2 Cosh J

Zi

- Cosh Z2 =

2 Sinh |

Sinh

Z2

Z2

2 Sinh

(zi

z^)

Cosh J

(^^j

Z2)

Sinh |

Cosh

2i

Cosh Z2 = ^ Cosh

(2^^

Sinh

Zi

Sinh

2^2

= y Cosh

(2^1

Sinh

Zi

Cosh

2:3

^ Sinh

Z2) Cosh

|- (^Jj

{zi

305

(^i

(zi

(^i

2^2)

^^2)

Tanh

22;

2 Sinh
2

2;

Cosh z =

z.2).

SJg)

+ I Cosh

(zi

^^2)

(2^1

2^2)

(6).

+ Zz)-^ Cosh
+
+ ^ Sinh (zi z^).
+

(7).

2:2)

Cosh 2z = Cosh^ z + Sinh' z = 2 Cosh' 2; - 1,

= 1 + 2 Sinh' z=(l + Tanh' 2)/(l - Tanh'
Siuh 22 =

1)

Tanh 2;/(l

2).

- Tanh' z).

(8).

Tanh zl{l + Tanh' 2;).

Inverse Functions.

Regarding the inverse functions Cosh~\

to remark that we can always express

them by means of the functions Cos~\ Sin~\ &c. Thus, for
example, if we have Cosh"-^2; = w, say, then

Sinh~\ &c.,

it is sufficient

= Cosh w =
*w =

Hence
that

Cos"^2;;

W-- i Cos~^2;.

is,

So that

and

Cos iw.

Cosh-^2;

= -i Cos~^2;

so on.

In the practical use of such formulae, however, we must

attend to the multiple-valuedness of Cosh~^ and

Cos"-'.

If,

for

example, in the above equation, the two branches are taken at

random in the two inverse functions, then the equation will take

the form
Cosh~^2;

where

is

some

2nnri

Cos~^2;,

positive or negative integer,

the choice of sign in the ambiguity

whose value and

both depend on circum-

stances.

Formulce for the Hyperbolic Functions analogous

28.]
Demoivre's Theorem and its consequences.

We have
c.

II.

at once, from the definition of

Cosh z and Sinh 2;,

20

to

ANALOGUE TO DEMOIVRE's THEOREM

306
Cosh

(Z1

Z2

+ ^^n) Sinh
= Exp {Zi + Z2+
.

(Z1

and, in particular,

n be any

if

Zn),

= Exp + Zi Exp Z2
= (Cosh Zi Sinh Zi)

Z2

Exp +

(Cosh z^
.

XXIX

Zn)

Zn,

Sinh Z2)

(Cosh Zn

CH.

Sinh 2;)

(A)

positive integer,

Cosh nz Sinh nz = (Cosh z Sinh z^

(B).

These correspond to the Demoivre-formulse, with which

reader

is

We

the

already familiar*.

can deduce from (A) and (B) a

series of formulae for

the

hyperbolic functions analogous to those established in 12 for

the circular functions.

Thus, in particular, we have

G0H}\{Zi +

Vfhere

Tanh

Z2+

+Zn)=Pn + Pn-2 + P7i-i +

Pr = ^Gos]iZiGoshz2
{Z1

Z2

Cosh 2?^ Sinh 2r+i

Sinh2;.

(l')>

'

Zn)

=^{T,+

Ts+T,+

.)/{l

TV = 2 Tanh ^^i Tanh ^^g

where

+ T2+T, +

Tanh

(3'),

.)

2;,..

Cosh nz = Cosh;s + ^O. Cosh''-^^; Sinh^z

+ C4Cosh"-'';sSinh*;2; +

(4').

(5').

Sinh nz = nCx Gq^V^'-^z Sinh z + nCz Cosh-2; Sinh z

+ C;Cosh-;2;Sinh'';2; +
Cosh nz =

{- fi'

|l

""'

cosh'^

;g

^'"'~ ^'^

cosh^ z

'I

(_)._J

^'cosh"z +

(2^)!

.j

(9),

{n even)
*

As a matter of

history,

Demoivre

first

found

(B)

in

the

form

= Hl/v'W(l + ''^)-}-'C^W(l+^'^)-'^}]' where y is the ordinate of P in

Fig. 10 below, and v the ordinate of Q, Q corresponding to a vector OQ such
He then
that the area AOQ is n times AOP, and OA is taken to be 1.
J/

dechiced the corresponding formula for the circle by

formation.

(See Miscellanea Analytica, Lib. II,, cap.

an imaginary transi.)

^ 28,

HYPERBOLIC INEQUALITIES AND LIMITS

29

cosh-+^^+.

^-^

(2^Tl)!

307

(11),

.|

(n even)

and

so on.

We may

also

deduce formulae analogous to those of

13,

such as

(-)"'2m+iCmSinh}.

Fundamental Inequality and Limit Theorems for

29.]

the

Hyperbolic Ftmctions of a real a/rgument.

Ifu

he

any positive real quantity, then

tanhM<w<sinhw<cosh?
By

the definitions of

sinh II

=\

{exp {u)

- exp ( - ii)\

= m + wV3! + mV5! +

coshw=l + MV2! + wV4! +

whence

it

(1).

24 we have

(2);
(3);

appears at once that sinhM>?^.

Again, cosh

+>/(!

+ sinh^ ),

so that cosh

m> sinh u.

Finally, since

tanh u = sinh w/cosh u

= w(l+t*V3! + wV5! +
and

we

mV3!<mV2!,

.)/(1+m72! + mV4!-

)>

&c.,

u''lb\<u'l^\,

see that tanhM<<.

Cor.

may

When u = 0, Lm\\\ulu = \, and LtSin\iu/u=l.

either be deduced from (1) or established directly

of the series (2)

If a
or

else

be

and

(3).

a quantity which

and independent of n
when w = oo

is either finite

has a finite limit when w

i(csh^)^l.

This

by means

oo

then^

X(siuh^/^y=, X(unh^/^)%1.
202


GEOMETRICAL ANALOGIES

308

XXIX

CH.

We have

Hence,
to

vi

CO

we put

if

('cosh-y = e

X (1 - 2;)-^/* =

Now,

+ e"-"'" ^2-2;:;,

z-d

so that

coiTesponds

then we have

and

e,

{(i-;^)-v}2/iog(i-2*0.

i/22;/log (1

-2z) = -

Hence, by

1.

chap. XXV., 13,

ifcosh-j =ee~" =

We

1.

leave the demonstration of the second limit as an exer-

The

cise for the reader.

third

is

obviously deducible from the

other two.

may

very simple proof of these theorems

by using the convergent

30.]

series for cosh

also be obtained

a/w and sinh

a/w.

Geometrical Analogies between the Circular and Hyper-

bolic Functions.

tt

be continuously varied from

If 6

a and y

to

and we connect

tt,

with 6 by the equations

a?

= a cos ^,

y = asm9

(1),

then we have
ar'

Hence,

if

(a?,

y^

= a''{cos'6 +

siu'e)

= a''

A'AA"

TT

to

+ TT,

will

(2).

P, as 6 varies con-

y) be the co-ordinates of a point

tinuously from
circle

describe continuously the

by the

(of radius a) in the direction indicated

arrow-heads (Fig. 10).

Let
area

P be the point corresponding to 6

AOP,

to be taken with the sign

positive or negative.

Then

is

and

or

obviously a function of

can determine the form of this function as follows

Divide 8 into n equal parts, and let P^, P^,

be the points corresponding to

respectively.

denote the

let

according as ^

6/w,

29jn,

. ,

Then we have, by the lemmas

m=oo

rQ

.,

rOjn,

Pr,
.

of Newton,

Area^OP= L T'p^OP^+i.

is

We

0.

ndjn

29,

30

AREA OF CIRCULAR SECTOR

S09

fY

Fm.

10.

Now

= ^a^ {cos
= |a^sin.

r^/w sin

(r

+ l)e/n - sin rO/n cos

.

(r

1)^/;?},

^/w.

Hence

= ^a'Ln sin.
= la' OL (sin.

Hence,
cot ^

if

6/n,
d/7i)/(e/n),

6=^2@/a\ we have cos 6 = a/a, sinO^yJa,

ts^nO ^yjx,

= xjy, &c.

Next,

let

u be continuously varied from -

oo to

oo

and

let
oe

= a cosh u,

y=^a sinh

i
?/,

Then
.r^

-y^^a^ (cosh^ w - sinh' z) == a^

').

(2').

AREA OF HYPERBOLIC RECTOR

310
Hence,

if {x,

tinuously from

CH.

XXIX

y) be the co-ordinates of P, as w* varies conCO to + CO ,

will describe continuously the

right-hand branch

AAA"

of the rectangular hyperbola, whose

Fig. 11.

semi-axis-major

is

arrow-heads in Fig.
If

OA = a,

in

the direction indicated by the

11.

be the point corresponding to u,

P^

corresponding to ru/n and (r+l)w/w, and

Pr+i the points

the area

AOP

agreeing in sign with u, then, exactly as before,

we may call u the hyperbolic excentric

The quantity u plays in the theory of the hyperbola, in
the same part as the excentric angle in the theoiy of the ellipse.

* Adopting an astronomical term,

anomaly
general,

of P.


30,

GUDERMANNIAN

31

311

r=nl
r=0

71=00

and

= a^ {cosh rti/n sinh

= a^ sinh w/??.
.

(r

u/n - sinh ru/n cosh

1)

(r

1) m/w},

17= \a?Ln sinh

Therefore

w/w,

= ^a^uL (sinh
= ^a\
by

Hence,

if

the area

A OP = U,

being the co-ordinates of P,

geometric definitions of cosh

cosh w

u,

= x/a

tanh = 2//^>
It will

now be apparent

u/n) /(u/n),

29,

and

(3').

u-2 U/a^,

then,

we might give the

sinh

u,

sinh u

&c,

a;

and

following

= i//a,

coth w =

a?/y,

&c.

that the hyperbolic functions are

connected in the same way with one half of a rectangular

hyperbola, as the circular functions are with the

It is

circle.

from this relation that they get their name.

We know, from elementary geometrical considerations, that the area 9 is

the product of ^a^ into the number of radians in the angle AOP. It therefore follows from (3) that the variable 6 introduced above is simply the
number

of radians in the angle

A OP.

Our demonstration did

not, however,

on the functional equation cos^S + sin^^^l.

This is an interesting point, because it shows us that we might have introduced the functions cosd and Bin 6 by the definitions cos = ^ {Exp (i^)

rest

upon

this fact, but merely

4-Exp(-ie)}, Bin^ = {Exp(2^)-Exp(-i^)}; and then, by means of the

.

above reasoning, have deduced the property which is made the basis for their
geometrical definition. When this point of view is taken, the theory of the
circular and hyperbolic functions attains great analytical symmetry for it
becomes merely a branch of the general theory of the exponential function as
;

defined in 18.

When we

attempt to get for u a connection with the arc AF, like that

which subsists in the case of the

circle,

elementary line. To understand

the theory of Elliptic Integrals.

its

31.]

the parallel ceases to run on the same

nature in this respect we must resort to

Expression of Real Hyperbolic Functions in terms of

Real Circular Functions,

GUDERMANNIAN

312

CH.

XXIX

when u varies from

when 6 varies
and u to have
follows that, if we restrict
is always one and only one value of u
and of 6 between - ^tt and + ^rr such that

Since the range of the variation of coshw

00

to

00

is

from - |-7r to +

the same as the range of sec

-Itt,

it

the same sign, there

between -

oo

and +

oo

cosh M = sec ^
If

we determine 6

(1).

we have
u = /^(cosh^ -!)>

in this way,

sinh

= 1/(660^6-1);
hence, bearing in

mind the understanding

sinh u = tan 6

as to sign,

we have
(2).

From these we deduce

= cosh u + sinh u,
= sec ^ + tan 6
u - log (sec 6 + tan 6\

e"

= logtan(i7r+i^)
Also, as

may

(3).

be easily verified,

tanh \u = tan ^9

When

equations just given,

write 6

(4).

u by any of the four equivalent

called the Gudermannian* of u, and we

6 is connected with
it is

= gd w.
name was invented by Cayley in honour of the German matheGudermann (1798-1852), to whom the introduction of the hyperbolic

* This

matician

modern analytical practice is largely due. The origin of the

functions goes back to Mercator's discovery of the logarithmic quadrature of
the hyperbola, and Demoivre's deduction therefrom (see p. 306). According
functions into

to Houel, F. C. Mayer, a contemporary of Demoivre's,

was the

first

to give

Bhape to the analogy between the hyperbolic and the circular functions. The
notation cosh. sinh. seems to be a contraction of coshyp. and sinhyp., proposed by Lambert, who worked out the hyperbolic trigonometry in considerable detail,

and gave a short numerical

table.

Many

of the hyperbolic

formulae were independently deduced by William Wallace (Professor of

Mathematics in Edinburgh from 1819 to 1838) from the geometrical properties of the rectangular hyperbola, in a little-knowu

memoir

entitled

New

Series for the Quadrature of Conic Sections and the Computation of Logarithms
For further historical information, see
(TruTis. R.S.E., vol. vi., 1812).

Giinther, Die Lehre von den gew'dhnlichen vnd verallgevieinerten Hyperbelfunktionen (Halle, 1881) also, Beitriige zur Geschichte derNeueren Mathematik
{Programmschrift, Ansbach, 1881).
;

EXERCISES XVII

31

313

a geometrical form to the relation between 6 and u. If,

with a as radius, and from
a
tangent be drawn to touch this circle in Q (above or below OX according as u
is positive or negative), then, since MQ'^=OM^- OQ:'^ = x'^-a^=y^, we have
ocoshti=a;=asec(30ilf. Therefore QOM=0, and we have y = 3IQ = a tan 6.
It is easy to give

in Fig. 11, a circle be described about

From

this relation many interesting geometrical results arise which it would

be out of place to pursue here. We may refer the reader who desires further
information regarding this and other parts of the theory of the hyperbolic
functions to the following authorities
Greenhill, Differential and Integral
Calculus (Macmillan, 1886), and also an important tract entitled A Chapter
:

in the Integral Calculus (Hodgson, London, 1888); Laisant, "Essai sur les
Fonctions hyperboliques," MSm. de la Soc. Phys. et Nat. de Bordeaux, 1875
Heis, Die Hyperbolischen Functionen (Halle, 1875). Tables of the functions
have been calculated by Gudermann, Theorie der Potential- oder Cyclischhyperbolischen Functionen (Berlin, 1833); and by Gronau (Dantzig, 1863).
See also Cayley, Quarterly Journal of Mathematics, vol. xx. ; and Glaisher,
Art. Tables, Encyclopedia Britannica, 9th Ed.

Exercises XVII.
Write down the values of the
arguments ^iri, iri, 2iri.

(1.)

to the

Draw

six hyperbolic functions corresponding

the graphs of the following, x and y being real:

y = xc,oihx.
= sinh-Ml/(-l)}.

(4.)

y=s,mh.xlx.
y=gdix.

(6.)

Express Sinh""^, Tanh-^2, Sech~^2, Cosech~iz, by means of Sin"^^,

(2.)

(3.)
(5.)

t/

Cos~^^, &c.
(7.)
(8.)

Show
Show

that cosh*-8inh^M = l

+ 3sinh''Mcosh2M.

that

4 cosh'M - 3 cosh u cosh 3w =

4 sinh^M + 3 sinh u - sinh 3m = 0.

(9.) Show that any cubic equation which has only one real root can be
numerically solved by means of the equations of last exercise. In particular,
show that the roots of x'^-qx-r=0 are ^{ql3) coshu, 2J{qlS){Gos^Tr
cosh i sin Itt sinh tt), u being determined by cosh 3h = 3r/,y3/2,^g^

(10. )

Solve by the

method

of last exercise the equation

a;^

+ 6a; + 7 = 0.

Express
(12.)

tanh~^ar + tanh-iy in the form tanh-^z.

cosh~i a; + cosh-i ^ in the form cosh^^^.

(13.)

sinh'^x- sinh-iy in the form cosh~i2.

(11.)

Expand
(14.)

in a series of hyperbolic sines or cosines of multiples of m:

Coshi.

(16.)

sinh^M.

(16.)

cosh^u sinhSy.

314

EXERCISES XVII

Expand
(17.)
(19.)

3w.

Establish the following identities

(21. )

(18.)

sinhTw.

(20.)

sinh

nm cosh tim.

tanh l{u + v)- tanh ^ (m - v) = 2 sinh u/(cosh u + cosh v),

(24.)

+ sinh M + sinh (m + v)
= tanhM.
V+ cosh
7i + cosh (m + v)
tanh u + tanh (^iri + u) + tanh (firt + m) = 3 tanh Su,
cosh 2m + cosh 2v + cosh 2m? + cosh 2 (m + + ;) = 411 cosh
Tan |(m + iv) = (sin u + i sinh v)/(cos u + cosh v).

(25. )

Express Cosh^ (u + it')

(22.)
^

'

(23.)

sinh (m -

1;)

cosh (m - v)

'

?;

EHminate u and

= acosh

(28.)

y sinh u + x cosh = a sinh 2m.

X =: tanh M + tanh v, y = cothM + cothv,

(m

+ w).

from the following equations:

y = b sinh [u + im).
y coshw-x sinh M=a cosh 2m,
a;

{v

+ Sinh* {u + iv) in terms of functions of u and v.

(27.)

(26.)

in a series of powers of hyperbolic sines or cosines of u

Cosh 10m.
cosh 6m sinh

XXIX

CH.

+ X),

u + v = c.

Expand sinh (u + h) in powers of h.

Expand tanh-^x in powers of x; and deduce the expansions of
cosh-^x and sinh~ix. Discuss the limits within which your expansions are
(29.)

(30.)

valid,
(31.)

Given sinh m/m = 1001/1000, calculate

(32.)

Show

that the series

sum

is

^^

\x^/2

(x2+l)/(x2-l)-l/loga; (Wallace,

(33.)

vergent,
(34.)

u.

/a;V-"~^-l\

00

Prove that the infinite product cosh

and that

Show
log

its

value

is

is

convergent, and that its

_f.l/

I.e.).

cosh

cosh

...

+ x-y'' XV* + .T-y*

^1/2

'

xl/

+ X-V8

ad

00

(Wallace,

(35) If

from 1/logx

*-ZL2^\_j^_^-^

(in defect)

{1

by

less

+i

(sinh x

sin x)jx^,

^j^^iT^n. how

than

(x'/2"+'

Evaluate the following limits

(36.)

+ x-V-!"+') }/3

4+iP.

x=0.

mx - sinh^ 7ja;)/(co8hpx - cosh qx), x = 0.

x - tanh* x)/(coa x - cosh a;) x = 0.

(37.)

(sinh^

(38.)

(tan'^

con-

that

_ x-x-^
X~
2
i.

is

sinh m/w.

that

I.e.)

differs

'',

315

EXERCISES XVII

31
Show

that,

when h=0,

(42.)

L {cosh a(x+ h) - cosh ax} lh = a ainh ax.

L {sinh a (x + h) -sinh ax} lh = a coah ax.
L {tanh a{x + h) - tanh ax} lh = a sech- ax.
L {coth o (x + - coth ax}lh= - a cosech^ ax.

(43.)

Show

(39.)

(40.)
(41.)

7i)

that

2^.

= o*^ " ~

*h ^i

Ji

and

f 2^.

**"^ ^'

= coth M - S TTT tanh,

2"
12"

state the corresponding formulsa for the circular functions (Wallace,

Trans. E.S.E.,
(44.)

From

vol.

vi.).

the formulffi of last exercise, derive, by the process of chap.

XXVII., 2, the following:

24oth'^|.-otl^'^-2.itanh='|..,

- = coth2 u
u^

- S j^ tanh" -^^
2-^
2"
I
(Wallace,

In the following,
of its vertices
curve,

the centre of the hyperbola x^la^-y^lb^=l', A one

and P' any two points on the
;

is

the corresponding focus

whose excentric anomalies are u and

so that

(x, y){x', y'),

of

on the axis

a.

a;

= a cosh m,
Show

u',

and whose co-ordinates are

and N is the projection

y = b sinh, &c.

that

ANP=iab (sinh2u- 2m).

(45.)

Area

(46.)

Area of the right segment cut

off

by the double ordinate of

= -x J(x^ - a^) - ah cosh~^ ^

'

= - x ^(x^ - a^) - ablog

(47.)

Area of the segment cut

Express this in terms of

(48.)

If

I.e.)

off

^^-^

'

by PP' = ^ab {sinh (' -u)-{u'-u)}.

x, y, x', y'.

be the middle point of PP', and OR meet the hyperbola in S,

S are {a cosh^ (w-i-m'), b sinh^{u+u')}.

the co-ordinates of
(49.)

OS

(50.)

If

bisects the hyperbolic area POP'.

PP" move parallel to itself, the locus

of

E is a straight line passing

through 0.
(51.)

If

hyperbola.

PP' cut

off

a segment of constant area, the locus of

i? is

GRAPH OF Cos

316

+ yi)

{x

CH.

XXIX

GRAPHICAL DISCUSSION OF THE GENERALISED CIRCULAR

FUNCTIONS.

v^

Let US now consider the general functional equation

32.]

w - Cos z,

or, as

we may
u+

where

u, v, x,

it,

w = Cos (w + yi)

(1),

all real.

Cos {x + yi) = Cos x Cos yi - Sin x Sin yi = cos x cosh y -

Since
i sin

are

write

X sinh y, we have
M = cos ^ cosh y,

= - sin ;r sinh y

t)

(2);

and therefore
u^/cofi'

X - v^/sin^ x =

(3)

Y
M

u d

K K

N U U

L K K

TH.

l-1>

PRIN.

BR.

B.

(+1)

BR.

c 5

B B

B B

G G

F F

Q G Q

F G

c C

B B

S C C

B B

D U

L K K

N U U

L K

Fig. 12.

In order to avoid repetition of the values u and

from the periodicity of cos x and

instance, to lie between the axis of
this axis at a distance
If

we

we draw a

see,

from

it

sin x,

we

y and a

equal to

tt

confine
parallel

z,

v,

arising

in the first

UCGCU to

(Fig. 12).

series of parallels to the y-axis within this strip,

from equation

(3),

that to each of these will belong half

GRAPH OF C0S(x + yi)

32

317

of a hyperbola in the w-plane (Fig. 13), having

fixed points

i^and G, which

for example, if in the 2;-plane

parallels

LPL,

its foci

0F= 0G=1.
FF ^ ^tt and FQ = |7r, then

are such that

NQN correspond

the two halves

a hyperbola whose transverse axis

is

Thus,
to the

NQN of

LPL,

PQ = jj2.

at the

JK^

A
f

XJ

ef

cl

/
a

Jq

B
B

\l

M
Fig. 13.

KK

N U

M
PR IN.

BR.

B B

C 5

F F

G G

N U U

B B

K K

L K K

N U a

BR.

BR.

C c

R B B

|A

P F F

Q G FX

R B B

L K K

N D U

TiQ. 14.

C C

GRAPH OF Cos

318

To the

parallel

MAM,

the axis of v (which

may

(x

+ yi)

which bisects the

XXIX

CH.
strip,

corresponds

be regarded as that hyperbola of the

confocal system which has its transverse axis equal to 0)

and

KFK and UG U, which bound the

correspond the parts KFK
UGU oi the w-axis, each regarded as

to the parallels

strip,

axvd.

a double line
Again,

(flat

hyperbola).

we draw

if

parallels to the ^r-axis across the strip, to

each of these will correspond one of the halves of an

belonging to a confocal system having

BRDSG and BRDSC equidistant from

spond the two halves BRDSC and BRDSC of
Thus

to

whose semi-axes are coshy and

on the

ir-axis

itself

sinh^/.

ellipse

F and G for common

foci.

the a^-axis correthe same ellipse

In particular, to

corresponds the double line

FPAQG

(flat

ellipse)

FPAQG.

__

Thus, to the whole of the

and
if

first parallel strip

between

UU corresponds uniquely the whole of the tc-plane.

we

confine ourselves to this strip, (1) defines

a continuous one- valued function of the other.

KOK
Hence,

and z each as

To each succeed-

ing or preceding strip corresponds the w-plane again taken once

over, alternately

one way or the opposite, as indicated by the

lettering in Fig.

12.

having the real period

of

is

27r

therefore a periodic function of

and

2;

is

z,

a multiple-valued function

of infinite multiplicity, having two branches for each period

of w.

The value
of the y-axis
others are

on the right

of z corresponding to the first strip

is

called the principal branch of Cos~^ w,

numbered as

usual.

We

and the

therefore have for the ^-th

branch
Cos-'w = ;^t =

where Cos"^

(^

+ | + (-)'-U)7r + (-)*Cos-^w;

the principal value as heretofore

is

= a; + yi, x and y

being determined by (3) and

(4),

(5),

and Cos~^ w
when u and v

are given.

It should

be noticed that for the same branch of z there

continuity fi'om

by the route

B to B

BFB\

is

not directly across the w-axis, but only

whereas there

is

continuity from

io

GRAPH OF Sin

32-34

(a;

we pass from one branch

directly, if

+ 2/0

319

to

oo

as indicated in Fig. 13.

If

may

This

to the next.

represented to the eye by slitting the w-axis from

from

i'^

to

we were

be

and

co

to con-

struct a Riemann's surface for the w-plane, so as to secure unique

correspondence between every w-point and

its ^^-point,

then the

junctions of the leaves of this surface would be along these

The reader

will find

Since to the line

no

difficulty in constructing

slits.

the model.

KFPA QG U (the whole of the w-axis) correKF, FPA QG, G U taken

sponds in the 2;-plane the three lines

we

in succession,
1 to

from

CO i to 0,

so that

see that as

1, and

from

finally

from

then from

+ co to 1, then
-oo, Cos'^m? varies first
and finally from tt to tt + oo 2
greater than 1 is either wholly

varies first from

-1

to

tt,

an angle whose cosine

is

to

or partly imaginary.
If

33.]

w = Sin

2;,

say

u + iv^ Sin (x + yi)

1 ),

then, as in last paragraph,

u - sin a; cosh y, v = cos a; sinh y

u^/siii^ X - v^lco^^ x=l
?*7cosh^ y

The

'jr^/sinh'^

graphical representation

verify, obtained

by taking

is,

y=

(2)
(3)

(4).

as the student

Fig. 13 for the i<;-plane

may
and

easily

Fig.

14

for the 2;-pIane.

We have

also, for

the ^-th branch of the inverse function,

tSin~^

where Sin~^
(3)

and

(4),

w = Zt = tTr + {-Y Sin~^ w,

w^x + yi,

x and y being determined by equations

under the restrictions proper to the principal branch

of the function.
34.]

If

w = Tan z,

say

M + v = Tan (^ + ^?')
{u + iv) Cos {x

then
that

+ yi) = Sin {x +

(1),

yi),

is,

{u cos X cosh y

+ v&iux sinh y) +

i{~u&mx sinh y + vco^x cosh y)

= sin X cosh y + i cos x sinh y.


GRAPH OF Tan

320

(x

+ yi)

CH.

XXIX

Therefore

u cos X cosh y + v&mx sinh y=mix cosh y,

u sin X sinh y + v cos x cosh ?/ = cos x sinh ^.

From the

last pair of equations it is easy, if

the formulse of 27, to deduce the following

we bear

mind

in

u - sin 2xl{coB 2x + cosh 2y), v = sinh 2?//(cos 2x + cosh 2y) (2)

u'' + iP + 2ucot2x-l =
(3)
u' + v'- 2v coth 22/ + 1 =
(4).
The graphical representation of these results is given by
Figs.

15 and 16.

Y
|o<.

Ij+OO

TH.

B R.

N.

(*

1)

R.

"

/3

-l

r\

(^.

/3

"

<*,

"

/3

T K

ST K

<s

S T

81 K

HJ A

HJ

T K

ST K

S T K

O'i

3: O

tf'l

<

-'

"

PR

B R,

i- I^'

'^

;?

IrCO

1,

/3

T K

1, -OS

Fig. 15.

When X
given by

is

kept constant, the equation to the path of

which evidently represents a

through the points (0, +1) and (0, - 1).
(3),

When y

is

is

series of circles passing

constant, the equation to the path of

is (4),

and it
is easy to verify that the square of the distance between the
centres of the circles (3) and (4) is equal to the sum of the
squares of their radii, from which it appears that they are

which represents a

circle

having

its

centre on the y-axis

orthotomic.
If
a;

=-

we
|7r,

consider a parallel strip of the 0-plane bounded

a;

=+

|7r,

we

find that to this corresponds the

by

whole

GRAPH OF Tan

34
t<;-plane

{w

+ yi)

321

The corresponding values

taken once over.

of z are

said to belong to the principal branch of the function Tan~^ w.

To the

vertical parallels in the 2;-plane correspond the circles

passing through

/ and I

in the w-plane,

parallels correspond the circles in the

and

to the horizontal

w-plane which cut the

former orthogonally.
It

to

should be noticed that

00

and -

co in

/ and /

in the <;-plane correspond

the direction of the

Y^
D
E

cl

the

;2-plane,

Vyj^

and

A09

4-

'

/
1^

i^-axis in

ys

L\

K T
J

Fig. 16.

that to

and

J in

directly across

IKcc

oo on
no continuity

the 2;-plane correspond the points at

the u- and v-axes in the

or

t<;-plane

IKco

also that there is

in the w-plane, except in passing

from one branch of Tan"^ w to the next.

For the ^-th branch of the inverse function we have
{Tan~^ 'w

= Zt = tTr + Tan~^ w

(5),

where the principal value Tan~^ w is given by ^dixr''- w = x + yi,

X and y being determined, under the restrictions proper to the
principal branch, by means of (3) and (4).
c.

II.

21

llf{a)

+ yi)

GRAPHS OF f(x+yi) and

322

It will

35.]

CH.

xxix

be a useful exercise for the student to discuss

w = Secz, w = Cosecz,

directly the graphical representation of

and w = Cotz. The figures in the w-plane for these functions

may, however, be derived from those already given, by means of
the following interesting general principle.

If Zbe any

W and W

z-path,

the corresponding

w =f{x + yi) and w = \lf{x + yi), then

to tJie lb-axis

of the inverse of

origin of the w-plane

This

easily

is

and

{x, y)

for,

w-pathsfor

the image with respect

of inversion being
of inversion being unity.

the centre

the radius

proved;

co-ordinates of points on

W,

is

if (p,

^),

(p',

<^')

the

be the polar

W and W corresponding

to the point

on Z, then we have
p (cos
P (cos

Hence

p (cos

Therefore p

^ + sin 4>) =f (x + yi),

+ i sin ^') = l//(^ yi).

tf>'

^ + * sin ^) = l/p'(cos ^' + * sin <i>),

= {l/p')(co8(-cf>') + imi(-<l>')).

=^ 1/p',

^ = - <^' + 2^7r, which

is

the analytical ex-

pression of the principle just stated.

From this it appears at once that, if we choose for our standard z-paths
a double system of orthotomic parallels to the x- and y-axes, then the ic-paths
for w=Cotz will be a double system of orthotomic circles, and the w-paths
for 'w=Seoz andw=Cosec2 a double system of orthotomic Bicircular Quartics.
Example

1.

If

u + vi = Sec

(x

+ yi), show

that

w = 2 cos a; cosh yj {cos 2x + cosh 2y)

t)

= 2 sin

(a 4- ^2^2

sinh

a;

{u^ + v^)^=u^Igo8!^

j//(cos

2x + cosh 2y)

X - v^Jsin^ x

_ u^JQosifi y + u^ysinh^ y.

Discuss the graphical representation of the functional equation, and show

the t-th. branch from the principal branch of the function.
represented by the last two equations are most easily traced

how to deduce
The curves

from their polar equations, which are

20 - cos 2x)/sin2 2a;,

p^=2 (cosh 2y - cos 2<f>)lsmh^ 2y,
/32= 2 (cos

respectively.

Example

2.

The same problem

for

u+vi = Cosec

Example

3.

The same problem

for

u + ri = Cot {x + yi).

(a;

+ yi).

35,

ORTHOMORPHIC TRANSFORMATION

36

323

Before leaving the present part of our subject,

36.]

it will

be well to point out the general theorem which underlies the

fact that to the orthogonal parallels in the 2;-plane in the six

cases just discussed correspond a system of orthogonal paths in

the w-plane.

Let us suppose that f{z) is a continuous function of the

complex variable z^ such that for a finite area round every

z-a within a certain region in the 5;-plane f{z) can

always be expanded in a convergent series of powers Qi z- a,

point

we have

so that

f{z)=f{a)^-A^{z-a) + A^{z-af-^.

(1),

where Ai, A2,

are functions of a and not of z.
Then we have the following general theorem, which
.

is

funda-

mental in the present subject.

^Ai + 0,

the angle between any two z-paths emanating from

same as the angle between the corresponding w-paths
emanating from the point in t/ie w-plane which corresponds

the

is

to a.

Proof.

Let z be

any point on any path emanating from

prime radius being parallel to the

w-points corresponding to z and a,
of

a,

the polar co-ordinates of z with respect to a as origin, the

(r, 6)

with respect to

p (cos

<!>

i sin

b.

Let

a^-axis.
(p,

and b be the

^) the polar co-ordinates

Then we have

<f>)

= w-b=f(z)-/(a),
= Ai(z-a)+A2(z-aY +
by (1),
.,
= Air (cos 6 + i 8va 0) + A2r^ {cos + i sin 6y +
.

Let now Ai = n (cos a^ + i sin

(2) may be written

aj),

A^ = rg (cos a^ +

(2).

sin

aj),

then

p (cos

i>

sin

<^)

= r^r

i sin (a^

6)}

+ 2^) +

i sin {o^

2^)}

{cos (a^

r^r^ {cos (ag

6)

(3).

(4)

(5).

Whence
P cos

sin

^=rir cos (aj +

^

=-

^)

r-^i^

rir sin (a^ + ^)

r^r^ sin

cos (ag
(a.^

2^)

2(9)

212

ORTHOMORPHIC TRANSFORMATION

324

CH.

XXIX

In the limit, when r and consequently p are made infinitely

and (5) reduce to

small, (4)

{plr) cos

^ = ri

cos (a^ + &),

{pjr) sin

^ = rj sin (aj +

6)

(6).

Since p and r are both positive, these equations lead to

pjr

= /-i, and ^ = 2kTr + ai +

(7).

we take any two paths emanating from a in directions

determined by 6 and 0\ we should have (fi- cj/ = 6-6', which

Hence,

if

proves our theorem.

We

see also, from the first of the equations in (7), that if

construct any infinitely small triangle in the

vertex at a, to

will

it

;2;-plane,

having

we
its

correspond an infinitely small similar

triangle in the w-plane having its vertex at

b.

Hence, if we establish a unique correspondence between points

{uyv)

and

{x, y) in

any two planes by means of the

u + vi =f{x + yi) = X {x,

any diagram

y)

relation

{x, y),

in the one plane corresponds

a diagram
in its infinitesimal detail.
D' in the other which is similar to
The propositions just stated show that, if we have in the
z-plane any two families of curves A and B such that each curve
of A cuts each curve of B at a constant angle a, then to these
correspond respectively in the w-plane families A' and B' such
that each curve of A' cuts each curve of B' at an angle a.
then to

Since the six circular functions satisfy the preliminary condition

regarding the function

f(x + yi), the theorem regarding the

u-v-cuTves for these functions which correspond to

?^

= const,
If J.i

clusions

= 0,

J.2

= 0,

In

fail.

and we have

<}}

fact,

p/r^
<f>'

.,

An-i = 0,

= const.,

Jn + 0,

then the above con-

the equations (7) then become

= rn,

= n (6 -

<ty

2kir

a^

+ n6

(T);

6').

In this case, as the point z circulates once round

a;

follows at once.

circulates

n times round

point of the wth order for z

w-plane has an w-fold winding point at

example of

a,

the point

That is to say, & is a winding

and the Riemann's surface for the

b.

this in the case of ; =

*,

b.

We

have a simple

already discussed, for which

EXERCISES XVIII

36

w=

is

B,

325

The

winding point of the third order.

and z = 0 are corresponding points of a

points

w = +l

similar character for

w = cos z.
The theorem of the present paragraph is of great importance in many parts

From one point of view it may be regarded as the geomet+ ix(x,y) may be, according to a certain definition,
x + yi. In this way it first made its appearance in the famous

of mathematics.

rical condition that ^(x,y)

a function of

memoir

entitled Grundlagen fiir eine allgemeine Theorie der Functionen einer

veranderlichen complexen Grosse, in which Riemann laid the foundations of

the modern theory of functions, which has borne fruit in so many of the
higher branches of mathematics.

From
geometry.

another point of view the theorem is of great importance in

When the points in one plane are connected with those in

another in the manner above described, so that corresponding figures have

infinitesimal similarity, the one plane is said by German mathematicians to
be conform abgebildet, that is, conformably represented (Cayley has used the
phrase " orthomorphically transformed") upon the other; and there is a corresponding theory for surfaces in general. Many of the ordinary geometrical
transformations are particular cases of this for example, the student will
readily verify that the equation w^a^Jz corresponds to inversion.
;

Lastly, the theory of conjugate functions, as expounded by ClerkMaxwell in his work on electricity (vol. i. chap, xii.), depends entirely on the
theorem which we have just established. In fact, the curves in Figs. 12,
13, 15, and 16 may be taken to represent lines of force and lines of equal
potential; so that every particular case of the equ&tion u + vi=f {x+yi) gives
the solution of one or more physical problems.

Exercises XVIII.
(1.)

Discuss the variation of sin~^M and Birr^iv, where u and v are real,

and vary from -

oo

to

+ oo

Draw the Argand diagrams for the following, giving in each case, where
they have not been given above, the ic-paths when the ^-paths are circles
about the origin and parallels to the real and imaginary axes
:

(4.)

w = logz.
10 = cosh. z.

(6.)

Show

(2.)

w=:exp2.

(5.)

w = t&nh.z.

that cos~^( + iu) = cos-^{7-icosh~i F";

sin~i (u + iv)

where

(3.)

= sin-i U+i eoshr^ V,

2U^^{(u+l)^ + v^} -J{{u-l)'^ + v'^},

2V=J{(u+l)^ + v^} + ^{{u-l)^ + v%

the principal branch of each function being alone in question.

EXERCISES XVIII

326
Show

(7.)

CH.

that the principal branch oi ta,n~^ {u + iv)

is

XXIX

given by x + yi,

y=^t&nh.-^{2ul(u^ + v^+l)};
a;=^tan-i{2M/(l-M2_r2)}, itu^ + v^<l;

where

and

= Iff + i tan-i {2m/(1 - u^ - v^)},

the upper or lower sign being taken according as

U u + vi = cot{x + yi),

(8.)

if

u2 + i;2>

i^

is positive

or negative.

show that

M=sin 2a;/ (cosh 2y - cos 2x), v= - sinh 22//(cosh 2y - cos 2a;);

2^^2_2ucot2a;-l = 0, u2 + i;2 + 2i; coth 22/ + l=0.
(9.)

M + Tt = cosec (a; + yi) show that

v= - 2 cos a; sinh ?//(cosh 2y - cos 2a;)
(u^ + v'^)^ = w^/cosh^j/ + v^'/sinh^y.
w'^/cos^a; - v^JBin^y,
{u^ + v^Y
If

M=2sina;coBhj//(cosh22/-cos2a;),

Express the following in the form u + vi, giving both the principal branch
and the general branch when the function is multiple-valued
Tanh-i(x + 2/i).
Cosh-i(x + 2/i).
(11.)
(10.)
:

(12.)

iLog{(a;-(-yi)/(a;-i/i)}.

(13.)

hog Sin {x + yi).

(14.)

(cos^ + isin^)*.

(15.)

hog a+ip {x + yi).

(16.)

Show

cotl{tTr +
(17.

that the general value of Sin-^ (cosec

where

Show

is

any

^)

is

{t+^)T+ilog

integer.

that the real part of Exp^ {Log

Prove, by

(18.)

Cos

6),

means of the

series for

(1

+ i)}

is e-"^/8

cos

(Itt

log

2).

Cos ^ and Sin 0, that Sin 2tf = 2 Sin 6

61.

Deduce Abel's generalised form of the binomial theorem from

(19.)

20, 22.

Show

(20.)

that

ad oo
+ m+ni(^l^ + m+ni(^2^^+
= (1 + x)^ [cos {n log (1 + x)} + i sin {n log

(21.)

Show

(1

+ x)}].

that the families of curves represented by

sin

a;

cosh

7/

= X,

cos x sinh ?/=/*

are orthotomic.
(22.)

Find the equation to the family

of

curves

orthogonal

to r"

cosn^=X.
(23.)

Find the condition that the two families

Ax^ + 2Bxy+Cy^ = \, A'x^ + 2B'xy + CY=fi

be orthotomic.
If tan {x +
(24.)

hj)

sin

(m

+ iv),

prove that coth v sinh 2y = cot u sin 2ar.

SPECIAL APPLICATIONS OF THE FOREGOING THEORY TO

THE CIRCULAR FUNCTIONS.

37.]

In order to avoid breaking our exposition of the

general theory of the elementary transcendents,

we did not stop

APPLICATIONS TO CIRCULAR FUNCTIONS

38

87,

327

to deduce consequences from the various fundamental theorems.

To

we now proceed

this part of the subject

many

that

and we

shall find

of the ordinary theorems regarding series involving

the circular functions are simple corollaries from what has gone
before.

Let us take, in the

first place,

convergent,
of (1

and
1

the generalised form of the

So long as l + %mCaZ^ is
we have seen that it represents the principal value
Hence, if z = r (cos ^ + * sin 6), where r is positive,

binomial theorem given in

+ 2;).

15.

we have

-7r::)>^:|> +7r,

+ 2^(7r" (cos nO +

i sin

n6)

= {1 + 2rcos6 + T^Y"'^ (cos w^ + i sin m4>\

- ^tt :|> ^ = tan~^ {r sin ^/( 1 + r cos ^) } :|> + f tt.
Hence, equating real and imaginary parts, we must have

where

+ :SCr" cos ne =

{l

+ 2r cos

2wCn^" sin nO =

(l

+ 2r cos 6 +

These formulae

hold for

will

all real

+ r')'"/^

cos mcf>

(1)

r^)^ sin m4>

(2).

commensurable values of

m, provided r<l.

When

= 1, we have

= tan-^

<^

and

(1)

and

(2)

{sin 6/(1

+ 2 (7 cos ne = 2"^
-$mGn sin

These formulae hold for

when m>l; and also
themselves,
38.]

If in

= tan

(1

^,

cos 6)}

= 1$,

become
cos'"i^ cos

nO = 2 cos'^^O
all

sin

^mO
^mO

(1'),
(2').

values of 6 between

and +

-rr

tt*,

tt and + n

for the limiting values

when m>0.

and

Series for cos m(j>

(1)

and

so that

+ 2r cos 6 +

r^yi'^

(2)
<^

of last

must
sec"*^

sin

m^, when

between and we find

lie
;

is

and +

^tt

cos7w^ = cos"*^(l-(72tan^^ + w(74tan^<^sin7^

= cos"'^(TOCitan^-mC3tan^<^ +

* Since the left-hand sides of

not integral.

paragraph we put 9 =

(!')

and

(2')

^tt,

\rr,

.)

.)

are periodic,

and
then

(3),
(4).

it

is

easy to

see that, for 2p-n -ir>d>2pTr-\-ir, the right-hand sides will be 2"* cos

\m {e - 2p7r) and 2 cos"*^^ sin \m [0 - 2/37r) respectively, where

being the value of a modulus, must be made real and positive.
cos

.J

2"* cos"*^^,


SERIES FOR COS

328

m(f)

AND

5-7;

tti

SIN

XXIX

CH.

mcf)

WhencG

tan mq> =-

77

v''/*

These formulae are the generalisations of formulae (4), (5), (6)

has either of the limiting
They will hold even when

of 12.

values

<j>

jTT,

m>-l

provided

so that

we have

2^'cos|m7r=l-C; + ^C4-.
2'^'^smlmTr

= mCi-mC-i +

.;

...

Since

= (1 - sin^</.)('"-^'-)/^ = 1 + 2 ( - )\rr,-,r),2Cs sin^^,

cos'"-^<^

this series are ultimately all positive, it follows

and the terms of

that the double series deducible from (3), that

S ( - Ym02r cos"^'"^

is

to say, from

by substituting expansions

sin^*"^

Cauchy's conditions (chap,

for

the

xxvi., 34), for

cosines,

satisfies

there

obviously absolute convergency everywhere under our

is

^irlfx})^

present restriction that

Hence we may arrange

of sin

^tt.

this double series according to

powers

(f>.

The

coefficient of

)''

sin^''^ is

=r
^ {m~2s)/2^r~s

m^28

_ m (771
~

2)

Now, by

m-2r + 2)

(2rl)

r~3

chap, xxiii., 8, Cor.

5,

^(m-i)/2^ {2r-i)/2^r-8

Hence the

m{m-2)

coefficient of
.

ri
r*
^(n-l)/2^(2r-l)/2t/r-.

= (m+2r-2)/2^r'

(-/sin^'"^

is

{m-2r + 2)(m+2r-2)

1.3 ..

(2r-l)2

_ m'

(m + 2)m

(2r-2)2r

{7)1^-2^)

(^"-2^^")

(2r)!

Hence
cosOT^ = l---rSur<;6 +
A

^r-\

4*

^sm^<^-.

(6).

38

IN POWERS OF SIN

<^

329

<f)

In like manner, we can show that

,

sin 7w^

m (m^
-V)
^-^.
^sin^0

= sm ^
,

^^

-^sm'A-.

(7).

o!

Also
cos

w^ = cos <^

^^ m^<i>
+

^sin*^-...|

^^

(8);

^j

sm m4> =

cos

{m

m (m^ - 2^) sin^^

.

^^^
i

^sin'<^-.

rj^^

The demonstration above given

under the restriction

~~^\

*P

establishes

whom

the above

obtain expansions for

<^,

</)^,

^^,

is

(9).

these formulae

shown

to say, so long

shows that by

taken,

is

expanding both sides in powers of

we

It can, however, be

-\Trl!f<f>l!^\Tr.

that they hold so long as -k'^'^^'^l,'^', that

as the series involved are convergent.

Cauchy, from

and equating

coefficients

&c., in powers of sin ^.

Thus, for example, we deduce

^^232.45
^

<i

If

= sm

lsin^^

</>

we put X = sin

<J!),

1.3sin^</>

In particular,

if

5 sin^<A

this gives

la?
1.3^
sm-^ = ^ + --+^^.

2.4.6

1.3.5^'

2-^g-+...

,,^.
(10).

we put x = \, we obtain

-g

1.3

2'^"
2. 3. 2^ "^2. 4. 5.

1
"

'I

,..
^

^'

from which the value of tt might be calculated with tolerable

The result to 10
rapidity to a moderate number of places.
places

is

77-31415926536

....

330

EXAMPLES

'

The important

series (10) for

XXTX

CH.

expanding 8in~i x

is

here demonstrated for

and + 1/\/2. It can be shown that it is

valid between the limits x= -1 and x= +1.
The series was discovered by Newton, who gives it along with the series
for sin a; and cos a; in powers of a; in a small tract entitled Analysis per
jEquationes Numero Terminorum Ivfinitas. Since this tract was shown by
Newton to Barrow in 1669, the series (10) is one of the oldest examples of an
values of x lying between

1/\/2

infinite series applicable to the quadrature of the circle.

Example

1.

If

ni>0, and

C = 2-"* S ^Ccos(m-2n)a:,
n=0

S = 2-'" S ^C sin (m - 2n)

x,

n=0

C'=2-'"

(-)"-! ^C COS (m-2n) a;,

n=0

S'=2-^

-Z

n=0
then, p being any

1.

{- )"- VCn

sin

(cos x)"* COS 2mp7r,

from

a;

S = (cos a;)"* sin

= (2p - ^)

to

TT

a;

C=(-cosa;)'"cos77i(2/) + l)7r,

2.

from X = (2/D + 1)

TT

C' = (8ina;)"'cosm(2/) + 4)7r,

3.

(m - 2n) x,

integer,

C'= (-

sin a;) cos m(2/) + f)

to
-S'

a;

will also

hold when

t.

i.,

ir,

= (sina;)'sinm(2/) + i) ir,
l)ir.

= - sin x) sin m (2p + f

x = (2p + 2) t.
lies

between - 1 and

the extreme values of x in the various stretches

(Euvres,

l)

= (2p + 1) TT.

S'

IT,

from x [2p+l)ir io
These formulae

tt.

S=:(-cosa;)'"sinm(2p +

from X = 2pir to x = (2p +

4.

2mp7r,

= (2p + 1)

0,

) ir,

only that

must be excluded.

(Abel,

p. 249.)

If we multiply (1') and

we obtain the formulae

(2')

above by cos a and sin a respectively, and add,

cos a + S,C cos (o - nd)

= 2"* cos^^^ cos (a - ^mO + vipv),

wherein it must be observed that cos"*^^ is the modulus of (l + 2rcos^+r2)'"/2

when r~l, and must therefore be always so adjusted as to have a real positive
value.

From
by a

the equation just written, Abel's formulae can at once be deduced

series of substitutions.

Example 2. Show, by taking the limit when m=0 on both sides of

and (2) above, that the series (1) and (2) of 40 can be deduced from the

(1)

generalised form of the binomial theorem.

Example
is

3.

Sum

to infinity the series

Sw3C sin" 6 cos nO.

Hence

This series

the real part of Sn'^m^^n sin" 6 (cos ne + i sin nO).

S=R['En^,n(^n sin" d (cos d + ism

0)"],

= J? [{ni3 sin3 e (cos e + i sin e)^+m (3m - 1) sin^ e (cos ^+i sin oy
+mBmd(cosd + isind)}{l+sm6{cose + iBind)}^-%

& LOGARITHMIC

FORMULAE FROM EXPONENTIAL

by Example 5 of chap,

331

SERIES

xxvii., 5,

= [m^ sin3 e cos {36* + (m -3)<f>} + m (3m - 1) sin^ d cos {2^ + (m - 3) (p}
+ m sin e COB {^ + (m - 3) ^}] (1 + 2 sin cos ^ + sin^ ^)(*-3)/2,
6*

^ = tan-^ {sin2^/(l + sin 6 cos 6)}.

where

Formulw deduced from

From the equation

the

39.]

Exponential

Series.

^ (cos y + imiy) = l-\-'%{x + yifln\

putting
gr

eosfl

x = r cos 6, y = r sin ^, we deduce

|(.Qg (^

gin ^)

4.

^-

gii^

(^ gin ^)}

=1+

^yw (cos n9 +

i sin n6)Jn\.

Hence
gT-

cos e

gr cos

cos (r sin ^)

gin (^ gin ^)

= :S r"sin w^/!

+ 2 r"cos w^/w!

(1)

(2)

which hold for all values of r and 9.

In like manner, many summations of series involving cosines
and sines of multiples of 6 may be deduced from series related

way explained

to the exponential series in the

in chap, xxviii.,

8.
Thus, for instance, from the result of Example
we deduce

3, in

the paragraph just

quoted,

S(13 + 23+.

.+n3)a;/nI

40.]

= e^''s^{rcos((9 + rsin^) + Jr2cos(25 + rsin5)

+2r3cos(3e+rsine)+Jcos(4& + rsin0)}.

FormulcB deduced from the Loga/rithmic

the principal value of Log(l+^;)

|l

+ 2;| + 2amp(l+2;), and

sin 0),

log (1

Log (1 + z),

if

= log
.

we put z = r (cos 6

we have

+ 2r cos 9 + t^y^ +

tan"^ {r sin 6/(1

+ r cos

= %{- )"-' r"

where

Since

Series.

given by Log(l +2;)

since the series z-z'^/2+s^/S-

represents the principal value of

is

-|-7r::^tan~^ {r sin6/(l

+ r cos

6)}:|>|7r,

9)}

(cos

n9 +

that

is,

sin n9)ln,

the prin-

cipal value of the function tan~^ is to be taken.

Hence we have the

I log

(1

2/-

following
cos 6

r^)

tan-i [r sin djil + r cob 6)}

= 2 ( - )"-^ r" cos w6/w

= 2 ( - )"-' r" sin nOln

(1)
(2).

sin^-^sin2^ + ^sin8^-

332

for*

ch.

=J^

xxix

Although, strictly speaking, we have established these results

values of 6 between - tt and + tt both inclusive, yet, since

both sides are periodic functions of

If r =

they will obviously hold

0,

r<l.

for all values of 0, provided

and (2) will still hold, provided ^4=7r; for the

and (2) are both convergent, and we have, by
Abel's Theorem,
l, (1)

in (1)

series

cos^-^cos2^ + ^cos3^-.

.=

ilog(l + 2rcos^ + r^),

r=l

= log
sin ^

^ sin 2^ + 1 sin 3^

(2 cos i^)

= tan"^ {sin

(3);

6/(1

= tan-^ {tan ^{0 +

=^e +

cos

0)},

2^7r)},

(4),

where k must be so chosen that ^6 + krr lies between - ^tt

and + ^TT. Thus, if 6 lie between - tt and + tt, ^ = 0, and we
have simply

sin^-|sin2^ + ;^sin3^-.
In particular,

i- =
which

is

side

=1^

(4').

get

l-i+i-^ + ^-TV + A +

Gregory's quadrature

When 6=
hand

= ^tt, we

we put

if

(5),

see 41.

(2j3 + l)7r, the series in (3) diverges to -oo, and the rightis - oo , so that (3) still holds in a certain

becomes log 0, that

sense.

The behaviour of the series in (4) when ^ = (2^) + 1) tt is very curious.

Let us take, for Bimplicity, the case 6= ^ir. With this value of 6 we have
for values of r as near unity as we please tan-^ {rsin^/(l+r cos ^)} = 0.
Hence, by Abel's Theorem, when ^=7r, sin ^-^sin 2^+
.=0, as is
.

otherwise sufficiently obvious.

On

the other hand, for any value of

we have

differing from 7r by however little,

tan-^{rsin^/(l + rcose)}=J^. Hence, again, by Abel's Theorem,

for 6=^ir={:<p,

where

(f>

is infinitely

small,

we have

^-^ sin 2^+

= ^7r=Fi0.
.is therefore discontinuous in the neighThe series y = sind ^sm2d +
bourhood of 0= 7r; for, when fl= 7r, = 0, and when d differs infinitely
differs infinitely little from ir/2.
This discontinuity is
little from tt,
sin

2/

?/

accompanied by the phenomenon of infinitely slow convergence in the

neighbourhood of r=l, ^= 7r; and the sudden alteration of the value of
the

sum

is

associated with the fact that the values of the double limits

Gregory's series

41

40,

+ rcos^)} and

tan-i {rsine/(l

r=16 = iT

333
t&n-^ {r sin 61(1

+ r cos 0)}

e=7r r=l

are not alike.

When 6 lies between v and Sir, we may put 9 = 2Tr + d', where
between -ir and +7r, then, for such values of 0, we have
?/

= sin^-Jsin2^'+
.,
= ^6',
as we have
.

6' lies

already shown,

Hence, however small <p may be, we have, for 6 = ir +

y=^<f>-^ir. But,
we have just seen, for ^ = 7r-^ we have ?/= -^0 + ^7r. Hence, as ^ varies
from TT - to TT + 0, y varies abruptly from -^cp + ^ir to i<p - ^ir. In other
<f>,

as

</>

words, as 6 passes through the value

amounting to tt*.
We have discussed

tt,

an abrupt decrease

suffers

this case so fully because

is

it

probably the

first

instance that the student has met with of a function having the kind of
discontinuity figured in chap, xv., Fig. 5.

It

ought to be a good lesson

regarding the necessity for care in handling limiting cases in the theory of
infinite series.

41.]

we put

6=

Gregory s
|ir,

Series.

If in equation (2) of last paragraph

we deduce the expansion

tan-V=r-^r3+|r^-.

(6),

where tan"^/* represents, as usual, the principal value of the

inverse function, and lli^rl^l.
In particular,

if

r= 1, we

have

7r=.4(l-^ + ^-.
The

.).

famous in the history of the quadrature of the

circle, was first published by James Gregory in 1670
and independently,
a few years later, by Leibnitz. About the beginning of the 18th century, two
English calculators, Abraham Sharp and John Machin (Professor of Astronomy
series (6),

which

is

Gresham College), used the series to calculate tt to a large number of places.

Sharp, using the formulas ^7r=tan-il/v'3 = (iy3){l- 1/3.3 + 1/5.32.},
suggested by Halley, carried the calculation to 71 places
that is, about

at

Ludolph van Ceulen had gone. Machin, using a formula

was known, namely, Jtt = 4 tan"^ 1/5
- tan~^ 1/239, went to 100 places. Euler, apparently unaware of what
the English calculators had done, used the far less effective formula
J7r=tan-i^+tan-i J. Gauss {Werke, Bd. ii., p. 501) found, by means
of the theory of numbers, two remarkable formul89 of this kind, namely
47r= 12 tan-i 1/18 + 8 tan-i 1/57 - 5 tan-i 1/239,

twice as far as

of his own, for long the best that

= 12 tan-i 1/38 + 20 tan-i 1/57 + 7 tan-i 1/239 + 24 tan-i 1/268,

*

The reader should now draw the graph of the function

values of

6.

y, for all real

EXERCISES XTX

334

CH.

XXIX

by means of which ir could be calculated with great rapidity should its value
ever be required beyond the 707th place, which was reached by Mr Shanks
in 1873 1*

Exercises XIX.

Sum

the following series to infinity, pointing out in each case the limits

within which the summation

(1.)

l-^cosd + i^5cos2^-^-^cos30+.
cos 5

(2-)

, ,
<^-)

is valid:

'-i- +
cos 5

cos 35

cos 55

2-^-^ + 2T4^-^+--1.3

1 COS 35

cos 55

-T+2-3- + 2:4-^+---'
result \ cos~i

(1-2

sin

5).

Ssinn5/(7i + 2)7i!

(4.)

S(27i-l)(2/i-3)cos7i5/nl

(6.)

e-sin5-^e~3"sin35 + ^e-5'sin55-.

(7.)

sin5-23sin25 + g^sin35-.

(8.)

sin2

(5.)

5-isin2 25 + ^sin2 35-.

.;

result \ log sec B.

(9.)

Scos27i5/n(n-l).

S sin n5/(n2 _

(10.)

(11.)

^sin5sin5-^sin25sin25 + -^sin35sin35-

(12.)

cos(a + j3)-cos(a + 3^)/3I+cos(a + 5/3)/5!-.

(13.)

cos5--|cos25 + ^cos35-.
result \ log (2

(14.)

(15.)

(17.)

cos

5),

sin

5+ I sin 25 + ^
=0,

sin

if 5

35+

6),

when

except

= 0; =^ (7r-5),
.

5=

(2;j

+ 1) v.

when

2pir.

.;

sin5-^sin35 + ^sin55X cos 5 - |x3 cos 35 + J^x^ cos 55 .

.;

.;

except

cos5 + ^cos25 + Jcos35+.

result - \ log (2-2 cos
result

(16.)

+2

1).
.

if

0<5>7r; &o.

result i tan-i {2x cos 5/(1 -x^)}.

cos5cos^-i cos25cos20 + ^cos35cos 30.;

result J log {4 cos ^ (5 + 0) cos i{9-<p)}.;
(19.) ar cos 5 cos ^-^x^ cos 35 cos 30 + ^a;'' cos 55 cos 50result i tan-i [ix (1 - x^) cos 5 cos 0/{ (1 + x")^ - 4x2 (cos^ 5 - cos^ <p)}].
(18.)

)"-i cos inir x/n, provided x

(20.) Show that log (1 + x + x^) = 2S ( and examine whether the result holds when |x| = l.
|

For the history of

by Muir.

Circle,"

this subject see Ency. Brit., art.

< 1,

"Squaring the

41

XX

EXERCISES

(21.)

Show

that,

under certain restrictions upon

Show

9,

+ 2 cos ^) = - 2S cos ^nir cos ndjn\

^ = - 2 cos ^nj- sin nOjn.

log (1

(22.)

335

that

2^2~

"^3

13"^"" * *
*
7 '''9 "''11
12
(Newton, Second Letter to Oldenburg, 1676.)

Exercises XX.
(1.)

Calculate

(2.)

Show

ir

to 10 places

that, if

a;

by means of Machin's formula.

<1,

(tan-ia:)2

=a;2-(l + l/3)a;4/2 + .

.(-)'-i

{1

+ 1/3 +

+ l/(2ra- l)}a;2/w

Does the formula hold when x=l?

(3.)

Expand tan~i (x + cot a)

in powers of x.

Deduce the series for.sin"^* from Gregory's

addition theorem for the binomial coefficients.
(5.)

If

lie

by means

series

(4.)

between 1/^/2 and 1, show that

1 1-x^
1 (l-a;2)2
.-x^) (
s/{l-x')
'^ 5
X
3
x^
X*
\

of the

sin~^x=7r(6.)
(7.)

Show
Show

that 38 (10)

is

merely a particular case of

(7).

that

cos 6

2.4
3.5

,,

2.4.6
3.5.7

,,

.,
(Pfaff.)

,,

1,

sin^^

2 sin*^

2.4sin6l
3-:5-^6 +

(^^

2^'=-^ + 3-^ +

(9.)

e^^sinH + ^.^(l + ^^am^e +

3.5.. .(2ft-l)

/,

4.6...2n

2n+l

,^,,

1
6^

.,x,.

(27i-l)^J

(10.)

e*=sm*d + ^.^{l + ^^Bm^e +

(11.)

4.6.
(2w-2) 2 /,
1
1
\
o
2-'
5.7 ... (2/1-1) 71 V
(71-1)2/
Deduce from 38 (6) and (7) an expression for ^"'/sin"*^
.

(btamvme.),

in powers

of sin 6.

= X sin (^ + a) show that

c2=a2- 2a 6cosC+6^then

(12 .)

If sin ^

(13.)

If

(14.)

Show

- 'LZ^

(w

+ rir = Sa:" sin 7ia/7i.

logc = loga-(6/a)cos(7-^(&/a)2cos2C-i(6/a)3cos3C-.

4.
2"^

that

- 4) (w 2.3

5)

_ (-5)(7i-6)(7i-7)

2.3.4

_ 1+ (-)"+!
+-

cos|7i7r
.

EXERCISES XX

336
Show

CH.

XXIX

that

(15.)*

52=sin2^ + 22sm*^ + 2sin*|^ + 2sm*^ +

(16.)*

u'^=Bmh^u - 22 sinh*| -

(17.)*

|^ = sm(9 + 3sin3| + 32sin3|5 +

(18.)*

j8in^= ^--3^^,sin3-0 + S 3;^,8in33--i^.

(19.)*

tCos(?= S

23

2* sinh* 22-"
- 2 sin.
sinh*^

23

ml

.S

'

cos3 3'"-^^.

* See Laisant, " Essai sur les Fonctions hyperboliques,"

de Bordeaux, 1875.

M^m.

de la Soc.

CHAPTER XXX.
General Theorems regarding the Expansion of
Functions in Infinite Forms.

EXPANSION IN INFINITE SERIES.

Cauchys Theorem regarding the Expansion ofa Function

1.]

of a Function.

u
y^a^^^a^cf-

(1),

the series being convergent so long as \a;\<B,

z=

b,

^bny''

(2),

\y\<S, then from

this series being convergent so long as

(2)

we can

provided

and if

derive the expansion

be such that

\x\<Ry and

\ao\

also

+ %\an\\x\'<8.

This theorem follows readily from chap, xxvi.,

We have
2.]

(1) a7id

already used particular cases of

it in

14 and 34.

previous chapters.

Expansion of an Infinite Product in

the

form of an

Infinite Series.

If %Un
.

. ,

first

be

2mi ^2

an

absolutely convergent series,

-Ur,

n terms taken

denote the

one, two,

L n'^^hU-i= T^,

2Wi=2\,

.,

r,
.

.,

n=oo

n=a>

to the

same

c.

II.

^Smi, 2miW2,
its

L ^U-^U^.

.Ur=Tr,

n=oo

where Ti, T^,

., Tr,
Also the infinite series
.

and

sums of the products of

., at a time, then

are all finite.

+ %Tn

is

convergent

limit as the infinite product

n (1 +

and

converges

itn).

22

INFINITE PRODUCT REDUCED TO A SERIES

338

CH.

XXX

down in chap, xxvi., it will

we prove the above theorem on the

After what has been laid

obviously be sufficient

assumption that

if

the symbols

all

i, 2,

>

%,

represent

In the more general case where these are

positive quantities.

complex numbers the moduli alone would be involved in the

statements of inequality, and the statements of equality would
be true as under.
Since Ml, w^,

w,

.,

<

{ill

are all positive,

Multinomial Theorem (chap,

we

see,

by the

xxiii., 12), that

+ U2+

+ Un+.

ad CO y/r\

<S^/rl,

S is

where

(1),

the finite limit of the convergent series 2m

however great

n may

Therefore n^UxU2

and the

up

inequality (1) obviously holds for all values of r

r-n,

to

be.
.

Ur has always a finite limit, Tr say,

such that
0>>7;:j>/S^/r!

By

(2),

0<l + Ti+r2 +
that

(2).

we have
.

adco<l+/S'/l! +

/S'72!

adoo,

is,

0<H-i7;<e^
Hence
exceed

+ S7^

is

a convergent

series,

(3).

whose limit cannot

e^.

Again, since Lr^Ui u^.

n^UiUi.

where LrA^ =
Hence,

An

Ur=Tr when w =

oo

we may

.Ur = {l+rAn)Tr

write
(4),

when n=<x>.
being a

therefore such that

mean among i^, ^An,

when w=qo, we have
.

.,

^, and

X^ =

n(H-M)sl+S?fi + 2MiM2+.

.+22^ea.

'Un

= l + (l + ^)2Tn

(5).

INFINITE PRODUCT

we put w =

If in (5)

oo

AND SERIES

339

we get
'

+ ^Tn

(6),

since

LAn = 0,

and 2r

is finite.

This completes the proof of our proposition.

If 2un be absolutely convergent, then, Tn having the

above meaning, 1 + 2^"7^ will be convergent for all finite values
of x; and we shall have
Cor.

1.

Jl{l + xUn)

= l + ^x''Tn

(7).

This follows at once by the above, and by chap, xxvi.,

Urt

where n%,

27.

Let

Cor. 2.

= nVo + nViX + nV2X'^ +

nVi, &c., are independent

right of (8)

may

of

x,

either terminate or not

(8),

and the
and let

Un=\nVo\ + \nVi\\x\+\nV^\\x\^ +

(9).

of x

all values

on the

series

such that

Then, if %Un be convergent far

\x\<py it follows that for all such values n (1 + m) is convergent,
and can be expanded in a convergent series of ascending powers of x.
For, if Tn have the meaning above assigned to it, then it will
obviously be possible to arrange T^ as an ascending series of

powers of x. Moreover, if we consider the double series that

thus arises from \-v'%Tn, we see that all Cauchy's conditions
(see chap, xxvi., 35) for the absolute convergence of this
double series are

Hence we may arrange l+57^

satisfied.

a convergent

series of

ascending powers of

Example

To expand

(1

series of

The

1.

powers of
series

a;

long as |x|<:l, we
(l

+ a;) (I + x^) (1 + x^j (i + ^^Sj

.in an ascending

(Euler, Introd. in Anal. Inf., 328.)

x.

convergent so long as
P" is obviously

may

< 1.

Hence, so

write

+ x)(l + x2)(l + x'')(l + a;8).

To determine the

= l + (7ia; + C2a;2 +

coefficients C^, G^, C,

+ Ca:" +

we observe

both sides of (10) by l~x, the left-hand side becomes

that, if

(10).

we multiply

(l-x^"), that

n=oo
1,

since jx|<l.

as

x.

We must therefore have

l/(l-a;)

= l + Cia; + C2a;2+.

.+Ca;+.

.,

222

is,

PRODUCTS OF EULER AND CAUCHY

340
that

XXX

CH.

is,

l+x+x'^+.

.+a;'+.

therefore

.=l + C-iX + C2x'^+

.

Another way

is to

+ (7x"+.

.,

= C7=. .=1.
Ci=C.2=.
put x^ for x on both sides of (10), and then multiply by
.

+ x). We thus get

l + SCa;=l+a; + Cia;2+.
+C7a;2 + Cx2+i+
whence
C^^ = C^n+i = C
^i = 1,
(1

.;

from which

easy to prove that

it is

Example

all

the coefficients are unity.

To show that

2.

{l+xz){l + x'^z)

(l

+ a;"z)
(l-x)(l-x^)

=1

(l-x)

'

(Cauchy, Comptes Rendus, 1840.)

Let
{l

+ xz){l + x^z)

(l+a;"*2)

= 1 + ^13 + ^2^2+. .+^2+. .+^^2"* (2),

where ^j, Jj, . are functions of x which have to be determined.
Put xz in place of z on both sides of (2), then multiply on both sides by
.

+ xz)l{l+ x'^+^z), and we get

+ xz){l + x^z)
(1 + x"*^)
= {l + (l+A^)xz + {AT^ + A^)x^z^+... + {An.i + An)x'^z'' + ...-i-A^x'^+'^z^+^},
X { 1 - X'^+^Z + x2(+l)32 + ..,(- )na.n(,+l)2 +
(3).
J

{1

{l

Hence, arranging the right-hand side of

(3)

according to powers of

by its equivalent according

of a on the two sides, we get

replacing the left-hand side

equating the coefficients

to (2),

and then

A= (J + J_j)a;- x>+i (^_i + 4n_2)x-i

+x2('+i)(^_2+^_3)a:-a

(-)-ia;(-i)(+i)(4i

+ l)a;

(_)a.n(m+l).

whence
1

a;"

=A ,A

Putting n - 1 in place of n in

^x^ + A
(4),

3;2_

we multiply

(5)

by

x"

-\n-lT{n-l}m

/A\

(_ )n-2^(n-2)m

(5).

we have

= -^n-2 - ^n-sa:"* + A^_,X^ X-i"(l - X"') ^n-l

If

and add

(4),

we

derive, after

an obvious

reduction,

(l-x")^=(x-x'+i)^_i

(61).

- X-l) ^_i = (X-1 - X'+l)^_2

- X-2) 4.2= (x"-2 - X'+l)^_3

(63),

In like manner,
(1
(1

(l-x)^i = (x-x'+i)

(62),

(6).

2,

EXPANSION OF SeCH X AND SEC X

Multiplying

(6i), (62),

. ,

(6,j)

together,

_( x- x'+^) {x^ a;'+i)

"~
(l-a;)(l-a;2).

we

derive

(x"

- a:"^^ )
(7).

.(1-a;")

_ (l-a;"')(l-a;"^^)...(l-a:'n-n+i)
(l-a;){l-a;--')..

which establishes our

341

^
(8),

.(l-x)

result.

|a;|<l, the product {iy-\-xz){\-vx'^z) . . . will be convergent when

continued to infinity, and will, by the theorem of the present paragraph, be
expansible in a series of powers of z. The series in question will be obtained
by putting m = Qo in (1), We thus get
If

.n(n+l)/2

to

(1

+ ..)(1 + .^.).

ad

00

an important theorem of Euler's

{Introd. in Anal. Inf., 306).

Exp x,
= 1/(1 + tx^l{2n) !)
y = %x^l{2n)\
2/(Exp a; + Exp - a?) = 1/(1 + y),

have, by the definition of

2/(Exp ^ + Exp Hence,

if

ar)

=
The expansion
series

(2)

Hence,

(9).

Expansion of Seek x and Sec x.

3.]

We

=1+^1, (i.,)(i_..)... (!_,) ^-

is

(3) will

(1).

(2),

+ 2(-r2/"

be valid provided

absolutely convergent for

(3).
|

?/

finite

all

<1

and the

values of x.

follows from 1

that the series (3) can

be converted into a series of ascending powers of x provided
if

^=|a;|,

it

i ^V(2w)!<l

(4).

n=l

This last condition involves that

l{^ + e-^)-\<l',
is, that ^<log (2 + ^3).
This condition can obviously be satisfied

that

that 2/(Exp

powers of

X + Exp - x) can be expanded

provided

a;

and we conclude

a series of ascending

do not exceed a certain

Since the function in question

of X, only even powers of

may

in

is

finite limit.

obviously an even function

will occur in

the expansion.

We

therefore assume

2/(Exp ^ + Exp - ip)

To determine Ei,

E^,

.,

= 1 + S ( - fEnX^I{2n)\
^Q multiply one

(5).

side of (5) by

; '

euler's numbers

342

xxx

ch.

J (Exp X + Exp - w), and the other by its equivalent 1 + %!c^l{2n)\

we thus have
1 = {1 + :S ( - YEnX^^'li^ny] {1 + :Sa^/(2;i)!}
(6).
El, Eit

We

identity.

must be so determined that (6) becomes an

must therefore have
^'
^"
+

_J

(2w-2)!2!

{2n)\Q\

=0
'''^(-Y
^0!(2w)! "

(2-4)!4!

r7V
'^'^

or,

^n = iriPiEn-\

The

last

- inG^En-^ +

We

l)""-^

(8).

calculate E^, E^, E^,

equation enables us to

successively.

+(

)~'^l'nP'2.n-'iEx

have, in fact,

Ei = l;

E,= 6Ei-l; Es=15E,-15Ei + l;

E,^28E3-70E2 + 28Ei-l; &c.

whence

E,=

1,

Es=

2702765,

2=

5,

E-,=

199360981,

Es^
Ei=

Es=

19391512145,

1385,

61,

^9 = 2404879675441,

^5-50521,
These numbers were

first

introduced into analysis by Euler*

and the above table contains

their values so far as he calculated

them.
Since the constants E^, E2,

an

(6)

.are determined so as to make

and therefore also (5), will be valid for all

or complex, which render all the series involved

identity, (6),

values of w, real
convergent.

values of
series l

a;,

Hence, since 1
(5) will

-^

%ar^'^/(2n)\

be valid for

all

is

+ %{-)"'EnaP"'/{2n)\ convergent.

convergent for
cc

the radius of convergency of this series presently.

we observe that

(5) as it

Sech a;
and, if

we put

stands

may

Sec ^ -

ic,

it

Meantime,

be written

= l + :^{-T Ena^/{2n)\

ix in place of

all

which render the

We shall determine

values of

(9)

gives

%EnX^''l{2n)\

(10).

See Inst. Gale. Biff., 224 the last five digits of Eg are incorrectly
given by Euler as 61671.
For a number of curious properties of the Eulerian numbers see Sylvester,
Comptes Bendus, t. 52 and Stern, Crelle^s Jour., Bd. izxix.

3,

EXPANSION OF Tanh

4
SechP'x

Cor.

and Seo^x can each

X,

he

343

&c.

expanded in a

of

series

even powers of x.

The
above.

possibility of such

The

coefficients

We may

numbers.
finally in

powers of x

calculating J.1, ^2>

be expressed in terms of Euler's

also use the identity 1

expand cos" a;

cos** a?;

an expansion follows at once from the

may

first
;

(1

+ %AnX^'^l{2ny)

as a series of cosines of multiples of

a;;

and thus obtain a recurrence formula for

The convergency of any expansion thus

obtained will obviously be co-extensive with the convergency of

(10).

Expansion of Tanh

4.]

x,

x Coth x, Cosech x

Tan

x,

xQiotx, Cosec^*.

We

have already shown, in chap, xxviii.,

6, for real

values

of X, that
xl{l

- e-'') =

l+lx+%{- f-^ ^^/(2w)!,

the expansion being valid so long as the series on the right

In exactly the same

convergent.

value of

is less

a?
I

for

is

any

real or complex, that

xl{l

where Exp

way we can show,

- Exp - a;) =

a?

is

+ 1^ + S ( - )"-^ Bnx'^l{2n)\

defined as in chap, xxix,, and

than the radius of convergency of the

is

(1),

such that

series in (1).

From

(1)

we

derive the following,

all

of which will be valid so

long as the series involved are convergent

X (Exp X - Exp - i)/(Exp X + Exp - x)

= 4^/(1 - Exp - Ax) -

2x1 {I - Exp - 2x) - x,

= 2(-r-^2^"(22'^-l)^^/(2w)!
(2);
X (Exp X + Exp - .T)/(Exp X - Exp x)
= x/{l - Exp - 2x) - xl(l - Exp 2x),
= ! + %{- )"-^ 2^ BnX^I(2n)l
(3)
2a;/(Exp X - Exp -x) = 2a?/(l - Exp -x)- 2^/(1 - Exp - 2x),

= 1 + 2S ( - )" (2^-^From

these equations,

we have

1) BnX^''l(2n)\

(4).

at once

Tanha7 = 2(-)"-'2^"(2"'-l)^a^"-V(2)!
= l + 2(-)"-i2-'*i?a?V(2w)!
X Cosech x^l + 2^{-f (2^"-^ - 1) B^a?''\{2n)\
a?Coth;

* Euler,

I.e.

(5);
(6);
(7).

EXERCISES XXI

344
and

If in (2), (3),

we

(4),

replace

x by

ix,

we deduce

Tan^ = 22^'^(2^-1)^^-V(2w)!
a;

Cot

(8);

= 1 - 22^" B^a^''\{'ln)\

a;

X Cosec a; =

+ 22 {2^-^ -

XXX

CH.

(9)

1) B^c^''l{^n)\

(10).

Cor. Each of the functions ( Tanh ccf, {x Coth x)''\ (x Cosech x)^,
{TanxY, (x CotxY, {x Cosec xY can be expanded in an ascending

of powers of x.

series

Exercises XXI.
If

(1.)

tf=gdM

(see chap, xxix., 31),

show that

B=a-^u-a^x{? 'ra^w'-

where a^n+i = EJ{2n + 1) I.

Find expressions
(2.)

.,

for the coefficients in the expansions of Sin" a;

and

Cos^x.

Find recurrence-formulas

(3.)

expansions of (x cosec x)" and

In particular, show that

^
where

S,.

for

(sec

(Ely,
(4.)

If |x|<l,

a;

Show

. ,

(2p

1)^.

American Jour, Math., 1882.)

ad

=l + Sx"2+/(l-x2)(l-a:4)

00

(l-a;^").

a positive integer, show that

^n{n+l 2p)/2

Theorem

that the Binomial

a particular case of
Show that
(7.)
{l

00

(6.)

1^, 3^, 5^,

show that

+ x^){l + x*)(l + x^) ...

> 1, and p be
If
(5.)

{l

the

'm'

of the products r at a time of

denotes the

in

coefficients

'mi

'

="
sum

calculating the

a;)".

Example

2,

for positive integral exponents is

2.

+ xz){l + x^z) ...{1 + x^-^z)

rn

_
~
(8.)

Show

n=r

- x-^^) (1 - X^^-^ ... (1 - x^-2+2)

{l-X^)(l-X*)...{l~X^r.)
(Cauchy, Comptes Rendus, 1840.)

^^^

that

(l-xa)(l-a;*2).. .(l-x"2)~
also that, if

< 1,

zx

ll{l-xz)(l-x'^z).

"^

(l-x)(l-x^)

.(1-x^)

< 1,
.

.adoo

=l + 2a;2'V(l-a;)(l-x).

.(l-x).

(Euler, Int. in Anal. Inf., 313.)

EXERCISES XXI

m be

If

(9.)

divisible

by

(1

a positive integer

-x)(l-x^)

- x'"*) (1 -

(1

(1

345

(Gauss, Summatio

quarumdam serierum

Werke, Bd.
(10.)

... (1 - x^-^+i)

a;*-i)

is

exactly

x).

singularium,

p. 16.)

ii.,

^'

Uf(x,m) = l + ^i-)^

'''''''' 1^1

(l-l)(l-.j;V.(l-.>)

>1, show that

/ (a;, m)=f{x, m - 2\)

(1

- x""-^)

(1

- a;'"-^) ... (1 - ai'^-sA+i)

_l-x'"-i 1-x^-'^ l-x-5
- l-x-i l-x-s l-a;-5

Hence show

=^-

^<i

that, if |a;|<l, then

- r6
l-T*
.^,.i-^

r2

+ Sa;"(+i)/2=i-^

l-x

l-x"

l-a;-*

... ad

00.

(Gauss, 16.)
(11.)

(l

Show

+ x)(l + x^)

that,
.

m be a

if

(l-|-.^)

positive integer,

= l-l-Z.-

(l-xVl-xV-- (1-X-)
(Gauss, I&.)

(12.)

Show

that
1

{l-xz)(l-a^z)

(l-a;2"-i2)

(l-X^-^){l-X^rn+2)

(1-X^)(1-X*)
Also that,

if

aj

< 1, and

za;

ll(l-xz)(l-xz) ... ad
(13.)

1/(1

Show

- X)

(1

< 1,
oo=l + Sa;2"/(l-x2)(l-a;'')

If

_ ^2m+2n-2)

(1-X2)

(l-a;2).

that, if |a;|<l,

- x3)

(1

- x5) ... ad

00

=(l + a;)(l + a;2)(l + a;3)

(Euler,

(14.)

(1

i.e.,

ad

oo

325.)

|xl<l,
+00

(l-a;)(l-a;2)(l-a;3)

ad

oo

= 2

)a;(3'''^)/2.

00

(Euler, Nov.
(15.)

log{(l-a;)(l-x2)(l-a;) ... ad

where

Comm.

Pet., 1760.)

If |a;|<l,

sum
+ 2 + 4.

j[n) denotes the

example, J(4) = l

oo

}=

-Sj(n)a;/n,

of all the divisors of the positive integer

ra;

for

Hence show that

oo

JJT

- X"

"^

1 '

'

(Euler, lb.)
(16.) If

integer n,

d{n) denote the number of the different divisors of the positive

and lx|<l, show that

Sd(n)x=S
1

l-x'

(Lambert, Ensai d^Architectonique,

p. 507.)

EXPANSION IN INFINITE PRODUCT

346

CH.

XXX

Also that
00

00

/I

4- t''\

(Clausen, Crelle's Jour., 1827.)

(17.)

If |a;|<l,

1-x

show that

1-x^

l-x'

^^+

+ x^ + 1 + x* + 1 + x^
,-4-1

(18.)

Sx'*+V(l - a;2+i)2=Sna;"/(l - sc^n).

(19.)

S ( - )'-ina;/(l + a;) = S - )'-ia;/(l + a;)2.

The sum of the products r at a time of x, x^,

a.r(r+i)/2(a;'-+i-l)(a;'-+2-l)

be the

(20.)

If Sj.

(21. )

Show that,

sum

{x^

- 1)

1) I (x

{x"^

1)

of the products r at a time of

1,

a;" ia

a;,

(a;"-'--l).
.

.,

a;"-!,

then

x lie between certain limits, and the roots of ax^ +bx + c

+ bx + c) can be expanded in the form Ug +
if the roots be imaginary, no. expansion of this
any value of x.
if

be real, then {px + q)l(ax^

2 {u^x'^+VnX'^) and that,
;

kind

is

possible for

ON THE EXPRESSION OF CERTAIN FUNCTIONS IN THE FORM

OF FINITE AND INFINITE PRODUCTS.
The

5.]

following General

cases in which it

form of an
because

it

infinite

Theorem covers a

variety of

possible to express a given function in the

is

product

and

be of use to the student

will

accentuates certain points in this delicate operation

which are often

left

obscure

if

not misunderstood.

Let f{n, p) be a function {with real or imaginary

of the integral variables n and p, such that

L f{n, p)

coefficients)
is finite for

P=QO

all finite values

of n, say

that for all values of n

and p {n<p), however

certain finite value, \f{n, p) \l\f{n)

L n

Thsn

p=oo

provided

\f{n)

n=l

and

f{n, p) =f{n) ;

is

let

us suppose

great, which exceed

not infinite.

{l+f{n, p)} = U{l+f{n)]

(1),

be convergent {that

is,

provided

n {1 +f{n)}

be

absolutely convergent).

Let us denote

n=l

!/(,

P) by ^i
1

{n,

{1

Pp

+f{n, p)} by

p)

L U
p= n=l

and \f{n) by/, {n).

\

{1

+f{n,

j))]

by

GENERAL THEOREM

347

We may write
m

P,-=U{l+f{n,p)}
= PmQm,

p
IT

{l+f(n,p)},

say,

Just as in chap, xxvi.,

(2).

26,

we have

\Qm-i\> n {1+A(n,p)}-1.
n=m+l

and therefore p, exceed

= An, where An
If, therefore, A be an upper limit to An, and
and positive, we have/i {n, p)1f>Afi (n). Hence

Now, by one
a certain
is

not

of our conditions, if m,

we may put

finite value,

infinite.

therefore finite

>>

{l

fi (n, p)/fi (n)

+ AMn)}-l,

(3).

TO+l

p-

Let us now put

L f{n,

<x>

in

(2).

Since

is

finite,

and

p)'^f{n), we have

LPm=ll{l+f{n)}.
p=w

F = U{1 +f{n)} Q,,

Therefore

(4),

where Qm is subject to the restriction (3),

Let us, finally, consider the effect of increasing m.
Since

n {1 +fi (n)} is

absolutely convergent.
increasing m,

absolutely convergent, II {1
It therefore follows that,

we can make

TI {1

+ Afi (n)} -

1,

+ Afi (n)}

by

and,

is

sufficiently

fortiori,

m+l

\Qm-l\ as small as we please. Hence, by taking

we can cause Qm to approach 1 as nearly

great,

In other words,

it

sufficiently

as

we

please.

follows from (4) that

P = n{l+/(n)}

(5).

In applying this theorem it is necessary to be very careful to see that both

the conditions in the first part of the enunciation regarding the value of
f(n,p) are satisfied. Thus, for example, it is not sufficient that L f{n, p)

have a

finite definite value

/ (n)

for all finite values of n,

and that S/^ (n) be

348

INFINITE PRODUCTS FOR SINH pu, SINH U

absolutely convergent.

matical writers

XXX

This seems to be taken for granted by many mathefrom a striking example given below,

may

easily lead to fallacious results.

Factorisation of sink pu, sink u, sinpO,

From the

CH.

but, as will be seen

such an assumption
6.]

result of chap, xii., 20,

and

sin 6*.

we have, p being any

positive integer,

a;'P-l={x'-l)uL''-2a;cos''^ + l\

From

this

(1).

we have

-^

^-1-

(or -2a; cos

=iV

w = l, and remembering

whence, putting

tha,t

/'
)

Lia^-l)/{a^-l)=p,

we have
p-i

p = 2P-^ n

(1

- cos

mr/p)

(2)

= 4P-^'usm\'mr/2p
and, since
obviously

sin

Tr/2p,

sin

27r/2/>,

(3);
sin

. ,

(j9

1) 7r/2p

are

all positive.

p-i

sjp
If

we divide both

2^-^

for brevity

sin

sides of (1)

aF-x-P^{x- x-^)
where

'n.{x

we omit the

by

n7rl2p
a?^,

(4).

we deduce

+ x-^-2

cos

mrip)

(5),

limits for the product, which are

as before.
If in (5)

we put x - e", we get at once

U (cosh w - cos

sinhpu =

2^-^ sinh

4^-^ sinh

u U (sin^ 7r/2^ +

Using

(3),

we can throw

sinh j9M =p sinh

mr/p)

(6),

sinh^ w/2)

(7).

(7) into the following

Finally, since (8) holds for all values of u,

by

u/p,
*

form

uU {1 + sinh^ M/2/sin^ mr/2p}

(8).

we may replace u

and thus derive

The

results in 6-9

were

all

given in one form or another by Euler in

His demonstrations of the funda-

his Introductio in Analysin Infinitorum.

mental theorems were not satisfactory, although they are

unaltered in many of our elementary text-books.

still

to be

found

 5,

INFINITE PRODUCTS FOR SINK pu, SINK

smh u=p sinh -

349

V,

U + ^^r
snr.mr/2p)

IT

'-.-/-}

(9).
'
^

i^ n=i I

We

next apply to

shall

Before doing

the general theorem of 5.

satisfy ourselves that the

(9)

we must; however,

so,

requisite conditions are fulfilled.

In the

first place,

so long as

^ sinh^ u/2p
.

p= sin^

is

finite integer,

mrl2p

we have
(10).

n^-n^

This can be deduced at once, for complex values of u, from

When u

the series for siuh.u/2p and sm.mr/2p.

is

real it

follows readily from chap, xxv., 22.

The product

We have,

n (l+u^/irir^)

is

obviously absolutely convergent.

merely to show that, for

therefore,

exceeding a certain

sinh^

u/2p

sm'^.mr/2p/

where
to

Aha.

all

values of

n and p

finite limit,

u^

nrir^

<A

(11),

That

finite positive constant.

is

to say,

we have

show that
sinh

u/2p

sin

ul2p
remains

mr/2p"^

mr/2p

>

finite.

Now
sinh

ul2p
u/2p
.

/V

3!

\2p/
\2p)

>l +

"^

Since the series within the bracket

its

is

(12).

absolutely convergent,

modulus can be made as small as we please by taking

sufficiently great.

Again we know, from chap, xxix.,

:l>6*48, and,

a fortiori,

if 6:lf>2rr,

then

sinH^-i^',
that

is, if

6 be positive,

14, that, if 0:!f^J{6

x 7)

INFINITE PRODUCTS FOR SIN p6, SIN 6

350
Now,

since n'i^p

1,

mrj^pl^

Therefore

hir.

~m^]2p~ ^

'^

\2p)

H:i-^<t:-58

From

(12)

and (13)

XXX

CH.

(13).

abundantly evident that the con-

it is

and
j3 be taken large enough
any purpose it were necessary, to assign
a numerical estimate for A. All the conditions for the applicability of the General Limit Theorem being fulfilled, we may make
dition (11) will be satisfied if only

it

would be easy,

if for

infinite in (9).

Remembering that Lp sinh ujp = u, we thus get

.

sinh M = w

To

(1

u^ln'^tr')

get the corresponding formulae for

(14).

mipO and

sin^,

we

have simply to put in (5) x = exp id. The steps of the reasoning
are, with a few trifling, modifications, the same as before.
It will
therefore be sufficient to write

down the main

results with

corresponding numbering for the equations.

sin 2)(^

sin j3^

- 2^-1 sin ^

(cos ^

- cos

mrip)

(6')

= 4^-^ sin en (sin^. mrj^p - sin^. ^/2)

(7').

=p sin dU (1 - sin^. ^/2/ sin^ mtj^p)

(8').

smi = ^sin^
'

njl-^^^^n
ain^.nirj2p}

(9').

n=\\.

smO=eu{i-eyn'Tr']

(W).

inasmuch as (6), (7), (8), (9), and

and complex, we might
(9'), and (14') at once, by putting

It should be noticed that,

(14) were proved for all values of u, real

have derived

(6'),

(7'),

(8'),

u = iO.
Cor.

1.

The following finite products for sinpO and sinhpu

should be noticed


WALLIS'S

^ 6, 7
sin pO

2^-^ sin

=^

sin (O

THEOREM

am {d +

tt/p)

27r Ip)

851

...

sin{0 + p-l7rlp)
sinh pu

= {- 2^y "^

u sinh {u + tV/p) sinh (m +

sinli

sinh

2i7r/p)

{u+p l i-rr/p)

The first of these may be deduced from

sin pO - 2^~^ sin ^n (cos 6 cos.mr/p),

(6'),

{mr/2p + 0/2) sin

= 2^-^ sin eu

{2 sin

{mr/2p + 6/2) cos {p-nir/2p +

sin p6

= 2P-^

factors,

sin

6U

= 2^-^ sin 6

we

{2 sin

(16).
:

- 6/2)},

{2 sin

(w7r/2/j

as follows

= 2^-^ sin ^n

Hence, rearranging the

(15);
.

6/2)}.

get

{mr/2p + 6/2) cos {mr/2p +

sin {6

6/2)},

+ mr/p).

n=l

We may
Cor. 2.

deduce (16) from (15) by putting 6 = -iu.

Wallis's Theorem.

If in (14')

we put

= ^tt, we deduce

= |,rn(l-l/2V)

(17);

whence

2 = 173.375.

^2n-l){2n^l)'
2n

2 2 4 4

'

^^'

'

2n

/,_x
^^^^'

Vrrl"-2^^-2^i--'^^'^

This formula was given by Wallis in his Arithmetica Infinitorum,

of

IT

1656.

by means

of

It is

an

remarkable as the earliest expression

infinite series of rational operations.

publication probably led to the investigations

Newton, Gregory, and

7.]

others,

on the same subject.

Factorisation of cosp6, cos

the method of chap,

xii., 20,

6,

cosJipu, coshu.

1,

x^ + \= Jl(x'-2xcos^^^^^^^ + l)
Putting herein

Following

and using the roots of

can readily establish the following identity

n=l \

Its

of Brouncker,

Zp

x = \, we get
2 = 2^n(l-cos.(2;2-l)7r/2;?)
= 4Pn sin^ (2;^ - 1) iv/4,p

(1).

(2);
(3).

we

;;

INFINITE PRODUCTS FOR COS p6, COS 6

352

Hence, since

all

whence, putting

II {cc

1) irjip

+ x-^-2 cos (2w -

(4).

=I

(cos ^

cosj9^

- cos

-l^n (sin^. {2n

by means of

(7),

=n

(1

we

(3),

(271

(5)

1) 7r/2p)

(6)

- sin^ ^/2)

1) 7r/4^

(7).

derive

- sin^ ^/2/sin^ {2n -

putting djp in place of

(8),

1) 7rj2p)

x - Exp iO, we deduce

cos^^ = ^.2^U

From

(2?i

(1),

oF + x-^=

From

XXX

the sines are positive,

J2 = 2^ n sin
From

CH.

0,

1) 7r/4p)

(8).

we get

sin^^/2;?

cos
=i

For any

finite

sin^.

(9).

1) Tr/Ap)

sm\e/2p

^^

(2w - If tt^

sin^ (2w

Also the product

n we have

value of

p=oo

{2n

11 (1

1) 7r/4j9

4.6^l{2n

IYtt^)

is

(10).

absolutely con-

vergent.

Moreover,
sin.^/2/?
"*

S\\2p)
<2p

ei2p

>l +
so that

sin 0l2pl6l2p
.

by

(12);

\^l\2pj

can be brought as near to

1 as

we

please

sufficiently increasing p.

Also, since (2n

1) Tr/^p1f>^^,

we have, exactly

as in last

paragraph,

&m^{2n-l)7rl4p

i2n-l)^lip

We may,

therefore,

cos e

put jt?=

{1

^^^

oo in (9)

- 4^V(2w -

(13).

and we thus get

t
1)^71^}

(14).


INFINITE PRODUCTS FOR COSB. pu, COSH M

7,8

In like manner, putting

a;

cos\i

pu = 1

2^

(cosh

= e"'

in (5),

353

we get

w - cos (2n -

1) 7r/2/?)

(6')

n=l

- i 4^n

(sin'^

cosh pu = n (1 + sinh^

coshM=

We

n/Ap + sinh^ w/2)

1)

(7').

w/2/sin

(2n 1) Tr/Ap)

sm\iKul2p

(8').

U+ sin^(2w- l)7r/4^jj
rrTTf

,^,.

(9)^

=i

cosh M =

PC

(2n

(.

3 {1 + 4m7(27j - 1)'

(14').

TT^}

might, of course, derive the hyperbolic from the circular

formulae by putting $

= iu.

It is also important to observe that we might deduce (14)

from the corresponding result of last paragraph, as follows
:

From

and

(14')

(17) of last paragraph,

we have

^"^^=^ii^:i7k)4'
ll{2nr
/2w7r-2^

_2^
~
Hence, putting
cos(^-

^tt

in place of 0,

(2n-l)7r

we deduce

"~(2^n^l)^J'
- 1) tt) (1 - 2^/(2w +

(1

- 2e/7r) n

(1

- 2^/7r) (1 + 26/7r) (1 - 2^/37r) (1 + 2^/37r)

last

{(1

2ej(2}i

form the

and the order of

without risk of changing

them
them

1
*

n|

Written in this
convergent,

-^

2 mr + 2$

t(2w-l)7r'(2w+l)7rj

TT

its

infinite

value

as they stand in groups of

in pairs,

terms

its
;

product

may

is

finite

tt)},

only semi-

not be altered

we may, however,
any

1)

....

number.

associate

Taking

we have

cos ^

= (l-4^/7r2) (1-4^73^772)

.,

= n{l-467(2;i-l)V-=}.
8.]

which
c.

From

will
II.

the above results

we can deduce

several others

be useful presently.

23

354

VARIOUS INFINITE PRODUCTS

We

have, since

CH.

XXX

the products involved are absolutely

all

convergent,
sin {6

^
~

<^)

sine

i^

n{l-(g + <^)7y^V^}

n {1 - ^/wV^}

'

provided O + mr.

Hence, provided O^nir,

cos*H-sin*cote=(l4)n{l_^^:}
In like manner, starting with cos (6 + ^)/cos

6,

we deduce

cos*-s!n*tan<=n{l-4(-^^^-^,}
provided 9^^ (2n -

1)

(1).

(2),

tt.

Also, from the identity

sin

^ + sin

sin l((f>

sin^

we
1

+ 0) cos

|(<^ -

(9)
'

sin ^e cos I

derive

+ cosec

=
^

sin

<^

(-!)"{- ^4^}

(3).

provided 6=^mr.

great variety of other results of a similar character could

be deduced

but these will

suffice for

our purpose.

Before leaving the present subject,

9.]

it will

be instructive

to discuss an example which brings into prominence the necessity for

one of the least obvious of the conditions for the applicaGeneral Theorem of 5.

bility of the

We have,
apP

6 being neither

- 2xP cose +

The joth

nor a multiple of

roots of cos 6

+ i sin 6 are given by

co&.{2mr->f6)lp-\-i%m.i27nr + 6)lp,

The joth
sm{-0), by
cos

{2mr

roots

$)Ip

tt,

= {af- (cos ^ + i sin $)} {of - (cos - i sin 6)].

of

sin

n^O,

1,

cos^-zsin^, that

{2mr -

6)lp,

w = 0,

1,

is,

.,

of

.,

p-l

(1).

cos

{-0) + i

p-l

(2),

PRODUCT FOR COS

8, 9

Since

(2)

may

cos

(2n-ir

- 6)/p - cos

sin

(2w7r

- 6)Ip = - sin

366

- w) tt + 6]lp,

{2 (ja

COS

{2 {p

-n)7r +

6]lp,

be replaced by

co&.{2mr + 6)lp-i&m.{2mr +

We

(f)

n-0,

6)lp,

1,

p-1

.,

(2').

have, therefore,

ar?P-2A-Pcos^ + l

p-i

= {a^-2w cos

^/jt)

1)

Since cos (2w7r + ^)/p

.

odd, arrange
in pairs.
;B*a+2

(27r

^)/j9

1}

(3).

= cos .\1{p-n)Tt- 6]lp, we may,

if

be

the factors of the product on the right of (3)

all

Thus,

= 2^* +

if j9

-2^23+1 cos^ +

we have

1,

(^-2^cos.(2;^7r + ^)/(2g+l)+l)|
V=ilx(^-2a;cos.(2n7r-^)/(2^+ 1)4- 1)1

+l\h[

r;r'-2^cos

n {af - 2x cos

2^+1^

(4).

If

we now put x=\, we get

4 sm^ - =

4^+^ sin^

4g + 2m=il

If we divide both
we deduce

%m^
4g'

sides of (4)

by

+2

sin^

4g'

(5).
'

+ 2j\

and put x = Exp i4>,

x'^^'^,

2(cos(2g+l)<^-cos6)

= 2^+' {cos <^ - cos

6l{2q

1)}

n {cos ^ - cos

(^Imr

0)1{2q +

1)}

(6),

where the double sign indicates that there are two factors to be
taken.

Transforming
paragraphs,
cos

we

(6),

and using

(5), &c.,

just as in the previous

get, finally,

^ - cos Q

-28inH^ll -'-^5!iM4i2)|

fi

fi

sin^^/(4g + 2)

(7).

Since

nli^q,

limit of this last

(2w7r+6')/(4g'+ 2):}>(2g7r^)/(4^

when

g'= go is

\-k.

2)

and the

Hence, by taking q large

2) shall have for its

enough we can secure that i^mt 0)l{4.q +

232

PRODUCT FOR COSH U COS 6

356

upper limit a quantity which

we

please

(2w7r

less

than

and therefore

0)/(4g

We

2) shall

from

have

^-rr
.

by as Uttle as

{2mr + 6)l{iq + 2)/

for its lower limit a quantity not

q=

- cos ^ = 2

<^

sin^

|^

<x>

&c., in (7).

We

then get

S {1 - </.7{2w7r Of}

<^7^')

n=l

that
cos

XXX

"58.

may, therefore, put

cos

differs

(see 6) that sin

CH.

(8),

is,

^ - cos ^

.,3i'i.{i-i]{i-^-^}{:-^}...
Putting

ffi

= iu

in (8),

we deduce

cosh w -cos ^ = 2 sin^^^ (1 +

The formula
of

previous

=2

sin

u^jO'')

S {1 + u^l{2mT6)"]

(9).

might have been readily derived from those

by using the identity cos <^ cos 6
^{0-4) and proceeding as in the latter part

(8)

paragraphs

|(^ + ^)

sin

of 7.

Remark.

At

first sight, it

(3),

if we might have disand reasoned directly from

seems as

pensed with the transformation

(4)

thus
From (3) we deduce
p-i

2 (cosptji

- cos 0) = 2^ (cos ^ - cos

0/p)

U {cos ^ - cos

(2mr +

6)/p}.

71=1

Hence
cos (f>-cos6

Jsm
Put now jt?
cos

<^

,t/|l

g|j^.^/2^|^l^A^|l

sm\{2n7r + e)l2pi'
oo

&c.,

and we get

- cos ^ = 2 sin'' I ^ ( 1 - <t>y6^) fi

- <f>y(2mr + df},

This result

is

manifestly in contradiction with

the reasoning by which

it is

established

considered sufficient in such cases.

is

(8),

although

the same as that often

INSTANCE OF FALLACY

In

point

of

M=fi{n,

p)/fi{n)

limits, is

not

however,

fact,

must remain

the

finite

357

condition

of

that

5,

when w and p exceed

certain

satisfied.

In the present case the upper limit of {2mT + 0)/2p, namely,

{2(pl)-ir + 0}l2p, can be made to approach as near to tt as we

Hence

please.

M may become

in this case

We

infinite.

have,

in fact,
sm.{<l>l2p}l(<t>/2p)

Msin

we

hence, if

becomes

give

No

infinite.

{2mr + Q)\2p\{2mT +

therefore be assigned

finite

^)/2/>

\, and put p=
upper limit to the modulus

extreme value

its

co

M can

and the General Theorem of 5 cannot be

applied.

This

an instructive example of the danger of reasoning

is

rashly concerning the limits of infinite products.

Exercises XXII.
(1.)

If (1

= A + iB, then
+ ixja) (1 + ixlb) (1 + ixjc)
2 tan-i (xja) = tan-i (B/^).
.

S tan"' (2/n2)

Hence show that

dirji.

(Glaisher, Quart. Jour. Math., 1878.)

(2.)

Find the n roots of

n be an odd

^^

integer, find the

(3.)

If

x+

3,

(4.)

Solve completely

x+
a;"

n(7i-r-l){n-r-2)...{n-2r + l)
n

x+

g,

^_^^_

= 0.

roots of the equation

x+...-a.

j^

+ CjCOsaa;"-i + C2C08 2aa;"-2+

.+cosna = 0.
(Math. Trip., 1882.)

(5.)

The
.T

sin

roots of

nd - nOia;"-! sin {nd + <j>) +JJ^x'^-'^ sin (n^ + 20) -

are given by a;=sin(0

+ 0- /i;7r/n)cosec(^- fe7r/n), where

Oi-1).
If a = 7r/2p, prove the following relations
(6.)

= 2P-isin2asin4a.
1 = 2^-1 sin a sin 3o

jj

.sin(2jj-2)a;

sin {2p

1) a.

k = Q,

1,

.,

or

EXERCISES XXII

ass

= 2P-'co8acos2a.

CH.

XXX

.cos (p-l)a.

(7.)

v'j

(8.)

l = 2P-isin.a/2sin.3o/2.

.sm.(22)-l)a/2;

(11.)

= 2P-1 cos a/2 cos 3a/2 ... COS (2p - 1) a/2.

sin (2p-2a + 0);
sini) = 2P-isin^sin(2a + e)sin(4o + e).
sin (2^) - a + 0).
cospe = 2P-1 sin (a + ^) sin (3a + 6) sin {5a + 0).
tanp^ = tan0tan(tf + 2a). .tan(e + (2j)-2)a), where p is odd.
tan e tan (^+ 2a).. tan (^ + (2^ - 2) a) = - 1)^/2, where;) is even.

(12.)

Sliow that the modulus of

(0.)

(10.)

cos (^

+ i(p) cos

(61

+ i<p + ttIp)

.coB(0 + i(p

+ (p-l) irfp)

{coshj)0-cos(2)7r + 22)e)}/2P-J.

is

(13.)

If

^
8in2 -

n he

(14.)

(
^

even,

show that

9
^ ^
- )/22-2
cos - cos

Show

>

n<

Show

n(l + sec2"^) = tan2^/tan;

that

and evaluate
(15.)

+ (2)i-2)7r
+ 47r
+ 2ir

... cos
cos
n
n
n

'

that
Sr /,

0\

sine

flU-4sin''-J=cos6i;
and write down the corresponding formulae

for the hyperbolic functions.

(Laisant.)

na\
(16-)
-iFiT^ = n
^*+e'^''
e6+g-ec-a

c^-e"

^ i(b-c)x + ix^
|1
_
+ ^2^^ _ ^^, ^2 ^ (^ ^)2)j,

2x \

~V

coshy + co8hc _
^

'"'

+ cosh c

cosh y- cosh _

1-coshc
Binhy + sinhc
siuhc

"[^ "^

/i

(2n -

_y^\

^/^^y\^L^
c/

+ y'' )
+ c'l

.
'

l)-* TT^*

^ ii

cV

^(2n)2^2+(6-c)--iJ

2cjy

-"

4(?>-c)a; + 4a;n

"^b-cj^

chap, ix.):

Int. in Anal. Inf.,

Prove the following results (Euler,

^^cy + y ^ \
(2n)' t'+ c'i
7i-7r'*

'

(-);2c.V + y^ )

C''

sinhy-Binhc ^_/^_y\L^( -)"-^2cy + y 2|

sinhc

c/

n^ir^+c^

Write down the corresponding formulaa for the circular functions, and deduce
them by transformation from 9.

359

EXERCISES XXII

10
cos

^^^^

+ cos
+ cos^

{
cos^ + tani^Bin^ = n{(l + ^-4^ (^l-^^^-)|.
)
1

(19.)

~"r

((27i-l)7r&)2p

cos(g- 0)_
[/
cose
-^M\

^''"^

~V

sine

Show

(21.)

2^
(2-l)7r-2e;V^

27r-eyV

IV

5;/

20

\1

(2n-l)x + 2e;f
2)i7r

'

+ eyj"

that

cosh 2v - cos 2m = 2

cosh 2v

+ ^2) n

(!<2

j(!i![Jf)!+l'}

+ 4j;2}
^ (((2-l)7r2M)2
rr^'-^
t^^^
+ cos ^2m = 2n ^^
\
-

cosh2(i-cos2M = 4M^n

1)- TT^

(2j1

<

U+ n*4m^
(

.\

IT*)

cosh 2m + cos 2m = 211 {1 + y^z

(2n

2''u*
)
-^^
- 5Ti
1)* ir*)

(Schlomilch, Handh. d. Alg. Anal., chap,

Evaluate

(22.)'
^

n
1

If OT

(23.)

%^-\

]
\4n2-4tt + l/

= log (1 + ^2), show

xi.)

that

EXPANSION OF THE CIRCULAR AND HYPERBOLIC FUNCTIONS

IN AN INFINITE SERIES OF PARTIAL FRACTIONS.

By

10.]

we

have, provided ^

cos.#.-sin.#,tan =

Now,

n{l-4^-^^|^^,}

referring to 2, Cor. 2,

Un =

{2n

l)'7r2

+ 1 (2w - 1) tt,

46=

<^l

W\^'

'^

(1).

we have here
+4
{2n

- 1)^2 -

AO'

w,,

>
where
in (1)

=
may
0'

{2n

ly-r^

\6\, ^'

= ^

4.0'^

{2n -

1)'-^^

46''

It follows, therefore, that the

product

be expanded as an ascending series of powers of ^.


INFINITE SERIES OF PARTIAL FRACTIONS

360

Expanding

on the

also

left

of (1),

XXX

CH.

we have

l-|J + ...-tan^(<^-|-;4-...)

{{2m - IfTi^ - 4e^}{(2 - 1)^^

.

4^

(2).

Since the two series in (2) must be identical, we have, by

comparing the

This

coefficients of

which

series,

is

<f>,

analogous to the expansion of a rational

function in partial fractions obtained in chap,

convergent for

all

values of

except

be observed, however, that when

absolutely

viii., is

^tt, f7r, |7r,

...

It

between | (2w -

lies

1)

should
tt

and

^ (2n + 1) TT, the most important terms of the series are those in
the neighbourhood of the wth term, so that the convergence
diminishes as

We
2/{(2ra

may,

increases.
if

we

please,

decompose 80/{{2n l)V^-4^} into

1) tt + 20}, and write the series (3)

- 1) - 2^} - 2/{{2n TT

in the semi-convergent

tan=
TT

form

- 2^

Tr

+ 26

37r-26
"^

57r

In exactly the same way,

the following

Sir

+ 2$

- 2^ ~ 57r

/o'\

+ 2^

we deduce from

(1)

^'^''

"^

and

(3) of 8

Scot 6 =

-26'%^^-^^

(4),

or

6 cot

6=1

-6^

+
17

+6

2Tr-6

27r

+e

37r + ^
Zir-6 ^^irrh-'

(4),

;
.

INFINITE SERIES OF PARTIAL FRACTIONS

10

provided ^ 4=

27r, Stt,

tt,

361

and
e cosec 6

26'-

S-^7p"^!

(5),

or

a
p
6 cosec a

-^

Ti

7i

7r

+^

t:

7.

2ir-6

377

We
both

27r, Stt,

might derive

sides,

(4)

2Tr

"^

provided 6^7r,

Stt

+ ^

^^'^'

from

multiplying by

(3) by writing (Jtt-^) for 6 on

decomposing into a semi-convergent

6,

(3'), and then reassociating the terms in pairs

also
might be deduced from (3) and (4) by using the identity

form like
(5)

2 cosec 6

= tan ^6 +

When we

cot

1-9.

attempt to get a corresponding result for sec

the method employed above ceases to work so easily

result obtained is essentially different.

readily

cosec

by transformation from

.111

6=y:+

-6
7,

TT

2ir-6

+ e

If

(5').

6,

and the
We can reach it most
we put (5') into the form
;

2Tr

+
1

3ir-e
which we
of

may

sec 6

'

in place

we get

-^ +

ir-26

T7+26

377-26

377+26
2

"^

or, if

and then put ^ir-O

do, provided 6=0,

.22

6,

377

we combine the terms

where 6 4= ^77,

The

77, |77,

577

- 26

2
"^

577

+ 26

,.

^^'''

in pairs,

series (6), unlike its congeners (3), (4),

and

(5), is

only

362

INFINITE SERIES OP PARTIAL FRACTIONS

semi-convergent

for,

when n

is

very large,

We

but this
Cor.

This
of

4*^

6,

essentially different in

is

The sum of all

1.

series

sum

like

is

XXX
com-

1).

might, by pairing the terms differently, obtain an abso-

lutely convergent series for sec

of the

wth term

its

parable with the th term of the series 2l/(2w

CH.

21/{(2w

namely,

form from

the products two

1)271^

4^^! ^g (tan 6

21/{wV^ -

and

(3), (4),

and two of

(5).

the terms

-6)11280^; and the

(3-0^- 36 cot

fw

the series

may

be readily established by comparing the coefficients

in (2) above,

and

6''}

is

6)/S6\

in the corresponding formula derived from

(1).

Cor. 2.
The series Sl/{(27Z- If 7r2-4^'P converges to th^
value (0 tan' 6 -tan 6 + 6)164.0'; and 21/(^^^-67 to tlie value

{e^cose(f6

+ 6cot6-2)/A6\

Since the above series have been established for

all

values of

and imaginary, subject merely to the restriction that 6

shall not have a value which makes the function to be expanded
infinite, we may, if we choose, put 6 = ui. We thus get, inter alia,
6, real

tanh u = 8m21/{(2w - IfTt" +

4m=^}

(8)

WCOthM=l + 2w'2l/K7r2 + w2|

u cosech u=l- 2u^% ( sech

l)"-V{-7r2

w = 42 (-)""' (2w -

(9^

1) 7r/{(2w

u']

If-jr''

(10)

+ 4m^}

(1 1).

EXPRESSIONS FOR THE NUMBERS OF BERNOULLI AND EULER.

RADIUS OF CONVERGENCY FOR THE

TAN 6, COT 6, COSEC 6, AND SEC 6.

If |6|<7r, then

11.]

^ff^Kn^TT^

6^)

EXPANSIONS OF

every term of the infinite series

can be expanded in an absolutely convergent series

of ascending powers of 6.
Also, when all the powers of 6 are
replaced by their moduli, the series arising from \l{n^tr^ - 6^)
will

simply become l/lw^ir'

The double

scries

\6\^},

which

is positive,

since

|6|<'''".

EXPRESSION FOR BERNOULLI

10-12

XTi^'^^iiF^'^

?i

therefore

0-2^

we

have, by 10

'"IF^'' +

'

'

criterion,

Caiichy's

satisfies

according to powers of

'

Hence,

0.

l/P"*

1/2^'"

NUMBERS

and may be arranged

if

1/3'"*

(1),

(4),

=
Since o-2,(<o-2)

convergent so long

6cot 6 = 1-22^7(72^2-6^),

Now, by

363

(9),

'

l-2^(r2,6''"/7r2

(2).

certainly finite*, the series (2) will be

is

and no longer than, 6<7r,

as,

we have

6cot6=l-22=""56''"/(2w)!

(3),

provided Q be small enough.

The two

series (2)

and

(3)

have

2(2m)!(r2.

12.]

^ 2(2m)!

must be

Hence we

identical.

fill

6, we had
we should have

instead of using the expansion for 6 cot

If,

used in a similar way the expansion for tan

0,

arrived at the formula

2 (2w)!

Bm =

(1

1 1^"*

1/2^'") (27r)2

3-'"

*!

5-"'

v^/"

This last result

may

be deduced very readily from

indeed, merely the

first

step in a remarkable transformation of

the formula
o-

due

We

* It

may, in

by

1/2^'") a-2^

fact,

series

1/2'"* is to

deprive the series of

= 1 + 1/3' +

1/5"

be easily shown that L<x^^=l

we have the

Thus

2.
.

when m=Qo;

for,

by

inequality l/(2m-l)>l/22'"-fl/32' + l/42^

.>l/(2m-l)22-i, which shows that L(l/22t + 1/32'" + 1/42'"+. . .)=0,

chap. XXV., 25,

(r^m

it is,

observe that the result of multiplying

terms whose denominators are multiples of

(1

which depends on a transformation of the

(4),

to Eulert.

the convergent series

all

(4)

when

m = CO

t See liUrod. in Anal,

luj., g 283.

864

PROPERTIES OF BERNOULLI'S NUMBERS

XXX

CH.

we take the next prime, namely 3, and multiply

by 1-1/3^'", we shall deprive the series of all
terms involving multiples of 3 and so on. Thus we shall at
If

(1

1/2-"0 o-2

last arrive at the

(1

- 1/2^-)

where

(1

2, 3, 5,

p, and q

equation

1/3^-) (1

1/5^'")

...

(1

- llp'^) a^
= l + l/g^'+.

(6),

are the succession of natural primes

up to

We

the next prime to p.

may, of course, make q

as large as we please, and therefore l/g^'" +
(which is less
than the residue after the q 1th term of the convergent series
is

o-2m)

as small as
cr^

we

Hence

please.

1/(1 -

1/2^-) (1

- 1/3^') (1 -

1/5^'")

where the succession of primes continues to

Bm = 2 (2m)!/(27r)^' (1 - 1/2^"') (1 - 1/32"") (1 - 1/5^)

Bernoulli's

13.]

after B^;

and have

oo

Numbers are all positive;

for an upper limit.

That the numbers are

11 (4).

from (4)
we have

The latter part

by means of the

all

(7),

Hence

infinity.
.

(8).

they increase

positive is at once apparent from

may

of the corollary

also be

deduced

For

inequality of chap, xxv,, 25.

l/(2w-l)>l/2-'" + l/3''"+l/42'"+

> 1/(2ot - 1) 2-'"-^

(9).

Hence
g^+i ^ {2m +

2)

(2m +

(2m +

2)

(2m +

provided

hence

m>^(Tr^+\),

Bi<Bi<Bc<

follows from (9) that Lar^m

i/(2m)!/(27r)^'" is obviously infinite;

Cor.

1) 2'^'"+^}

Now Bi>Bi,
it

+ l/(2w +

-1

47r2

Hence Bm+i/Bm>l,
Again,

1) {1

(27r)^{l+l/(2m-l)}
(2m)''

^
w>3-16.

1) o-g^+a

(27r)V^

Br,

hence

when

LBm

that
.

is,

if

m = co,

and

is infinite.

Bm/{2m)l ultimately decreases in a geometrical pro-

gression having for its

common ratio

l/Ait^.

From which it follows

CONVERGENCE OF SERIES FOR TAN

12-14

that the series for tan

9,

6 cot

and

6,

6 cosec

9,

0,

365

&C,

given in

have

4,

respectively.
for their radii of convergence 9 = Jtt, tt and
Turning now to the secant series, we observe that
14.]
-n-

)"-'

42 ( -

(2w

1) 7r/{(2

- Ifn'' - A9^}

above way as

it

criterion, for,

although when

does not,

if

treated in the

stands, give a double series satisfying Cauchy's

|

we

< ^tt

the horizontal series are

by \9\, yet the sum

sums of the horizontal series, namely, 42 (-)"~^ (2n - 1) tt/
{(2w - 1)V- - 4 1^1^}, is only semi-convergent.
We can, however,
pair the positive and negative terms together, and deal with the

absolutely convergent after

replace 9

of the

form

series in the

(4n-3)7r
- 3)^2 - 4^2

42
.(4
,,

,.

tnat

7r2i

IS,

Since

{An-l)'n(An - If-n-^ - 4.9 }

(10),

(47^-3)(4;z-l)7r^ + 4^^
1(4^ _ 3)2^2 _ 4^2| 1(4,^ _

^^^2^2

.^^,

(H).

_ 4^2|

remains convergent when for 9 we substitute

(11)

we may expand each term of (10)

and rearrange the resulting double
powers of 9. In this way we get

1^1, it is clear that

cending powers of
according to
sec 6

=4

9,

J^ Ln?ii(4w-3)^+^ " (l^T^lT+^J J 1^^^

= 2

2^'+V2+,e2"'/7r2'"+i

r^m+i=^l/l^+'-l/S''^+'+ 1/5"-"'+'-.

Comparing (12) with the

3,

2 (2w)!

which

may

we

(13).

:S,Er9'"'/{2m)l,

see that

|p^ - 32^1 + 52^1+1 - ..

.j

(14),

be transformed into

= 2(2.)! (?)""/(! +
in the

'

series

sec9^1 +
obtained in

series

(12),

7n=0

where

in as-

same way as

^L-.)
3^-.) (1 - ^,1^) (1 .

before.

See again Euler, Introd. in Anal. Inf., % 284.

(15)*.

PROPERTIES OF EULER's NUMBERS

366
Cor.

Eulers numbers are

1.

they continually

all positive;

and have

increase in magnitude,

infinity

XXX

CH.

for their tqyper

limit.

For we have

l>T2m>l-l/3'"'+'

(16).

Hence

^ (2m +

Ern+i

2) (2m-

Em.

>
But

1) 4t+3

(2m + 2)(2m +

1)

(1

1/3'"'+')

this last constantly increases with m,

greater than

1,

from

we

(16),

when

m = l.

see

that

L (2m)\ (2/7r)2'+i = 00
Cor.

hence LEr^ =

ultimately

common

convergence of the secant series

15.]

"We have, by

_L 4.
"^

_!_
2^

4.

-
= j2m
+ 3-2.

+
-

,2m

_ T
+
3^

is

when

decreases

ratio is

and

Ei<E2<Ei<.

Hence
Xram+i

E,n/(2m)\

2.

progression whose

^2m

TT^T,2m+l

A/tt^.

W2

in

Hence

already

is
.

Also,

and

(,

geometrical

the radius

of

= ^tt.

11 (4),
"^

=
.

n\*'

TT^w

'

(2m)[

and hence
o- on,
2/

Tsr;
52

+
-

-^
.11
\^

2''V

r;(2w)!
7:z

^r

(2'--l)^^ ^,^
2

2m

J2TO

2^

3'"*

'

2'"/

(2);

(2?)!

(2w)!

(2'""-^-!)^^
(3).

(2m)!

Again, from (14) of last paragraph

I2HI+1

Q2m+1

nim+i
K2H-1

o2m+2/o,w,\f

The remarkable summations involved

discovered independently by

in the formula

John Bernoulli

Euler (Comm. Ac. Petrop., 1740).

2'^"'''^(27W)!

(see Op.,

(1), (2), (3)

t. iv.,

p. 10),

were

and by

SUMS OF CERTAIN SERIES

14-16

367

Inasmuch as we have independent means of calculating the

numbers Bm and Em, the above formulae enable us to sum the
various series involved.

It does not appear that the series 0-2^+1

can be expressed by means of

Bm

but Euler has

or Em',

culated (to 16 decimal places) the numerical values of

0-2^+1

cal-

in a

of cases, by means of Maclaurin's formula for approximate summation*. As the values of o-^ are often useful for

number

purposes of verification, we give here a few of Euler's results.

It

must not be forgotten that the formulae involving tt for o-^

when m is even but only approximations when

are accurate

is

odd.
0-2=

1-6449340668

0-3=

1-2020569031

0-4=

1-0823232337

= 7rV6.
= 7rY25-79436
= 7rV90.

0-5=1-0369277551

= 7r7295-1215

^6= 1-0173430620
1-0040773562

= 7r7945.
= 7rV2995-286
= 7r79450.

(r9= 1-0020083928

-'n-729749'35

0-^=1-0083492774
cr8=

EXPANSIONS OF THE LOGARITHMS OF THE

CIRCULAR FUNCTIONS.
16.]

From the

formulae of 6 and

7,

we

get,

by taking

logarithms,
log sin ^

log ^

+ i log (1 - ^YwV^),

= \og6- 2
since the

logarithms
If

o-g^e^^/wTT^

double series arising

is

from

(1),

the expansions of the

obviously convergent, provided |<9|<7r.

we express

0-2^

by means of

Bernoulli's numbers, (1)

may

be written
log sin ^

= log

- 5 22'-i562'7m

* Inst. Gale.
Diff.,

chap.

vi.

(2m)!

(1').


368

log cos

The
&c.

6*

THEOREM

STIRLING'S

The corresponding

CH.

XXX

formulae for cos 6 are

= - 2 (2='" - 1) cr2^^'"/?7r2'
= - 22^-^ (2^'" - 1) Br^e^"'/m (2m)\
tan

like formulse for log

9,

log cot

(2)
(2').

log sinh u, log cosh u,

6,

can be derived at once from the above.

If a table of the values of a-om or of B^. be not at hand, the

first

may

few

be obtained by expanding log (sin

log(l-^73! + ^Y^'

comparing

^Dtd

)>

For example, we

-2<r2m^^'"/w7r'^"*.

thus

0/0),

with

find

that

the

once

at

is,

series

that

Stirling's theorem.
Before leaving this part of the subject,

17.]

we

shall give

an elementary proof of a theorem of great practical importance

which was originally given by Stirling in his Methodus Differentialis (1730).

When n is very great, n\

or,

more accurately, when n

n\

approaches equality with J(2mr) (n/e)'^;

is

a large number, we have

[IjUn + 0}

J(27rn) {njeY exp

(1),

where - l/24'< ^ < l/24 {n-\).

Since log {w/(w - 1)}

We

(1

Ijn),

n-\

2n^

Zri^

4;i'*

= - log

'

can deprive this expansion of

- 1. We thus get
1
M
w
1
= 1 + -2 + -.Tn +
In - h) log
^/
12?r
I2n^
^n-1

we have
'

its

'

wzw'"

second term by multi-

plying by w
/

m+^ 7
2m {m +

iv
1)

m+

li"'

Hence, taking the exponential of both sides, and writing successively n, n-1, n-2,
., 2 in the resulting equation, we
.

deduce
/

n V-i

ijrri)

/,

='''^V-'i2^^-'m'-"-

m-l
"*

2w (tw +

1) "*

\
"^

'

'

7'

 16,

theorem

Stirling's

17

n-i y-'^-^

\n-2)

f
-e^^Pi^l

369

'^l2{n-lY'^12in-iy'^-

'

'

m-1 _

2m'(m+l)(n^T)"'
~

\n-s)

^""P

12{n-2y ^

"*"

12

{n-2y ^
m1

"^

'

'

'

2m(m+l){n-2y
/3\=^-*

/,

=^"p('"'i^^'-i2:33+...

(2)

m 1

+-

2m {m

3''

1)

=^^p(^'"n:2-^^i2:2^^---

(1)

m1

By

multiplying

all

w^~i

2m {m +

11

m1

S'm +

2m (m +
where S'n,= 1/2 +

1)

we get

these together,

l/S*"

+ 1/4 +

1)

(2),

+ 1/w

Now

By
l/{m -

S'm = S^- l/{n + ir

/Sf^= 1/2 + 1/3+

where

2)'

+ 1/w +

the inequality (6) of chap, xxv.,

1) M*"-^

1/(71
.

> 1/(71 + 1) + l/(w + 2) +

25,
.

ad

(3),

00.

we have

> l/(m - 1)

(w

l)'-i.

Hence
>S'

l/(7n

1)

(71

1)-^

>

/S",

>

S,r,

- l/{m -

1)

n^-\

Therefore

12'^^''l2'^^''

'"2^(^+1)'^'"^i^im-llSrr,

^2m{m+l)
^jJ^(m-l)Sr,
^2
c.

II.

m{m +

l)

,g
^2 fn{m

,g
^2

^^'

l)n"'-^
1

m {m

1)

(w

1)'"-^

24

^^^

STIRLING'S

370

Sm<lKm -

Since

THEOREM
2 {m -

the series

1),

verges to a finite limit which

is

CII.

1)

Snlm (m +

independent both of

XXX

1) con-

and of

Again,
^

111

7n{m + 1)m~^

2.3n

3.

(in

12n^

/a\

4.5n^

4:9V'

f,

?r

^Qn'^12n(n-1)
Also,

by

^'

(6),

l_^

.5/^1
7Vw2

L__

1)-'*

+ 1/(^ +

00

]^

'2^(^ +

1)'"

(w + i)(w+ ir^^

(^^l){-^-log(l-^0}

111

2.3

3 .in"

1^11^

^T

5n^

^6n

(8).

12^2

Combining

(2), (4), (5), (7),

and

(8),

we have

-^>^^pf-i+^?mi^rri)~r27r24(-i)l
<exp^ ]w t

+ |2
"*

^ (^ ^+
.

tT-

1)

tit-

12

o^T^^h

24wv

(^>'

(10).

n.

17

THEOREM

STIRLING'S

371

Hence, putting

C=exp{l-iS<??,:ii^f"|
so that

C is

(11).

numerical constant, we have

finite

!>&-,.- exp(i-^,)

(12),

<ft-VHexp(i.^-j^)
or,

(13);

since the exponential function is continuous,

w!

vfhere

= (7^-^^Hexp(^^ + ^)

(14),

-l/2Aii^<e<l/24tn{n-l).

Hence, putting w =

on both sides of

go

L7il

C may

The constant
the equation (11).

is,

P3^

Hence, using

(15),

(15).

^ J
{2n+lf~'

2^"(w!)*(2?^

{(l

l)
*

^
l/2)^'}2{l

'

l/2w}2'

e''*

C is

obviously positive,

C=V(27r)
this value of
n\

{(2w+l)!P

we get

^C^j.

Using

easily

6 (18).

'^^_P2T 2'''e-*^n*^+^2n + 1)
2
e-^-2(2w+l)^''+^

Therefore, since

may be

in fact, sJ{2Tr), as

2"'^(w!)^(2w+l)

2~

we have

be calculated numerically by means of

Its value

shown by using Wallis's Theorem,

Thus we have, when w = oo
TT

(14),

CLe'''n''+i

C in

= J{2Trn)

(14),

we

{n/efexi^

(16).

get finally

{l/Un + e}*

(17),

where -l/24w'<^<l/247i(w-l).
elementary proof that Ln\ = Ls/(2irn){nle)^ was given by Glaisher
In an addition by Cayley a demonstration of
the approximation (17) is also given but inasmuch as it assumes that series
*

An

(QiMrt. Jour. Math., 1878).

242

EXERCISES XXIII

372

By combining

Cor.

(11)

and

CH.

we deduce

(16),

that

l-^S
^^'"^^f'" = |log2 + Hog7r
^
2

where

>S',

^^(W+

= 1/2 + 1/3 +

1/4"'

XXX

(18),

1)

ad

oo

Exercises XXIII.

Show

(1.)

when

that,

|a;|>ir,

a;

cot

^o + S{Ba;~"+Ca;"); and determine the

where Tr<.x<2ir.

Show

(2.)

that the

sum

coefficients in the particular case

of the products r at a time of the squares of the

reciprocals of all the integral

when

can be expanded in the form

a;

numbers

+ l)!; and

is 7r2''/(2r

find the like

sum

the odd integers alone are considered.

Sum

(3.)

to

n terms

tan ^ + tan

(^

+ tt/ji) + tan (^ + 27r/H) +

7r/K) + tan2(^ + 27r/?j) +

tan2^ + tan2(e +

Sum

the following

(4.)
(5.)
(6.)
(7.)

(8.)

Show
(9.)

.;
.

+ a;2) + 1/(22 + .t2) + 1/(32 + a;2) ....

+ l/(x2-227r2)-.
l/x + l/(x-l)+l/(a; + l) + l/(a;-2) + l/(.r + 2) +
+ l/(2-^) +
1/(1 - e) + 1/(4 -e) + 1/(9 -e) +
1/1. 2 + 1/2. 4 + 1/3. 6 + 1/4. 8 +
1/(12

l/a;2-l/(a;2-7r-^)

that
(a-2-6)/6 = l/12. 2

+ 1/22. 3 + 1/32. 4 +

7r/8-l/3 = l/1.3.5-l/3.5.7 + l/5.7.9-.

(11.)

If fr (m)

is r,

show that

numbers, provided

in terms of Bernoulli's

and 2 ( - )"~^/r (n)/(2 -

vided r > 2m -

be an integral function of n whose degree

2/r ('*)/(2 - 1)^ can be expressed

-2

(10.)

r t> 2m

in terms of Euler's numbers, pro-

l)2"+i

1.

In particular, show that

1

3;+
(12.)

Show

+2
54

+2+3

74

_^/^i_:^\

'-64

1,

12y*

that
Sl/(?i7r

+ ^)2 = cosec2tf;

00

n=0

being included

Hinir + ^)*= cosec*^ - ^ cosec2^,

among

of the form of 1/2"* + 1/3"* +

the values to be given to n.

(Wolstenholme.)

can be expanded in powers of 1/m, it cannot

be said to be elementary. The proofs usually given by means of the Maclaurin-sum-formula are unsatisfactory, for they depend on the use of a series
which does not in general converge when continued to infinity, and which can
only be used in conjunction with its residue. See Raabe, Crelle's Jour., xxv.
.

'

,j

EXERCISES XXIII

18

17,

'

_ VsJ'i sinh vx^2 + sin

xn* + x*~ 4x^ cosh

"

trXiJ2

373

irx^2 _

- cos irx^2

2x*

(Math. Trip., 1888.)

Show

(14.)

that
1

1^

TT^

=i{(2n)2-(2m-l)2}2

16 (2m -1)2

=i { (2n - 1)2 - (2m)2}

64m2

2(2i-l)*'

Also that the sum of the reciprocals of the squares of all possible differences between the square of any even and the square of any odd number is
ir*/384.

If2?<n, show that

(15.)

cosP^

1 "^1

COS nd

n r=o

Show

(16.)

S
n=i

-Itan-i
I

- cos

cos

cos . P(2r +

1) 7r /2rt

(2r + 1) 7r/2n

that

V
tan-1

(2r + 1) 7r/2n

sin

"^

-^tan-i

n=i

tau-^

nir-u

nir

+ uj

= tan-i (tanh v cot u)''

^

W - 1^"~^ (2n-l)7r + ^
2M)

j^
^Y
(2n-l)7r-2u

r;

7;i

= ta^^"^ (tai^li

'^

tan )
'

(Schlomilch, Handb. d, Alg. Anal., cap.

(17.)

If

X(x) = xn{l-(x/7ia)2},

= n{l-(2x/27i-la)2},

/i(a;)

xi.)

express

X(a5+o/2) in terms ot n(x), and also iJi,{x + al2) in terms of X(a;).

Hence evaluate i 1.3.5 .. . (2m-l)V(2ni + l)/2m!.
(Math. Trip., 1882.)
(18. )

Show

(19.)

Show

that, if r be a positive integer,

.('-T(-r---('-'-^)"'"'='-that
/

(20. )

If n, p,

X be

all integers,

+ a:)(2 + a;)

REVERSION OF SERIES

'^

prove

{n + x){n-^x + \)
(l

(n+p + x-1)
(p + x)

EXPANSION

OF AN ALGEBRAIC

FUNCTION.
18.]

The

subject which

we propose

to discuss in this

the following paragraphs originated, like so

of

modern

tract

analysis, in the

many

and

other branches

works of Newton, more especially in his

De Anahjsi per ^quationes Numero Terminwum Infinitas.

STATEMENT OF EXPANSION PROBLEM

374

XXX

CH.

Let us consider the function

%{m,

n)af^y'^^{l,

where the indices

Q)x+{0, l)y + (2, 0)^^+(l, \)xy+{Q, 2)f+.

and n are positive

symbol (m, n) to denote the

We

a constant.
but the

integers,

.,

and we use

tl\e

coefficient of ofy^, so that {m, n) is

suppose the absolute term

coefficients (1, 0) (0, 1) are to

(0,

0) to be zero

be different from zero.

The rest of the coefficients may or may not be zero but, if the
number of terms be infinite, we suppose the double series to be
absolutely convergent when ^r = ^^ = l*.
From this it follows
that the coefficient (w, n) must become infinitely small when m
;

and n become

infinitely great

so that a positive quantity

in all cases be assigned such that

|

assign to

and

(m, n) x^'if'

such that

is

ic
I

we

It also follows (see chap, xxvi., 37) that

n.

absolutely convergent for all values of

;t> 1,

\ can

{m, n)\1^X whatever values

2/

;:}>

a;

and

3/

1.

We propose to show tJiat one value, and only one value, of y as

a function of x can be found which has the following properties:

expansible in a convergent series of integral powers of

y
for all values of x lying within limits which are not infinitely
1.

is

narrow.
2.

y has

3.

y mahes

the initial value

when x =

Q.

the equation

:^{m, n)x'^y'^ =

an

(1)

intelligible identity.

for a moment that a convergent series for

y
demanded can be found. Its absolute term must
vanish by condition 2.
Hence the series will be of the form

Let us assume

of the kind

y = biX +

bnar

-^-b-iX^

(2).

In order that this value of y may make (1) an intelligible

identity, it must be possible to find a value oi x<\ such that
The series (1), when transformed by
(2) gives a value of y<l.

means of

(2),

will

then satisfy Cauchy's criterion, and

arranged according to powers of x.

All that

is

may

be

further necessary

* The more general case, when the series is convergent so long as x > o
and \y\>p, can easily be brought under the above by a simple transforma|

tion.

GENERAL EXPANSION THEOREM

18

375

to satisfy condition 3 is simply that the coefficients of all the

powers of
It

1) = -

(0,

shall vanish.

be convenient for what

will

generality),

follows

and then put

+ {(0,
+

n)

n)x +

(1,

(2, n) a^

that

loss

of

the form

(1) into

y = {(1, 0)x + {2,0)x' + {S,0)a^ +

+ {(1, l)a; + (2, l)aP + {S, 1)^ +
2) + (1, 2)a; + (2, 2) x" + {3, 2) or" +

{(0,

assume

to

we may obviously do without

(which

n)x^ +

(3,

(3).

Using

+ {(0,

we get

(2),

= {(1, 0)^ + (2, 0)ir^ + (3, 0)V +

+ {{l,l)x+{2,l)a^ + {3, l)a? +
2) + (1, 2)x + (2, 2)a^ + (3, 2)a? +

+ {(0,w)+ {l,n)x + {2,n)iu^ + {3,n)x'-^.

,\{hi+hiX+h3x'^+.

.]{h^+h^x+b.iX'+.

.}V
.fx""

(4).

Hence, equating

coefficients,

we have

&i=(l,0),
&2=(2, 0) +

(l,

1)6,

+(0, 2)^>l^

(l,

1)62

+(2, l)&i

+(l,2)^>i+2(0,2)JA +

(1, l)&-i

+ (2,

>3=(3, 0)

^'^

{n, 0)

1) hn-^

(0, 3)6x,

(0,

w) &i"
(5).

Here

important to notice that each equation assigns one

it is

of the coefficients as an integral function of all the preceding

coefficients.

Hence, since the

one value for

There

is

&i,

all

first

equation gives one and only

the coefficients are uniquely determined.

therefore only one value of y,

In order to show that (5) really

if

affi)rds

any.

a solution, we have to

show that for a value of x whose modulus is small enough, but

not infinitely small, the conditions for the absolute convergency
have the values
of (2) and (4) are satisfied when hi, 62,

assigned by

(5).

GENERAL EXPANSION THEOREM

376

CH.

XXX

This, following a method invented by Cauchy, we may show

by considering a particular case. The moduli of the coefficients
of the series (3) have, as we have seen, a finite upper limit X.

Suppose that in
that

a^

the coefficients are replaced by

(3) all

+ X.{x + aP + a^ +
+ X{1 + x + a^ + x^ +

and

A,

Then we have

has a positive real value <1.

]y

]y^
(6).

This series
can, in fact,

convergent so long as a;<l and |2/|<1.

It
be summed for, adding k + \y to both sides, we get
is

(l+X)y + X=^Xl{l-x){l-y),
that

is,

(1

X)y'^

-y + Xa;/(l

-ic)

0.

Hence, remembering that the value of y with which we are

concerned vanishes when a; = 0, we have

y=[l-J{l- U (1
Now, provided 4X (1 +

X) w/{l

X) a;/(l

- x)}]l2

-a;)<l, that

(X

is,

a;<l/{2X + If,

1)

(7).

the right-hand side of (7) can be expanded in an absolutely con-

vergent series of integral powers of

vanishes.

Also,

(7) is positive
is

a;,

the absolute term in which

when ^<l/(2X+l)^ the value

and

< 1,

of

given by

therefore the absolute convergency of (6)

assured.
It follows that the

problem we are considering can be solved

in the present particular case.

this case

If

we denote the

series for

in

by

y=

G-^x

+ C^a^ + C^x^ +

then the equations for determining

found by putting

(1, 0)

= (2,

0)

= (1,

1)

(8),

Co,

(7i,

Cs,

=A

will

be

in (5), namely,

c,=x,

Cn = X(l + Cn., + Cn-. +

+ C^%
(9);

from which
positive.

it

is

seen that Ci, C^, C^,

are all real

and

;
;;

GENERAL EXPANSION THEOREM

18

Returning now to the system

we

attaching dashes,

than

have, since

(5),

and denoting moduli by

&c., are all less

(1, 0)', (2, 0)',

X,

l)V + (0, 2)'W'<X{1 +

&2>(2,

0)'

h'XS,

0)'+(l, l)'6,'+(2, 1)'^'/+(1,

377

(l,

Hence the moduli of the

moduli in the

series (8),

C^

+ C^')<C

2)V+2(0, 2yWW+{0, 3)V,

y

coefficients in (2) are less

which

known

is

(10).

than the

to be absolutely con-

It therefore follows that the series (2) will certainly be

vergent.

absolutely convergent, provided \a;\< 1/(2A +

1)^.

show that x may be so chosen (and yet

not infinitely small) that y as given by (2) shall be such that
y'<l. We have
It only remains to

i/'<bia;'

b2a;"^

b3'a;'^

.,

<Cia;'+C2x'^+Csa:'' +

.,

<[\-J{l-AX{l+X)x'l{l-x')]]l2{X+l)

Now

the right-hand side of (11)

x'<ll{2k + l)\

If,

therefore,

convergency of the double series

and

(2) will convert (1) into

We

an

is

less

< 1/(2X

(3)

-t-

than
1)"^

1,

the

or (4) will be

(11).

provided
absolute

assured

intelligible identity.

have thus completely established that one and only one

value of y expansible within certain limits as a convergent series

of integral powers of w can be found to satisfy the equation (1)

and the

like follows for

as regards y.

The functions of x and y

thus determined, being representable by power-series, are of course

The

continuous.

limits assigned in the course of the demonstra-

tion for the admissibility of the solution are merely lower limits

and it is easy to see that the solution is valid so long as (2) itself
and the double series into which it converts the left-hand side of
remain absolutely convergent.
It should be remarked that we have not shown that no other
power-series whose absolute term does not vanish can be found to
satisfy (1)
nor have we shown that no other function having
(1)

zero initial value, but not expansible in integral powers of x, can


REVERSION OF SERIES

378
be found to satisfy

We

(1).

The problem

19.]

called is as follows

XXX

shall settle these questions presently

in the case where the series

CH.

{m, n)

x^y^ terminates.

of the Reversion of Series properly so

Given the equation

x^aa + aray'^ + ara+iy'^^^ +

where

ttm

+ O,

may

hut Uq

may

or

(1),

not be zero,

and

series

tJie

convergent so long as
is absolutely
m y^ + (f"m-\ 'iT"^^ +
\y\^ a fixed positive quantity p, to find a convergent expansion,
or convergent expansions, for y in ascending powers of x-a^.
.

Let t denote {{x-a^jar,^'^'^, that is, the principal value of

the mth root of {x-a^jam, and w^ a primitive mi\x root of
unity,

then (1) is equivalent to

is a type

following

equations of which the

-mn=y(i-^f^y^'^f^..T
Now, the

series inside the bracket in

convergent for

all

values of

y such that

being absolutely

(2)

l^/l^^p, it follows

we

the binomial theorem combined with 1 that

within certain limits,

(2).

from

by taking y
expand the right-hand side of (2) in an

ascending series of powers of

We

y.

thus get, say,

-i>>ra'^+y+C,f+G,f +
It follows, therefore,

can,

.=0

(3).

from the general theorem of last para-

graph that we have, provided

does not exceed a certain

limit,

y=b^<oji+ho>^^e+bs<^j'-e+.

We
bi,

bz,

of course,

have,
bs,

values 0,

1,

will be

2,

Each of these

. ,

such results,

tJie

(w -

solutions

(4).

in which the

coefficients

same, hut r will have the different

1).
is,

by chap, xxvi.,

19,

a continuous

we cause x to circulate about a^ in Argand's

Diagram, the m branches of y will pass continuously into each
The
other; and after m revolutions the branches will recur.
point tto is therefore a Branch Point of the wth order for the

function of x.

function

y,

chap. XXIX.,

If

just as the point

5,

6.

is

for

the function

w^-"*

in

EXAMPLES OF EEVERSION

18-20
In

Cor.

379

m l,

where ao = Oj

the particular case

we

get the

single solution

y-=hiX + h2CC^ + ha^ +

To

Example.

Let

= l + x,

(5).

reverse the series

= l + 2//l!+2/2/21 + 2/3/3! +

(6).

then we have

Hence, provided

\x\

lie

within certain limits, we must have by the

general theorem

y = bj^x +

Knowing the

b^x'^

+ bgx^ +

(8).

existence of the convergent expansion

(8),

we may determine

the coeflBcients as follows.

Give y a small increment

(7), we have

k,

and

{y

+ kf-y^

let

the corresponding increment of

a;

be

ft;

then, from

n- {y +

k)-y

jj

(y

+
,

+ lcf-y^
,

3!

2!

Hence, since L{{y + k)'^-y^}lk = ny"'-'^ when k = 0, and since, owing to

the continuity of the series as a function of y, h = when fc = 0, we have

^fc-^ + l] +
=l+x
Again, from

(8),

we have,

2'!

(9).

in like manner,

Z,^ = 6i + 262a; + 3&3a;2+.

Combining

(9)

and

(10),

61

(10).

we have

+ 262X + 363x2 +

= l/(l + x),
= l-x + x'^ -

We must therefore have

61

= 1, &2=-l/2,

63

= 1/3

Therefore

It

which

x'

x*

("^

must be remembered that

is

(11) gives only that branch of the function y

expansible in powers oi z-1 and which vanishes when 2 = 1.

We

have, in fact, merely given another investigation of the expansion of the

principal value of log 2.
20.]

Expansions of

the various branches

of an Algebraic

Function.

The equation

{m, n) ^'"v/"

(0,

0)

(1),

DEFINITION OF ALGEBRAICAL FUNCTION

380
where
of

a;

tJie

cm the

series

left

XXX

terminates, gives for any assigned value

a finite number of values of

involved be the wth,

CH.

we might,

If the highest

y.

power of y

in fact, write the equation in the

form

A^y' +
where A^, A^,

we

give to

from chap,
of y, say

.,

x any
h,

An

are

all

that
.,

+ h, b2 + k2,
of y which will

(2),
If,

it

then,

follows

we get from (2) n corresponding values

If we change a; into a value a + h

bn.

differing slightly from a, then bi,

bi

+ ^12/ + ^0 =

integral functions of ^.

particular value, a, real or complex,

xii., 23,
bi,

J.-,y^-^

.,bn + kn; that

h,
is

b^ will change into

.,

to say,

we

shall get

n values

in general be ditferent from the former set.

We

may therefore say that (2) defines y as an w-valued function of

X and we call y when so determined an algebraic function of x.
;

Since every equation of the form y = F{x), where F{x) is an

ordinary synthetic irrational algebraic function (as defined in
chap. XIV.,

1),

can be rationalised,

irrational algebraic function is a

as

now

defined.

it

follows that every ordinary

branch of an algebraic function

Since, however, integral equations whose degree

above the 4th cannot in general be formally solved by means

of radicals, it does not follow, conversely, that every algebraic

is

function

is

expressible as

an ordinary synthetic

irrational alge-

braic function.

In what follows we assume that the equation (2) contains (so

X and y are not specialised) no factor involving x alone

long as
or

alone.

We

the equation
root in

whose

is

also suppose that, so long as

is

not assigned,

Irreducible, that is to say, that it has not a

common with an

integral equation of lower degree in

coefficients are integral functions of x.

If this

were

factor could (by the process for obtaining the G.C.M. of

so,

y
a

two

integral functions) be found having for its coefficients integral

functions of x, and the roots of the equation formed by equating

would be the common root or roots in question.

Therefore the equation (2) could be broken up into two integral
equations in 3/ whose coefficients would be integral functions of a?;

this factor to

and each of these would define a separate algebraic function of x.

The condition of irreducibility involves that (2) cannot have

SINGULAR POINTS

20

two or more of
had,

^2,

2/i,

say,
'

equal for

all

values of x.

denoting

then,

roots,

For,

the

all

if (2)

by

roots

Vn, the equation

',

its roots

equal

381

'^iy-yi){y-y-^

{y-?/s-i)(y-?/s+i)

(y-i/n)^o

(3)

would have r-1 roots in common with (2), for r - 1 equal

factors would occur in each of the terms comprehended by 2.
Now the coefficients of (3) are symmetric functions of the roots
of (2)
therefore (3) could be exhibited as an equation whose
coefficients are integral functions of-4o, ^i,
-, An, and thereHence (2) would be reducible,
fore integral functions of w*.
;

which

is

supposed not to be the

is,

case.

be carefully noticed that irreducibility in

It must, however,

general (that

so long as

not specialised) does not exclude

a; is

In

reducibility or multiplicity of roots for particular values of x.

fact,

of

we can
for

in general

which

other words,

and

(2)

it

may have

(3)

may happen

it

common ; but

in

determine a number of particular values

a root in

common t.

In

n branches of y have points

cannot happen that any two of the n branches
that the

wholly coincide.

When,
a

for

x = a,

the n values

(or its representative point in

ordinary point of the function

If

fti

= ^2 =

= br, each =b,

bi, b2,

6^ are all different,

.,

an Argand-diagram)

i/,

and

say,

6i, 62,

then a

is

.,

is called

an

6 single values.

called

an r-ple point

of the function, and b an r-ple value.

For every value of a; (zero point) which makes Ao =

0,

one

branch of y has a zero value ; for every value of a; (double zero

and -4i = 0, two branches have a zero
point) which makes ^o =
value

and so

on.

These are called

single, double,

zero

values.

of

For every value of x (pole) which makes ^^ = 0, one branch

y has an infinite value for every value of x (double pole)
;

which makes

An =

and

An-i.

= 0, two branches have an

* See chap, xviii. , 4.

t These are the values of x for which

and

n^2/-i

have a root iu common.

+ (w-l)^_i2/"-- +

.+^i =

infinite

EXPANSION AT AN ORDINARY POINT

382

value; and so on.

These

may be

XXX

CH.

called single, double,

.,

wfinities of the function.

The main object of what follows is to show that every branch

of an algebraic function is {within certain limits), in the neighbourhood of every point, expansible in an ascending or descending
power

series

branch

of a particular kind; and thus

except at

is,

a pole, continuous for

show that every

to

all finite values

of x.

If at the point x = a, the algebraic function y has a

single value y = b, then y-b is, within certain limits, expansible
in an absolutely convergent series of the form
21.]

y-b=^Ci{x-a) + C2{x-aY+Cs{x-ay +
(4).
Let x = a + $, y = b + i], then the equation (1) becomes, after
.

rearrangement,
0)

(0,

Since y

l)77

+ (2, 0)^^ + &c. =

(5).

=b

follows that

value for

+ (l, 0)^+(0,

r].

is a single root of (1) corresponding to x = a, it

when ^=0 (5) must give one and only one zero
Therefore we must have (0, 0) = and (0, 1) + 0.

It follows,

from the general theorem of

18, that within

certain limits the following convergent expansion,

= C^$+C,e+Cd' +

and no other of the kind

y=

.,

will satisfy the equation (5)

+ Ci{x-a) +

C2{x-af+Cs{x-ay +

that
.

is,

(6)

will satisfy (1).

The function y determined by

a?
I

involved

is
;

less

and

(6) is

continuous so long as

than the radius of convergency of the

it

has the value y

series

= b when x = a.

we suppose all the values of y, say bi,b2,

., bn, corre = a to be single, then we shall get in this way for
each one of them a value of the function y of the form (6).
Hence we infer that
Cor. So long as no two of the branches of an algebraic function
have a point in common, each branch is a continuous function of x
and the increment of y at any point of a particular branch is exIf

sponding to

EXPANSION AT A MULTIPLE POINT

20-22

an ascending

pansible in

increment of

not exceed

a;

of positive integral powers of the

modulus of the increment of x does

series

so long as the

certain finite value.

We

22.]

383

proceed to discuss the modification to which the

conclusions of last paragraph are subject

point of the function

when ^ = a

a multiple

is

y.

We shall prove that for every multiple point of the qth order, to
which corresponds a q-ple value y = h, we can find q different convergent expansions for

rform a

exponents

y of the form y = h-^%Cr{x- aY, where

series

keep the thread of the

It will probably help the reader to

somewhat

the

of increasing positive rational numbers.

delicate analysis that follows if

we premise the

follow-

ing remarks regarding expansibility in ascending power-series

in general
If

be expansible in an absolutely convergent ascending

t)

powers of

series of positive

^=

where

oi, aj,

C^^o.,

of the form

^,

C;^a.+a,

C^i'^,^''^-'-,

n^^^'iCi +

rj^

yii),

= t^{C, +

establish a series

Vs),

Vn-l^^'^HC'n

where
are

all

i/i,

v^,

'

'

Vn all vanish

independent of

$,

and

C^L-nli'^^, C^^Lr^.li'^^,
Conversely, if

the form (B), and

.,

.,

+ Vn)

Ci, C2,

from zero

(B),
.

.,

Cn

and

C = i:%_,/^' when ^ = 0.

we can establish a series of transformations of

if we can show that yjn is expansible in a series

of ascending positive powers of

is

when ^=0;

all different

(A),

v^^i^'iCs +

rj2),

we can

are all positive, then

of transformations of the following kind

^, it

will obviously follow that

r]

expansible in the form (A).

Let now y = 6 be a g-ple value of y corresponding to x = a,

and put as before x = a + ^, y = b + y], then the equation (1)
becomes

% {m,

n)

e't =

(7).

EFFECTIVE GROUP OF TERMS

384

CH.

XXX

Since q values of y become b when x-a, q values of 17 must

when ^ = 0. Hence the lowest power of 77 in (7)
become

which

7],

not multiplied by a power of ^ must be

is

There

yf.

power of $ which is not multiplied by a power of

otherwise (7) would be divisible in general by some power of

must

also be a

which

17,

is

impossible since (1)

such power of t be

Let the lowest

irreducible.

is

|^.

Put now
^=

and

let

IMCi + 770 = ^"^

Ci=-Lv = Lr]/i^

both ways* when ^ =

is finite

The equation

such that

A.

0.

(7) gives

^(ot, w)^+^"'''

Now

(8),

us seek to determine a positive value of

(9).

which are

(9) will furnish values of v

finite

both ways when

1=0, provided we can so determine A that at least two terms of

are of the same positive degree in $, and lower in degree

(9)

than

the other terms.

all

Assume

we can

for the present that

find a value of

for

which a group of r terms has the character in question, so that

8

= mi +

Xni

= m2 + ^n2 =

iii^n^^

where

:|>

.^mr + ^rir
w^

X = (twi - mr)/{nr - Wi) = g/h,

and
where g

is

prime to
8

(10),

say,

(11),

h,

- {mji +

nxg)lh.

when ^ = 0, and dividing

Then, putting ^i = ^^'\t so that 4 =
''+!',
|^%
of
the form
equation
deduce
an
we
out
</>

(4

V)

4 + (^r,

nr) V'r

{mr-i, Wr-l) ^"'-^

(w2i

Wj) V"l

(12),

where <^ (li, v) is an integral function of ^ and v.

For our present purpose we are concerned only with those

* That

is,

hth root of

^.

a useful phrase of De Morgan's,

our purpose to take the principal value merely of the

neither zero nor infinite

It is sufficient for

EFFECTIVE GROUP OF TERMS

22

whose

roots of (12)

evidently

(wr

rir

rir)

"'--"i

both ways.

initial values are finite

- n^ such

roots,

+ {rrir-u

and

385
There are

their initial values are given

nr-i) v'^r-i-H

(7^^J,

by

m) =
(13).

If the roots of (13) are all different, then

we

get

rir

ni

trans-

formations of the form (8) ; and the corresponding values of v,

that is, of Ci + 771, are given by the algebraical equation (12).

Moreover, since

each value of

all

-rji

we

the values of v are single,

shall get for

an expansion of the form

= d^^'i'' + d^e^^ +
and each of these

will give for

r]

(14);

a corresponding expansion of

the form

^=

Ci^'/*

+ <?i^(''+i)/'' +

(?2^(''+2)/n.

If a group of the roots of (13) be

(14').

equal, then

we must

proceed by means of a second transformation,

Vl

= ^l''{C2 + V2)

(15),

to separate those roots of (12) which have equal values.

next step succeeds in

finally separating

aU the

If the

initial values,

then we have for each of the group of equal roots of (13) two
transformations (8) and (15), and finally an expansion like (14'),
the result being the final separation of

all the iir-ni roots of

with convergent expansions for each of them.

(12),

Moreover, we must in every case be able, by means of a

finite

number

of transformations like (8) and (15), to separate

we should have two branches of y

any order of approximation, which is impossible,

the initial values, otherwise

coincident

up

to

since (1) is irreducible.

The

indices in the series (14')

may

be

partly or wholly fractional (see Examples 2

all integral

and

or else

1 below).

In the former case the corresponding branch of the function

7]

is

is

single-valued in the neighbourhood of

to say, if
c.

II.

we cause i

tlie

point ^ =

to circulate about the point $ =

25

that

and


386

NEWTON'S PARALLELOGRAM

return to

we

its original position,

17

CH.

XXX

returns to the value with which

started.

some or

If

all

of the indices be fractional, the series will take

the form
rj

where one at

c,t'^ +

The function

terms.

c^m + Csiy'^ +

least of the fractions a/q, ^/q,

is

77

(14"),

at

is

its

lowest

then ^'-valued and the series (14")

as in 19 lead to a c^/cle, as it is called, of q branches

which pass continuously into each other when i is made to
circulate q times round ^ = 0.
At any multiple point there
may be one or more such cycles and for each of them the
will

point

said to be a branch point of the qth order, q being the

is

number of branches belonging

to the cycle.

now remains is to show that we can in all cases

a number of groups of terms satisfying the conditions (10)
sufficient to give us q expansions corresponding to the q branches
All that

select

which meet at the q-p\e point a; = a.

The best way, both in theory and in practice, of settling this
point is to use Newton's Parallelogram, which is constructed as
follows

the

Let OX and OF

first

quadrant of which

(Fig. 1)
is

for convenience in plotting points

integers.

point

For each term {m, n)

K {degree-point)

whose co-ordinates are positive

we plot a
whose co-ordinates are 0M= m,
n.
be drawn so that cot KPO = k, then
i'^rf in equation (7)

MK-

We observe that, if KF
OP = 0M+ MP = m + nX.

Hence

OP is

the degree in i of the

which corresponds to (m, n) i'^r]\

any group of terms whose degree-points

term in
select

be a pair of rectangular axes,

ruled into squares (or rectangles)

(9)

line A, these will all

intercept of

therefore,

If,

have the same degree in

on OJT.

we

on a straight

lie
^,

namely, the

The necessary and sufficient conditions, therefore, that a

group of two or more terms furnish the initial values of a group
of expansions, let us say be an effective group, are
;

1.

That the

line

containing the degree-points shall cut

OX to the right of 0, and Y above

positive.

0.

This secures that X be

NEWTON S PARALLELOGRAM

22
That

2.

side of
(9)

all

the other degree-points shall

This secures that

to the origin.

all

387

lie

on the opposite

the other terms in

be of higher degree in i than those of the selected group.

X,

Y,

^ ^ f.

>t

V,

/F

\,

s
\

\ p^.

s
S

vj

Nc ^

>^i

>

r.1

fs

-~
c

x,i

H \,

^
\

K\

^s

'

^1 ^
h

v^

Yl

Fig.

We
groups

have thus the following rule for selecting the

effective

Let
i and

1.

rj

and

E be the

alone, so that

degree-points of the terms that contain

OA^p, OE=q.

coinciding originally with

centre until
If it passes

them taken

it

AX^,

Let a radius vector,

turn clock-wise about

as

passes through another of the degree-points B.

through others at the same time as B, let the last of

in order from A be 0.
Next, let the radius turn

about C as centre in the same direction as before, until it passes

through another point or points, and let the last of this group
taken in order from G be D. Then let the radius turn about

252

EXAMPLE OF EXPANSION

388
and

so on, until at last it passes through

of which

is

the

XXX

CH.

E, or through a group

last.

We thus form a broken line convex towards 0, beginning at

and ending at E, every part of which contains a group of
degree-points the terms corresponding to which satisfy the

conditions (10).

Now
group

the degree of the equation (13) corresponding to any

is the difference between the degrees of -q in the first

CD

and

last

CD

on

F is

terms

OY.

C and

OE, that

the groups

The sum
is

but this difference

to say,

AC, CD,

the projection of

is

of all the projections oi

Hence we

q.

AG, CD,

shall get,

&c., q different expansions for

&c.,

on

by taking

all

3/

correspond-

ing to the q different branches that meet at the multiple point

a;

= a.

Each one of these has the same

rational powers of

Example
7]

initial

value

b,

and each

represented by a separate expansion in positive ascending

is

1.

a;

-a.

To separate the branches

of the function

17

at the point

^=0,

being determined by

+ Hp7?^2=o.
The lowest term

effective

we

is,

is

(16).

y,

ABC, CD, DE.

A=+2, B=-3,
the group ABC

X= 6/2 = 3/1,
that

alone

so that

^=0

points by affixing the coefficients,

groups are

get from

r/

is

a multiple point of the

Plotting the degrees of the terms in Newton's diagram,

10th order.

naming the

in

so that

h=l, and

we

and

find (see Fig. 1) that the

Taking, for simplicity of illustration,

C=+l, D=-l, E=+l,

t)2-3i;

+ 2=0

gives the initial values of w,

v = l, or 2, the corresponding expansions being

V=^^l + d,^ + d^^^+.

From

the group CD,

X = 4/3,
r = l,

we
u*

.),

get

-1=

gives the initial values of v,

u, u^, where w is a primitive imaginary cube root of

that is,
corresponding expansions being

1,

the

EXAMPLE OF EXPANSION

22
In like manner,

where a

is

DE gives five expansions of the

any one of the

five

5th roots of

type

1.

All the ten branches are thus accounted for

the orders

389

and they

fall

into cycles of

1, 1, 3, 5.

Example

To

2.

separate the branches of

97

at the point

^=0,

being

7;

determined by

4f5-3$*-4,t2(^_^)

The

effective

group for

which have the initial value

Newton's diagram.

X=l, h=l and,

+ 4(^-|)2 =

7;

is

(17).

=0

corresponding to branches
4(?;-$)2; as will be readily seen from

(17) at the point f

n=H^i + '^i)=^'"> '^^ ^^^

4^-3^-4f(v-l) + 4(v-l)2=0

it

(18).

Hence two branches have the same initial value for v, viz. v = l.
each of these ; = ^ (1 + iji)
and we have for 17^ the equation

For

4^3_3^2_4^^^ + 4^^2^0
If
47;i3

we draw Newton's diagram

- 4f 77i - 3^ ; and that X = l.

for (18'),

we

(18').

find that the effective group is

Fnt now 7]^=^ {0^ + 712) = ^Vi', and we get

4^ + (2i;i-3)(2vi

+ l) =

(19).

given by (2vj-3) (2vi + l) = 0, which give the

single values ^^ = 3/2, v^=: - 1/2.
Hence for the two branches we have

The

initial values of v^ are

'7i=?(3/2 + %);

and the

We have

power

series for

772

and

173

therefore for the two branches

V = ^ + 3e'l2

and the double point

It

Vi=H-h + V-2');

farther procedure will lead to integral

is

.;

not a branch point on either.

should be observed that,

selecting from

+ C\e+.

if

any given one a

we form an

integral equation

terms which form an

effective group, the new equation gives an algebraic function.

by

Those branches of
coincide to a

first

series of

this function that

approximation (that

have zero
is,

initial

values

as far as the first term

of the expansion) with certain of the branches of the algebraic

function determined by the original equation which have initial

zero

values.

Thus,

from the group

reverting to

ABC

vfe

Example

Ae' + Bt^'-q + cerf =

This

gives,

just

discussed,

have

when we drop out the

0.

irrelevant factor ^,

Cf + Bev + Ae = 0,

ALGEBRAIC FUNCTION ALWAYS EXPANSIBLE

390

CH.

XXX

which breaks up into two equations,

and thus determines two

functions, each of which has a branch

approximation with a branch of -q (as determined by (16)) which has zero initial value.
In like manner, CB gives Gi^^Drf = ^\ and
gives

coincident to

first

BE

B^+Erf=^.

We thus

get a

number of binomial

equations, each of which

gives an approximation for a group of branches of the function

i\

determined by

matter in

We

(16).

shall return to this

view of the

24.

Before leaving the general theory just established,

23.]

ought to point out that Newton's Parallelogram enables us

at every point {singular or

obtain,

non-singular),

we
to

convergent

expansions for every branch of an algebraic function in ascending

or descending power-series, as the case

To

establish this completely,

remaining cases where

or

may

be.

we have merely

or both

become

to consider the

infinite.

1st.
Let us suppose that the value of the function y tends
towards a finite limit b when x tends towards oo
Then, if we
put r]=y b,x = ^,we shall get an equation of the form
.

^(m,n)i^rj^ =
which gives

i;

(17),

when ^= oo

Let us suppose that Fig. 1, as originally constructed, is the

Newton-diagram for (17), and let i" be the highest power of i
that occurs in (17) so that 003 = k.
Now in (17) put i=l/i',
and multiply the equation by $'^ ; we then get the equation
S(i, w)P->7'*=0

which

is

(18),

obviously equivalent to (17).

But the Newton-diagram for (18) is obviously still Fig. 1,

provided OsXg and O3F3 be taken, instead of OJC and OY, as
the positive parts of the axes.

Hence,

same way
of

rj

all

if

as

we make a boundary convex towards O3 in the

we did for 0, we shall obtain a series of branches

of which are expansible in ascending powers of

$',

that

is,

EXPANSION AT POLES, &C.

23

22,

in descending powers of

^ = CO

that

and

i,

of which give

all

is,

where

A, a,

2nd.

y8,

r]

i/,

is

= x-a,

d/iif

are all positive,

Suppose that w = a

= a; and put

e/a;^

and

a pole of

so that

(19),

c is finite

we

that

y, so

which Fig.

2/

= qo when

derive an equation

(20),

the Newton-diagram with

1 is

t]

(m, n)

Then, putting

axes.

we

l/rj',

t]

OX and

F as

get an equation of the form

e'r,''-''

being the highest exponent of

both ways.

%{m,n)e^7f = Q
for

when

For each such branch we have

(i/-b)a^ = c +

a;

391

(21),

in (20).

The Newton-diagram for (21) is then Fig. 1 with O^X^

and OiFi as axes; and we construct, as before, a boundary,
EFG say, convex towards Ox, every part of which gives a series
of branches of

of

that

rf,

of

is,

qe'=ll{c +

where

\,

Hence

a,

also,

/3,

expansible in ascending powers

di''

e^^

.),

are all positive, and c

is finite

both ways.

by the binomial theorem combined with

rii''=llc

that

!/>?,

For every such branch we shall have

^.

d'i'' + ei^' +

1,

.,

is,

i/{a^-a)^--l/G

where

\, a,

3rd.

/3',

+ d'{x-af + e'(a;-ay+.

are all positive,

Suppose that

3/

and

c is finite

(22),

both ways.

has an infinite value corresponding to

^ = 00 (pole at infinity). Then, if we put x = ^ = 1/$', 2/ = '^ = i/v,

we shall get, by exactly the same kind of reasoning as before, a
boundary GHI convex to O2, each part of which
group of expansions of the form
r)'

Whence,

= i'^{o +

+ ee^ +

.}.

as before, for every such branch

if/a;^

where

di"'

will give

X, a,

/3',

l/(c

l/c

+ d/x"^ + e/afi +
d'/w'' + 6'/afi' +

are all positive,

and

),

c is finite

(23),

both ways.


ALGEBRAIC ZEROS AND INFINITIES

392

we combine the

If

at

arrive

the

x^a

(a+co),

tJien

important

following

general theorem regarding any algebraic function

Ify = ^ when

XXX

results of the present with those of the

we

foregoing paragraphs,

CH.

yl{x-aY

is finite

both

ways.

Xfy =

when x=cc

then

L y\x~^ is finite both ways.

a;=oo

Ify =

CO

when x-a(a^cc), then

CO

when

L yl{x - a)~^

is finite

both

ways.

Jfy=

x cc

L yjx^

then

is finite

both ways.

X=to

is

which

in all cases

may

be called the

finite positive

ordee of

commensurable number

the particular zero or infinite

value of y.
This theorem leads us naturally to speak of algebraical zero- or infinitymeaning such as have the property just
but L sin a;/a;=l when x = 0; therefore
Thus sin .r = when a; =
stated.
we say that sin a; has an algebraic zero of the first order when x=0. Again,
tana; = QO when x = ^tr; but Ltanxl{x-^ir)~^ is finite when x = ^ir ; the
values of functions in general,

infinity of

tanx

is

therefore algebraical of the first order.

On

the other

but this is not an algebraical infinity, since no

hand, e^=oo when x = oo
finite value of \ can be found such that Le^jx^ is finite when a; = Qo
(See
;

chap. XXV., 15.)

24.]

Application of the method of successive approxima-

tion to the expansion

of functions.

This method, when applied

conjunction with Newton's diagram, greatly increases the

in

practical usefulness of the general theorems

been established.
interest, because
that

it

was in

this

The method

is,

which have just

moreover, of great historical

appears from the scanty records left to us

form that the general theorems which we have

it

been discussing originated in the mind of Newton.

Let us suppose that the terms of an equation (which may be

infinite series) have been plotted in Newton's diagram, and
that an effective group of terms has been found lying on a line

an

and

let

rT - 1" (the

coefficients are

taken to be unity for

simpHcity of illustration) be a factor in the group thus selected,

repeated, say, a times, so that the whole group is (f)i($, ri){rf^Y.

Let

be moved parallel to

itself,

until it meets a

term or group

23,

SUCCESSIVE approximation

24

of terms

<^a {$, rj)

then again until

393

meets a group ^3

it

(i, -q)

and so on.
The complete equation may now be arranged thus

<t>i(i.v){r-er + M^,v)+<f>s{i,v)+.

.=0,

or thus

{v'^-ty +

say,

Now, by the
^2 (i, v), ^3 (^> v),
regards degree in

r.,

properties

a.re

'

+ Ts+

the

of

rj

.=0.
diagram,

when

-q

^"^,

in ascending or descending order as

and the same

^,

us suppose that ^ and

is

true of

are small, so that

xg,

t^,

T3,

tj,

Let

are in

ascending order.

As we have

seen,

To

approximation.

and substitute in

yp^i^, that

obtain a second,

xg

the value of

To get a

approximation.

77

is,
7; = ^"^'",
gives a
we may neglect tj, T4,
as determined by the

third approximation, neglect

substitute in xg the value of

first
.

t^,

,,

first
.

.,

by the second approximation, and in xj the value of rj as given by the first approximation.
We may proceed thus by successive steps to any degree of
approximation

rj

as given

the only points to be attended to are never to

neglect any terms of lower degree than the highest retained,

and not to waste labour in calculating at any stage the

There

is

a special case in which this process of successive

We

substitution requires modification.

that the substitution of the

does not cause

when

Xg to

first

vanish, which will happen,

v) contains rj'^-i"' as

a
xg

the

first

For,

if

approximation in

we were

is

xj.

factor.

rj

i'^'^,

in

Xg

for example,

In such a case the

and go on to substitute
This would probably lead to error.

to substitute the complete value of

rj

in Xg, it

but simply become of higher order

indicated in Newton's diagram, of the same order

would not
than

have supposed above

approximation,

beginner might be tempted to put

<f>2{^,

co-

terms of higher degree than those already neglected.

efficients of

possibly as

in general vanish,

xj.

The best course

to follow in such cases

may

be

learned from Example 5 below, which deals with a case in point,

EXAMPLES

394

XXX

CH.

Example 1. Taking the equation (16), to find a third approximation to

one of the branches of the group CD.
Next in order to G and D a parallel to CD meets successively B and A.
Hence, putting, for simplicity, D=+l, C=:Bz=A=-l, the equation (16)
may be written

Whence
The

17'

approximation
for the second
first

Whence

,7

we use
^^"Ir}^ now
If

in

is

7]

= ^*l^;

(25)
f^'/'?'

i^ (25),

= ^4/3(1 + ^5/3)1/3=^4/3(1 + 1^5/3)

to be retained, (25)

if all

hence, neglecting

this second approximation in

^3

Whence,

- ?* - f/t? - ^^^h^ +

we

get

(26).

and the

approximation
gives for the third approximation

_ ^4 _ ^7/^4/3 (1 +

terms higher than the

1 ^5/3)

^^/ij,

first

_ ^10/ 18/3 = 0.

last retained be neglected,

^3_|4_p/3_|p/3 = 0,
which gives
,,

= f4/3(l + ^5/3 + |p/3)i,

=^'IH1 + W^+U^'^')

which

is

(27),

the required third approximation.

This might of course be obtained by successive applications of the method

employed in the demonstration of 22, or by the method
It
of indeterminate coefficients, but the calculations would be laborious.
will be observed on comparing (27) with the theoretical result in 22 that
^1=^2=^3=^4=^6=^7 = ^8=^9 = ; a fact wMch, in itself, shows the advantages of the present method.
The other branches of the cycle to which (27) belongs are given by
of transformation

V = H''')' {i+l i^e^')' + h

where w

is

H'''T}

>

any imaginary cube root of unity.

Example
sponding to

2.

To

ABC in

find a second approximation for the branches corre-

equation

(16), in

the special case where

A= +1, B=

-2,

C= + 1,D=-1.
The terms concerned in

this approximation are

{ABC) and

(D).

We

therefore write

or

The

first

approximation

is

{v-^r'-v'l^' = 0.
?; = |^ ; hence the second

is

given by

{v-ef-e'i^'=o,
that

is,

Whence

('?-^y-i"=0.
,-^3 ^11/2=0,

which gives the two second approximations corresponding to the group.

There are two, because to a first approximation the branches are coincident.
This, therefore, is a case where a, second approximation is necessary to
distinguish the branches.

24

'

EXAMPLES

S95

Example 3. To find a second approximation, for large values both of

f and 7], to the branch corresponding to HI in equation (16).
Beferring to Fig. 1, we see that, if HI move parallel to itself towards 0,
the next point which it will meet is G, Hence, so far as the approximation
in question is concerned, we may replace (16) by
(JJ ^10^12

For simplicity,
in the form

let

us put

+ J^U^7) + G ^s^n = 0.
l, 1= G= 1, and write

H=

Confining ourselves to one of the

five first

the above equation

approximations, say

rj

= ^^/', we

get for the second approximation

_ ^4 _ ^8/5^0,

^5

which gives

rj

The other branches

where w

is

4.

^'^l^

2/

fifth

j/

Example

by

root of unity.

+ 2/3/31 + 2/4/4!+

.,

We have

to a fourth approximation.

Hence

+ i^~^-/').

Given
a;=2/ + 2/2/2!

to find

(1

of the cycle are given

any imaginary

Example

= a;-2/2/2!-2/='/3!-2/V4!- ....
= ^.

1st approx.

2/

2nd

y = x-ix\

3rd

2/=^-4(^-i^T-|^^

4th

y = x-^(x-ix^ + ix^)^-^{x-l^X-')^-^\x\
= x- |x^ + ^x^ - ^x*.

5.

To

separate the branches of

17

at f =0,

where

4-3^*-4^2(^_^) + 4(^_|)2^0.
If we plot the terms in Newton's diagram, and arrange them in groups
corresponding to their order of magnitude, we find

where the

The

suffixes attached to the brackets indicate the orders of the groups.

first

approximation
is a factor in

Since 7;-^
by neglecting

77

=$

is

common

to the two branches.

we cannot obtain a second approximation

{ }2,

In obtaining the second

jg and putting 77=^ in { jg.
{
approximation we therefore retain { ]g, treating rj-i as a variable to be

found.

We

thus get

4(,-^)2_4f(-|) = 344;
whence
which gives
or

The branches

{2

(1?

|)

^2}^

v = ^ + 3^^/2

v'=^-i'l2.
are thus separated.

= 4t4,

HISTORICAL NOTE

396

If a third approximation were required,

XXX

CH.

we should now

retain

{ }^,

and

write

|2(^-f)-r}2 = 4|4_4,5.
2(7;-^)-^2= 2^2(1- t)i^

Hence

We

thus get

^ = $+3^/2-^3/2;

Sistoncal Note. As has already been remarked, the fundamental idea of the
reversion of series, and of the expansion of the roots of algebraical or other equations in power-series, originated with Newton. His famous " Parallelogram " is
first mentioned in the second letter to Oldenburg; but is more fuUy explained
in the Geometria Analytica (see Horsley's edition of Newton's Worlcs, t. i.,
p. 398). The method was well understood by Newton's followers, Stirling and
Taylor ; but seems to have been lost sight of in England after their time. It was
much used (in a modified form of De Gua's) by Cramer in his well-known Analyse
des Lignes Oourbes Algdbriques (1750). Lagrange gave a complete analytical form
to Newton's method in his "Me'moire sur I'Usage des Fractions Continues," Nouv.
Mem. d. VAc. roy. d. Sciences d. Berlin (1776). (See CEuvres de Lagrange, t. iv.)
Notwithstanding its great utility, the method was everywhere all but forgotten
in the early part of this century, as has been pointed out by De Morgan in an
interesting account of it given in the Cambridge Philosophical Transactions,
vol. IX. (1855).

The idea of demonstrating, a priori, the possibility of expansions such as the

reversion-formulae of 18 originated with Cauchy ; and to him, in effect, are due
the methods employed in 18 and 19. See his memoirs on the Integration of
Partial Differential Equations, on the Calculus of Limits, and on the Nature and
Properties of the Eoots of an Equation which contains a Variable Parameter,
Exercices d' Analyse et de Physique Ilatkematique, t. i. (1840), p. 327 t. rt.
The fonn of the demonstrations given in 18, 19 has
(1841), pp. 41, 109.
been borrowed partly from Thomae, El. Theorie der Analytischen Functionen
einer Complexen Verdnderlichen (Halle, 1880), p. 107 partly from Stolz, Allgemeine Arithmetih, I. Th. (Leipzig, 1885), p. 296.
The Parallelogram of Newton was used for the theoretical purpose of estabhshing the expansibility of the branches of an algebraic function by Puiseux in
his Classical Memoir on the Algebraic Functions {Liouv. Math. Jour., 1850).
Puiseux and Briot and Bouquet {Theorie des Fonctions Elliptiques (1875), p. 19)
use Cauchy's Theorem regarding the number of the roots of an algebraic equation
in a given contour ; and thus infer the continuity of the roots. The demonstration given in 21 depends upon the proof, a priori, of the possibihty of an
expansion in a power- series ; and in this respect follows the original idea of
;

Newton.

The reader who desires to pursue the subject further may consult Durbge,
Elemente der Theorie der Functionen einer Complexen Verdnderlichen Grosse, for
a good introduction to this great branch of modern function-theory.
The English student has now at his disposal the two treatises of Harkness and
Morley, and the work of Forsyth, which deal with function-theory from varioua
points of view.

The appUcations are very numerous, for example, to the finding of curvatures
and curves of closest contact, and to curve-tracing generally. A number of
beautiful examples will be found in that much-to-be-recommended text-book,
Frost's Curve Tracing.

EXERCISES XXIV

24

397

Exercises XXIV.
Revert the following series and find, so far as you can, expressions for
the coefficient of the general term in the Eeverse Series
:

n(w-l)

nx

n(n-l) (n-2)

X*

x^

....

y = x-ix + ^x^-}x'^+

(2.)

x'^

(3.)

2/=^-

(4.)

y = a; + x2/22 + a;3/32 + a;V42+ ....

If 2/ = sin .-c/sin (x + a), expand x iu powers

(5.)

37

+ 51-71+

of?/.

and y being determined as functions of each other by the following

first and second approximations to those branches, real or
or both, become either infinitely small or
imaginary, for which a; or j/
a;

equations, find

infinitely great

(6.)

?/2-2y = a;*-a;2.

(7.)

a3{2/

(8.)

{x-yf-{x-y)x-'-\x^-\y^^Q,

+ a;)-2a2x(2/ + a;) + a;'=0,

(F. 69*).
(F. 82).

a(2/2-x2)(2/-2x)-2/^=0,

(F. 88).

(10.)

aa;(2/-x)2-?/=:0,

(F.

(11.)

(F. 115).

(12.)

a;(y-x)2-a=0,
a;y-2a2x2?/ + a%-fc = 0,

(13.)

2/(j/-a;)2(2/

(14.)
(15.)

\x{y-x)-a?-Yy^=a'',
x''-a;V + aV-^2/'' = 0,

(16.)

a(x'>

(9.)

96),

(F. 121),

+ 2a;) = 9cx3,

(F. 131).

(F. 140),
(F.

143).

(F. 143).
+ 2/=)-a2x32/+a;V = 0,
x^y* + ax^3/* + &x^i/ + ex + dz/"^ = 0, where a, 6,

(17.)

c,

d are

all positive,

(F, 155).
(18.) If e be any constant whatever when n is a prime number, and
when n is composite and has for its prime factors
such that e^=-epeqe^
then show that
p, q, r,
be a given succession of primes finite or infinite in number,
If a, &, c,
.

. ,

any integer of the form a^-h^cl

(where none of the prime
abc,

.,

any integer of the forms

and if

a, ah,

factors are powers),

F(x) = ZeJ{x%
then

where u

/(x)
is

the

number

of factors in

= S(-)e4F(a^),
t.

(This remarkable theorem was given by Mobius, Crelle's Jour., ix. p. 105.
For an elegant proof and many interesting consequences, see an article by
J. W, L. Glaisher, Phil. Mag., ser. 5, xvni., p. 518 (1884).)

* F. 69 means that a discussion of the real branches of this function,

with the corresponding graph, wiU be found in Frost's Curve Tracing, 69.

CHAPTER XXXI.
Summation and Transformation of

Series

in General.

THE METHOD OF FINITE DIFFERENCES.

1.]

We

have already touched in various connections upon

the summation of

We

series.

propose in the present chapter to

an elementary

bring together a few general propositions of

character which will
this

somewhat

still

intricate

further help to guide the student in

branch of algebra.

It will be convenient, although for our

is

immediate purposes

it

not absolutely necessary, to introduce a few of the elementary

We

conceptions of the Calculus of Finite Differences.

shall thus

gain clearness and conciseness without any sacrifice of simplicity

and the student

will

have the additional advantage of an

intro-

duction to such works as Boole's Finite Differences, where he

must look

for

any further information that he may require

regarding the present subject.

any

Let, as heretofore, be the wth term of

series

in other

words, let Un be any one-valued function of the integral variable

w_i, Un-2,

.,

i the

same functions of

w- 1, w-2,

respectively.

denote
also

which we

Awj

A?/,

Am_i,

.,

w+i-Wn,

w-m_i,

,,

u^-Ui)

A(A?f),

A(Am_i),

.,

A(Ami),

Farther, let

may

write, for shortness,

.,1

;
;;

DIFFERENCE NOTATION

399

A2w,

A2^^_l,

.,

A2^,

A^f+^-A^f,

A?^-Aw_j,

.,

^u^-^Ui',

denote

and

Thus we have the

so on.

successive series,

Ui,

Ma,

Us,

.,

Un,

Aui,

Au2,

Aw3,

.,

Aun,

A^Mi,

A^U2,

A^Wg,

.,

A^Un,

A^Wi,

A^Ma,

A^Ws,

.,

A='?,

...
...
...
...

(1)
(2)

(3)
(4)

where each term in any series is obtained by subtracting the one

immediately above it from the one immediately above and to the
right of

it.

The
1st,

series (2), (3), (4),

2nd, 3rd,

are spoken of as the series of

corresponding to the primary

differences

series (1).

Example

1.

If Uj^iv^, the series in question are

1, 4, 9, 16,

where, as
all

it

3, 5, 7,

9,

2, 2, 2,

2,

0, 0, 0,

0,

n2,

271

...
...

2,
0,

+ 1,
...
...

happens, the second differences are

.;

all equal,

and the third and

higher differences all vanish.

Cor.

If

we take

A''mi,

then the series of

for the

A^'Mg,

1st,

primary series

^''^3,

2nd, 3rd,

A''m,

.,

.,

differences will be

A'-'+'u,,

A'-+^W2,

A'-+^M3,

.,

A'-+iw

A^'+'u,,

A^'+'u,,

A^+^Us,

.,

A'+hi,,

A^+^Uu

A^'+^Ma,

A'^+Swa,

.,

A'-+^w

In other words, we have, in general, A'^A^Un = A'^+^Un. This

sometimes expressed by saying that the difference operator
obeys the associative law for multiplication.

is

Although we shall only use it for stating formulae in concise

and easily-remembered forms, we may also introduce at this
stage the operator E, which has for its office to increase by unity
Thus
the variable in any function to which it is prefixed.

EXAMPLES

400

E(t> (n)

and so

fl>

(n

1)

Eun = Un+i',

Eui = Uz\

on.

In accordance with this definition

contract into E'^Un,

We

XXXI

CH,

have

= Eun+i = w+2

we have E{Eu^, which we

= Un+m-

and, in general, i/w

with A, E''E^Un = E'''^*Un, for each of these

also, as

is

obviously equal to Un+r+a-

Example

2.

E^n^ = {n + r)^.

Example

3.

The

degree

r=m,

with differeuce of

an integral function of the

is

zero

an integral function of n of the rth

- m) th degree if vi<r, a constant if

(r

m>r.

if

Let
^y(n)

= an'" + &n'"~^ + cn'"-2+.

.;

then

A0r(n) = a(ra + l)'-+6(n + l)'-i+c(n + l)'-2 +

-anrhn^-^cn^-^ +
=rarf-^ + {^r{r-l)a+{r-l)h}'nT~^ +
.

.,
.

.,

= 0r-l(),
say, where 0^_i [n) is an integral function of n of the (r - l)th degree.
S'lt ^4'r-i i^) ^'^<f>r'"'
in like manner, we have ^<pr-i {n) = <Pr-2 (")
A^(pj.{"')

= <Pr-2{n)'

= 0y_^(n). We
and that

all

Such a

A^r (w) = <^r-s (")

see also that A''^^ (n)

differences

The product
a{a + b)

Similarly,

Then,
5

lience

and, in general, A'^tpr{n)

will reduce to a constant, namely, rla;

whose order exceeds r

will be zero.

of a series of factors in arithmetical progression, such as

+ {m-l)b), plays a considerable part in the summation of series.

product was called by Kramp a Faculty, and he introduced for it the
.

.(a

a the base, m the exponent, and 6 the difference of the

This notation we shall occasionally use in the slightly modified
form a""i^, which is clearer, especially when the exponent is compound.

notation

a"*'*, calling

faculty.

Since

a(a + b)

(a +

(m-l)6) = 6(o/6)(a/6 + l)

(a/6 + m-l),

any faculty can always be reduced to a multiple of another whose difference

is unity, that is, to another of the form c""'^, which, omitting the 1, we may
write c '"*! . In this notation the ordinary factorial /n! would be written 1 1"*'
The reader should carefully verify and note the following properties of
the differences of Faculties and Factorials. In all cases A operates as ubual
with respect to n.

Example

4.

Example

5.

Example

6.

A(a + 6n)i'"i6=m6{a + 6(n + l)}i"*-ii&.

A{l/(a+6w)i'i6}=-m6/{a + 6w)i"'+il6.

_ a-c(g-b)'"+^i>
6

c^n+ub


FUNDAMENTAL DIFFERENCE THEOREMS

1, 2

Example

401

7.

Acos(o + /3)= -2sin J/3sin(a+ij8+/3n);

A sin

+ /3w) = + 2 sin i/3 cos (a + J/3 + /3n).

Fundamental

2.]

(a

The

Theorems.

following

theorems* form the foundation of the methods of

both direct and inverse

pair

of

differences,

To prove

I.

we observe that

+ Un,

Un+i

Un+2 ~ 2W4.x + Un

hence
A^lln

= Un+3-2Un+2+

Un+i

= Un+3 ~ OUn+z + oUji+i Un

and

so on.

Here the numerical values of the

coefficients are obviously

being formed according to the addition rule for the binomial

coefficients (see chap, iv., 14)

Hence the

nate.

To prove

II.

first

we

observe that

Aum, Um+i = 'Um + Aum.

functions

Urn

+
*

is

AWto

and the signs obviously

alter-

we

have,

by the

definition of

Heuce, siuce the difference of a sum of

sum of their differences, we have, in

= m+i + ^u^+i = + Am + A (u^ + Au^) =

obviously the

manner,

like

theorem follows at once.

u^+i

+ AUm + A^Um.

We

therefore have in succession

The second

of these was given by Newton, Principia, lib. in., lemma v.

and is sometimes spoken of as Newton's Interpolation Formula. See
his tract, Methodus Differentialis (1711) also Demoivre, Miscellanea Analytica,
p. 152 (1730), and Stirling, Methodus Differentialis, &c., p. 97 (1730).
(1687)

C.

II.

'2(j


SUMMATION BY DIFFERENCES

402

CH.

XXXI

Um+2 ^m + ^Ujn

m+3 = Mm +

2AW + A^M^
+ AWto+2A'^W; + A^M,,

Um + S^Um + SA^M^ +
and

A^Um',

so on.

The second theorem is therefore established by exactly the

same reasoning as the first, the only difference being that the
signs of the coefficients are

If

now

we use the symbol E, and

all positive.

separate the symbols of opera-

tion from the subjects on which they operate, the above theorems

may

be written in the following easily-remembered symbolical

forms

A^Ur,
3.]

= (E-l)'^Un

The

mation of any

+ =

(L);

(l

+ A)"M

(IL).

following theorem enables us to reduce the sum-

an inverse problem

series to

in the calculus of

finite differences.

I/vn be any function of n such that

A'y

= M, then

n=

This

is

at once obvious, if

lis

The

difficulty of the

we add the equations

=AVg

=Vs+i-Vs.

summation

of

any

series

thus consists

entirely in finding a solution (any solution will do) of the finite

difference equation

be effected in

Av = w, or

finite

Vn+i

-Vn =

w.

This solution can

terms in only a limited number of cases,

some of the more important of which are exemplified below.

On

the other hand, the above theorem enables us to con-

EXAMPLES

2,

403

struct an infinite number of finitely summable series.

All we
have to do is to take any function of n whatever and find its
first diflference
then this first difference is the wth term of a
;

summable
summable

series

was

It

series.

were

in this

first

and

Bernoulli, Demoivre,

way that many

of the ordinary

obtained by Leibnitz, James and John

others.

n
i; {a + j(6}{a + (w + l) 6}
{a + (n + m-l) &}.
. .
n=s
Using Kramp's notation, we have here to solve the equation

Example

1.

Av={a + n6}i'i&

Now we
n-

easily find,

forn in

1,

by

(2).

direct verification, or

Example

by putting

m+1

for

and

that

4,

A[{a + (n-l)6}i'+Jl6/(m + l)6]={a + ni!)}i"l6.

1^^= {a + (?i-l) 6}""+i'*/(m + l) 6 is

Hence

a value of

such as we

require.

Therefore

S{a + nZ,}.^'^^

^^ + "^>""^^''-^^ + ^^-^)^^'"'^^'^

(m +

Hence

(3)''

1) 6

the tuell-known rule

l,{a + nh}{a + (n+l)b}

= C+{a + nb}{a+{n + l)b}

{a+{n + m-l)b}
{a + (n + m-l)b} {a + {n + m)b}/(m + l)b
.

(4),

where

is

sides of (4)

independent of n, and may be found in practice by making the two

agree for a particular value of n.

Example

2.

To sum any

series

whose

term

jith

is

an integral function

of

n, sa.yf{n).

By

the method of chap,

the form a + bn + cn{n +

7:,f(n)

l)

v.,

22 (2nd

+ dn(n + l)

{n

we can express f{n)

Hence

ed.),

+ 2) +

= C + an + ^bn{n + l) + lcn{n + l){n + 2) + ldn{n + l)(n + 2){n + 3) +

in

(5),

where the constant

in

G can

be determined by giving n any particular value

(5).

Examples.

Sl/{a + 6n}"'6.

Proceeding exactly as in Example

{a + 6n}ii6""

Hence a

1,

and using

1,

Example

4.

To sum

we deduce
^''

(m-l)6

rule for this class of series like that given in

Example

5,

_ l/{a + 68}i'-ii- l/ {a + fe(n + l)}i'-ii&

the series S/(n)/{a +

6n}i''*i'>,

Example

1.

/(n) being an integral

function of n,

262

EXAMPLES

404
Decompose /(n),
a+i3(a

Then we have

as in

Example

6)i2ib + 5(a

+ 6ra)i3i6 +

which can at once be done by the rule of Example

(a + 6)ll6

This can be deduced at once from

the

(7).

(8),

3*.

5.

n a\n\b

and n -

to evaluate

aSl/{a + 6M}l'l6 + /3Sl/{a + 6(n + l)}i'"-ilH.

Example

XXXI

into

2,

+ ^(a +

6re)iii6

CH.

1,

(o

+ fcp^l

Example

6,

/q\

by writing a + 6

for 6

1 for n.

Example 6. To sum the series whose terms

mth rank.
The figurate numbers of the 1st, 2nd, 3rd,

are the Figurate Numbers of

ranks are the numbers

columns of the table (II.) in chap, rv.,
25. Hence the (ra + l)th figurate number of the mth rank is +^_jC^_i
(m + 7i-l)/?t!. Hence we have to sum the series
=+^_iC=m(??i + l)

in the 1st, 2nd, 3rd,

"m(m + l)

+ Zi

(9),

Example
n

(m + n-1)

1.2 ...

Now if in

vertical

5,

we put a=m,

n,l'l_

(m +

l)i"l

71

= 1, c = l, we

llnl

llnl

get

m+1
1

Hence

m{m+l)
(m + n-1)
TO(m + l)
+ ^ + _L_J+.. .+
1.2... n
.

(>ra

+ l)(m + 2)

(m + l + 7i-l )

'

1.2 ... n

(10);

that is to say, the sum of the first n figurate numbers of the tnthrank is the nth
figurate number of the (m + l)th rank.
This theorem is, however, merely the property of the function ^JBT^, which

we have already
demonstration of

established in chap, xxni., 10, Cor. 4. The present

not restricted to the case where
is a

(10) is of course

positive integer.

Many
some

other well-known results are included in the formula of

among the exercises below.

Example 6,

of which will be found

The methods of Examples 1 to 4 are all to be found in Stirling's Methodus

He applies them in a very remarkable way to the approximate evaluation of series which cannot be summed. (See Exercises
Bifferentialis.

xxvii.,

17.)

3,

DIFFERENCE SUMMATION FORMULA

Example

To sum the

7.

series

5 = cosa + co8(a + j3) +

1,

+ cos(a + (n-l) j3)

r=sina + sin(a + j3) +

+ sin (a + (n-l)i9).
Example 7, we have cos(a + j3n) = A {sin(o-i|8 + i3rt)/2sin^^}.
.

From

405

Hence
S = {sin (a- i/3 + ^n) -

= ^-Yo

(a- ii3)}/2 sin ^p,

sin

cos {a + iiS

(ra

-1

}.

Similarly,

Expression for the sum of n terms of a series in terms

4.]

of the first term and its successive

Let the series be Wi + Wa +

beginning an arbitrary term

So = Uq,
.

Si = Uo

8n = Uo +

.,

Uq.

differences.

+ w and let us add to the

Then if we form the quantities
.

Ui,

tli

U.i

Ui

+Un,

S^^Uo +
+

Uz,
.

.,

we have
Hence, putting n =

ASo = u

/i.'So

0,

= Au

Now, by Newton's formula

.,

A^So =

Sn^So + nOi^So + nC^A'K +

If,

we replace
(1), we have

therefore,

according to

A'^-'u^,

(1).

( 2, 11. ),

Sq, ASq,

A"/^o

... by

A^/S'q,

(2).

their values

%Un =
or, if

we

Uo

+ nCiUi + nO^^Ui + nCA'^Ui +

A'^-^Mj

(3)

subtract Uq from both sides,

2W = nCiUi + nCAUl + nOs^^Ui +

+ A^-^W^

(4)*

The formula

(4) is

simply an algebraical identity which

be employed to transform any

series

may

whatsoever; for example,

in the case of the geometric series ^af^

it

gives

* This formula, which, as Demoivre (Miscell. An., p. 153) pointed out, is

an immediate consequence of Newton's rule, seems to have been first explicitly
stated by Montmort, Journ. d. Savans (1711). It was probably independently
found by James Bernoulli, for it is given in the Ars Conjectandi, p. 98 (171S).

MONTMORTS THEOREM

406
^'

^+

CH.

XXXI

ir"

= nx +

2!

'-^a;{x-iy +

3!

+ a;{x-l)'*-\
which can be easily verified independently, by transforming the

The transformation (4) will, however, lead to

side.
sum of the series, in the proper sense of the word sum, only
when the m\h differences of the terms become zero, m being a
finite integer.
The sum of the series will in that case be given
by (4) as an integral function of n of the mth degree. Since the
wth term of the series is the first difference of its finite sum, we
see conversely that any series whose sum to n terms is an
integral function of n of the m\h degree must have for its th
term an integral function of n of the (m l)th degTee. We have
right-hand
the

thus reproduced firom a more general point of view the results of

chap. XX., 10.

Sum

Example.

the series

S(n + l)(n + 2)(?i + 3).

1

If

we

tabulate the

Hence, by

few terms and the successive differences, we get

first

1,

2,

3,

4,

"'n

24,

60,

120,

210,

336,

Aw,

36,

60,

90,

126,

A'
A3,
A^"

24,

30,

36,

6,

c.

0.

(4),

S(n + l)(n + 2)(n + 3)

24 +

An

36 +

>^

("-! )( -2)
_

24 ^

( n-l)(7i-2)(n-3)
^

24

^^

+ 10w + 35?i2 + 50/1).

Montmort's Them'em regarding the summation ofZunOf^.

elegant formula for the transformation of the power-

series "ZunX^

may

place consider

|a7l<l;

= |(J
5.]

"("-^)

and

X = 2//(l + 2/)

be obtained as follows.

S^ 2Ma?", which we
let

Let us

in the first

suppose to be convergent when

us further suppose that |a;l<|l-a?|.

so that

Put

..

montmort's theorem

4,5

i2^/(i+y)l

and

\i/\

407

= kl<i,
= \w/(l-x)\<l.

Then, since

we

liave

= u^y-Ui'if+
Uiy^
Uiy* +
u^f
+ u^y^ - iCiU^if + 3^2^22/* - iG^u^f +
+
Usf - sCi Usy* + 4C2 M3/ u^y* - iOiihf +
+
+
This double series evidently

u^fCauchy's criterion, for

satisfies

both 1^1 <1 and |y/(l +2/) < 1. Hence we may rearrange it
If we bear in mind 2, L, we find
according to powers of y.
|

at once
>S^=Mi2^

+ Ami2/^ +

A2wi2/^

Hence, replacing y by

its

UxX

When

+ A^?^i/ +

A^t/i2/*

value, namely, a?/(l - x),

,.

{\-xf

7^

we get

^^,

{\-xy

the differences of a finite order

(ly

m vanish,

Montmort's

formula gives a closed expression for the sum to infinity

if

the differences diminish rapidly,

it

and,

gives in certain cases a

convenient formula for numerical approximation.

Cor.

1.

We ham for

the finite

sum

**

JL

0^
(X

Ou

OCj

a?
(2).

For, if

we

start with the series e<+ia7"+^

+ i^,i+2^""'"^ +

.,

and

proceed as before, we get

(3).

From
*

(1)

and

(3)

we get

(2) at

once by subtraction.

First given by Montmort, Fhil. Trans. R.S.L. (1717).

in his Miscellanea a demonstration very

much

like the above.

Demoivre gave


EULER's theorem

408

XXXI

CII.

The formula (2) Avill furnish a sum in the proper sense only
when the differences vanish after a certain order. The summation of the integro-geometric series, already discussed in chap.

and

XX., 13

14,

may be

effected in this way.

It

should be

observed that, inasmuch as (2) is an algebraic identity between

a finite number of terms, its truth does not depend on the con-

vergency of ^UnOf', although that supposition was made in the

above demonstration.

If Un

Cor. 2.

diminishes as

U1-U2 + U3-.
This

is

be

real positive quantity which constantly

and if Lu^ = 0,

increases,

.=-^ih-

^^Ui+

merely a particular case of

then

^.^''ui-.

(1)

for, if

(4)*.

in (1)

we put

we get

-a; for x,

S(-rz.^ =

i(-)A-^e.,.(^y

(5).

Since the differences must ultimately remain finite, the righthand side of (5) will be convergent when a:=l. Also, by Abel's
Theorem (chap, xxvi., 20), since 2 ( - )"w is convergent, the
CO

limit of the left-hand side of (5)

when

iz:

=1

^ ( - )".

is

Hence

the theorem follows.

The transformation
convergency of the

cases, lead to

- Wa +

and

it

may

finite expression for

We get,

Cor. 3.

in formula (4) in general increases the

series,

of course, in particular

the sum.

by subtraction, the following formula

- )""' = 2

(^'1

- ( ~ )"n+i) - 22

(^i

- ( - )"^n+l)

+ |(^''i-(-r^'w+,)-.

(6),

which the restrictions on m will be unnecessary if the righthand side be a closed expression, which it will be if the differences
oiun vanish after a certain order.
in

Euler, hist. Biff. Calc., Part IL, cap.

i.

(1787).

XXV

EXERCISES

Example

We have

1.

(Gregory's Series)
IT

4=1-3 + 5-7 +

we apply

If

(4),

A*- =(-)'

A'-Mi

we have m= l/(2 - 1).

2. 4

IT

Therefore

Example

=1+

To sum

2.

2r/1.3.5
.
r/1.8.5

1.2 1.2.3
3 + 375 + 37577 +

(2n + 2r-l);

...

^^^'

'

the series

= 2,

(-)-in2.

= 3,

Aiii

A2m,=2,
A3mi=0,

A3u+i=0,

we have, by

AUn+i = 2n + 3,
Ahi+,

+ 3)

+ l),
(2r + l).

(2;-

S=P- 22 + 32-.
Since

Hence

/_
<^>-

2j7(2ra-l)(2n + l)(2n

= (-)'-2.4
= (-)'-2'-.1.2

,,

409

(6),

Sn=Ml-(-)"( + iP}-i{3-(-)M2n + 3)}+i{2-(-)"2},

= (-)-4w(n + l).

XXV,

Exercises

Sum

(1.)

to

n terms

the series whose nth term

the nth r-gonal

is

number*.

Sum
infinity

the

(4.)

to

n terms, and, where

possible,

also

to

Sl/(ri2-l),

(3.)

1/3.8 + 1/8.13 + 1/13. 18 +

1/1. 3. 5 + 1/3. 5. 7 + 1/5. 7.9 +
1/1. 2. 3. 4 + 1/2. 3. 4. 5 + 1/3. 4. 5. 6 +
2(an + 6)/n(n + l)(n + 2).
1/1.3.5 + 2/3. 5. 7 + 3/5. 7.9 +
1/1.2.4 + 1/2. 3.5 + 1/3. 4.6 +
1/1. 3. 7 + 1/3. 5. 9 + 1/5. 7. 11 +
S(n+l)2/n(n + 2).
4/1. 3. 5. 7 + 9/2. 4. 6. 8 + 16/3. 5. 7.9 +
Ssecn^sec(n + 1)^.
(14.) S tan
Stan-i{(7ia-n+l)a-V(l + (w-l)a--0}.

(5.)

(6.)

(7.)
(8.)

(9.)

(10.)

(12.)
(13.)

(15.)

(16.)

Stan-i{2/ri2}.

(17.)

ml

(18.)

lI/ml

+ (m + l)!/l! + + 2)!/2! +
+ 2!/(m+l)! + 3!/(m + 2)l +
(7/i

(^/2)/2".

(11.)

series

Si(n + 2)(n + 4).

(2.)

all

following

The sums to n terms of arithmetical progressions whose first terms are

respecand whose common diSerences are 0, 1, 2,
., (r-1),

unity,

tively, are called the

order.

The numbers

nth polygonal numbers of the

of the

first,

second, third, fourth,

of as linear, triangular, square, pentagonal,

1st,

2nd, 3rd,
.

numbers.

. ,

rth,

orders are spoken

XXV

EXERCISES

410

l-^Cj + ^C^-. .(-)VC.

Show that the figurate numbers

(19.)

CH.

(20.)

the formula of
.

''

''

'

Example
1.2

3,

(g

1.2.3
a{a + l)

+ r)

+ r + 1)

(a

c(c + l)

a(a + l)

+ r + 1)"^'

(24.)

(c+r)'*'c(c + l)
+ l)
S(a + n)""-2i/(c + w)"l.

1.3.5.7
1.3.5
1.3
1.2.3.4'^1.2.3.4.5'^1.2.3.4.5.6''"*

c^{c

'

+ r) (l + 2r)
1.2,3.4.5'^

(l
/9fi^
'

(l

(c

(28.)

Show

that

-ri/M

("+!)

'

2*

jm-j-^m(m-l) + jggm(m-l)(m-2)-.

'

(27.)

\'M

'

"

+ r)(l + 2r)(l + 3r)

1.2.3.4.5.6

2^

summed by

m (m + 1) (m + 2)

of a given rank can be

1.

vi(m + l)

a{a + l)

XXXI

("-^)+^/M

("-I)--

(Glaisher.)

Show that
l + 2(l-a) + 3(l-a)(l-2a) +
(29.)

+ n(l-a)

(l-2a)

(l-(n-l)a)

= a-i{l-(l-a)(l-2a)

=^-,,,,^.
(x-l) (x-2)

(30.)
a;

^ (a;1) (a;-2)(a;-3)

+ l~a;-l

(-)"+^w!

(x-l){x-2)
(31.)

If

n olnlftlnl

(1-na)}.

'>

"*
n + l\
x + lj'

/
.

(x-n)\

a + & + 2 = c + d, then

a&

(g

+ 1) '"I

(6

+ 1) !' _ (g+ 1) "-n (6 + 1) I'-n^

(32.)

g-y
{p-q + l).{p + r-l)

g(g-i)-y(^-i)
(p-q + l)(p-q+2).(p+r-l)(p + r-2)

p.{p-q + r)
{Educational Times Reprint, vol. xli.,
(33.)

by

5, Cor. 2.
(34.)

Transform the equation

log2 = l-4 + i-i +

p. 98.)

Show, by means of
"^^

2, I., that, if

m be

r "fcll_ r (a-l)J^)

^-m^ll+rn^H(b-l)

"'^H

(&

1) (6

2)

a positive integer, then

"*"'
*

'

(^-|)(-.^)---(-.-r^)

'

1),

DEFINITION OF RECURRING SERIES

RECURRING

We have

6.]

41

SERIES.

already seen that any proper rational fraction

such as {a + bx + ca^)l{l +px + qcc^ + rar^)* can always be expanded

in an ascending series of powers of x. In fact, \i\x\ be less than
the modulus of that root of ra? + qx^
least

+px +1 =

modulus, we have (see chap, xxvii.,

a + bx + cx^
^

1+px + qx^ + ra^

:;

We

now

propose

= Uo + UiX +

U.yX"

which has

and

tlie

7)

.+UnX^+.

(1).
^
^

to study for a little the properties of the

series (1).

If we multiply both
+ qa^ + ra^, we have

sides

a + bx + cx'^ = (1 +px + qaf + rx^)

of the

(uq

equation (1) by 1

+ UiX +

u.^x^

+UnX^ +

+px
.

(2)-

Hence, equating

coeJB&cients of

powers of

x,

we must have

=
Ui+puo = b
Ui+pu^ + qua = c
+ pu2. + QUi + rwo =
Mo

^3

(3i);
(Sa);
(Ss);
(84)

Un + pUn-1 + qUn-2 + ^%-3 =

Any

power-series which has the property indicated

equation (3+i)
equation (3+i)

has

called a

is

spoken of as

its

Scale of Relation,

or, briefly,

quantities p, q, r, which are independent of n,

be called the Constants of the Scale. According as the scale

1, 2, 3,

be of the
that

by the

Becurring Power-Series^; and the

is

The

its Scale.

may

(3+i).

1st,

.,/,.

2nd, 3rd,

constants, the recurring series

.

we have simply the

.,

rth,

series

Mq

order.

+ Wj + Wg +

with a relation such as (3+i) connecting

its

is

said to

When x=l,

so

+ w +
we speak

of

terms,

* For simplicity, we confine our exposition to the case where the

denominator is of the 3rd degree; but all our statements can at once be

t The theory of Eecuning Series was originated and largely developed

by Demoivre.

MANIFOLDNESS OF RECURRING SERIES

412

the series as a recurring series simply *

may

series

CH.

XXXI

so that every recurring

be regarded as a particular case of a recurring power-

series.

It is obvious from our definition that all the coefficients of a

the values of the

first

Hh

order can be calculated

when

r are given and also the constants of its

scale.

recurring power-series of the

Hence a recurring series of the rth order depends upon 2r constants;

namely, the r constants of its scale, and r others.
From this it follows that if the first 2r terms of a series (and
these only) be given,

it

can in general be continued as a recurring

and that

series of the rth order,

series of

one way only

in

as a recurring

the (r + l)th order in a two-fold infinity of ways

and

so on.

On

the other hand,

if

the

first

2r terms of the

series

be

must be satisfied in order that it may be a

recurring series of the (r - l)th order four in order that it may
be a recurring series of the (r - 2)th order and so on.
given, two conditions

Example.

is

Show

that

a recurring series of the 2nd order.

Let the scale be M+i'M-i + ?Wn_2=0.

Then we must have

3 + 22) + 2

= 0,

4 + 3p + 2g=0,

6 + 4i3 + 33=0,

6 + 52) + 4g=0.

two of these equations give ^= -2, q=+\; and these values

are consistent with the remaining two equations.
Hence the theorem.

The

first

The

7.]

+ 6ic + ca^)/(l +J3a? + qn^ + ro^),

+ u^oc^ + ... is the

rational fraction (a

of which the recurring power-series u^ + u^x

development when

a;

is less

Generating Function of the

and
one

We may think

is

called the

of the series

generating function without regarding the fact that

tiie

the equivalent of the other under certain restrictions.

If

its
is

than a certain value,

series.

we take

this view,

we must look

at the denominator of the

function as furnishing the scale, and consider the coefficients

*

We

might of course regard a recurring power- series as a particular case

Thus, if we put JJ^UnX^, we might regard
the series in (1) as a recurring series whose scale is

of a recurring series in general.

'

GENERATING FUNCTION

6-8

as determined

by the equations

(82),

(3i),

413
.

No

(3+])*.

.,

question then arises regarding the convergence of the

series.

and the first r terms of a recurring powerwe can always find its generating function.
of
Taking the case r = 3, we see, in fact, from the equations (3i),
.of6, that
(82),.
.,(8+i),
{mq + (^z +i3Wo) X
(w2 + J9^*l + g'Mo) ^^}/{l + p-^? + (10^ + ra?}
Given

the scale

the rth order^

series

--

is

the generating function of the series u^-^ UyX

-v u-^oc^ -^

.,

+pun-i + qUn-2 + rUns = 0.

Every recurring power-series may, if \x\ be small
Cor. 1.
enough, be regarded as the expansion of a rational fraction.
The general term of any recurring series can always
Cor. 2.
be found when its scale is given and a sufficient number of its

whose

scale is u^

initial terms.

For we can find the generating function of the series itself

decompose the generating

or of a corresponding power-series

function into partial fractions of the form

each of these in ascending powers of x

coefficient of

A(x-a)-^; expand

and

finally collect the

x^ from the several expansions.

Example. Find the general term of the recurring series whose scale is
Uj^-4m_i + 5w_2 2m_3=0, and whose first three terms are 1 + 0-5. ConHere 2?= -4, g = 5, r= - 2; so that
sider the corresponding power-series.
a = Mo = l, 6 = Mi+j)u= -4, c = U2+pUi + quQ = 0.
The generating function is therefore
1

- 4:c

l-4a; + 5a;2-2a;

_
""'

4a;

(l-xP(l-2a;)

~l-x'^

(1-x)^

4
(l-2a;)*

Expanding, we have
1

-4t

l-4a; + 5x^-2x3

The general term

8.]
satisfies

= 2{l + S^n + 3{l + 2(n + l).xn-4{l + S2^a;"}.

= l + S(3n + 5-2"+2)a;,

in question

If Un

is

therefore 3w + 5 - 2"+^,

be any function of an integral variable n which

an equation of the form

Un +pUn-l + qUn-2 + rUn-3 =

or,

what comes

to the

same

0,

thing,

Un+3 +pUn+2

+ qUn+1 +rUn^O

(l),

deduced from the generating

We might also regard the
function by the process of ascending continued division (see chap, v., 20).
*

series

as

LINEAR DIFFERENCE- EQUATION

414)

we

CH.

see from the reasoning of last paragraph that w

determined by the equation

(1),

provided

its

is

XXXI

uniquely

three initial values

are given ; and we have found a process for actually

determining Unit is not difficult to see that we might assign any three

Mo, Ml,

values of w whatever, say Ua, up, Uy, and the solution would
still be determinate.
should, in fact, by the process 7,

We

determine Un as a function of n linearly involving three arbitrary

constants u^, Va, ii^, say/(Mo, *i, Ma, w) ; and Uq, ii^,
uniquely determined by the three linear equations

f(uo,Ui,U2,a)

= Ua, /(uo,Uj,U2,^) = up,

ti^

would be

/{u^, th, th, y) = Uy

(2).

An

equation such as (1) is called a Linear Difference- Equation

of the 3rd m-der with constant coefficients ; and we see generally
that

linear difference-equation of the rth order with constant

has a unique solution when the values of the function

coefficients

involved are given for r different values of its integral argument.

Example. Find a function such that w+3 - 4m+2 + ''"n+i - 2u =
and Mo = l ^1 = 0, u^=-5.
We have simply to repeat the work of the example in 7.
9.]

To sum a recurring

series to

n+

1 terms,

and {when

convergent) to infinity.

Taking the case of a power-series of the 3rd

Sn-UQ + U-i^X + UiCC^ +

order, let

.+UnX''\

then

pxSn =pUoX + pUiOp +... +pUn-iaf'+ pUnX^"^^,

qu^a^ +
.^-qUn-^x^+qUn-iX^'^'^ + qUriX""-^^,
ra?8n =
+ riin-z x"" + rUn-i. a?"+^ ru^_^ x^^"^ + ru^ o^^'^

qa^Sn =

Hence adding, and remembering that

+ run-z - for all values of n which exceed
(1

u,

2,

+ jt?M_i + qu^-^
we have

+px + qaP + ra^) Sn = UQ+ (ui +pu^ x-{Ui-\-pui + qu^) o^

+ {pUn + qun-x + run-^ a;+^ + {quy, + rUn-^ 37"+^ + rM;r"+'

(1)

whence ^ can in general be at once determined by dividing by

1 +^,r + qa^ + ra?.

The only
value of

exceptional case
question, say
1

is

that where for the particular

x = a,

+pa +

qa?

it

happens that

ru'

= 0.

8,

SUMMATION OF RECURRING SERIES

In this case the right hand of (1) must,

415

of course,

also

and Sn takes the indeterminate form 0/0. S^ may in

cases of this kind be found by evaluating the indeterminate form
by means of the principles of chap, xxv. This, however, is often
much more troublesome than some more special process applicable
vanish,

to the particular case.

be convergent, then LunX^

If the series ^Univ^

w = Qo
become
the

when

infinitely small

sum

to infinity in

The

7i

go

We

any case where the

when

therefore have for

series is convergent

''

+px + qa? + ra?

particular cases
Wo

+ Ml + ^2 +

Mo-'?*i

are

therefore the last three terms on the right of (1) will

of course

+ W2-.

+ M +

.+(-)"%+.

(3),

(4),

deducible from (1) and (2) by putting x=-\-\

Exceptional cases will arise if l+j9 + 2' + r = 0, or

and x = -\.
if 1 p + q-r = 0.

an example of the above process, for

and 2, chap, xx., 14, are particular instances,
1 + iS ( y~'^2nx^ being, in fact, recurring series whose
are w - 3w-i + 3m_2 - Wn-s =
and u^ + 2m_i + Un^^ =

It is needless to give

Examples
2w^^" and
scales

respectively.

Exercises XXVI.

Sum

the following recurring series to

to infinity

(6.)

+ 13 + 35 + 97+
+ 10 + 12-24 + 2 + 10 + 12+.
2 + 17X + 95x2 +461x3+.
5 + 12x + 30a;2 + 78x3 + 210x4+.
1 + 4x + 17x2 + 76x3 + 353x*+.
l + 4x + 10x2 + 22x3 + 46x4+.

(7.)

If a series

(1.)

2+5

(2.)

(3.)
(4.)
(5.)

n+1

terms, and, where admissible,

series, it will itself

sum of r terms of a recurring

be a recurring series with one more term in the scale of

has for

its

rth term the

relation.

Find the sum of the series whose rth term

+ 6 + 40 + 288 +

recurring series 1

is

the

sum

of r

terms of the

EXERCISES XXVI

416

scale is

(9.)

T+i, r+2 te consecutive terms of the recurring series

If T,

(8.)

whose

Tn+2=aTn+i-hT, then

Form and sum

difference of the
(10.)

Show

XXXI

CH.

to n terms the
two preceding terms.

series

each term in which

that every integral series (chap, xx., 4)

is

half the

a recurring series;

is

and show how to find its scale.

(11.) If M=M_i+M_2, and M2=arti, show that

V-n+i-i=(-)"('--l)V.
(12.)

be such that in every four

sum of the means by
find the law of the series ; and show that the sum of

If the series

a constant quantity

2m terms

"3>

iij, ?<2,

sum

consecutive terms the

c,

w,

>

of the extremes exceeds the

is

\m (m - 1) (4ffi - 5) c - m (m - 2) iti + mMj + m (m- 1) Wg.

+ "n> Mi=l, W2 = l. sum the series

(13.)

If tt+2=n+i

(14.)

By French law an

1.2

1.3

M+iWn+3*

illegitimate child receives one-third of the portion

he would have received had he been legitimate.

and n illegitimate children, show that the portion

of the inheritance that

If

there be

of

legitimate

inheritance 1 due to a legitimate child is

n (ra - 1)
1
n
l~3Z(J + l)"*'3'-'i(i + l)(i + 2)

w (w - 1)

'3J(i +

l)

(i

+ 7i)"

(Catalan, 'biouv. Ann., ser.

ii.,

t.

2.)

method for summing the series formed by

IcTB. TERM FROM ANY POWER -SERIES
WHOSE SUM IS KNOWN.

Simpson's

TAKING every

This method depends on the theorem that the sum of

the kth roots of unity is k if p be a multiple

10.]
the

pth powers of

ofk, but otherwise zero.

This is easily seen to be true
root of

1,

then the k roots are

w,

= (a>*)'*' =

then (a)y =

w'^*'

l.

If

for,

w\

w be a

if
a?,

.,

primitive ^th

w*-\

If

be not a multiple of

p-fik,
k,

then

we have
((0)^

(o>i)p

+ (iJ'-'y = 1 + (o>py + (i^y +

={i-Kmi--^x
= 0,
for (o)^)*

= {J'Y = 1, and w^ 4= 1.

{<^^f-\

theorem

Simpson's

10

Let us suppose now that f{x)

power-series u^
is

n being

2M,ia?",

is

417

sum

the

finite, or, it

of

n terms of the

may

be, if the series

convergent, infinite.

Consider the expression

k
where

The

...
or any positive integer

is

(1)'

<k.

coefficient of x^ in the equivalent series is

w,.{(o)*')^-'+'-+(o)0*-'"+'"

(o)'^)'=-'"+'"

+ {J'-'f -'"'+'-] IJc

Now, by the above theorem regarding the ^th

the quantity within the crooked brackets vanishes

be not a multiple of
multiple of

series

higher than the

sum

if

Jc-m +

W+fc+* + Ura+.T.X^^'^ +

extends until the last power of

nih.,

(3),

and, in particular, to infinity

is

just not

be a

if /(;r)

to infinity*^.

If

we put

w = 0,

we get

{f{x)+f{o>'x)+f{oy^x) +

=
Example
if

+ ar+a;2+.

w be a primitive cube

+ UkO^ + u^a?^

\-x

3s is the greatest multiple of 3

Example

4-

u^^x^^

(4).

+a;"=(l -a;+i)/(l-a;).

root of 1,

where

.+f{J^-'x)}lk

Uq

1.

Hence,

2.

To sum

we have

1-wx

1-

which does not exceed

la^x

n.

the series
x^

x''

x^^

method was given by Thomas Simpson, Phil. Trans. R. S. L.

(see De Morgan's Trigonometry and Double Algebra (1849),
It was used apparently independently by Waring (see Phil. Trans.

* This

Nov.

^if^-w+rbea

Therefore we have

k.

U^ = W^^' +
where the

and has the value

k,

(2).

roots of unity,

16,

p. 159).

1758

B. S. L. 1784).
c.

II.

27

MISCELLANEOUS METHODS

418

CH.

XXXI

We have
e*=l + x +
Hence,

2j

+ 'o7+

w be a primitive 4th root

if

k-m=l, w2=-l,

A;=4, ?ft=3,

ad 00.

u=i, then,

of unity, say

^(sinhx-sina;) = gT

is,

since here

ca^=~i, we get

4(e=+ie-e-=-ie-i^)=|j

that

+ |j+|jj +

..

+ ^ + jj|+.

MISCELLANEOUS METHODS.

When

11.]

the wth term of a series

the finite summation

up

this

term into

may

a rational fraction,

is

often be effected by merely breaking

constituent partial fractions

its

when summation cannot be

many useful

effected,

and even

transformations

In dealing with infinite series by this

can be thus obtained.
method, close attention must be paid to the principles laid down
in chap, xxvi., especially 13
fall

As an

into mistakes.

Examples

see chap, xxviil, 14,

Example

Show

1.

otherwise the tyro

instance of this
1

and

may

easily

method of working,

2.

that
1

1
\

"^

((x

+ l)(a; + 2)2'*'(x + 2)(x + 3)2"^(a; + 3)(a; + 4)2+'

'

-[-(aj + l)"-

Denote the sums of n terms of the two given series by S and T

and their nth terms by m and v respectively. Then

respectively,

= -l/(x + n) + l/(x + n)2 + l/(x + n + l);

Vj,=ll{x

Whence we

+ n)-ll{x + n + l)^-ll{x + n + l).

get at once

5 + r=l/(x + l)2-l/(x + n + l)2.

S^ + T^ = ll(x + 1)K

Therefore

Example 2. Resolution
summation of the series

into

partial fractions

will

always effect the

n
S/{n)/{7H-o)(7i + 6)

where

a, b,

n whose degree
{n + k).
{n + a){n-i-b)

function of

{n

+ k),

k are positive or negative integers, and /{ii)

.,

is

less

is

an

integral

by two at least thau the degree of

10-12

euler's identity

419

For we have
f{n)l{n + a){n + b)

(n

+ fc) = S^/(n + a),

and
/(n)

= S4(n + 6)(n + c)

(n + k).

Since the degree of f(n) is less by one at least than the degree of the
right-hand side of this last identity, we must have

A + B+.

.+K=0.

any partial fraction whose

denominator p is neither too small nor too great will occur with all the
numerators A, B,
., K, bo that we shall have Alp + Bjp+
+Klp=0.
On collecting all the fractions belonging to all the terms of the series we
shall be left with a certain number at the beginning and a certain number at
the end so that the sum will be reduced to a closed function of n.
But, since

a,

b,

.,

k are

all

integral,

The

Euler's Identity.

12.]

- ! + !

(1

- a^ + aifta (1 - 3) +

following obvious identity*

+ ai2 ... a

=
is

1 -aia.2

(1

- a+i)

a+i

(1)

summation of series. It contains, in fact,

a good many of the results already obtained

often useful in the

as particular cases

above.
If in (1)
fti

we put

_^+pi

a;

Qi^

ff3

y^Vv

_x+p.2

....

fl^n+1

_x+pn

y+P2

y+p,^

sides by yl{y - x), we get

^
xix+p^)
{x+pn-^)
^(^+.Pi)
+
^
+
^
y^Pi (y+Pi)(y+P2) ''' {y+Pi){y+p-2)
(y+Pn)
^
{^+Pi)(^+Pi)
i^+Pn
)
_
= -K

and multiply on both

y-x y-x'\y +^i) {y +p^)

If the quantities involved

(y +pn)

be such that

x+pi){x+p2).

(x+pn )

(y +Pn)

(2).

= (y +pi) (y+P2)-

_Q

(3),

then
-

*
(l

x(x + pi)
X
+
-^r^^^^< +
y+Pi {y+Pi){y+P2)

Used in the

ad

00

y
= -^

y-^

...

(4).

slightly different form,

+ a^)(l + a2)(l + as){l + a^)

= l + ai + 02(l+ai) + a8(l+Oi)(l-l-a2) + a4(l + ai)(l + a2)

by Euler, Nov. Comm. Petrop.

(1

+ 03) +

(1760).

272

420

EXERCISES XXVll
we put y =

If in (2)

Pi

'

P^Pz

we

0,

P1P2

Pn

'

(-!)(- !)(-#.)
From
putting

72

may be

(5) a variety of particular cases

CO

and giving

XXXI

get

'

'

CH.

special values to pi, p^,

derived by

^l/pn diverge to +

for instance, if the infinite series

('

oo,

Thus,

then (see

we have

chap. XXVI. 24)

,

+ ^^

Pi

^-^-

ad

00

(6).

PlP-2
CO

In general, if the continued product 11(1 +xjpn) converge

to

any

-Pa

definite limit, then the series l

+ '^x{x+pi)

{a;+pn-i)/piP2

converges to the same limit.

Example.

Find when the

y+p

infinite series

{y+p){y+^p)

converges, and the limit to which

it

(y+p)(y+'b){y+^p)

converges.

we put Pi=p, P2=^P, &c.,

x_ ^ ( x^-'p)(x + 2p )
^__y

If in (2) above

y-x

Now the limit

y-x

may

in question

fi
1

but this diverges to

oo if (x

we have

.,
.

n=<\y-^v){y + ^p).

(X+7>J>)

.\y + np)

be written

fi^ (^-y)M
I

- y)lp be

+ ylnpj'
and converges

positive,

to

be negative (chap, xxvi., 24).

- Hence, if ^j denote in all cases a positive quantity, we see that

1
if

y+p

x(x + v)

ad

00

y
= -^^
y-^

x(x-p)'
J
-. + ... ad
\
{y-p)(y-^p)

00

y
= =^

>

{y+p)(y+^p)

y>x; and
1

if

y-p

y-^

y<x.
Exercises XXVII.
(1.)

Given

l
(2.)

Sum

+ 2x + 3x^ + 'h^+
+ 'ix^ + 7x + 10x^+

ll(l-x)'^=l

sum

the series
l + ar'/4
l

.g.

+ x/7+.
+ x3/3I+a:/6!+.

.;
.

.,

if (a;

- y)lp

If f{x)=iiQ + UiX

(3.)

of

421

EXERCISES XXVII

12

+ u,2.v"+.

and

.,

a, p, y,

be the

Jith

roots

- 1, show that

^{a2-/(ax)+/3-'/(/3x)+.

m<n.

where

Sum

(De Morgan, Diff. Calc,

l-x3/4 + x/7-

319 (1839).)

p.

to infinity

(6.)

(5.)

(7.)

(8.)

(9.)

(10.)
(11.)

adoo;
adoo.
x-x*li\ + x'l7ladoo;
l + m03 + mG6+mC9+ad 00
l-mC3 + mC8-wC'9+'
1/1.3 + 1/1.2.4 + 1/1,2.3.5+.
to n terms.
ad oo
1/1. 2. 3+^Ci/2. 3. 4 + ^(72/3. 4.5+.
l-2j;/l + 3a;2/2-4a;3/3+.
ad oo
cose/1.2.3 + cos2S/2.3.4 + cos3e/3.4.5+
ad oo
l/12.22 + 7/2^32+.
+ (2tt2 + 4n + l)/(ji + l)2(,i + 2)3.
(-)-il/n2(n + l)H.
1/12.22- 1/22. 3+.
adoo.

(4.)

m+n

the following series, and point out the condition for convergency

when the summation extends

(12.)

= M,x-M+^a;'"+ + M,+2a;'+2-

.}

n be a positive integer, show that

n{n-l)
1
n(n-l){n-2)
1
'd{m + n) (m + n-1) {m + n-2)
2 (wi + n) (m + n-1)
If

~m + l
Show

(13.)

n{n-l)

2(?/i

+ l)(m + 2)

n(n-l) {n-2)
(?

+ 1) (nt + 2) (? + 3)

that

flA
n<^2
(l-.'c/l)(l-x/2)'^(l-x/l)(l-a;/2)(l-a;/3)

n^l

1-x/l

"

**

n-x'

and hence show that

where

er,.

(14.)

= 1/1 + 1/2 +
Sum the series
.

(15.)
fli

ai+Pi

+ 1/r.

p + 12:22m2

+F+

Show

^^-12:22:32

n^jjn^+ V) (^2 + 3^)

m2 (m2 + P)

1X3^" *"

r^^3i:5"2

yi2

;PiP3

(aa+2'i)(2+F2)

+ ...

ad

CO

ad

CO

(ai+i'i)(2+i'2)(3+i'3)
.

Show

that

iJlPa
Pn-l^n
_-,1-=
(Oj+Pi) (a2+i>2) . . ian-^Pn)
(1
(It).)

'

P1P2

'

'Pn

'

+2^1) (a2+i'2)

(n+Fn)

that

34-(32-x2)2
l'-(l''-^T
tan2^r~ (12-x2)2 ^(12-a;-'')2(,S2-a;2)-''^'
2
,

(Glaisher, Math. Mess., 1873, p. 138.)

EXEECISES XXVII

422
(17.)

11.1^
Show

that

n{n+l)

n^

XXXI

CH.

n{n + l)(n + 2)

1.2

n (n + 1) {n + 2) (n+3)

and apply this result to the approximate calculation of

ir^

''

"

by means of the

formula
7r2/6

= 1/12 + 1/22+1/32+.
(Stirling,

(18.)

have

Show

that Sl/(m-l)

=l

all possible positive integral

positive integer,

and each

Methodus

and 21/(a-

l)

Differentialis, p. 28.)

= log2,

where

values differing from unity, a

is

and n
any even

distinct fraction is counted only once.

(Goldbach's Theorem, see Liouv. Math. Jour., 1842.)

(19.)

If

n have any positive

which is not a

positive integer

= 7r-/6 and, if d(ii) denote the number

= 1; also that S(n-l)/r = 2;i/(?-- 1)2.
;

and r be any
(n - l)/(r" - 1)
that S (d(n) - l)/r"

integral value except unity,

perfect power,

show that S

of divisors of n,

(lb.)

CHAPTER

XXXII.

Simple Continued Fractions.

NATURE AND ORIGIN OF CONTINUED FRACTIONS.

By

1.]

a continued fraction

is

meant a function

a3+^--.

the primary interpretation of which

is

cedent of a quotient whose consequent

immediately beneath

line

There

may be

of the form

b^,

and

(1);

that bz

is all

that

is

lies

the ante-

under the

so on.

number of
we may have

either a finite or an infinite

the chain of operations

that

is

to say,

links in
either a

terminating or non-terminating continued fraction,

h

In the most general case the component fractions

a^

. ,

as they are sometimes called,

may have either positive or

negative numerators and denominators, and succeed each other

without recurrence according to any law whatever.

recur,

we have what

is

If they

do

called a recurring or periodic continued

fraction.

For shortness, the following abbreviative notation

used instead of (1),
a,

AAA_...
+
+
^2

as

+ 054

the signs + being written below the

with

lines, to

is

often

(2),

prevent confusion

SIMPLE CONTINUED FRACTIONS

424

^2

^3

bi

^2

CH. XXXII

Examples have already been given

(see chap,

iii.,

Exercises

15) of the reduction of terminating continued fractions

III.,

and from these examples

it

obvious that

is

continued fraction whose constituents ai, a2,

commensurable numbers reduces

evert/
.

tertninating

., b^, bs,

are

a commensurable number.
In
the
present
chapter
we shall confine ourselves
2.]

mainly to the most interesting and the most important kind

of continued fraction, that, namely, in which each of the numerators of the component fractions is +1, and egxjh of the
to

When

denominators a positive integer.

distinction is necessary,

kind of continued fraction, namely,

this

111

tta

may be
stated,

called

+ 3 +

,,,
.

a simple continued fraction.

we suppose the continued

(1),

Unless

it is

otherwise

fraction to terminate.

In this case, for a reason that will be understood by and by,

the numbers ai,a2,as,.

are called the

first,

second, third,

partial quotients of the continued fraction.

3.]

Every number, commensurable or incommensurable, may

be expressed uniquely as

or

may

a simple continued

For, let

X be the number

integer which does not exceed

in question,

X;

Xi>l, but

is

and

then we

X=i+^
where

fraction, which

may

not terminate.
i the greatest

may

write
(1),

not necessarily integral, or even commensur-

able.

Again,

be the greatest integer in Xi, so that a^^l',

let a^

then we have

Xi = aa +
where
*

X2>\,

(2),

as before.

The notation

a,
*

writers.

+++
a

a^

-*

a^

.is frequently used by Continental

CONVERSION OF ANY NUMBER INTO

1-3

Again, let

a-i

be the greatest integer in

X.==a3 +
and

X2

425

S.C.F.

tlien

(3);

^^

so on.

This process will terminate

jr_i,

an integer

is

Now, using

for

we get from

(2),

one of the quantities

if

(3),

we get

A = ! +

and

say

(1)

X=ai +
Thence, using

^Y",

we should then have

so on.
Finally, then.

X=ax+
flf2

may happen

It

+%+

(a),

X comes out

that none of the quantities

In this case, the quotients i, 2,

go on continually without recurrence
and
integral.

either recur, or

we then obtain

in

may

be

place of (a) a non-terminating continued fraction, which

periodic or not according to circumstances.

To prove that the development

that, if

then

ffli

= a/,

Now,

^2

+ a3+

= 0^2',

since a^

^s

and

= eta,

unique,

we have

,^.

+3 +

&c.

a^ are positive integers,

and

el's

-,
a-i

are both positive,

it

follows that
tta

show

to

,11

11
a2

is

are both proper fractions.

+ 3 +

and

"^

... and

Hence, by chap,

-.

^2
iii.,

12,

'

CH. XXXII

CONVERSION UNIQUE

426

we must h ave
(h

(r),

and
1

a2 +3

Again, from

From

(8).

= a^ +

'

+ a^+

'

by the same reasoning as before, we have

(c),

111

and

ai->r

we have

(S),

0^2

^3+ ^4+ a5+

111

as

7
+

,
.

('?)

^5

can show that each partial

Proceeding in this way, we

quotient in the one continued fraction

equal to the partial

is

quotient of the same order in the other*.

This demonstration is clearly applicable even when the

continued fraction does not terminate, provided we are sure
definite
()8), (S), {rj), &c. have always a
This point will be settled when we come to discuss

that the fractions in

meaning.

the question of the convergency of an infinite continued fraction.

If

Cor.

a2)

!,

and

integers, Xn+i

h,

re,

any

yn+i

bz,

^2

'
'

"

bn be all positive

and if

tional each of which is greater than unity,

1

.,

positive quantities rational or irra-

J_J_^^,4.J_
a + ^+i ~
h+
^

'

'

'

bn+

yn+l

then must
ai
4,]

= bi,

a.2

= b2,

As an example

.,

an

-=

and

bn,

also Xn+i

= yn+\-

of the general proposition of 3,

we

may show that every commensurable number may be converted

into a terminating continued fraction.
Let the number in question be A/B, where A and B are
Let Oi be the quotient and C the
integers prime to each other.
the
remainder when A is divided by j9 Og the quotient and
;

We

suppose, as

> 1.

is

clearly allowable, that, if the fraction terminates, the

should also be noticed that the first partial quotient

be zero, but that none of the others can be zero, as the process is
arranged above.

last quotient is

may

It

'

CASE OF COMMENSURABLE NUMBER

%S,4i

427

remainder when

is

divided by C; a^ the quotient and

remainder when

is

divided by

and so on, just as

finding the G.C.M. of A and B.

arithmetical process for

and

B are

last quotient

a,j,

say,

and the

last

remainder

G
=

B^

0.

We

1,

the

then have

'^

a^

^ GjD'

BIG'

^''^

Hence

B
Example 1.
To convert 167/81

Oa

should be noticed that,

if

%+

"

"

^ <5, the first quotient ai will be zero.

into a continued fraction.

Going through the process of finding the G.C.M. of 167 and

81)167(2
162
5)81(16

80
1)5(5

Hence

81~

16+

5*

2.

Consider -23 = 23/100.

We have
100)23(0
23)100(4

92
8)23(2

16
7)8(1
7
1)7(7

Hence

Since

be

a.2,

C~

Example

the

1
=

last divisor will

in the

prime to each other, the

It

81,

we have

^
CASE OF INCOMMENSURABLE NUMBER

428

If we remove

Cor.

the restriction that

shall be greater than unity,

we may

last

tJie

develop

CH. XXXII

partial quotient

any commensurable
at our pleasure, an

number as a continued fraction which has,

even or an odd number of partial quotients.

-o has an odd number

For example, 2 +

may

write

it

- .

of partial quotients ; but

we

-|-

16+4+1

Any

5.]

such as

2+

-^^

lo

-, which has

-;

an even number.

single surd, and, in fact,

A + Bp^'"' +

Cp'^'"'

a continued fraction, although

any simple surd number,

can be converted into

Aj<"~^"",

not,

of course, into a terminating

continued fraction.

The

process consists in finding the greatest integer in a series

of surd numbers, and in rationalising the denominator of the

reciprocal

of the

residue.

are

known

(see

steps

Methods

chap,

simplest cases, are very laborious.

two simple examples,

effecting

for

but both, in

x.),

both these

any but the

be sufficient to give

It will

which the result happens to

in each of

be a periodic continued fraction.

Example

1.

To convert Ji^

We have,

into a continued fraction.

3 being the greatest integer

< JlS,

Vl3 = 3 + (Vl3-3) = 3+

1/(^13-3)'

= 3+--J:
(Vl3 + 3)/4
Again, since the greatest integer in (,^13 + 3)/4

is 1,

we have

4/(^/l3-l)'

= 1+7=
(Vl3 + l)/3

Vl3 + 1_

(1).

(2).
'
^

jYi-2
_ 1
3 "" ^3/(Vl3-2)'
1

=1
'*'(s/l3

+ 2)/3

^^^'

4,

429

EXAMPLES

Vl3-1 ^

Vl3 + 2_
3

3/(Vl3--1)'

= 1 + ;^=^

VT3-3^^^

n/13 + 1 ^.^^

(4);

-3)'
4/(n/13-

=1+^
1

(5);

^13 + 3
1

Vl3 + 3 = 6+ Vl3-3 = 6 +

-3)'
1

(Vl3 + 3)/4
after

which the process repeats

From

itself.

the equations (1)...(6)

^13 = 3+

we

derive

-_____...,
*

where the

* * indicate the

Example

2.

To convert

We

beginning and end of the cycle of partial quotients.

Jb-1

^^-^

into a continued fraction.

have

^3-1 =0

+
2/(V3-l)

0+

'

V3 + l'
=
=2+
1
2
^^3-1
+
+
^3

=2+yJ^

1/(^3-1)

(V3 + l)/2
v/3 + l
2

after

J3-l _
1
_
- + 2 -' + 2/(V3-l)'

which the qaotients recur.

V3+1
We have,

therefore,

Vizi.o+J^JL...
^2+ 1 +
2
*
It will

be proved in chap, xxxiii. that every positive number of the form

(J^ + Q)IR,

where

is

a positive integer which

Q and R

is

not a perfect square, and

are positive or negative integers, can be converted into a periodic

continued fraction and that every periodic continued fraction represents an
;

irrational

number

of this form.

430

EXERCISES XXVIII

CH. XXXII

Exercises XXVIII.
Express the following as simple continued fractions, terminating or
periodic as the case

may

(1-)

15
73-

to\

(^-^

il93-

(5.)

2-718281.

(6.)

-0079.

/I

(10.)

^(10).

(14.)

^-1^^

(15.)

Show

be:

5^2

(11.)

that

(16.)

line

AB

(8.)

(12.)

H-ig = l + ^^^-L...
is

ACjAB, BCIAB

(17.)

^2.

(7.)

^/(12).

76

^5.

Vf.

^^'^

^^i^-

(9.)

^/(ll).

(13.)

V3 + 1.

ratios

39293
36932-

n
(^-^

AB.AC=BC^.

divided in C, so that

Express the

as simple continued fractions.

Express sj(a^ + a) and ij{a^-a) as simple continued fractions, a

being a positive integer.

(18.)

If

a be a positive integer, show that

2V(l4-a^) = 2a +

^jl^...

a be a positive integer

(19.)

If

(20.)

Show

> 1, show

that

that

(21.) Show that every rational algebraical function of x can be expanded,

and that in one way only, as a terminating continued fraction of the form

_1

1_

J^

where Qi, Q^^

Qn ^^^ rational integral functions of
Exemplify with (a?+x^+x+l)l(x*+3x^ + 2!>i^ + x + l).

(22.)

If

x=^

and

j,

..

a
b
= __...,
*

show that

x-y = a-b.

x.

COMPLETE QUOTIENTS AND CONVERGENTS

431

PROPERTIES OF THE CONVERGENTS TO A CONTINUED FRACTION.

Let US denote the complete continued fraction by

6.]

that

,111
^2

and

x^, so

0);

'a.

let
1

Xn

a?3

= ^3 +

Ctln

and

Then

x<2,Xz,

a^, <h,

The

-J

fraction

tient.

Of)

(3);

so on.

are called the complete quotients corresponding to

simply, the second, third,

may

or x^,

itself,

parts of ^1, X2, X3,

ai,

a^,

a.2,

complete quotients.

be called the

be observed that

It will

(2);

1
.

...

first
.

complete quo-

are the integral

Let us consider, on the other hand, the fractions which we

obtain by

retaining only the

first

retaining only the

first

the fractions thus obtained,

tion, as

first partial

and second, and

on

so

quotient, second
;

and

let

when reduced (without

by

us denote
simplifica-

under) so that their numerators and denominators are

by

integral numbers,

pilqi, p-ilq^,

Then we have

ax

1
fta

11
^2

+ 3 +

=q,
a^

a.2

ai

Px

=r

...

0,%

(")'

^2

+ ai + Os
CL-^z + 1

ai^a^s

=
1

(7),
2'3

&c.

(8).

and so on,
where
Px

= ax,

_P3

g'2

=l
= Oa

g'3

= a23 +

9'i

Pi - a^a^ +1,

= aia23 + ai + 3,
and

so on.

in
1

(7)>

RECURRENCE-FORMULA FOR CONVERGENTS

432

The

fractions p^jqi

Pijq^

are called the Jirst, second,

CH. XXXII
.

convergents to the continued fraction.

If the continued fraction terminates,

Cor.
is,

hy

its definition, the

It will

7.]
qi,

q'l,

continued fraction

the last convergent

itself.

be seen, from the expressions for pi,

that we have
i/3'), (y),

p.^,

pa and

qs in 6 (a),

Pi = a3P2+Pi

(1);

= a;q2 +

(2).

q3

qi

This suggests the following general formulw for calculating the

numerator and denominator of any convergent when the numerators

and denominators of tlie two preceding convergents are known,
namely,

Pn = anPn--l+PH-2
qn = dnqn-l + qn-2

(3);
(4).

Let us suppose that this formula is true for the

vergent.
We obser ve, from the definitions (a), (J3),
.

nth.
.

.,

con(8)

of

n + lth convergent, pn+i/qn+i, is derived from the

wth if we replace a by a + l/a+i. Hence, since pn-i, qn-i,
p_2, qn-2 do not contain a, and since, by hypothesis,
6,

that the

Pn ^ anPn-l+Pn-2
^nQn-i + qn-2
2'n
it

follows that

Pn+1^
qn+1
or, after

{Cl'n

{(^n

+
+

llan+\)Pn-\
l/<^Ji+l) 9'ji-l

reduction,

Pn+l

an+i {anPn-l+Pn-2) +Pn-1

dn+lPn -^Pn-l

Cin+l

qii+1

y^nqn-l

Ctn+iqn

qn-i)

it is sufficient if

(3)

= (f-n+lPn +^n-l
qn+\ (tn+\qn + qn-1'

if

and

(4).

we take

Pn+l

In other words,

3'n-l

qn-1

by

Hence

+ Pn -2
+ qn-2

the rule hold for the wth convergent,

it

holds

wTlth. Now, by (1) and (2), it holds for the third;

hence, by what has just been proved, it holds for the fourth
hence for the fifth; and so on. That is to say, the rule is

for the

general.

'

PROPERTIES OF CONVERGENTS

6,7
Cor.
(3)

1.

and

433

is a positive integral number, it follows from

numerators of the successive convergents form
of integral numbers, and that the same is true

Since a

(4) that the

an increasing

series

of the denominators.
Cor. 2.

From

(3)

and

(4) it follows that

- = a +
"

qn~i

For, dividing (3)

.

111

qn

and

.,

by

an-1

'

+ an-1 +

'

(5);

(6).

'as

and writing successively w-1, w-2,

j9_i,

3 in place of w,

'

'

we have

PnlPn-l

= n + "

/"

/'-]//'l-2

tts

+
aa

From
and

+ i

these equations, by successive substitution,

(6)

may be proved

Example 1.
The continued

fraction

of a circle to the diameter

we

derive (5)

in like manner.

which represents the

is

ratio of the circumference

+ ^r t^ :r--
7+ 15+ 1+ 2U2+ 1+

:;

^j

:;

It is

required to calculate the successive convergents.

The

first

two convergents are 3 and 3 + =

Hence, using the formulae

(3)

and

(4),

that

we have the

22
333
355
103993
104348
208341

292
1

22

following table

2
3
4
5
6

15

is,

106
113
33102
33215
66317

where p4 = 355, for example, is obtained by multiplying the number over it,
namely 333, by 1, and adding to the product the number one place higher
still, namely 22.
II.

28

EXAMPLES

434
The

successive convergents are therefore

3
1'

Example

00

By

22
7

'

333
106'

355
113'

103993
33102

'

2.

If Pi/^i. Ihl<l2>

ad

CH. XXXII

...

be the convergents

tol + s ^

-r

...

...

show that

Pn={n-l)Pn-i + in-l)Pn-2 + {n-2)p^_s+.

the recurrence-formula we have

.+3p2 + 2pi + 2.

Pn=fiPn-l+Pn-2;
Pn-l = (n-'^)Pn-2+Pn-3'
JPn-2

and

(since Pi

= l,

= (-2)i?_3+i'-4;

Ps=^P2+Pi;
p^=3)

p.,^2pi + l.
these equations, and observing that Pn-^, Pn-Sf -t Ps
each occur three times, once on the left multiplied by 1, once on the right

Adding

all

1, and again on the

we have

multiplied by
respectively,

right multiplied

2J=(n-l)i)_i + (w-l)i)_2 + (-2)j>_3+.

by n-1,

n-2

.+dp2 + 2pi + {p^ +

l),

which gives the required result since i5i = l.

Example

3.

In the case of the continued fraction

that P2n = q2,i+l ^^2-! = l92n/2
By the definition of a convergent,

a, h

a2+ ai+ a2+

0^ +

prove

we have

P?n+i=a,+^...^
32,1+1

since every

odd partial quotient

a2+

02+

(a),

is a^

Again, by Cor. 2 above,

'

Pin

Pin+\

Hence

3211+1

_ Pin-\
Pin

which gives
2'2=9'2n+l

Also, since

(t).

= 2P2n-l+i'2n-2
92n+] = '^iS'Zn + 92n-l
l'2

(7) leads to

Now,

if

we write

h!P2-l +i'2n-2 = l9'2n + 5'2n-l

n-1 for n in (7), we have i'27-a=3'2-i*
2P2n-l = ai5'2-

(5).

hence

(5)

gives

Therefore

i'2H-i=r'32
"2

(0-

PROPERTIES OF CONVERGENTS

From equations

8.]

and

(3)

436

(4) of last section

we can prove

the following important property of any two consecutive confergents

For, by 7 (3) and

Pn^-X^r,

(4),

-Pnqn+\ = ifln+\Pn + Pn-^ qn' Pn

(i+i9'>i

+ qn-i),

= -(Pnqn-i-Pn-iqn)Hence,

if (1)

hold,

we have

=-(-

Pn+iqn -Pnqn+l

In other words,

if

the property be true for any integer n,

holds for the next integer

n+

is

+1)1- fti^s,

1,

to say, the property in question holds for

holds for

n = 2, hence

it

hence for w = 4 ; and so on.

The convergents, as calculated by the rule of %7, are

w=3

Cor. 1.

it

Now

1.

P^qi -Piq2 = (aia2

that

1)",

fractions at their lowest terms.

pn and qn, for example, had any common factor, that

by 8 (1), divide (-1)" exactly. Hence pn is
qn', and Pn/qn is at its lowest terms.

For, if

factor would,

prime to

Cor. 2.

Pn

Pn-l

^ ( - I)'*

qn

2'n-i

qnqn-i

(2).

Cor. 3.

qi

'n

= ! +

\q2

qJ

qiq^

q^qz

qJ

\q3

+
+.
.

'

'

'

Vg

qn-J'

(-1)"
'^

'-

gn-iqn

(3).
^

Cor. 4.

Pnqn-2-Pn-2qn={-Y~^an

(4).

For
Pnqn-i -Pn-^qn = {^nPn-X ^Pn-^

g'n-2 - Pn-1 {flnqn-X + g'n-2),

= {Pn-\qn-1 -Pn-^qn-l) ^n,
= (-r-^a,byCor. 1.

282

EXAMPLE

436

CH. XXXII

Cor. 5.

Piikn -Pn-llgn-Z =

" Y'%Jqnqn-i

(5).

The odd convergents continually increase in value, the

Cor. 6.

even convergents continually decrease; every even convergent

greater than every odd convergent;
than,

and

and every odd convergent

is

is less

every even convergent greater than, any following con-

vergent.

These conclusions follow at once from the equations (2) and (5).
Given two positive integers p and q which are prime
Cor. 7.
to

each other, we can always find two positive integers

such that
For,

pq -p'q=+

by

we

1,

as

p and

we please.

we can always convert piq into a continued

an even or an odd number of partial quotients,

4, Cor.,

fraction having

as

=-

1 or

If p'lq' be the penultimate convergent to this

-p'q- + 1, in

please.

continued fraction, we have in the former case pq'

the latter pq^ p'q =
Example.

If

jp/g'

1.

be the

s^nlsQn *^^ convergent to

convergent to a^H

nih.

Ug-i

"s+l

...

and

which corresponds to the

^P

show that

partial quotient a,

Pn9n-r -Pn-r<ln={ " l)""''*"^n-J+lQn

We have,

by our data,

...

a, 4

ffn

Q.n-r

^' = a^ +

heno

^2+

^n-r

(a),

2+

-^

^-^

(7).

Now
Pn-r
9n-r

Hence, by

(a)

and

(7),

Pn ^
ffii

_ ^n-rVn-r-\ +Fn-r^n-r 3n-r-i + 1n-r-2

i <^n-r

+ n-r+lQnln-r+lPn)Pn-r-l +J'n-r- 3

(^n-r + n-r+l^n/n-r+l^n) 9n-r-X + 3n-r-2

_ Pn-r"^ n-r+T.QnPn-r-lln-r+\-^ n
3n-r + n-r+lQn 9n-r-lln-r+\"n
nr+l"n Pnr n-r+l VnPn
'

(8).

n-r+1 n3nr + n-r+lQn 3n-r-l

Now it la

easy to see that the numerator and denominator of the fraction

last written are

mutually prime; therefore

Pn -~ n-r+l "nPri-r + n-r+l '

^nPn-r-l'

9n n-r+l "n 2 n-r + n-r+l Q'n3n-r-i.i

/^v
^ '"

8,

APPROXIMATION TO CONTINUED FRACTION

From

(e)

we

437

derive

PnQn-r ~Pii-r1ii~ ~ (Pn-rQn-r-l ~ Pn-r-1 Qn-rJn-r+lQuy

= (-l)(-l)"-Vr+l<?n.
by

(1)

above,

=(-ir-'-+VrH<3;
as was to be shown.

The convergents of odd order are each

9.]

and

whole continued fraction,

each greater;

less

than the

the convergents of even order are

and each convergent

is

nearer in value

to the

whole

continued fraction than the preceding.

We

have, by

7,

Pn^-x

3'n+i

Pn-\

(in+^Pn

-^

<^n+i^n

+ ^n-l

and the whole continued

fraction a?i is derived from pn+^/qn+i by

replacing the partial quotient an+i by the complete quotient Xn+i.

Hence
W\

From

this value of x^

OOi

iVn+iPn

+ Pn-i
.

we obtain

Pn _
^n+}Pn+Pn-i

Pn
,

Pn-\qn-Pnqn-i
+ qn-i)

(1).

qn(a!n+iqn

Similarly

_Pn-\ ^ ^n+l(Pnqn-l-Pn-iq )
qn-1
2'w-l (^re+l5're + 3'?i-l/

From

(1)

and

(2)

,^.

we deduce
Pn

Xi--

q-n,

qn-1
(3).

Pn~\

qn^n+l

qn-i

Now
Cor. 1,

qn-\, qn ar^> positive integers

qn-i<qn-

a?+i

-^ 1

It follows, therefore,

from

(3)

and, by

7,

that Xi-pnjqn

opposite in sign to, and numerically less than, Xi-pn^j/qn-i.

In other words, pjqn differs from Xi by less than pn-i/qn-i does
and if the one be less than Xi the other is greater, and vice versa.
is

APPROXIMATION TO CONTINUED FRACTION

438

Now

the

second

first

convergent

obviously less than

is

and so on

greater, the third less,

is

CII.

a^i,

and the

XXXII

hence the
difference

between Xi and the successive convergents continually decreases.

Cor.
the

1.

The

between the continued fraction

difference

nth convergent

is

than

less

1/qnQn+i,

and

greater

and
than

Cl'n+2/(J!nqn+2'

For,

are,

by what has just been proved,

Pn

Pn+2

Qn

Qn+a

order of magnitude,

in

Pn+l

9'n+l

either ascending

or descending.

Hence
Pn

9'n

^Pn

Pn+l

Qn

9'n+l

<r^,by8(2).
Again,

Pn

Qn

^Pn

Pn+a

9'n

Qn+i

>-^,by8(5).
gn+i>qn, and since qn+ijan+i = (n+2g'n+i + gn)/an+2
+ qn/an+2<qn+i + qn (ci'n+2 being <|:l), it follows that the
upper and lower limits of the error committed by taking the nth
Since

qn+i

convergent instead of

the whole

taken to be l/q^ and l/qn(qn +

continued fraction

qn+i)-

may be

These, of course, are not

so close as those given above, but they are simpler,

and in many

cases they will be found sufiicient.

Cor.

2.

In order

continued fraction,

it is

to

obtain

a good approximation

to

advisable to take that convergent wJiose

corresponding partial quotient immediately precedes a very

much

larger partial quotient.

For, if the next quotient be large, tliere is a sudden increase

in qn+i

so that l/qnqn+i

is

a very small fraction.

The same thing appears from the

consideration that,

in

taking pn/qn instead of the whole fraction, we take a instead of

CONDITION THAT

ttn

that

is,

be very

if a+i

439

X^

...

we neglect the part

Now,

complete quotient.

BE A CONVERGENT TO

Pn/g'n

of the

large, this neglected

part will of course be very small.

The odd convergents form an increasing

Cor. 3.

series

of

rational fractions continually approaching to the value of the

and

whole continued fraction;

the

even

convergents

form a

decreasing series having the same property*.

Cor. 4.
If Pnlc[n-i^x<'^l<in{<ln + qn-\), where qn-x is the denominator of the penultimate convergent to Pn/^n when converted
into a simple continued fraction having an even number of

then Pnlqn is one of the convergents to the simple

continued fraction which represents Xi; and the like holds if
quotients,

3^i-Pnlqn<'i-/^n(qn

+ Qn-i), whore

penultimate convergent

qn-i is the denominator of the

pn/qn when converted into a simple

to

continued fraction having an odd number of quotients.

Let !, ttaj ..> be the n partial quotients of pnjqn
when converted into a simple continued fraction having an

even number of quotients, and

convergent.

Let Xn+i

let Pn-\lqn-\

be the penultimate

Then pnqn-\ -Pn-iqn = 1be determined by the equation

^1

= i +

^2

an +

iy+i

Then we have
^1

= (-^^n+li^/i +P.i-l)liXn+iqH + qn-l).

whence
^71+1

(iViqu-i

-Pn-i)/(Pn - a^iqn),

* The value of every simple continued fraction lies, of course, between

and 00 and we may, in fact, regard these as the first and second convergents respectively to every continued fraction. If we write
= f and
;

00

=i

and denote these by

-^

and

so that

we understand

_, to be 0,

Pg to be 1, q_i to be 1, and q^^ to be 0, then p_j and p^ will be found to fall

into the series p^, p^, p.^, &c., and g_j and Qq into the series q^, q^, q^, &c.
It will be found, for example, that l>i = a^pQ+p_-^^, <j'j = ajg'o +
?-i Pol-i -^-i?o
>

l)**

=r 1,

and so

on,

440

CONDITION TRAT pn/qn BE A CONVERGENT TO CC^

or, if

we put

- ^i,

^ =pn/qn

^+l

CH. XXXII

{{Pnqn-l -Pn-\ qr^hn - qn-X i]\q%^,

i^/qn

qn-1 ^)/qni'

Hence the necessary and sufficient condition that

iCn+i

>1

that

is

i/qn-qn-ii>qJ,
that

is,

^<'i-/qn(qn+qn--d,

which

by the condition

fulfilled

is

the

in

first

of

our two

theorems.

Let now

bi, h^,

.,

bn be the first

simple continued fraction that represents

,1

Xi-bi +

partial quotients in the

Then we have

^j.

11

7
bn +2/n+l

02+

where ^+i > 1.

Hence

02+

Therefore,
Cl'i

Hence

'

'

by

^2 = 62,

1
.

that

is

1
'

'

'

bn+1/n+i'

is,

bn,

^n+i^n+i-

is

the nth convergent to

qn

G'n

The second theorem

ttn

.,

b.2+

we must have

3, Cor.,

bi,
Cti

]_^j ^ J_

an + iCn+1

'

proved in precisely the same way.

Since qn-\<qni the conditions above are a fortiori fulfilled

if

X^~Pn\qn<^\'^qn 10.]

The

propositions

and

corollaries of last section

show

that the method of continued fractions possesses the two most

important advantages that any system of numerical calculation

can have, namely,

1st,

it

furnishes a regular series of rational

approximations to the quantity to be evaluated, which increase

2nd, the error
step by step in complexity, but also in exactness
committed by arresting the approximation at any step can at
The student should compare it in these
once be estimated.
system of notation.
decimal
with
the
respects
;

CONVERGENCE OF

9-11
11.]

441

S.C.F.

It should be observed that the formation of the suc-

meaning we attach

cessive convergents virtually determines the

to the chain of operations in a continued fraction.

we might of course proby beginning at the lower end and taking in

The
the partial quotients one by one in the reverse order.
contreatment
jfinite
reader may, as an exercise, work out this
of
tinued fractions, and he will find that, from the arithmetical
point of view, it presents few or none of the advantages of the
If the continued fraction terminate,

ceed to reduce

it

ordinary plan developed above.

In the case of non-terminating continued fractions, no such

Indeed, the
is, strictly speaking, open to us.

alternative course

further difficulty arises that, a priori,

we have no

certainty that

such a continued fraction has any definite meaning at

point of view to be taken

is

the following

If

we

The

all.

arrest the

continued fraction at any partial quotient, say the sth,

tlien,

the case of a simple continued fraction, however great s

may

we have seen that the two

in
be,

convergents, p2n-i/Q2n-i, P-^l^^n, in-

clude the fraction psjqa between them.

Hence,

if

we can show

that p^-i/q2n~i and Pznlq2n, each approach the same finite value
when n is increased without limit, it will follow that as s is
increased without limit, that

is,

as

more and more of the

partial

quotients of the continued fraction are taken into account,' pa/qa

approaches a certain definite value, which we

of the whole continued fraction.

continually increases with n,

and

Now, by
p-2n/q2n

may

call

the value

8, Cor. 5, p2n-i/q2n-i

continually decreases,

and P2n/q2n>p^-ilq2n-i- Hence, since both are positive, each of

the two must approach a certain finite limit. Also the two
for by 8, Cor. 2, P2nlq^-p^-\lq2n-i
limits must be the same
= l/q^q^n-i, and by the recurrence formula for q^ it follows that
;

q2n

and

g'sn-i

p^n-ilq-in-i

increase without limit with

may

therefore p-aijqon

be made as small as we please by sufficiently

increasing n.
It appears, therefore, that everi/ simple contimied fraction

has

definite finite value.

Example.

To

obtain a good commensurable approximation to the ratio of the

EXERCISES XXIX

442

CH. XXXII

circumference of a circle to the diameter. Referring to Example

the following approximations in defect:

1, 7,

we have

333
106'

103993
38102

355
113

104348

3
1'

'

and the following in excess :

22
7

Two

of these*,

'

'

33215

'

&0.

namely 22/7 and 355/113, are distinguished heyond the others

by preceding large partial quotients, namely, 15 and 292.

The

latter of these is exceedingly accurate, for in this case l/g?+i

= 1/113 X 33102 = -0000002673, and a+2/g'q'+2= 1/113 x 33215 = 0000002665.

The

error therefore lies between -000000266

355/113

is

and -000000267

accurate to the 6th decimal place.

In point of

= 3-14159265358

355/113 = 3-14159292035

7r

Differences -00000026677

that

fact,

is

to say,

we have

....

Exercises XXIX.
769

(1.)

Calculate the various convergenta to yprj,

committed by taking the

(2.

first,

and estimate the

errors

second, third, &c., instead of the fraction.

Find a convergent to the

infinite

continued fraction

:j

;r

...

which shall represent its value within a millionth.

(3.) Find a commensurable approximation to /v/(17) which shall be
accurate within 1/100000, and such that no nearer fraction can be found
not having a greater denominator.
(4.) The sidereal period of Venus is 224-7 days, that of the earth 365-25
days ; calculate the various cycles in which transits of Venus may be expected
Calculate the number of degrees in each case by which Venus is
to occur.
displaced from the node, when the earth is there, at the end of the first cycle
after

a former central transit.

Work out the same problem for Mercury, whose sidereal period

(5.)

ia

87-97 days.
(6.)

persons
this is

According to the Northampton table of mortality, out of 3635

who reach the age of 40, 3559 reach the age of 41. Show that
expressed very accurately by saying that 47 out of 48 survive.

was given by Archimedes (212 b.c). The

was given by Adrian Metius (published by his son, 1640
A.D.)
it is in great favour, not only on account of its accuracy, but because
it can be easily remembered as consisting of the first three odd numbers
*

The

first

of them, 22/7,

second, 355/113,
:

each repeated twice in a certain succession.

'

EXERCISES XXIX

11

443

rational approximation to sj(19) which shall differ from

than 1/100000 and compare this with the rational approximation
obtained by expressing ij{19) as a decimal fraction correct to the 6th place.
(8.) If a be any incommensurable quantity whatever, show that two
integers, m and n, can always be found, so that 0<an-m<K, however small

Find a good

(7.)

by

it

less

may

be,

Show that

(9.)

the numerators and also the denominators of any two con-

secutive convergents to a simple continued fraction are prime to each other

also that

p^ and p^-^ have any common factor

if

it

must

divide a exactly.

Show that the difference between any two consecutive odd convergents
ij(a^ + l) is a fraction whose numerator, when at its lowest terms, is 2a.
(10.)

to

Prove directly, from the recursive relation connecting the numeraand denominators, that every convergent to a simple continued fraction
intermediate in value to the two preceding.
(11.)

tors
is

(12.)

Show

Prove that

that

pjqn

3n%-i'= (-1)"+V^2^3
from x^ by less than

differs

^n+l-

Ija^a^

a+i(|'.

Is this a

than llgn^n+i '

(13.) If the integers x and y be prime to each other, show that an integer
u can always be found such that

better estimate of the error

where

z is

(14.)

an

integer.

Prove that

(PJ - in)

- 3n-l^) = {PnPn-1 " 9n ^n-lY ' 1

d'n-l"

Pn+9n
(15.)
is

'.

+ QnQn-^)^+'^ 1
{Pn-lPn-i + in-\ in-^f +

{PnPn-l

Pn-i + in-i
Prove that p^-iPn - 1n-\1n^i

^^

positive or negative according as

even or odd.
(16.)

If

P/Q, P'/Q', P"IQ" be the nth, n-ltb, Ji^^th convergents of

1

02 + 03 + 04 +
1

02 + 03

4 +

a3 + O4 +
respectively,

show that

P = a2P' + P",
(17.)

(3

a series in which the

last equal,

and so

conversely, if

first

and

a reciprocal series (that

is,

terms are equal, the second and second

last

on), then Pn-i

= (aia2 + l)P' +!?".

Xi=pjq^ form

If the partial quotients of

= qn^ ^^^

{ln'^^)IPn i^ ^^ integer; and,

the quotients will form a

these conditions be satisfied,

reciprocal series.

of

(18.) Show, from last exercise, that every integer which divides the sum
two integral squares that are prime to each other is itself the sum of two

squares.

(See Serret, Alg. Sup.,

4'" ed., t. i., p. 29.)

'

'

CH. XXXII

EXERCISES XXIX

444
(19.)

Show

11

that

1
ajH-

'

1,1

(20.)

If ^1

= rv rz

(21.)

The

successive convergents of

'

an-i+

a-i

;7T

'

^^^^ *^^* 2'=3-i-

2a

-\

'

always double those of a + 2- 0^-77

(22.)

If

the

reduced

...

0,+

form

the

of

1111

^
4a +

a+ 4a+ a+

are

complete

nth

quotient,

x^,

in

be ^Jvn, show that

fn = '^n fn+1 "" fn+2

(23.)

Find the numerically

values of x and y, a

prime

and

least value of

ax -by for positive integral

which may or may not be

& being positive integers,

to each other.

CLOSEST COMMENSURABLE APPROXIMATIONS OF GIVEN

COMPLEXITY.

One commensurable approximation to a number

12.]
(commensurable or incommensurable) is said to be more complex
than another when the denominator of the representative fracThe problem
is greater in the one case than in the other.
which we put before ourselves here is to find the fraction, whose
denominator does not exceed a given integer D, which shall most

tion

closely
to

approximate {by excess or by

defect, as

may

he assigned)

a given number commensurable or incommensurable.

solution of this problem

continued fractions.

It

is

The

one of the most important uses of

depends on a principle of great interest

in the theory of numbers, which

we proceed

to prove.

Ifplq andp'jq' he two fractions such thatpq'-p'q=l,

then no fraction can lie between them unless its denominator is

Lemma.

greater than the denominator of eitJier of them.

Proof Let ajb be a

pjq and p'jq. Then

fraction intermediate in

h^q

^^'
q'

?-^<^-<
o
q

magnitude to

(2).
^

SIMPLICITY OF APPROXIMATION

12-14

44)5

PkzM^PlJLS^.

From(l),
'

qb

qq

pb qa

qb

qq

'

qb > qq (pb

Hence

b>(pb-

and

Now p\q ajb

is positive,

It follows, therefore, that

qa) q.

hence pb - ga

is

a positive integer.

bxq.

Similarly it follows from (2) that

Hence no

- qa)

b>q.

p\q and p\(l unless its

and q. In other words, if
pq' -p'<l = ^, no commensurable number can lie between pjq and
p'l<][ which is not more complex than either of them.
The nth convergent to a continued fraction is a nearer
13.]
approximation to the value of the complete fraction than any
denominator

fraction can lie between

is

greater than both q

fraction whose denominator is not greater than that of the conFor any fraction ajb which is nearer in value to the
vergent.

continued fraction than Pnlqn must, a fortiori, be nearer than

Hence, since Pn/gn and Pn-il^n-i include the value of

Pn-il^n-i'

the continued fraction between them,

lie

between these two

it

must

follows that a/b

Now we

fractions.

by

have,

8,

either

HcnCC, by 12, b
Pnqn-l-Pn-iqn^'i-, Or Pn-iqn- Pnqn-l= imust be greater than qn, which proves our proposition.
Example.
Consider the continued fraction
mt,
The

- - -
^ = 3 + 1+
3+ 4+ 2+
3

^
successive convergents

a>,

^'^^
3;

4
j

15
4"

64
pf

148
'

"og

>

-.
5

779
on?

'

,,
^^

^^

^^''^

that no fraction whose

denominator does not exceed 17 can be nearer in value to x^ than 64/17.

any one of

14.]

these, say 64/17, the statement

The

is,

result of last section is a step towards the solution

of the general problem of 12; but something more

is

required.

Consider, for example, the successive convergents Pn-2lqn-2,

Then
Pn-i/qn-i, Pnlqn to o^i, and let n be odd, say.

Pn

Pn-2
>

qn-2

are in

increasing

order

^
>

qn
of

"^1

Pn-1
>

qn-1

magnitude.

We

know, by

last

'

INTERMEDIATE CONVERGENTS

446

no fraction whose denominator

section, that
lie

in the mtevwaX pn-ijqn-i, Pn-il^n-i,

whose

denominator

whose denominator

The

no fraction

less

is

than qn, may not lie in the interval

Pnqn-i- P%-iq% = a,,, where may be>l.

is less

^^'^

Pn-2/qn-2, Pnlqn,

1.

than g^-i can

is less

also that

than q^ can lie in the interval

but we havG no assurance that a fraction

Pnlqn, Pn-i/qn-i'}

This lacuna

and

CH. XXXII

by the following proposition

is filled

series

Pn-2

Pn-1 +Pn-1

qn-i

qn-2

offractions
Pn-2 + '^Pn-l

+ qn-1

9'n-2

Pn-i +
qn-2

+ ^qn-l

an-

+ an-

form (according as n

is

IPn-l

Pn-I + (^nPn-X

^qn-i'

9'-2

odd or

even)

^ PA

/i\

qJ

+ re2'-i V

an increasing or a decreasing

series.
2.

Each of them

is

at

its lowest

terms;

pair, say P/Q, P'/Q', satisfies the condition

and each consecutive

PQ P'Q = 1 so
;

that no commensurable quantity less complex than the mm'e complex

of the two can he inserted between them.

The

first

and

vergents merely)

Convergents

last of these fractions (formerly called

we now call,

for the sake of distinction,

Con-

Principal

the others are called Intermediate Conmrgents to

To prove the above

the continued fraction.

properties, let us

consider any two consecutive fractions of the series

(1),

say PjQ,

P'lQ'; then

P_P^ Pn-2 + rpn-i _ Pn-2 + r+

Q

Q'

qn-2

rqn-i

q^.^

1 jP_i

+ V+lq^-x

(where r = 0, or

1,

or

2,

.,

or

a-

- {Pn-l gn-2 -Pn- 1 g^-i)

'

(g'_2

+ rqn-^

{qn-t

{qn-2

+ rqn--,)

{qn-2

OO ^

^^ if n be even.

1 q^-i)

**

+r+

+ r+l q^-i)

be odd,
(2).

1),

COMPLETE SERIES OF CONVERGENTS

15

14,

447

Hghcb

Fq-P'Q=-li(nheodd,
=+
and

(2)

w be

1 if

(3) are sufficient to establish 1

,^.

even.

and

2".

Since P/Q-pn-i/qn-i = l/qn-i{qn~2 + rqn~i), and since

obviously lies between P/Q and Pn-i/qn-i, it follows that the
3.

iVi

intermediate convergent

by

than

PjQ

differs

a fortiori by

from

the continued fraction

than Ijqn-i*
15.]
If we take all the principal convergents of odd order
with their intermediates wherever the partial quotients differ from
less

and form

unity,
9.
1

l/q,i-i Q,

the series

P^

Pi

likewise

Pl^^

>

-J

yi

and

less

>

qn-2

</3

all

Pn
,...,,...
qn

/A\

{IV},

the principal convergents of even order with

their intermediates,

and form

the series

P2

Pi

Pn-3

Pn-l

'J

q-2

q*

qn-s

qn~i

/T>x

is a series of commensurable quantities, increasing in comand increasing in magnitude, which continually approach
the continued fraction; and (B) is a series of commensurable
quantities, increasing in complexity and decreasing in magnitude,
which continually approach the same; and it is impossible between
any consecutive pair of either series to insert a commensurable

then (A)

plexity

quantity which shall be

less

complex than the more complex of the

two.
If

series

the continued fraction be non-terminating, each of the two

(A) and (B) is non-terminating.

If the continued fraction terminates,

terminate, since the last

convergent to Xi

that

is

member

one of the series will

of one of

to say, Xi

itself.

them will be the last

The other series may,

however, be prolonged as far as we please;

pjqn

for, if Pn-i/qn-i c^nd

be the last two convergents, the series offractions

Pn-l

Pn-l

qn-1

qn-i

+Pn
+ qn

Pn-1 + 2pn
g'-i

2g''

* For a rule for estimating the errors of principal and intermediate

convergents to a continued fraction, see Hargreaves, Mesa. Math., Feb. 1898.

CLOSEST RATIONAL APPROXIMATION

448
forms

a continually increasing or a

either

CH. XXXII

continvxilly decreasing

in which no principal convergent occurs, but whose terms

series,

approach more and m.ore nearly the value pnlq^ that is, a?i*.
We are now in a position to solve the general problem
16.]
of

Suppose, for example, that

12 1.

we

are required to find the

whose denominator does not exceed D, which shall

approximate most closely by defect to the quantity Xi. What we

fraction,

have

to

do

a simple continued fraction, form

and select that fraction from it whose

convert Xi into

is to

the series (A)

of last

section,

is either D, or, failing that, less than hut nearest

D, say PjQ. For, if there were any fraction nearer to Xi than
PjQ, it would lie to the right oiPjQ in the series; that is to say,

denominator
to

would

fall

between

PjQ and

or between two fractions

the next fraction

still

P'jQ

of the series,

more complex.

inator of the supposed fraction will

Hence the denombe greater than Q', and hence

D.

greater than

Similarly, the fraction which most nearly approximates to Xi

by

a,

excess,

and whose denominator

* This

may

...

-4

Bay,

we may

t The

also be seen

may

from the

also be written

does not exceed

consider the last quotient to bo

first

oo

is

obtained

the continued fraction

fact that
a, H

D,

and the

that

is

to

last convergent

general solution of this problem was given by Wallis (see

his Algebra (1685), chap, x.) ; Huyghens also was led to discuss it when
designing the toothed wheels of his Planetarium (see his Descriptio Automati

One of the earlier appearances of continued fractions in

mathematics was the value of 4/7r given by Lord Brouncker (about 1655).
While discussing Brounckcr's Fraction in his Arithmetica Injinitorum (1656),
Wallis gives a good many of the elementary properties of the convergents
Planetarii, 1682).

to a general continued fraction, including the rule for their formation.

Saunderson, Euler, and Lambert all helped in developing the theory of
the subject. See two interesting bibliographical papers by Giinther and

Favaro, Bulletino di Bibliographia e di Storia dclle Scienze Mathematiclie e

Fisiche, t. vii. In this chapter we have mainly followed Lagrange, who gave
first full exposition of it in his additions to the French edition of Euler's
Algebra (1795). We may here direct the attention of the reader to a series
of comprehensive articles on continued fractions by Stern, Crelle^s Jour., x.,

the

XI., xviii.

EXAMPLES

16

15,

44d

tJiat fraction in series (B) of last section whose denominator most nearly equals without exceeding D.
N.B. If the denominator in the (A) series which most

by taking

nearly equals without exceeding

be the denominator of an

intermediate convergent, the denominator in the (B) series which

D will be

most nearly equals without exceeding

the denominator

of a principal convergent.

Example 1.
To find the

fraction, whose denominator does not exceed GO, which

779
approximates most closely to -^

1
_:.3, + j-^

779

TTT
have
We
T-

are t

>

The two

"j

64
j=

the even convergents

j-

j^-

^^

38

^
779

series are

01237111579143922
1'

^.

143

15

The odd convergent s

I' I'

1'

2'

'

21'

'

38

'

1701

245'

452

2480
'

659

'

'

'

''

1419344964207350493636779
0'

I'

9'

5'

13'

17'

55'

^''

93' 131' 169' 207

Hence, of the fractions whose denominators do not exceed 60, 143/38 is the
closest by defect and 207/55 the closest by excess to 779/207.
Of these two it happens that 143/38 is the closer, although its denominator is less than that of 207/55; for we have 143/38 = 3-76315
., 207/55
For a rule enabling us in most
= 3-76363 . . and 779/207 = 3-76328
.
cases to save calculation in deciding between the closeness of the (A) and (B)
.

. ,

approximations, see Exercises xxx., 10.

Example

2.

Adopting La
365''

5''

Caille's

determination of the length of the tropical year as

48' 49", so that it exceeds the civil year

to find the various

number of days
The

ways

at equal intervals of

intercalation

by

of rectifying the calendar

must be

5'' 48' 49", we are required

by intercalating an integral

an integral number of years. (Lagrange.)

20929^

at the rate of - .,^

ob4U0

per year

that

is to say,

at the rate of 20929 days in 86400 years. If, therefore, we were to intercalate
20929 days at the end of every 864 centuries we should exactly represent La
Caille's determination.

Such a method of

rectifying the calendar is

open to

very obvious objections, and consequently we seek to obtain an approximate

rectification by intercalating a smaller number of days at shorter intervals.
c.

II.

29

'

If

CH. XXXII

EXAMPLES

450

we turn 86400/20929 into a continued fraction and form

we have (omitting the earlier terms)

the (A) and (B)

series of convergents,

4
1

13

6
9
1' 2'

'

39

'

'

'694

'

'

'

62

29

25

21

17
'

2865

161

33
'

'

15'

14003
8434
*^2043' "3392"'
128
95
23' 31

289
'

70

'

450

611

109'

US'

933
772
187' 226'

>'

''

1094
"265

'

**

if we take approximations which err by excess, we may with increasing accuracy intercalate 1 day every 4 years, 8 every 33, 39 every 161, and
so on* J and be assured that each of these gives us the greatest accuracy
obtainable by taking an integral number of days less than that indicated in

Hence,

the next of the

The

series.

(B) series

Example

may

be used in a similar mannerf.

3.

sun will happen if at the time of new moon the earth be

within about 13 of the line of nodes of the orbits of earth and moon. The
period between two new moons is on the average 29*5306 days, and the mean
synodic period of the earth and moon is 346-6196 days. It is required to
calculate the simpler periods for the recurring of eclipses.
Suppose that after any the same time from a new moon the moon and earth
have made respectively the multiples x and yoia, revolution, then a; x 29 '5306 =

An

eclipse of the

Hence ylx = 295306/3466196 -O + j^-j-^^ipj-j-j-j- ...

y X 346-6196.

The

successive convergents to this fraction are 1/11, 1/12, 3/35, 4/47, 19/223,

61/716.

Suppose we take the convergent 4/47, the error incurred thereby

Vvill

be

< 1/47 X 223 in excess, and we may write on the most unfavourable supposition

y__
~
a;

The

47

47 x 223

fraction 4/1 corresponds to the Julian intercalation, introduced by

Julius Caesar (45 e.g.).

33/8 gives the so-called Persian intercalation, said to

Omar Alkhayami (1079 a.d.). The method in

among most European nations is the Gregorian, which corrects the

be due to the mathematician

present use

Julian intercalation by omitting 3 days every 4 centuries. This corresponds

to the fraction 400/97, which is not one in the above series; in fact, 70 days

every 289 years would be more accurate. The Gregorian method has, however, the advantage of proceeding by multiples of a century. The Greeks and
Ilussians

still

use the Julian intercalation, and in consequence there is a

between their calendar and ours. See art. " Calendar,"

difference of 12 days

Encyclopcedia Britannica, 9th ed.

t See Lagrange's additions to the French edition of Euler's Algebra (Paris,
1807),

1. 11.,

p. 312.

XXX

EXERCISES

16
Hence,

if a;

461

= 47, y = 4- 1/223. But

after total eclipse,

new moon

will

3607223 = 1 -61. Hence, 47 lunations

happen when the earth is less than 1-61

from the line of nodes, 47 lunations after that again when the earth is less
than 3 '2 from the line of nodes, and so on. Hence, since 47 lunations = 1388

number

days, eclipses will recur after a total eclipse for a considerable

of

periods of 1388 days.

we take the next convergent we find for the period of recurrence 223
amounts to 18 years and 10 or 11 days, according as five or
four leap years occur in the interval. The displacement from the node in this
If

lunations, which

certainly less than 360/716, that

than half a degree, so that

it is the famous
" saros " of antiquity which was known to the Chaldean astronomers.
Still more accurate results may of course be obtained by taking higher

case

is

more

this is a far

is,

less

certain cycle than the last; in fact,

convergents.

Exercises
Find the

(1.)
^

first

'

eight
convergents
to l
^
^

the fraction nearest to

Work

(2.)

XXX.

it

-
+ 2+
3+ 4+ 1+
-.

^r

:,

,
'

and

find

whose denominator does not exceed 600.

out the problem of Exercise xxix.,

4,

using intermediate as

well as principal convergents.

Work

(3.)

out

the convergents to

all

27r

whose denominators do not

exceed 1000.
Solve the same problem for the base of the Napierian system of

(4.)

logarithms

= 2-71828183 ....

Two

scales, such that 1873 parts of the one is equal to 1860 parts of
the other, are superposed so that the zeros coincide find where approximate
coincidences occur and estimate the divergence in each case.
(5.)

Two pendulums

(6.)

are

hung

up, one in front of the other.

The

first

the second loses 5 min. 37 sec. in 24 hours. They

pass the vertical together at 12 o'clock noon. Find the times during the day
at which the first passes the vertical, and the second does so approximately
beats seconds exactly

at the
(7.)

same time.
Along the

side

AB

and diagonal

^C

of a square field

round posts are

erected at equal intervals, the interval in the two cases being the same.

person looking from a distance in a direction perpendicular io AB sees in the

perspective of the two rows of posts places where the posts seem very close
together ("ghosts"), and places where the intervals are clear owing to
approximate coincidences. Calculate the distances of the centres of the
ghosts from A, and show that they grow broader and sparser as they recede

from A.
(8.)

pq' -p'q

Show

= l,

that between two given fractions pjq and p'jq', such that
infinite number of fractions in order of magnitude can be

an

inserted such that between

any consecutive two

of the series

no

fraction can

be found less complex than either of them.

292

452

XXX

EXERCISES

CH. XXXII

In the series of fractions whose denominators are 1, 2, 3, .

one whose denominator is v, say, such that it differs from a

given irrational quantity x by less than I/hi/. (For a proof of this theorem,
due to Dirichlet, not depending on the theory of continued fractions, see
(9.)

there

is at least

Serret, Alg. Sup., 4 ed.,

t.

i.,

p. 27.)

If the nearest rational

approximation in excess or defect (see 16)

be an intermediate convergent PjQ, where <3 = Xg-n-i + (?_2 show that the
approximation in defect or excess will be nearer unless Q > ^q^ +
qn-J^^n+i
(10.)

(11.) If zero partial quotients be (contrary to the usual understanding)

admitted, show that every continued fraction may be written in the form

V-\

1
;

where

a,, a,. 3,

are each either

or 1.

Show

the bearing of this on the theory of the so-called intermediate convergents.

(12.) 0-0 = 0, ra-i =r 1, u:r = an+r W^-i + ^,-2; show that Pa+rl<ln+r~Pnl9n =
"^rllnln+r 5 ^1 " Pnlin = ( ''^r+fn+r'^r-l)l(In{'ln+r +fn+rQn+r-l) where / = X - a^.
(Hargreaves, Mess. Math., Feb. 1898.)
.

CHAPTER
On

XXXIII.

Recurring Continued Fractions.

EVERY SIMPLE QUADRATIC SURD NUMBER IS EQUAL

TO A RECURRING CONTINUED FRACTION.
1.]

We

have already seen in two particular instances

number can be expressed

(chap. XXXII., 5) that a simple surd

We

as a recurring continued fraction.

proceed in the present

chapter to discuss this matter more closely*.

Let us consider the simple surd number (P^ + sjB)IQi. We

its value is positive
and we arrange, as we always

suppose that

may, that Pi,

Qi,

shall

be integers, and that sfB shall have

the positive sign as indicated.

is

but Pi and Qi
further supposed that

is

allowable, for, ii

positive

may

R - P^

B Pi

It

will

of course

always be

be either positive or negative.

is

exactly divisible by Q^.

were, say, prime to Qi, then

It

This

we might

(Pi + JB)iq, = (PiQi + JqmiQi' = {P^ + ^R')IQx,

where B' - P/^ { = Q,^ (B - P,^) = {B- P,') Q,'} is exactly divisible
by Qx'.
write

For example, to pnt t

we must

is

^~

\/ 9 )

^* *^^ standard form contemplated,

write

so that in this case

which

P^= -16, Qi= -32, iJ=96; J?-Pi'*=96-256= -160,

Qi= -32.

exactly divisible by

The

following theory is due in the

of its exposition

we

main

to Lagrange.

For the

details

are considerably indebted to Serret, Alg. Sup., chap. n.


EECURRENCE-FORMULA FOR P AND Qn

454

If

2.]

3 and

5,

we adopt the

process and notation of chap, xxxii.,

the calculation of the partial and complete quotients

of the continued fraction which represents (Pi

as follows

CH. XXXIII

+ \/B)/Qi proceeds

Pi+JE
A'a

- ^2 +

(1),

_Pn+jjR_

where

it will

be remembered that

ai, a2>

do not exceed

x^,

integers which
Xz, Xs,

are each positive,

It should

^J_

x^,

and not

less

are the greatest

respectively

and

than unity.

be noticed, however, that since we keep the radical

iJB unaltered in our arrangement of the complete quotients, it

by no means follows that P^, Q2, Ps, Qs, &c., are integers, much
less that

they are positive integers.

The connection between any two consecutive

Qn and P+i, Qn+i, follows from the equation

pairs, say

Pn,

= .+
{Pn^, + sllt)IQ,

Qn
or

{{Pn - an Qn) Pn+l

"

Qn Qn+Z +

+ {Pn " Qn + Pn+l} s/E =

i^}

(3).

It follows

from

(3),

by chap,

xi., 8,

that

(Pn - Q,>) Pn+i - Qn Qn+i + li=0,

Pn ~ (^n Qn + Pn+l " >

whence

If

we write w -

1 for

Pn+l ~ ^n ^n ~ J^n

(4),

Pn+l + Qn Qn+l = B

(5).

in (5),

we have

Pn'-^Qn-lQn-B

(6).

2,

EXPBESSIONS FOR P AND Qn

From

by means of

(5),

and

(4)

455

we have

(6),

= Pn'+Qn-,Qn-(anQn-PnT,
SO that

Qn+i

Qn-i

+ ''iCln Pn "

Qn

C^n

= Qn-i + an{Pn-Pn+i)

The

culating Pa, Pa,

Qsy

complete quotients
Qa

(7).

formulse (4) and (7) give a convenient

P4,

^2, ^3,

&c.,

Qi,

means of

cal-

and hence the successive

given by the equation

is

P^' + Q^Qi^jR,

namely,

^2

= ^^^2a,P,-a,'q,.
From this last equation it follows, since by hypothesis
{R-P^)IQi is an integer, that ^2 is an integer. Hence, since
Pi, Qi are integers,

Pn,Qs,

>

We

3.]

it follows,

by

(4)

and

(7),

that Pa, P3,

.,

Qn are also all integers.

shall

now

investigate formulae connecting

P and

Qn with the numerators and denominators of the convergents

to the continued fraction

We have

which represents {Pi+ JE)/Qi.

(chap, xxxii., 9)

Pl+ JB ^ Pn-lO^n+Pn-i

/^x

^n-l^n + Qn-2

^1

^ Pn-i Pn + Pn-1 Qn + Pn-1

qn-,

Pn +

qn-2

Qn +

^n-l

N^
'^E

Hence
(Pi +

JE) (g_, Pn + qn-2 Qn + Qn-l ^E)

= Ql (Pn-l Pn +Pn-2 Qn+ Pn-1 V^)

From

(1)

(l).

we derive
qn-lPn + qn-2 Qn = Ql Pn-1 -PlQn-l
Pn-1

Pn + Pn-2 Qn = PlPii-l +

E-P"
Q-^ 3'-l

(2);

(3)-


456

From

Pn <

\/R,

and

(3)

(2)

Qn < 2
we

\/R,

<

since

obtain,

2 ^/R

ch. xxxiii

pn-i qn-i Pn-2 ^n-i

=(-ir(

l)**-'

Pn = Pi

(Pn-l qn-1

^ Pn-i qn--)

+
(

l)*^-^

Q. = - 1pn-l

R-P"^

^- qn-2Pi - ^^^
qn-\

Qi Pn-l Pn-l

qn-l'

qn-l

(4)

+ QlPn-l'

(5).

The formulae (4) and (5) give us the required expressions,

and furnish another proof that P2, P3,
., Pn, Q2, Qa,
, Qn
.

are

If in equation (2) of last paragraph

4.]

we

Qi{pn-i^n+Pn-2)l(qn-iin + qn-2)- 'JR,

equation (A), we have

its

all integral.

value

qn-l

Also, since

replace

derived

Pn + qn-. Qn = j " ^T^^'

+ ^^^^^
qn-l'^n " qn-2

cc^

Pi

by-

from

(l)"

= (Pn + JR)/Qn, we have

Pn-a^nQn = -'JR

From equations
the following four

(1)

and

(2)

we

derive,

(2).

by direct

calculation,

Pn =

i^ii^^ii^-^^^-^-^)^^^^^^
Qn =

L
\qn-l^n

+ 9'-2/

{q^_^ (q^_^a!n

qn-.)

2^R + {- if-' Qi}

(4)

JR-Pn =

JV
+ qn-.) I
^n /
(qn-ia^n^TTT-v^^^^A'^'^-^'-^)

^-(-^T-'Q]

(5);

2jR-Qn =
-^,{(^;^qn-i+qn-2){qn-iXn+qn-2)2jR-(-lT-'Qi}{G).
(qn-li^n+qn-.T

The
limit.

JR and 2\/S in these four formulae are

and increase without limit when n is increased without

coefficients of

positive,

Hence, since Qi

is

a fixed quantity,

it

follows that for

some value

1.

n=

n,

P, Q^,

other words, on

P and Qn

v say,

Pn and Q

Since

are

integers,

JR

n = v P^ cannot have more than

Qn cannot have more than 2

JB

will be

In other words, after the

JR

x 2

and

so that

JR - 2R

Xn

different

complete quotient, the

vtli

complete quotients must recur within

that

follows

it

different values,

different values;

= {Pn + jR)IQn cannot have more than

values.

In

Pn<jB, and Qn<2jB.

and

Cor.

after

457

for all greater values,

be positive.

will all

a certain value of

after

positive;

n = v, and

of n, say

2jK-Qn

JlR-Pn,
and

+ ^R)IQ,

CYCLE OF (P,

3,

2R

steps at most.

Hence the continued fraction which represents (Pi +

must recur in a cycle of 2R steps at most.
Since ever after n=v Pn and Qn remain positive, it

J R)IQi
clear

is

that in the cycle of complete quotients there cannot occur any one
in which

Pn and Qn

are not both positive.

It should be noticed that it is

merely the fact that

P and

Qn ultimately become positive that causes the recurrence.

If
it

we knew

would

positive

and

on and after n =

that,

follow,
it

from

would

(4),

follow,

< JR
each < 2jR

following are each

following are

v,

Pn

from

following remain

all

(5),

and hence, from

;

remains positive, then

that Qv and

that P^+i and

(4),

that Qv+x and

and we should thus

all
all

establish the

recurrence of the continued fraction by a somewhat different

process of reasoning.
Cor. 2.

and

since, \{

and Qn>lj

Since a

the greatest integer in {Pn + jR)IQn,

is

n>v, Pn and Qn
it

follows that, if

are both positive, and

Pn<jR,

n>v, an<2jR.

It follows, therefore, that none of the partial quotients in the

cycle

can exceed the greatest integer in 2

Cor. 3.

By means

of (3) and

(4),

JR.

we can show

that ultimately

Pn+Qn>jR
Cor. 4.

From

(5),

we can

also

(7).

show that ultimately

Pn+Qn-^>JR

(8).

PURE RECURRING

458
Cor.

Since JJi>Pjn,

5.

CH. XXXIII

C.F.

follows from Cor. 3

it

and

Cor.

that ultimately

~ Ln"^

t^m,

vent

<Qn-l

(9).

EVERY RECURRING CONTINUED FRACTION IS EQUAL TO A

SIMPLE QUADRATIC SURD NUMBER.
5.]

We

next prove the converse of the main pro-

shall

position which has just been established, namely,

that

every

continued

recurring

fraction,

pure

we
or

shall

show

mixed,

is

equal to a simple quadratic surd number.

First, let

us consider the pure recurring continued fraction

7 ...

= i +

^i

(I).

Let the two

convergents to

last

tti

-1

be p'/q' and p/q.

From

(1)

we have
^1

ai

+
1

02+
+p'

Or

iTj

_ jt?a?i
~ qxi + q"
^

whence
g^i'

{q

-p)xi-p' =

(2).

The quadratic equation (2) has two real roots but one of
them is negative and therefore not in question, hence the other
must be the value of a^i required.
;

We

have, therefore,
^1

2^

L JW

]g
+

which proves the proposition

>say;

in the present case.

(3),

 4,

MIXED RECURRING

459

C.F.

should be noticed that, since ai4=0, p/q>l',

It

Hence p q' cannot

p>q>g''

so

that

and a pure recurring

vanish,

number of the form JNJM.

Next, consider the general case of a mixed recurring continued fraction.
fraction can never represent a surd

Let
Xl

Also

111

= al^

(4).
\ /

let
1

= i +

2/i

"2

a,

(5).

Then, by

(3),

L + J]V

y^^

From

(4)

Xi

= ai+

if

P'jQ'

and

1
.

a.

whence,

we have
.

+ yi
be the two last convergents to

PJQ

cir

-,

a<i+

ar

Pyi + P'

_PL + P'M+PjN
QL + Q'M+QjN

/'fi^

Hence, rationalising the denominator, we deduce

V JN

_ 1/+
Example

1.

Evaluate

a;,

= 1 + *

The two

last

2+1+

convergents to 1

+ -

2+1

are 3/2 and 4/3

_4xi + 3
^^~3xi + 2*

We therefore have

3a;i2-2xi-3 = 0,
the positive root of which

is

+ x/iO

hence


4(50

FOR \I{GID)

C.F.

Example

2.

t:.
1
.
Evaluate

?/,
'1

,11111
+ ....
4+1+2+1+1

=3+

-.

-pr

:;

-i

last

^i

The two

CH. XXXIII

convergents to 3 + j are 3/1 and 13/4; and, by Example 1

above,

_ i + Vio

1_J_

2+l+***~

We have,

therefore,
2/1

=3+

4+ (l^VIO)/3'

^13 (l + >yi0)/3 + 3
4(l + s/l0)/3 + l
_ 22 + 13VlO
~ 7 + 4^10
_ 366-3ViO

'

'

111

_ 122-^10

37

ON THE CONTINUED FRACTION WHICH REPRESENTS

\/{CJD).

The square

root of every positive rational number, say

and I) are positive integers, and C/I) is not
the square of a commensurable number, can be put into the form
6.]

J{C/D), where

JN/M,

where

N^CD

and

M=D.

N/M = C

Since

an

is

we know from what precedes that JNJM can be

developed, and that in one way only, as a continued fraction of

integer,

the form
Xi

= ai+

^2

111
+

tti

oo

We

1
.

a,.

have, in fact, merely to put

"

Pi = 0,

a,

(1).
'
^

R = N,

Qi =

Mm

our

previous formulae.

If

We suppose that J NjM is greater than unity, so that Oj + 0.

J NjM were less than unity, then we have only to consider

MIJN = JM^NIN,
The

which

acyclic part a^

is

greater than unity.

... must consist of one term at

+
ffj

U/f

ACYCLIC PART OF '^NfM

5,

we

least, for

461

saw, in 5, that a pure recurring continued fraction

cannot represent a surd number of the form JJV/M. Let us

suppose that there are at least two terms in this part of the
fraction
tti

"T

(X'2

a,

and

aQ

and

be the two last convergents to

p/q the two

p'/q',

111

convergents to

last

Ctff

P/Q

let P'/Q',

ar+

+ <h+

0-1

^,

Then,

it

we have

11

02+

r + ^1

02

]_

1
'

<*r +

"l

"s

3/1

Hence
Py, + P' py,+p'
^
^ ^

%i

'

+ Q'

qyi

Eliminating ^i from the equations

Q'q) X,'

Now,

if

- Q'P +

''

+q

(2),

we have

Pq - Pq) ^1 + (Pp

- P'p) =

(3).

Xi = JNJM, we must have

M^x^^-N=^

(4).

In order that the equations (3) and (4)

may

agree,

we must

have

qp'-Q'p + P<]l-P'q =
and

Pp'-Pp_

N
^^^'

M'

Qq'-Q'q
It is

(5);

easy to show that equation (6) cannot be

satisfied.

We

have, in fact,

Pp' - P'p _ P'p PIP -pIp

Qq'-Q'q
Q'q QIQ'-qlq
But, by chap, xxxii.,

P_^

p'

7,

1
"

where/ is a proper

ttr-i

(7).

1_

j^_^
+

fraction.

'

'

'

tti

a^_i

+'

I
'

'

Ui

462

CYCLE OF QUOTIENTS FOR ^JNjM

CH. XXXIII

Similarly

Q
^

a,.-!

=
where/'
have

a^_i

that

is

tti,

02,

as was supposed.

ag,

were

zero, for, if that

so,

we should

to say, the cycle of partial quotients would

begin one place sooner, and would be

.

a,

/',

cannot be

ttr-ois

ttr^oLs,

a proper fraction.

is

Now

q _
q

ag, oj, Og,

a positive or negative integral number.

F/P'-p/p and Q/Q'-q/q'

are

ag_i,

and not

then that a^-

It follows

Hence the

either both

positive

is

signs of

or both

and the sign of the quotient of the two is positive.

Hence the left-hand side of (6) is positive, and the right-hand
negative,

side negative.

There cannot, therefore, be more than one partial quotient in

the acyclic

Let

part of {\).

us, then, write

Xi

11

=a+

11
.

=a+

'

11

ttj

ao

'

'

...

(8),

11

ag

l/(^j

- a)

'

Hence
p]{x^-a)+p'
ql{x,-a) + q"

x.^'
'

which gives
q'xi^

From

(9)

__

- (p + q'a -q)xi-{p- ap) =

(9).

we obtain
P'

+ q'<^-q ^ J(P +

g'a

-qY + 4.{p- ap') 7

2g'

In order that (10)

2q'

may

agree with Xi

''

= JjV/M, we must have

+ q'a-q=^0

(11);

q"N/M'=={p-ap')q'

(12).

p'

and
Cor.

1.

By

equation (11) we have

p'/q'

+ a = q/q'.

6,

CYCLE OF QUOTIENTS FOR ^/NjM

Hence, by chap, xxxii.,

oil

2a +

Oi

Qa

It follows, therefore,

In
the

463

7, Cor. 2,

1^1
=

a5_i

ag_i

by chap, xxxii.,

that

3,

other words, the last partial quotient of the cyclical part of

J NIM

continued fraction which represents

double the

is

unique partial quotient which forms the acyclical part; and the
rest of the cycle is reciprocal, that is to say, the partial quotients
equidistant from the two extremes are equal.

In

short,

we may write

jN^ll
^^^
=a+

1111

-z

If we use

...
(13).

*
Cor. 2.

of q'a given by (11), we

the value

may

throw (12) into the form

q^NlW =pq' -p' (q -p)

wlience
q'^'NIM'' -p'^

=pq' -p'q,

-l

(14),

the upper sign being taken if pjq be

an even

convergent, the lower

if it be an odd convergent.
7.]

apply to
follows

All the results already established for {Pi

JN(M.

+ jR)IQi

For convenience, we modify the notation as

= {P, + jK)iq, = {0 + jN)IM;

a,

=a,

x,

as

=a,_i,

Xs={Ps + jR)IQs^{Ls-i + jN)IMs-i;

as+^

= 2a,

0/8+2

and, in

-l,

.......

we then have
Ln = n-l Mn-i - Ln-\
particular, when n=\,

From

(4),

L, =

aM

1)

(1').

CYCLES OF DIVIDENDS AND DIVISORS

464

From

(5),

we have

N
L^^MM^ = N

Lr,'

and, in particular,

From

3 (4) and
(

CH. XXXIII

(5),

+ M^^,Mr, =

(2);
(2').

we have

- ifL^ = {NIM) qnqn-i - MpnPn-l

(3)

{-fM,= Mp,'-{NIM)q^'

(4).

These formulse are often useful in particular applications.

be a good exercise for the student to establish them

It will

directly.

Let us

8.]

Ml M2,
,

L^, L^, &c., the Bational Dividends and

call

&c., the Divisors belonging to the development of

Then, from the results of

None of

we

4,

and none of

the divisors

All the rational dividends, and

It

is,

divisors

cycles collateral

total quotients;

so

JW;

none of the

can exceed

2jN.

all the divisors, are positive.

of course, obvious that the rational dividends

form

JN/M.

see that

can exceed

the rational dividends

partial quotients

M,

and

the

with the cycle of the partial and

namely, just as we have

we have
Ls+\

= Li,

itf,+i

= ifi,

Ls+'i

= L.2,

(1),

and
Ms^^ = M^,

(2).

We can also show that the cycles of the rational dividends

and of the divisors have a reciprocal property like the cycle of
the partial quotients

namely, we have

Ls-i

= L.

Ms-i = Mi;
(3).

Ls-2 = Ls,
For,

by

Ma-2 = M-i

7 (2),

,+,'

+ M,^JI, = L,' + MJI;

but Ls+i = Li and Ms+i = Mi, hence

31,

= 31

(4).


7,

THE COLLATERAL CYCLES

Again, by

465

7 (1),

Ls+i

= o.gMg-Lg;

Ma = M,

but Z,+i =Li,a,= 2a,

hence we have

A = 2aM- Ls.
Now, by

7 (1'),

Li = aM, hence

A = 2A-A,
Lg = A

therefore

Again, by

(5).

7 (2),

whence, bearing in mind what we have already proved,

Mg., =

Once more, by

we have

M,

(6).

7 (1),

Ls =

Mg-i Lg-i,

-]

i/2=a,iV/i-Xi.

Mg-i =

Now

Ml and

a,_i

= a^, hence

Xg ^2 =

Z-i

Xg-i.

But Lg-Li, hence

= X/2.

X/g_i

Proceeding step by step, in this way, we establish

equations

all

the

(3).

It appears, then, that

we may

write the cycles of the rational

dividends and of the divisors thus

L\,

L^t

M M

Ls,

M,,

.,

.,

Lz,

Ms,

Z-j,

M M

Z-i;

M.

J/ precedes Mi, we may make the cycle of the divisors

commence one step earlier, and we thus have for partial quotients,
rational dividends, and divisors the following cycles
Since

M,
That

is

"2>

3,

Z-i,

L.2,

Lz,

-,

Ls, Za,

.,

M^, M,

Mu M M

3>

II.

2a;

i,

i/i
;

M,

to say, the cycle of the rational dividends

with the cycle ojthe partial quotients,

c.

2,

i5

and is

oi.

X].

M,.
is collateral

completely reciprocal;

30

TESTS FOR MIDDLE OF CYCLE

466
the cycle

of the divisors begins one step earlier* (that

and

very beginning),
9.]

CH. XXXIII

The

is

is,

from

the

reciprocal after the first term.

following theorem forms, in a certain sense, a

converse to the propositions just established regarding the cycles

of the continued fraction which represents

Lm

If

=Ln+i,

Mm =Mn,

O-m

Mm-i=Mn+i,

a.m-l

0-n+l

Xm-i = i/n+2,

then

We

have, by

JNJM.
(l)-

7 (2),

whence, remembering our data, we deduce

Mm-^ = Mn+,
Again, by

whence, since

Lm = Ln+i by

data,

= (m-l If

Lm~i>Ln+^, we may write

(Im-l

ii

(2).

7 (1),

n+l)

Mn+i

(3).

(3)

Ln+^IMn+\ = Ctm-i - a+i

(4)

Lm-i<In+i, we may write

(-^n+2

- Ln--)IM,n-i = O-n+l " ^m-1

(5).

(9), the left-hand sides of (4) and (5) (if they

differ from 0) are each <1, while the right-hand sides are each

But, by

positive integers

(if

they differ from

It follows, then, that

0).

each side of equation (3) must vanish,

so that

which completes the

*

The

J^m-l

L'n+i

(6),

m-l

= O-n+l

(7),

proof.

fact that the cycle of the divisors begins

cycles of the partial quotients

and

one step earlier than the

rational dividends is true for the general

Several other propositions proved for the

recurring continued fraction.
The
special case now under consideration have a more general application.

circumstances are

left for

the reader himself to discover.

 8,

TESTS FOR MIDDLE OF CYCLE

Cor.

467

Starting with the equations in the second line o/{l)

1.

as data, we could in like manner prove that

and so

on,

Cor. 2.

forwards and backwards.

If we put m = n, the conditions in

(1)

become

in other words, the conditions reduce to

and the conclusion becomes

Jjn-\

-^n-l

-1-^71+2}

-^Jn+lf

^n+l'

''n-l

Hence, if two consecutive rational dividends he equal, they are

middle terms of the cycle of rational dividends, which must therefore be an even cycle ; and the partial quotient and divisor corthe

responding

to the first of the

terms of their respective

Cor.

3.

If

we put

two rational dividends will be the middle

cycles,

which must therefore be odd

m = n + l,

^n+i

-^Im

cycles.

the conditions in (1) reduce to

"ti+i

ct

and the conclusion gives

Using this conclusion as data in

Ln-i

and

= L/n+S,

i)y_i

(1),

we have

= ilz+2j

as conclusion

"ji-i

= "n+2

so on.

Hence, if two consecutive divisors (Mn, Mn+i) be equal, and also

the two corresponding partial quotients (a, a+i) be equal, these two

pairs are the middle terms of their respective cycles, which are both
even ; and the rational dividend (Ln+i) corresponding to the second

member of either pair

is the middle term of its cycle, which is odd.

These theorems enable us to save about half the labour of
calculating the constituents of the continued fraction which

represents

slNjM.

In certain cases they are useful also in

reducing surds of the more general form {L +

'JN)/M

to con-

tinued fractions.

Example

1.

Express ,^8463/39 as a simple continued fraction

of the rational dividends

and

and exhibit the

of the divisors.

302

cycles

CH. XXXIII

EXAMPLES

468

We have

J8m^^

39

78+^/8463 _

-44+^8463

(78+v'8463)/61

^^

61

61

-63 + ^8463

44+js/8463_

107

"''

63+ V8463_g

- 63+^/8463
^

42

6 3+^^^8463

^g

(44

+ ^8463)/107'

(63

+ V8463)/42

(63

+ ^463)/107

^^
~

107

42

Since

-'78+V8463 _g^

39

1
^

^^^^^

we have now two

successive rational dividends each equal to 63,

that the cycle of partial quotients has culminated in 3.

cycles of partial quotients, rational dividends, and divisors are

know

Partial quotients

2,

1,

3,

1,

2,

Rational dividends

78,

44,

63,

63,

44,

39,

61,

107,

42,

107,

...

Divisors

we

Hence the
4

78;

61;

and we have

Jsm

1
1 _L_L J^ J^
2+ 1+ 3+ 1+ 2+ 4+

39

Example

2.

number

If c denote the

which represents
Ifc=2t,

fraction

of partial quotients in the cycle of the continued

JnjM,

prove the following formulae

Pc_Pt+j'lt+Pt9t-i
9c
if c

Qti<lt+i

(I.);

+ 9t-i)

= 2 + l,
Pc^Pt+i(It+i+PtQt

771

(II.);

It+i^ + Qt^

1c
if

be any positive integer

'p2r._ P,rJ+(NIM^)q

(III.).

^Pmc imc

Qzmc

For brevity we shall prove (III.) alone. The reader will find that (I.)
and (II.) may be proved in a similar manner. For a different kind of demonstration, see chap, xxxiv., 6.

We have
^?-a+

i+

gam*

=aH

1
.

ai+

11
2a+

a^

,T

ai+

(2m
^

cycles),

<^i+

a+Pmckrw

.
i

(m

cycles),

a +Pmclimc)Pmc +Pmc-\

(a +Pmcllmc) Imc + 9mc-\

...

^
i+ 2a+

(fflj^mt+Prnf-l)

linc+Pm ^

3tnc{?mc + 9'nc-l+l>nc)

'

(o).

EXERCISES XXXI

Now the

equations

(2)

and

(3)

469

of 3 give us

Qmc ^mc+l + 9)nc-l Vmc+1 ^Pme

03).

Pmc Pmc+l +P,nc-1 Qmc+1 = (^1^) q

In the present case,

Qmc+l = Qc+l = ^^c

The equations

(/3)

= M-

therefore give
^9inc + 1me-l

Pmc

(7)-

aPmc +Pmc-1 = i^lM^) qmc\

From

(a)

and

(7) (III.) follows at once.

The formulae
vergents to

enable us, after a certain

(I.), (II.), (III.)

Jn/M

have been calculated,

number

of con-

calculate high convergents

to

without finding

all the intermediate ones.

Consider, for example,

111111

x/8463_

2+ 1+ 3+ 1+ 2+ 4+

39

Here c=6, t = 3, and we have

26/11; hence
Pe
Qe

for the first four convergents 2/1, 5/2, 7/3,

^ P-i<}3+P3<l2
^3(34 + 32)'
_ 26x3 + 7x2 _92
3(11

+ 2)

~39'

P_.^PliflMW^

Also

92^ + (8463/39'^). 39^ _

_
"
~

2 X 92 X 39

Pit

2x392x16927x7176

and elegance of

fail to strike

^
'

16927^ X 39^+8463 x 7176^

~
cannot

7170

^Pu'il2

rapidity

16927

^Pjl+iNimiq^

924

The

'

this

method of forming rational approximations

the reader.

Exercises XXXI.
Express the following surd numbers as simple continued fractions, and
exhibit the cycles of the partial quotients, rational dividends,
(1.)

V(lOl).

(7.)

Express the positive root of

find the 6th convergent to

(8.)

(2.)

iV(63)-

a;^

(3-)

and

divisors

n/(H)-

- a; - 4=0 as a continued

fraction,

and

it.

Express both roots of

2x--6x-l =

as continued fractions, and

point out the relations between the various cycles in the two fractions.

470
(9.)

EXERCISES XXXT
Show

that

J{a^ + l) = a +

(10.)

CH. XXXIII

^,..;

Express ij{a^ + l) as a simple continued fraction, and find an

expression for the

7tth

convergent.

Evaluate the following recurring continued fractions, and find, where you
can, closed expressions for their nth convergents; also obtain recurring
forniula3 for simplifying the calculation of high convergents:

a+

(11.)

-.
1

a+
*

1
(12.)

a*
1

(13.)

a+
#

Show, in this

1
b

case, that

where the cycle consists of n units followed by

(15.)

Show

\x+

J \2x+

4lX+

is

independent of
(16.)

Show

2.

that

x.

that

(-*-2^---y-("-2Tr---j^-^

(17.)

x=a + r^

If

11
*

.,

y^h + ~...,

,1
*

a+ 6+

a+b+c+

show that
2{x + y + z)-(a + b + c) _ 1
2u-{a + b + c)-abc ~bc + l
(18.)

Show

ca + 1

ab

that

\b+

'

'

')

~2a + b--

'

'

'

+ l'

'

EXERCISES XXXI

471

p be the numerator of any convergent to ,^2, then 2p2i ^iH

numerator of a convergent, the upper or lower sign being taken
according aspjq is an odd or an even convergent; also, if q, q' be two conIf

(19.)

also be the

secutive denominators,

+ q'^

q'^

denominator.

will be a

Evaluate

(20.)

Jl J_
1+ 1+

1
'

'm+

where the cycle consists of n In the case of

(21.)

1 units followed

:j

by

ii.

prove that

P,n = (l,n+l= {(v/2 + l)2+l

i'2-i

'

'

= i32n =

+ (V2-

1)2+1}/2V2,

{(V2 + l)^"- (v/2- 1)^}/V2.

Convert the positive root of ax^ + abx-b=:0 into a simple con-

(22.)

and show that p^ and q.^ are the coefficients of a;" in

(x+bx'-x^)l(l- ab + 2.x'^ + x*) and (ax + ab + l.x^ + x*)l(l - ab + 2.x^ + x^)

tinued fraction;

respectively.

Hence, or otherwise, show that

if a, /3

be the roots of

1-

{ab

+ 2)z + z^=0,

then
pH
ap^,,

P-2n+l

If the

(23.)

number

V^V

-^rr

(a"+i-j3"+i)-(a"-

l2n

^)

of quotients in the cycle of

1

=aH

/an

= bq2-^ = ab

a^+
*

111

a.,
"

00+ a,+ 2a +

... be

c,

show that
a-\

!+
(24.)*
if c

If c be the

^
ai+2a+ai+

number

=--~^.
(m cycles)
'

Oj+a''

'

M^p^^

of quotients in the cycle of ^JNjM, show that

= 2< + l,
gVr-l + ffVr
r = 0,

and

if c

1,

^"

t-1;

.,

= 2^
Pt-r-iPt~r-\ +Pt+r-^Pt+r _
qt-r-^qt-r-l

(25. )t

lisJZ = a-\

!+ Oo+

'

+ it+r-lit+r

...- ~
a+ ai+ 2rt+

^
-3^'*

..

.,

and

if

the convergent
^

* For solutions of Exercises 24 and 26-29 see Muir's valuable little tract
on The Expression of a Quadratic Surd as a Continued Fraction, Glasgow

(Maclehose), 1874.
t In connection with Exercises 25 and 30-32
d'Algebre Superieure, 3" ed., t. i., chaps, i. and ii.

see

Serret's

Cours

EXERCISES XXXI

472
obtained by taking
Zi,

.,

Zi,

1,

and

if

CH. XXXIII

periods, ending in each case with a^, be

Z^^PJQ^,

.,

Zi = PilQi, P^ and Q^ being

integers prime to each other as usual, then

Pi - Qis/^={Pi-i - Qi-is/^) {Pi - Qxsiz),

= (P,-Q,JZ)i;
Zi +

^Z^f Z. + ^Z V

Zi-^Z

\Zi-^Zj

'

(26.) If N be an integer, and if a cyclical partial quotient occur in the

development of JN equal to the acyclic partial quotient a, that quotient
and no cyclical
will be the middle term of the reciprocal part of the cycle
partial quotient can occur lying between a and 2a.
When 2^ is a prime integer, the cycle of partial quotients is even,
(27.)
and the middle term of the reciprocal part of the cycle is a or a - 1, according
as a is odd or even.
be an integer, and the cycle of sJN be odd, then A is the sum
(28.) If
of the squares of two integers which are prime to each other.
Exhibit 365, as the sum of two squares.
The general expression for every integer whose square root has a
(29.)
;

cycle of c terms, the reciprocal part of which has the terms a^ Og

,

ao

aj

is

(^pm-{-lYp'q')^+p'm-[-iyq'\
where

m is any positive integer, and p'jq',

111

Find an expression

02+

pjq are the two last convergents to

a2+

for all the integers that

Oi

have

1, 2, 1

for the reciprocal

part of the cycle of their square root.

(30.)

If

two positive irrational quantities, x and x', can be developed

which are identical on and after a certain constituent,

in continued fractions

show that
x'= {ax + h)j{a'x + h'),
where

a, h,

a\

h',

are integers such that alf - a'b =

and that

this con-

dition is sufficient.

The equation of the 2nd degree with rational coefficients which is

by a given recurring continued fraction has its roots of opposite
signs if the fraction is purely recurring, and of the same sign if it is mixed
and has more than one acyclic partial quotient.
Investigate the relation between the cycles of the partial and
(32.)
complete quotients of the two continued fractions which represent the
numerical values of the two roots of an equation of the 2nd degree with
(31.)

satisfied

rational coefficients.
Illustrate with 27 x- -

97x + 77 = 0.

473

DIOPHANTINE PROBLEMS

10, 11

APPLICATIONS TO THE SOLUTION OF DIOPHANTINE PROBLEMS.

When

10.]

an equation or a system of equations

in-

is

we may limit the solution by certain extraneous

and then the indeterminateness may become less in

determinate,
conditions,

may

degree or

cease, or it

may even happen

that there

is

no

solution at all of the kind demanded.

may

Thus, for example, we

in rational

more

still

numbers

(II.)

require

that

it

(I.)

that the solution be

be in integral numbers

particularly, (III.) that it be in positive integral

or,

num-

Problems of this kind are called Diophantine Problems,

honour of the Alexandrine mathematician Diophantos, who,
so far as we know, was the first to systematically discuss such
problems, and who showed extraordinary skill in solving them*.
We shall confine ourselves here mainly to the third class of

bers.

in

Diophantine problems, where

required,

and

positive

shall consider the first

integral

and second

solutions
classes

as stepping-stones toward the solution of the third.

are

merely

We

shall

also treat the subject merely in so far as it illustrates the use of

continued fractions

its

complete development belongs to the

higher arithmetic, on which

it

is

beyond the purpose of the

present work to enter t.

Eqitations of the 1st Degree in

Since

11.]

Two

Variables.

we are ultimately concerned only with positive

we need only consider equations of the form

integral solutions,

axhy- c,

where

that any factor

a, b, c

are positive integers.

common

to

the

three

See Heath's Diophantos of Alexandria

t The reader who wishes

We

shall suppose

coefficients

has

been

(Camb. 1885).

to pursue the study of the higher arithmetic

first read Theory of Numbers, Part I. (1892) by G. B. Mathews,

M.A. ; then the late Henry Smith's series of Reports on the Theory of
Numbers, published in the Annual Reports of the British Association (1859then Legendre, TMorie des Nombres ; Dirichlet's Vorlesungen
60-61-62)
iiber Zahlentheorie, ed. by Dedekind; and finally Gauss's Disquisitiones
Arithmeticee. He will then be in a position to master the various special
memoirs in which Jacobi, Hermite, Kummer, Henry Smith, and others have
developed this great branch of pure mathematics.

should

ax

474

We may

removed.

hy = c

obviously confine ourselves to the cases

where a

is

prime to h

common

to

a and b must be a

be not prime to

h,

x and y be

for, if

factor in

integers,

any

factor

In other words,

c.

if

axhy^c has no integral solution.

integral solutions of a^-hy = c; and to

the equation

To find

12.]

CH. xxxiii

all the

separate the positive integral solutions.

We

can always find a particular integral solution of

ax-hy-c
For, since a

is

prime to

h,

if

(1).

we convert ajb

Let the penultimate

convergent will be ajb.

fraction, its last

into a continued

convergent be pjq, then, by chap, xxxii.,

8,

aq-ph=i

(2).

a{cq)-b{cp)^c

(3).

Therefore

Hence
x'
is

- cq,

y =cp

a particular integral solution of

Next, let

Then from

{x,

(1)

(4)

(1).

y) be any integral solution of (1) whatever.

(3) by subtraction we derive

and

a{x-{cq)]-b{y-{cp)] = 0.
Therefore
{^ -

Since a
IV., 1,

is

prime to

b, it

cq)]l{y -{cp)] = b/a

follows from (5),

iii.,

Exercises

that

y-(cp) = at,

x-{cq) = bt,
where

(5).

by chap,

f is

zero or

some integer

every integral solution of (1)

x = cq +

is

bt,

positive or

negative.

Hence

included in

y = cp + at

(6),

where the upper or lower sign must be taken according as the

upper or lower sign is to be taken in (2).
Finally, let us discuss the

number

of possible integral solu-

and separate those which are positive.

1.
If a/b>plq, then the upper sign must be taken
and we have
x-cq + bt, y^cp + at

tions,

in (2),

(6).

There are obviously an

values such that

infinite

number

2.

If

475

To get

infinity of integral solutions.

x and y we must
- cpja 1^t'if>+ go

positive values for

t

+ hy=^c

ax

11-13

cpla<cqlb) give to
There are, therefore, an

(since

of positive integral solutions.

a/b<p/q, so that cp/a>cqlb, we must write

x = cq +

bt,

y = - cp + at

(6").

All our conclusions remain as before, except that for positive

we must have

solutions

We

+ oo
ax by = c Jms

cp/a1f>t':}(>

see, therefore, that

in all cases

an

infinite

number of positive integral solutions.

To find all the integral solutions of
13.]

ax + by =
and

to

(7),

separate the positive integral solutions.

We can

always find an integral solution of (7)

for, if

and

q have the same meaning as in last paragraph, we have

that

is,

By

x'

{cq)a + {^cp)b = c
= cq, y =+cp\& & particular integral

exactly the same reasoning as before,

(8),

solution of

(7).

we show that

all

the integral solutions of (7) are given by

x = cq-bt,
so

that

there

are

in

this

y= + cp + at

case also an

infinity

(9);

of integral

solutions.

To
1.

get the positive integral solutions

the general solution

for

positive

Then

is

x = cq-bt,
Hence

Let us suppose that a/6 >j3/g', so that cp/a<cg'/6.

integral

y = - cp + at
solutions we must have

(9').

cpjali^t

>cq/b.
2.

Let us suppose that alb<p/q, so that cpla>cq/b, then

x = -cq-bt,

y = cp + at
we must have

for positive integral solutions

Hence
>-cq/b.

(9").

cpja:lf>t

EXAMPLES

476

CH. XXXIII

In both these cases the number of positive integral solutions

is

In

limited.

cqjh

fact,

- cp/a

the number of such solutions cannot exceed

that

since

is,

aq -pb =
|

positive integral solutions

of the equation

1, the number of
ax + by = c cannot

exceed 1 + clab.

Example
of

8a;

To

1,

find all the integral

and

all

the positive integral solutions

+ 13?/ = 159.

We

have
8

11

r3~i+ 1+ 1+ 1+
The penultimate convergent

is

3/5

2'

and we have

8x6-13x3 = 1,
8 (795) + 13 (-477) = 159.
particular solution of the given equation is

Hence a

the general solution

.'c

For

a;'

= 795, y'= - 477;

and

is

= 795-13<, 2/=-477 + 8t.

positive integral solutions

we must have 795/13 <t:t 477/8,

that

is,

61j'V't*'*59|. The only admissible values of t are therefore 60 and 61;

these give x = 15, y = 3, and x = 2,y = ll, which are the only positive integral
solutions.

Example

Find

2.

We may write this

all

th positive integral solutions of

3a;

+ 2?/ + 3z = 8.

equation in the form

3x + 22/ = 8-3,

from which
2

= 0,

1,

it

appears that those solutions alone are admissible for which

or 2.

The general

integral solution of the given equation is obviously

x = 8-3z-2^

7/=-8 + 32 + 3t.

In order to obtain positive values for x and y, we must give to t integral

values lying between + 4 - f 2 and + 2 - z. The admissible values of t are
3 and

4,

when 2=0;

2,

when

= 1;

and

1,

when

= 2. Hence

the only

positive integral solutions are

x = 2,

= l,
2 = 0,

2/

In a similar way we

two

may

treat

0;

0,

1,

4,

1,

1;

0,

1,

2.

any

single equation involving

more than

variables.

14.]

Any

system of equations in which the number of

number of equations may be treated by

methods which depend ultimately on what has been already
variables exceeds the

done.

13,

SYSTEM OF TWO EQUATIONS

14

477

Consider, for example, the system

ax + hy + cz = d
c'z = d'

(1),

a'x + b'y +

where

a, b, c, d, a',

This system

is

(2),

&c. denote any integers positive or negative.

equivalent to the following

- {ca) X + {he') y = (dc)

ax + by + cz = d
where

stands for ca

(ca')

Let

(3),
(4),

- ca, &c.

be the G.C.M. of the integers {ac\ {he).

Then,

if 8

be not a factor in {dc), (3) has no integral solution, and consequently the system (1) and (2) has no integral solution.
however, 8 be a factor in

If,

{x", y") is

have integral

(3) will

is

y = y" + {ca)

x^x" -v {be') t/B,

where

then

{dc'),

solutions the general form of which

t/8

any particular integral solution

(5),

and

of (3),

t is

any integer whatever.

If

we use

we reduce

(5) in (4),

(4) to

cz-c {ah') t/8 = d- ax" - by'

where

In order that the system

(6)

must have an

of (6)

(6),

c {ab')l8 is obviously integral.

hez^z,t =

Hence,

if e

(1), (2)

may be

Then
z-z' _
~
t-t'

{ab')

be the G.C.M. of

{ab')

t'.

soluble in integers,

Let any particular solution

integral solution.

'

and

8,

that

is,

the G.C.M.

of {he), {ca), {ab'), then

z = z' +

{ab') u/e,

t^t' +

Sii/e

(7),

any integer.
From (5) and (7) we now have

where u

is

x = x' + {be') u/e,

where x

==

z)

A little

is

{ca') w/c,

z = z' +

{ab') w/e

y = y" + {cd) t'jh.

we put w = 0, we get x = x, y = y', z =

x" + {be)

If in (8)
{x', y',

y = y' +

(8),

t'/S,

z'

therefore

a particular integral solution of the system

by any particular integral solution

(1), (2).

we might replace {x, y,

whatever. Hence (8) gives

consideration will show that

z')

all


fermat's problem

478

of

the integral solutions

integral solution,

the

(1), (2),

ch. xxxiii

any particular
and u any

{x\ y, z) being

G.C.M. of

{he), (ca), {ah'),

integer whatever.

The

positive integral solutions can

be found by properly

limiting u.

Example.
3a;

Here {&c')= -51,

solution

is (1, 1, 1)

= 18,

(a6')

and we have
a;=l-17w,

The only

j/

= l + 6u,

It follows

Mn

vergent and

from

the {n

= l + w.
z = l.

y = l,

2nd Degree in Two

tJie

particular integral

for the general integral solution

positive integral solution is a;=l,

Equations of
15.]

3a: + 5y + 21z = 29.

= 3. Hence e = 3; a

+ 4?/ + 27z = 34,

(ca')

7 (4) that, if

Variables.

pnjqn be the wth con-

l)th rational divisor belonging to the

development of ^{C/'D) as a simple periodic continued fraction,

then

Dpn'-Cqn^={-TMn
(1).
Hence the equation Da? Cy^ = + H, where G, D, H are positive
and CjD is not a perfect square, admits of an infinite
number of integral solutions provided its right-hand side occurs
integers,

among

the quantities

{-YMn

fraction which represents

equation

The most important

Tlie

tJie

a7id the

simple continued

same

is

true of the

Da? - Gy^ = -H.

suppose J9 =

integers,

belonging to

J{CID)

We

1.

case of this proposition arises

thus get the following result

equation a? Cy^

and

is

not

= H, where G and

when we

H are

perfect square, adfnits of

an

positive
infinite

number of integral solutions provided its right-hand side occurs

among the quantities ( - )'^Mn belonging to the development of JG
as a simple continued fraction.
The equation a?- Gy'^= 1, where C is positive and not
Cor. 1.
a p&rfect square, always admits of an infinite number of solutions*.
* By what seems to be a historical misnomer, this equation is commonly
spoken of as the Pellian Equation. It was originally proposed by Fermat
as a challenge to the English mathematicians. Solutions were obtained by

14-16 Lagrange's theorem Regarding x^- Cy^= H

For, if the

=25

number

where

say,

will

any positive integer

is

JC

of quotients in the period of

then {-f^3Ls
Therefore we have

even,

be +

that

(since here

is

to say,

4tld

be

3I=+l).

we have the

system of solutions

y = q2ts

^=i?2t
for the equation or
If the

then
will

number

Cy"^

(A),

1.

of quotients in the period be odd,

= 2s -

1 say,

- T-'M,s-i will be - 1, but ( - )^-^iJf4.-2, ( - T'^Mss-,,

each be + 1.
Hence we shall have the system of solutions
(

^ =P4ts~2t
for the equation

x"^

y=

(B),

Qits-a

Cy'^ = 1.

Cor. 2. The equation a^ Cy^ = - 1 admits of an infinite

number of integral solutions provided there he an odd number of
quotients in the period of ^C.

In dealing with the equation

16.]

a?-Gf^H
we may always
solutions, that

have a

confine ourselves to

is,

common

those for which

is

prime to

must be a

factor 6, then 6"

(1)

what are

called primitive

y.

x and y
H, and we
way, we could
For, if

factor in

In this
could reduce (1) to x"^- Cy"^ = HI6'^.
make the complete solution of (1) depend on the primitive
solutions of as

many

equations like x'^- Cy"^

= H\(P'

as

^has

square divisors.

We

shall therefore, in all

prime to

With

y,

from which

that follows, suppose that

results that

this understanding,

portant theorem

If

it

x and y

is

are prime to H.

we can prove the

following im-

H<JG, all the solutions of (1) are furnished

JC according to th^ method of % 16.

by the

convergents to

This amounts to proving that,

integral solution of (1), ihexx

pjq

x = p, y^qhe any primitive

a convergent to JG.

\{

is

Brouncker and Wallis. The complete theory, of which the solution of this
equation is merely a part, was given by Lagrange in a series of memoirs which
form a landmark in the theory of numbers. See especially (Eiivres, t, ii.,
p. 377.

480 GENERAL SOLUTION OF a?C\f= 1, OR iiT CH. XXXIII

Now we

have,

the upper sign be taken,

if

Hence

Pl9l-

JG = Hjq (p + J Cq),
<>jC/q{p+JCq),

<W(p/qJC-^l)
Now p/q - JC is

positive, therefore

pjq

(2).

JC> 1.

Hence

plq-JC<l/2f
It follows, therefore,

by chap, xxxii.,

(3).

9, Cor. 4,

that p/q

is

one of the convergents to JC.

If the lower sign be taken, we have

q'-{l/C)f = H/C,
where JI/C<J{llC). We can therefore prove, as before, that
q/p is one of the convergents to y(l/C), from which it follows
th&tp/q is one of the convergents to JC.
Cor. 1.

All the solutions of

x''-Ctf=-l

(4)

are furnished hy the penultimate convergents in the successive

or alternate periods of
Cor. 2.

If

the

JC.
number of

quotients in the period of

JC

he

even, the equation

has no integral

a^'-Cf = -l
solution.
If the number of

(5)

quotients in the

period be odd, all the integral solutions are furnished by the

penultimate convergents in the alternate periods of JC.
17.]

We

have seen that

all

the integral solutions of the

equation (4) are derivable from the convergents to JC; it is

easy to give a general expression for all the solutions in terms
of the

first

one, say {p,

q).

If

we put

x + yJC={p + qJCr\
^-^JC-{p-qJCr\

,..
^

^'

we have
x'-Cy^ = (p^-Cq')''=l.
Hence

(6) gives a solution of (4).

if n be any integer, aud (p,
more
general solution is given by
a

In like manner,
solution of (5),

X^yJC = {p + qJCT"-\
x-yJC=(p-qjCr-'\

q) the first

(7)

EXAMPLES

16, 17

481

Finally, if {p, q) be the first solution of (1),

all

we may express

the solutions derivable therefrom* by means of the general

solution (6) of the equation (4).

whatever of

(4),

For,

if (r, s)

be any solution

we have

(pr Cqsf

-C{ps qry = //.

Therefore

w = prCqs
(8)

y=psqr
is

a solution of

(1).

(7), (8) may be established by means of the

which connect the convergents of ^C (see Exercises
This method of
XXXI., 25, and Serret, Alg. Sup., 27 et seq.).
demonstration, although more tedious, is much more satisfactory,

The

formulae (6),

relations

because, taken in conjunction with

in 16,

it

shows that

and

(6), (7),

what we have established

(8) contain all the solutions

in question.

Example 1. Find the integral solutions of x^- 13j/^=l.

If we refer to chap, xxxii., 5, we find the following
for .yi3

tahle of values

:
n

Pn

^n

In
3

4
3

11

18

119

33

137

38

256

71

393
G49

109

180

4287

1189

10
11

Hence the smallest solution

of x^

- l^y^ = 1

is

x = 649, y = 180.

"We have,

in fact,

6492 - 13

1802=421201 - 421200=1.

must not be forgotten that there may be more than one solution in
the first period. For every such primary solution there will be a general
* It

group

like (8).
c.

II.

31

482

x^

From

(6)

above,

-Cif = H, WHEN

we

H > \IC

CH. xxxiii

see that the general solution is given by

X=i

{(649 + 180^13)" + (649 - 180^13)"},

y = ^{ (649 + 180^13)" -(649- 180 Vl3)"}/v/13,

where n is any positive integer.

In particular, taking n=2, we get the solution

= 6492 + 13 1802 = 842401,

y= 2.649.180=233640.

a;

Example 2. Find the integral solutions of x'^-l%y^= - 1.

The primary solution is given by the 5th convergent to ,^13, as may be
seen by the table given in last example.
The general solution is, by (7),

x=^{(18 + 5Vl3)2-i + (18-5V13p-'},

2/

where n

is

= 2^{(18 + 5Vl3)2-i-(18-5^13)2"-i}.

any positive

integer.

Example 3. Find all the integral solutions of x^ - 13j/2= 3.

The primary solution \s x = ^, y = l, as may be seen from the
The general solution is therefore, by (8),
a;=4r13s,

?/

table above.

= 4sir,

where (r, s) is any solution whatever of x^- 13?/2=1.

In particular, taking ?-=649 and s = 180, we get the two solutions, a;=256,
i/ = 71, and x=4936, 2/ = 1369.

Let US next consider the equation

18.]

a^-Cf = H
where

C is

positive

but>va
We propose
made
in

to

(9),

and not a perfect square, and II

show that the solution of

(9)

positive

is

can always be

same form
upon the case already completely

to depend on the solution of an equation of the

which

II<JC;

that

is,

solved in 15-17.

Let
to y.

(x, y)

be any primitive solution of

Then we can always determine

{xi,

(9),

y^

so that

is

prime

so that

xy^-yxi = l

(10)*.

pjq be the penultimate convergent to xjy when

converted into a simple continued fraction, we have, by 12,

In

fact,

if

w^
* There

is

= txp,

yi

= tyq

no connection between the double

signs here

(11).

and in

(9).

LAGRANGE'S CHAIN OF REDUCTIONS

18
If

we multiply both sides

we get

of (9)

by

Xx

483

- Cyi, and rearrange

the left-hand side,

{xxx-Cyy,y- C{xy,-yx,f = H{x,^-Cy,%

This gives, by (10),
{XX, - Cyy.y -C=^H {x^ - Cy^)

(12).

Now
-

XX,

Cyy,

=t{x'- Cf) {xp - Cyq)

(13).

But we may put xp - Cyq = 8II K,, where Kil^^II.

xx,-Cyy, = (tS)H(K,)

Now

and the double sign

and we may obviously

Hence
(14).

in (13) are both at our disposal

them that
xxi-Cyyi = Ki

so choose

(15),

where
K,:^hff-

"We therefore have, from

(16).

(12),

K,'-C=II{x-'-Cy,')
Now, by

JC<ff,

hypothesis,

therefore

(17).

C<IP

and K^'^G

<H\
Since

{x,, y,)

are integers,

it

have an integral solution, then

integer K{i(>^H such that

follows from (17) that, if (9)

must be

it

possible to find

{K,^-C)IH=H,
where H,
If

no value of

integral (and, be

Kx<\H

it

(18),

than H'^IH, that is, <H.

can be found to make iK^-G)lH

some integer which

is

an

observed,

is less

we have only a

limited

number

of

possible values to try, since K^lif-^H), then the equation (9) has

no integral solution.
Let us suppose that one or more such values of K,, say K,,
., can be
Ki Ki',
Hi be Hi, Hi, H",
,

found, and let the corresponding values of

Then

it

for every integral solution of (9)

follows from our analysis that

we must be able

to find

integral solution of one of the limited group of equations

x^-Cyi^ = Hi

Xi^-Gyi'=^H;

(19),

Xi'-Gyi' = Hi'

where Hi Hi, Hi', ... are

,

all less

than H.

312

an


PRACTICAL METHOD OF SOLUTION

484
If it also

happens that

in all the equations (19) the numerical

value of the right-hand side

all

CH. XXXIII

is

< JC,

then these equations can

be completely solved, as already explained.

If {xi, i/i) be a solution of any one of them, we

and

see,

by (10)

(15), that

y = {K,y, +_x,)IH,
y = {K^'y, + Xi)/Hi,

X = (K,x, + Cy^)IH
a; = [k^x^ hF Cy^lHU

or

If in

any of the equations

the condition

Hi<>JG

is

(20)*

(19), say, for instance, in the first,

not yet

we can repeat the

fulfilled,

above transformation, and deduce from

it

a new system,

a;i-Cyi = H, )
x^^-Cyi = H^\
where H2 and

H^

(21),

Hi and we have
= {K2y2 + x^lH2 \
yi = {K^y^ + x-^lH^ \

are each less than

= {K2X2+Cy^lH2,
xi = {K^x., + Cy^lH;,
Xi

yi

(22).

Since the //'s are all integers, the chain of successive operations
thus indicated must finally come to an end in every branch.

Thus we see that any integral solution of{d) must be deducible

from the solution of one or other of a finite group of equations of
the type

a^-Cf^IU"'^

(23),

where Hr^''^<^G.

The
follows

Find
is

an

practical

method of solution thus suggested

all

the integral values

integer.

oiKx<\EiQx

Take any one of

these, say

the equation

aji'^

C?/i^

= ZTj

generally

and find which of the solutions

find all the values of

K^K^ff^

{x^, y^), if

thus get a group of solutions of

for

which

K^

Then,

the corresponding value of {K{^-C)/ff.

We

is

as

{K^-G)IH
H^ be

and

if

Hi<JC,

let

solve

take the formula (20);

any, make {x, y) integral.

(9).

If

which (K^^

Hx>JC,

- 0)1 H^

then we

is integral,

x and y are indifferent in the solutions oi s^-Cy^=

unnecessary to take account of the double signs of Ifj, H-^', &c.
For the same reason, the ambiguities of sign in (20) and (22) are independent.
* Since the signs of

A JZ,

it is

EXAMPLE

18

= 7/2

H2<JC,

say, and, if

485

solve the equation

then pass back to x through the

and (22)

two

x.2Cyi = H^\

transformations (20)

and, finally, select the integral values of

x and y thus

resulting, if there be any.

By

proceeding in this way until each branch and twig, as

were, of the solution

is

traced to

end,

its

we

it

shall get all the

possible integral solutions of (9), or else satisfy ourselves that

there are none.

The

straightforward application of these principles

trated in the following example.

is illus-

Into the various devices for

we cannot

shortening the labour of calculation

enter here.

Find the integral solutions of

Example.

a;2-15?/2=61

Let
where K^ > 30.

Then
Since

numbers

(9').

{/ri2-15)/61=J7i

(18'),

K-^=l^^-<o\TI^.

K^ j> 900,

we have merely

to select the perfect squares

among

the

15, 76, 137, 198, 259, 320, 381, 442, 503, 564, 625, 686, 747, 808, 869.

The only one

is 625,

Since Hi>J15,

corresponding to which we have K^ = 25 and H^ = 10.

repeat the process, and put

we must

(18"),
(K^^~15)I10 = H^
where K^ > 5, and therefore K^^ > 25.
Since K2^=15 + 10H2, the only values of K.^^ to be examined here are 5,
Of these the last only is suitable, corresponding to which we have
15, 25.

^2=5,

Ifa

= l.

We have now arrived at

the equation

x^'-15y,^=l
the

first

(21'),

solution of which is easily seen to be

solution of (21')

(4, 1).

is

^2=|{(4+x/15)"+(4-Vl5)n

The

general solution of
a?!

(9') is

(5x2

a;=14x2=r45i/2,
a;

connected with this by the relations

=F 15j/2)/l,

x = (25xi=f152/i)/10,

Hence

Hence the general

= llx2=F30jf2.

= (5?/2 T x^)!!

(22')

y={25y,=fx,)ll0

(20').

y==f^3x^ + Uy^)

.^g.

Vi

2/=

=1=23:2

+ 11^2

where x^ and j/j are given by (24). The question regarding the integrality of
X and y does not arise in this case.
As a verification put ar2=4, 1/2=1, and we get the solutions (11, 2),
(101, 20), (14, 3) and (74, 19) for (9'), which are correct.

REMAINING CASES OF BINOMIAL EQUATION CH. XXXIII

486

a^

There remain two cases of the binomial equation

19.]
- Cy^ ^11 which are not covered by the above analysis

x'-Cf = H

C is

where

G= W
a?+Cf=-vH

a perfect square, say

The equation

(26)

(26),

and
(27).

may be written
- By) {x + By) = //.

{x

Hence we must have

X - By = u
. By
7?
=V
X+

(28),
1

where u and v are any pair of complementary factors of 11.

We have therefore simply to solve every such pair as (28), and

The number
and there may be none.

of such solutions is

select the integral solutions.

clearly limited,

In the case of equation (27) also the number of solutions

is

obviously limited, since each of the two terms on the left

is

sum cannot exceed

The

method
of solution is to give y all integral values '^J(ff/C), and
examine which of these, if any, render JI- Cy^ a perfect square.
In conclusion, we shall briefly indicate how the
20.]
solution of the general equation of the 2nd degree,

positive,

and

their

ax"^

where

a, b, c, f, g,

+ 2hxy +

hy''

If.

+ 2gx + 2fy +

simplest

=Q

(29),

h are integers, can be made to depend on the

solution of a binomial equation.

By

a slight modification of the analysis of chap,

vii., 13,

the reader will easily verify that, provided a and b be not both
zero,

and

be not zero, (29)

may be thrown

into one or other

of the forms

{Cy + Ff-C{ax + hy + gf = -a^

or

where

A = abc

G - hf- bg

{Cx+Gf-C{kx + by+ff=^-bA
+ 2/gh - ap - bg^ C=h^- ab,
c/i'',

say into the form (30).

ax-ifhy + g

If,

= r})

then,

(30);
(31),

F= gh - af,

we put

GENERAL EQUATION OF 2ND DEGREE

19, 20

487

(30) reduces to

e-Crf=-a^
which

is

may be

a binomial form, and

(33),

by the methods

treated

already explained.
If

/r>a&, then Cis

square,

upon

fall

positive, and, provided

cases (1) or

If

C be

It

should be noticed that,

a=
is

we

Cbe

not a perfect

(9).

a positive and a perfect square, we have case

and & =

0,

either

if

we get the leading

or b

= 0,

(26).

or both

peculiarity of this case, which

that the left-hand side of the equation breaks up into rational

factors (see
\i

Example 2

below).

h^<ab, then Cis negative, and we have case

lih^ = ah, then

C=0, and

the equation (29)

(27).

may

be written

{ax + hyf + 2agx + 2afy + ac =

(34),

which can in general by an obvious transformation be made to

depend upon the equation

rf-Qi

(35),

which can easily be solved.

Example

1.

Find

all

the positive integral solutions of

3x2

This equation

may

_ Qxy + 7j^a -4_x + 2y = 109.

be written
(3x

- 42/ - 2)2 + 5

(?/

1)2

= 336,

^2+5^2=336.

say

Here we have merely to try all values of ?? from to

them makes 336 - 5rp a perfect square. We thus find

^=16,
|=4,

8,

and

find

which of

,;=4;
i;=8.

Hence

3a;-4y-2=16,
3a;

-4?/

-2= 4,

j/-l=4

(1);

y-l==fc8

(2).

once obvious that in order to get positive values of y the upper

sign must be taken in the second equation in each case. Hence y = 5 or
To get corresponding positive integral values of x, we must take the
?/ = 9,
lower sign in the first of (1), and the upper sign in the first of ("i). Hence
the only positive integral solutions are
It is at

x2,

o,

and x=14,

2/

= 9.

EXAMPLES

488
Example
This

is

CH. XXXIIl

Find the positive integral solutions of

2.

a case where the terms of the 2nd degree break up into two rational
equation into the form

We may put the

factors.

(9a;

-i

+ 6?/-l)(3j/-4) = 112.
Gy-l when

obviously less than 9x +

both x and y are

- 4 must be equal to a minor factor of 112, that is, to 1, 2, 4, 7,
or 8; the second and the last of these alone give integral values for y, namely,
y = 2 and j/ = 4. To get the corresponding values of x, we have 9x + 6y-l
= 56 and 9a; + 6?/-l = 14, that is to say, 9x = 45 and 9x= -9. Hence the
only positive integral solution is x = 5, y = 2.
Since 3y

is

positive, 3)/

Example

3.

Find

the integral solutions of

all

_l2xy + 42/2 + 3x + 2y = 12.

9x2

Here the terms of the 2nd degree form a complete square, and we may
write the equation thus
(3x

- 2(/)2 + (3x - 2y) + 4?/ = 12,

4(3a;-22/)2 + 4(3x-22/)

or

that

(6.T

is,

Hence,

+ l + 16?/ = 49;

-iy + 1)2 = 49 - 16?/.

if

u=Qx-iy + l
so that

is

certainly integral,

(1),

we must have
?/

Now we may put M=16/is,

= (49-w2)/16

where

(2).

a positive integer J8.

It then appears that y will not be integral unless (49 - s2)/16 be integral.
The only value of s for which this happens is s=l. Therefore

Hence, by

(1), (2),

and

(3),

s is

u=16a41
we must have

(3).

x = 2 + 4/x(l-8/i)/3,

y = 3~2fM-16fji^

(4),

x = 4/* + (5-32/^2)/3,

= 3 + 2/t-16M2

(5).

or
j/

so that x shall be integral.

remains to determine
Taking (4), we see that fi{l- 8/i)/3 will be integral when and only when
Si> or = 3p -1.
fj.
It

/j.

/j.

Using these forms for

a;

a;=

Taking

(5),

/x,

we

get

= 2 + 4;'-96v2,

we

-10 + 68'-96;'2,

y = 3-&p-lUv''
t/= - ll + 90;'-144'2

find that (5-32/i2)/3 is integral

fi=3v + l or /A=8;'-l.
Using these forms, we get from

formulas

(6),

(7),

(8),

(9),

(7).

when and only when

(5)

x=-5-52p-Q6p\ i/=- 11-90*/ -144^2

a; = - 13 + 76;/ - 96^2,
y=-U + l02v- lUv^
The

(6);

wherein

may have any

^g);
(9)

integral value,

positive or negative, contain all the integral solutions of the given equation.

EXERCISES XXXII

20

489

Exercises XXXII.
Find

all

the integral and also

the positive integral solutions of the

all

following equations:
(1.)

5x + 7y = 2d.

(3.)

11a;

(2.)

+ 72/ = 1103.

(4.)

16a; - 17t/ = 27,

13G7x - 1013?/ = 16246.

x. ys. be double y. xs., find x and y.

Find the greatest integer which can be formed in nine different
ways and no more, by adding together a positive integral multiple of 5 and a
If

(5.)
(6.)

positive integral multiple of 7.

In how many ways can 2 15 6 be paid in half-crowns and florins?

A has 200 shilling-coins, and B 200 franc-coins. In how many ways
can A pay to B a debt of 4s. ?
(9.) 4 apples cost the same as 5 plums, 3 pears the same as 7 apples, 8
apricots the same as 15 pears, and 5 apples cost twopence.
How can I buy
the same number of each fruit so as to spend an exact number of pence and
spend the least possible sum ?
(7.)

(8.)

A woman

(10.)

her basket.

are four over.

How many

and again by

made a

them by

fours there

than 6 dozen of eggs in

one over, if by fives there

less
is

eggs has she ?

A woman counted her eggs

(11.)

over

has more than 5 dozen and

If she counts

sixes

by threes and found that there were two

and found there were three over. Show that she

mistake.

least number which has 3 for remainder when divided by

remainder when divided by 7.
(13.) Find the least number which, when divided by 28, 19, 15 respectively, gives the remainders 15, 12, 10 respectively.
(14.) In how many ways can 2 be paid in half-crowns, shillings, and

Find the

(12.)

8,

and 5

for

sixpences ?
(15.)

A bookcase which will hold 250 volumes is to be filled with 3-volumed

novels, 5-volumed poems, 12-volumed histories. In

be done?

If

novels cost 10s. 6d. per volume, poems

show that the cheapest way of doing

Solve the following systems, and
(16.) x + 2y + 3z = 120.
(17.) x+y + z + u= 4,)

it will

7s. Gd.,

and

+ 62 -f 9m = 18.)
5a;-62/ + 72 = 173,'l

this

histories 5s.,

cost 129. 15s.

find the positive integral solutions

(18.)

2x + 5y+ 3^ = 324,)

(20.)

17x-i-19(/ -1-212 =400.

6a;

5?/

(19.)

how many ways can

-4?/ -1-142 = 190.]"

- 4?/ -f 32 = 510.)
= 26,'j
3x + 2y + iz+ M=63, L
17a;

(21.)

x+ y+ z+

+ 32/-l-22 + 4it = 74.J

Show how to express the

23;

(22.)

+ a^.^x.^+
a2ia;i + G2.T2-f
a-^T^Xi

general integral solution of the system

-j-aia;=di,

.-ha2x=d2.

+''-], n^n "n-l

'^n-l. 1*1 + "-!. 2^2+
by means of determinants, when a particular solution is known.

490

EXERCISES XXXII

CH. XXXIfl

Find the values of x which make the values of the following functions
integral squares

(23.)

2x2 + 2x.

(26.)

7x + 6 and 4x

(24.)

(x^-x)l5.
(25.)
simultaneously.

a;

+ 11 and a; + 20,

+ 3,

(27.)

simultaneously.
x^ + x + 8.

Solve the following equations, giving in each case the least integral
and indicating how all the other integral solutions may be found

solution,
(28.)

(30.)

(32.)
(34.)
(36.)
(38.)

(40.)
(42.)
(44.)

x^-Uy^=-8.
a;2-44?/2=-7.
x2 + 31/2 =628.

(31.)

x^-Uy'^=+5.
a;2-44^2^+4

(33.)

x2-69?/2= -

x2-472/2=+l.
x2- 261/2= -1105.

(35.)

(29.)

(37.)

x2-(a2 + 1)2/2 = 1.
x2-(a2+a)2/2=l.
x2 + 5x2/-2x + 3z/ = 853.
x2-2/2 + 4x-5?/ = 27.

(39.)
(41.)
(43.)

xy-2x-dy = 15.

(45.)

3x2 + 2x2/

(48.)

- 111/ + 2x-86j/- 140 = 0.

!b2 - xy - 722/2 + 2x-440t/- 659 = 0.
x2 + 2x2/ -17^2 + 721/ -75=0.

(49.)

61x2 + 28x3/ + 2512/2 + 264x4-5262/

(50.)

Show

(46.)
(47.)

that all the primitive

to reduce the equation

(51

.)

+ 02/2 =390.

x2 + 4x2/

+ 260=0.

Dx^- (7y'= =tH

H<^{CD). Show

Find

all

Dx2-

are

of

solutions

furnished by the convergents to ^(C/D), provided

how

11.

x^-i7y''=-l.
x^-7y^=186.
x^-(a^-l)y^ = l.
x^-(a^-a)y'^=l.

also

when if>^(CD).

C2/2= ifl",

the solutions of

4x2-72/2= -3,
4x2-72/2 = 53.

and of
(52.)

If

D, E, F, II be integers, and

H<^{E^-DF)

(real),

show that

all

the solutions of

Dx2 - 2Exy + Fy"^ = H

are furnished by the convergents to one of the roots of

Dz^-2Ez + F=0.
(See Serret, Alg. Sup., 35.)
(53.)
0=P-a;g, where a; is a periodic fraction having a cycle of
quotients, and p and g have their usual meanings, then

If

C/H-^=(a-/3x^+i)J7r,

and
In particular,

T
1

all

a;,+i - r+i +

where

a,.+2+
;i

s=H-i+

if

,-;

r+c +

7~

x=sJ(CID), then

DPnc+r - sKGD) q^^= {aM, - /3L^ - /3V(CD)} (Bp^ - ^(CD) q,)IM*.

Point out the bearing of this result on the solution of Dx^-Cy"= 11.

CHAPTER XXXIV.
General Continued Fractions.

FUNDAMENTAL FORMULA.
The theory

1.]

of the general continued fraction

^i

where

a^, a^, a^,

is inferior

.,

h.2,h,

-^-^.
.

(A),

are any quantities whatever,

in importance to the theory of the simple continued

and it is also much less complete. There

number of theorems regarding such fractions

how-

fraction,

are,

ever, a

so closely

analogous to those already established for simple continued

fractions that

we

where they are

reader.

give

them

here, leaving the demonstrations,

like those of chap, xxxii., as exercises for the

There are also some analytical theories closely

allied to

the general theory of continued fractions which will find an

appropriate place in the present chapter.

In dealing with the general continued fraction, where the

numerators are not

positive

all

not necessarily positive,

it

units,

must be borne

and the denominators

in mind that the chain

of operations indicated in the primary definition of the right-

hand side of (A) may fail to have any definite meaning even
when the number of the operations is finite. Thus in forming
tlie

third
1/(1

convergent of

- 1)

^rz_^^'

^^^

^^^

^o

1 + 1/{1 - 1/(1 - 1)}.

we could not suppose the convergents of this

and in forming the fourth to

It is obvious that

fraction formed

by the direct process of chap, xxxii.,

(a),

(^),

492

OP FIRST AND SECOND CLASS

C.FF.

It

(y).

must

CH.

XXXIV

be remembered that no piece of reasoning

also

that involves the use of the value of a non-terminating continued

till we have shown that the value in
and definite.
In cases where any difficulty regarding the meaning or convergency of the continued fraction taken in its primary sense arises,

fraction is legitimate

question

is finite

we regard

the form

on the right of (A) merely as representing the

pijq-i, p^jq^,
-fPnlqn whose denomi-

assemblage of convergents

nators are constructed by means of the recurrence-formulae (2)

and

(3) below.

That

is

when the primary

to say,

definition fails,

we make

the formulae (2) and (3) the definition of the continued fraction.

In what follows we shall be most concerned with two varieties

of continued fraction, namely,

and
where

ai,

a.2,

a^,

shall speak of (B)

ai

(15 ),

a,

+ -^-^...

(C),

are all real and positive. We

., &2, ^3,
and (C) as continued fractions of the first and
.

second class respectively.

2,]

Upi/qitPi/gi) &c. be the successive convergents to

a<i+ a3

then

Pn = CtnPn-l + &n^n-3
qn = Clnqn-l + bnqn-2
with the

initial conditions

pQ

l,pi

= ai;

(2)

(3),

g'l

1,

g'a

= 2.

pn and qn
are both positive ; and, provided a<|; 1, each of them continually
Cor. 1.

In a continued fraction of

the first class

increases with n*.

In a continued fraction of the second class, subject to the

+ 6, p^ and g are positive, and each of them

restriction a<{:l

continually increases with n*.

* It does not necessarily follow that Z,p=QO

and Zg'=oo

for the suc-

cessive increments here are not positive integral numbers, as in the case of

simple continued fracUons.

PROPERTIES OP CONVERGENTS

1-3

493

These conclusions follow very readily by induction from such

formulae as

Pn -Pn-l = (n -

1 )i?n-l

+ Kpn-i

(*)

Cor. 2.

-^=^^4._^
Pn-1

ttn-l

_5iL

From

3.]

(2)

and

.^

(6).

we deduce

(3)

= ( " )"^2^3

The convergents, as calculated by

1.

(5);

= ^+_A_ A-_l_.

Pnqn-l -Pn-ign
Cor.

AzZ_.

+ a-2 +

are not necessarily at their lowest

&

(!)

the recurrence-rule,

te7"ms.

Cor. 2.
Phl

_ Pj^ =

2n

S'n-l

(-Y ^- ^^

-^n

'

/gx

QnQn-l

Cor. 3.

Cor. 4.

Pnqn~2-Pn-2qn = {-T"^anb2l>3
/^ra

Pn-2

Qn

qn-2

\n-l

^nf^if^'i

'

^u-i

^n-1

(4);
/r\

qnqn-2

Cor. 5.

/Pn

_ Pn-\\

\qn

l(Pn-l

qn-J/\qn-i

_ Pn~-i\ ^ _ hnqn-2
'

qn-2)

qn
hnqn-'i

(^nqn-i

Cor.

6.

+ bnqn-2

(6).

In a continued fraction of the first class, the odd

form an increasing series, and the even convergents a
series ; and every odd convergent is less than, and every

convergents

decreasing

even convergent greater than, following convergents.

In a continued fraction of the second class, subject to the

+ &, all the convergents aVB positive, and form

restriction a<t;l

an increasing

series.

CONTINUANT DEFINED

494

These conclusions follow at once from

remember

that, for a fraction of the

replace

h^,

.,

by

bn

-h,

XXXIV

CH.
(2)

second

and

we

if

(5),

we have

class,

to

-bn.

.,

CONTINUANTS.

The functions j9, q^ of ^i, ofa,

., ; h, h,
., bn
4.]
which constitute the numerators and denominators of the con

tinued fraction

belong to a

In
Pfi

common
pn

fact,

is

h ...

&2

(Zi

a2+

bn

CC3+

an

class of rational integral functions*.

determined by the set of equations

= a.iPi + hpo,

Pz = aiPi + biPi,

.,

Pn = anPn-1 + bnPn-2
(1),

together with the initial conditions

j9o

l,

pi

= ai; while q^

is

determined by the system

qz^a^qz + hqi,

g'4

= 4g'3 + ^4(72,

9'n

= ag''^-i + ^ng-2
(2),

together with the initial conditions

g'l

1,

'2

= 2-

It is obvious, therefore, that qn is the same function ofa^, as,.

bs, bi,

We

.,bn aspn

of a^,

a.2,

...,;

b^, b^,

.,

.,

bn-

denote the function pn by

Pn =
and speak of

it

ators are a^, a^,

We

is

K(

^^''M

(3),

as a continuant of tits nth order whose denomin.

.,

a,

and whose numerators are

bi,

.,

6.

have then
\a^2 (^if

^n/

* This was first pointed out by Euler in his memoir entitled " Specimen
Algorithmi Singularis," Nov. Comm. Petrop. (1764). Elegant demonstrations
The theory
of Euler's results were given by Mobius, Crelle's Jour. (1830).

has been treated qI l&te in connection with determinants by Sylvester and

Muir.

FUNCTIONAL NATURE OF CONTINUANT

;}-5

When

the numerators of the continuant are

When

is

it is

., a).

not necessary to express the numerators and

convenient to abbreviate both

it is

!"'

^L

\i , ih}

K(l,

a^,

of this kind is called a simple continuant.

it

denominators

into

unity,

all

usual to omit them altogether, and write simply K{ax,

A continuant

495

" !") and ^(a a

In this notation we should have,

n).

..,)

"71/

(Ir+i,

\fl5,.,

.,

'

if

r<5,

(5);

as)

(6).
\(ls

dsl

>

In particular, K{r, r) means simply a,., so that j^i

To make the

K{

notation complete,

we

= K{1,

shall denote po

1)

and

= ai-

q^

by

which therefore stands for unity and, in general, when

the statement of any rule requires us to form a continuant for
which the system of numerators and denominators under con;

),

we

sideration furnishes no constituents,

tinuant by

^(

and understand

its

shall denote that con-

value to be unity.

It will

be found that this convention introduces great simplicity into

the enunciation of theorems regarding continuants.

is an integral function of
of its constituents.
This follows at once from the definition of the function, for

5.]

continuant of the nth order

the nth degree

we have, by

(1),

K{l,n) = anK{l,n-l) + hnK{l,n-2),

K{1, n-l)^ an-iK(l, n-2) + K-J<:{1, n -

3),
(7).

K{1, /+ 1) = ai+xK{l,
K{l,l) = ai, K{

The

following

rule

of

+ hi+,K{

I)

1),

1.

Hindenburg's

down the terms

K{\, 2), K{1, 3),

process for writing

gay Z(l,

),

gives

a convenient

of a series of continuants,
.

:-

EULER's construction for continuant

496

XXXIV

CH.

as

^2

1, 1

^5

^>5

^'3

h.

&2

is^(l,

2,

2),

2,

the

all

rows

in

the rows in
all

3,

it

in the rectangle

The

1, 1.

all

the rows in

1, 1

1, 1,

and write

in 2, 2 give the products in

all

the rows of

and write

bs

the

+ hiCh + a^hz.
The law for continuing the

products

2,

repeat

at the end- of each of

the rows thus constructed in

give

the rows thus constructed in the

Then the rows

2.

Enclose

them.

all

namely, a^az + h.
Write as at the ends of

3rd.

under

and enclose

Enclose

underneath.

rectangle

/r(l,

],
1).

Write a^ to the right of

2nd.

as

fta

Write down

1st.

^5

terrain

^4

h.

in

K{1,

Then

3.

3,

3),

namely,

aia-itti

scheme

is,

process will

now be

The

obvious.

in fact, merely a graphic representation of the con-

tinual application of the recurrence-formula

K{1,

By

considering

n)

= anK{l, n-\) + hnK{\, n-2)

Hindenburg's

(8).

scheme we are led to the

following rule of Euler's* for writing

down

all

the terms of a

continuant of the wth order.

Write down a^a^a^

get the rest, omit

from

this

an-ittn.

This

is the first

product in every possible

term.

way

To

one or

more pairs of consecutive a's, always replacing the second a of

the pair by a b of the same order.
* Euler
{Phil.

{I.e.) gave the rule for the simple continuaiit merely.

Mag., 1853) gave the more general form.

Cayley

5,

497

PROPERTIES OF CONTINUANTS

respectively,

this, first aia2,

we

K{1,

to get tlie terms of

For example,
omitting from

We

b^^b^.

The

4).

first is a^af^a^a^.

then a2^3' then aga^, and replacing by

more terms,

get three

two pairs, we get

thus get

b^a^tti, a^b^a^, a^a^b^.

the terms of iC (1,

all

It is easy to verify this rule

up

K{\,

to

consecutive orders of continuants,

hold for

Cor.

it will

of its

all orders.

at once the following

The value of a continuant

1.

the order

we deduce

Euler's rule

Then,' omitting

4).

holds for any two

if it

From

By

b^, 63, 64

and a glance at

5);

the recurrence-formula (8) shows that,

not altered by reversing

is

constituents, that is to say,

j^r

We

h,

.,

\ai, a^,

K\^r
a^

\an,

hn,

flf-i)

.,

h\

>

<^i/

^g^^

(1, n) by starting
and replacing each
consecutive pair of a's in every possible way by a 6 of the same
order as the first a of the pair.
In this way we should get precisely the same terms as before.
Hence the theorem. We may

with

could obviously form the continuant

anttn-i

express

it in

a^ai instead of ai^a

a-ia,

the form

K{l,m) = K{m,l)
Cor. 2.

We

(10).

have the following recurrence formula

K{1, m) = aiK{l +l,m) + bi+^K{l +

For,

by

2,

m)

(11).

Cor. 1,

K{l,m) = K{m, I),

= aiK{m, l+l) + bi+iK(m, 1+2), by (7),
= ai K{1 +\,m) + bi+i K{l + 2, m), by Cor.
The theorems

6.]

(1)

and

continuant notation as follows

J:(1, n)

(2,

w-

1)

(4) of 3

may

1.

be written in

- K{\, n- 1)^(2, n)
= {-fbA...b,,K{

K{\, n)K{2, n-2)-K{l,n-2)K{2, n)

= ( - T-' b,b,
bn-, K{
.

)K{
K{n,

(12),

n)

(13).

These are particular cases of the following general theorem,

originally due to Euler*:
* Euler stated

it,

however, only for simple continuants. It has been

and proved by Stern, Muir, and others.

stated in the above general form

C.

II.

32

en.

xxxiv

n)

(14),

euler's continuant-theoeem

498
K{1,

m) - K{\, m) K{1, n)

n) K{1,

= {-r-''%bu^
where

^>+i^(l,

l-2)K{m+2,

l<l<m<n.

This theorem

memoria

2,

1,

Draw two

is easily

remembered by means of the following elegant

technica, given by its discoverer

.

.,

1-2, l-l,

\l,

m, |m +

.,

m + 2,

l,

.,

n.

then two
and put dots over the indices immediately outside
The indices for the first continuant on the left of (14)

vertical lines enclosing the indices belonging to K{1, m);

horizontal lines as above

the two vertical lines.

are the whole row ; those of the second are inside the vertical lines

those of

the third and fourth under the upper and over the lower horizontal lines
those of the two continuants on the right outside the two vertical lines, the

The 6's are the 6's ot K{1, m) with one more at

minus sign is the number of constituents in

dotted indices being omitted.

the end

and the index

of the

K{l,m).

The proof of the theorem is very simple. We can show, by

means of the recurrence-formulae (7) and (11), that, if the formula
hold for /, ? + 2, and for /, m + 1, or for 1-2, m, and for l-l, m,
hold for /, m.
Now (12) asserts the truth of the theorem
1^2, m=n~l; and it is easy to deduce from (12), by
means of (7) and (11), that the theorem holds ior 1 = 3, m = n-lf
and also for 1=2, m-n- 2. The general case is therefore
established by a double mathematical induction based on the
it will

for

particular case (12).

The theorem

might be made the basis of the whole

and it leads at once to a variety
of important particular results, some of which have already been
given in the two preceding chapters.
Among these we shall
merely mention the following regarding what may be called
(14)

theory of continued fractions

reciprocal simple continuants

K{a^,

a^,

., tti, tti,

= K((h,a2,
K{ai,

a<i,

==K{ai,

a.,

., ftf-i,

.,

tti--,)

.,

.,

a2,

a^

aiY + K(ai,

ai,ai-i,

{K{a

.,

a^,

a2,
.,

a,,

.,

(A);

a^-i)*

a^
a^)

+ K{ai,

a^,

.,

a<-a)}

(B).

 6,

smith's proof of a

theorem of fermat's

499

Example. Show that every prime y of the form 4\ + 1 can be exhibited as

sum of two integral squares*.
Let Atj A4
and let simple
., Ms be all the integers prime to p and < ^p
continued fractions be formed for j>/yUj, 2'/m2
> Vli'-si each terminating so
the

> 1. Then each

that the last partial quotient

for its last convergent the value K(a-^, a^,

of these

. ,

continued fractions has

a,J/7i'(a2, a^,

a),

where

the two continuants are of course prime to each other, and ai>l, a>l.
From this it appears that there are as many ways, and no more, of

by a simple continuant (whose constituents are positive

and the last of which are each greater than unity) as there
are integers prime to p and < ^p.
Now, since K{ai, a^,
a^, Oj), and a>l, it is
, a^^ = K{a^,
obvious that -K'(a,
ag, flj) must arise from one of the other fractions pj/i.
Hence, given any fraction pjfi, it is possible to find another also belonging to
the series which shall have the same partial quotients in the reverse order.
Let p be a prime of the form 4\ + l, then the greatest integer in ^p is 2\,
which is even. Since, therefore, the number of continuants which are equal
to p must be even, and since
(p) is one of them, there must, among the
remaining odd number, be one at least which gives rise to no new fraction
when we reverse its constituents, that is to say, which is reciprocal. Now
the reciprocal continuant in question cannot be of the form K{ai, 02,
.
.,
(B) that such a continuant
i-i. flji i-i > ^2> '''i)' ^^^ ^* follows from
cannot represent a prime, unless i = l, or else i = 2, and 0^ = 1, all of which are

representing

^^

integers the first

. ,

obviously excluded.

We must therefore have an equation

., a<,
p = K{ai, aj,
K(ai,
by

aj,

.,

ai)^

form

of the

o,-,

.,

+ K(a^,

a^, a^),

a^,

.,

ai_i)2,

which proves the theorem in question.

As an example, take 13 = 3x4 + 1.

(A),

1
1
13
13
13
13
111
13 ,
_
Wehavey=13;
^=6 + ^; 4+^; -^=3 + ^; -^=2 + ^^^;
H=2 + L So that 13=:(13)=ir(6, 2)=K(4, 3)=K(B, 4:)=K(2,
D
6
^

1, 1, 2)

=K(2,

6); and, in particular, 13=jB:(2,

7.]

By

1, 1, 2)

= K(2,

l)2+j: (2)2 =32 + 22.

considering the system of equations (1) of

we multiply

4, it is

K, h+i by c^, the result is

the same as if we multiplied the continuant K{1, n) {n>r) by
Hence we have
Cr.
easy to see that,

jy

O/i,

if

ar,

C2O2J

CipJ^Zi

C3C4O4,

.,

C<^-2}

CsQis,

64(14,

.J

Cn-\CrPn
C.nfitn/

^
\ai, 2,
*

The

(15).

., ;

following elegant proof of this well-known theorem of Fermat's was

given by the late Professor Henry Smith of Oxford (Grelle's Jour., 1855).

322

EEDUCTION TO SIMPLE CONTINUANT

500

We may

so determine

c^, Cs,

become

equal.

of the continuant

Cj)2^\

026^)3

=\

fact, if

we put

Cn-iCnbn=\

.,

XXXIV

numerators

c^ that all the

In

CH.

we get

= '^bJ)ilbJ)J)2, ...

Ca

Hence

X,

''-^[aXa,lba.A/b3,XaA/bA,

= {ll^ybJ>n-A-.-

X,

\,

(16),

where p

the number of even integers (excluding 0) which do

is

not exceed

n.

Every continuant can be reduced to a simple continuant,

or to a cmtinuant each, of whose numerators is - 1.
Thus, if we put X = + 1 and X = - 1, we have
Cor.

&2,

j^/

= Z>A-2

bn\

.xX(ai,

^2/^2, ttsb^bs,

aA/bA,

anbn-ibn-3

= {-ybnbn-,

.xK(^^^

_^^i^^^

n),

-,

(17),

',
.

7
-Ibnbn-^
{-f-^ dubn-lbn-S
The connection between a continuant and a continued

fraction follows readily

K(2,

/M-2

aAlbJ,-aA/bA,
.

'

8.]

K{3,

n),

K{^,

from
n),

(11).

For we have, provided

are all different from zero,

K{l,n) _^

b,

KA^) ""^'^ K (2,

K(2^ ^ ^
K{S,n)~'^

n)/K

(3, n)'

bs

K{3,n)IK{4:,ny

Hence

^(1>^) _^

^a

ba

/,qn

^r

Kj^) ~'''^a,+

aa+

'

'

K{r, n)IK{r +

^'''^-

1,

n)

7-10

C.F.

IN TERMS OF CONTINUANTS

we put r = n, and remember that

we get

If in this last equation

K{n+l,

here

= K{

n)

501

1,

^Ji4=^+AA...*

(20),

a result which was obvious from the considerations of

When

9.]

4.

the continuant equation

K{1, n) = anK{l, n-l) + bnK(l, n-2),

Pn = anPn-i + hPn-2,

or

which

may

be regarded as a

difference equation of the

finite

second order, can be solved, we can at once derive from (20) an

expression for
^^

a^

When

ttn

and

aa

^
+'"'

^^

as

6 are constants, the

problem

is

simply that of

finding the general term of a recurring series, already solved in

XXXL,

chap.

7.

To

Example.

an expression

find

_1

for the

1^

^-^ + 1+ 1+
Here we have
ditions

2>o

=1

i^i

to solve the equation

= !

K{1,

The

n)

nth convergent to

J^
1+

"^'^^^

Pn=Pn-i+Pn-2f

the initial con-

result is

=i5n=

{(1

+ v/5)"+i -

Hghcg

(1

- V5)"+n/2"+V5.

w) _ {(l + V5)"+i-(l-V5)"+i}/2'*+V5
K{2,n)
{(l + V5)''-(l-^/5)}/2V5
^5)"+^-(l-^5)"+i
(l
+
_

P^^ Kjl,
g

'

* (l + ^5)-(l-V5)"
From the expression for K{l,n) (all the terms in which reduce in this case
+ 1) we see incidentally that the number of different terms in a continuant
*

to

of the

nth order

is

2^

2n+l /5

10.]

When

l+l'^l

+ ^n+l<^3 + ^ n+1^5+

two continued fractions i^ and F' are so related

that every convergent of

is

equal to the convergent of

F'

of

the same order, they are said to be equivalent*.

*

We may

also have

See Exercises xxxiii.,

2,

an

{m, ra)-equivalence, that

17, &o.

is,

Prmllrm^Prnllrn-

BEDUCTION TO SIMPLE

502

It follows at once

from

CH.

C.F.

and 8 (and

is,

indeed, otherwise

obvious, provided the continued fraction has a definite

according to

its

primary definition) that we

XXXIV

may

meaning

multiply a^,

br,

by any quantity m{=0) without disturbing the equivalence of the fraction.

Hence we may reduce every continued
fraction to an equivalent one which has all its numerators equal
Thus we have
to + 1 or to - 1.

and

a,

br+i

tta

= ai +

+
1

02/^2+

a3V^3+ A/^A+

'

"

anK-iK-

lbnbn-2
(21).

we treat the equations (1) as a linear system to

determine K{1, 1), K{1, 2),
K{1, n), and use the determinant notation, we get
11.]

If

a,

h.

^2

^'3

0--1
0-

a^

h,.

.-1

which gives an expression

The theory
of view

for

- 1

0--1

b,,

an

a continuant as a determinant.

of continuants has been considered from this point

by Sylvester and Muir*

and many of the theorems

regarding them can thus be proved in a very simple and natural

manner.
Exercises XXXIII.
(1.)

Assuming that both the

a

fractions

^~a+&Tc+*""' ^~b+c+'d+'''
are convergent,

show that
x{a + l-\-y) = a-\-y.
See Muir's Theory of Determinants, chap.

iii.

EXERCISES XXXIII

10, 1

be the ultimate and penultimate convergents to

p'lq'

...

503

show that

h+

a+,
*

and

If piq

(2.)

b+

a+;

k+

1 r
1
P^,
qlf 5 +p=F

1-1

n periods=^

to

...-;,
qj

-,

+p=F

where the quotient

sign

is

+p

q'

n-1

repeated

is

times, and the upper or the lower

an even or an odd convergent.

to be taken according as pjq is

Evaluate a

(3.)

-J

to

n quotients, a being any real quantity

Show from your result that the continued fraction in

question always converges to the numerically greatest root of .t^- ax -1 = 0*.
Deduce from the results of (2) and (3) that a recurring continued
(4.)
fraction whose numerators and denominators are real quantities in general
converges to a finite limit and indicate the nature of the exceptional cases.

positive or negative.

Evaluate 2 -

(5.)

sequent component being -

Show

(7.)

that

x+

s*

-.

(;t

l-x + 1-

^
1- a + 1- a + 2-

:;

'

n terms.

14
2
2

o o
-

(2"- 1)/(2" +

is

'

(8.)
^

to

Show that the nth convergent to

(6.)

...

"

to

(n)

<p{m + n) =

{<f>

(m)

. ,

every sub-

1).

n terms =

x"^*

rn
a;"+i

X
t.
-

+ l components)
^
'

= l + a + a(a + l)+.
If

(9.)

.+a(a + l)

(a

+ n-1).

quotients, then

+ i>(n)- a<l> {m) <p (n)}/{l +

(m)

(n)}.

(Clausen.)

Show

(10.)

that

K{0,

K(.
K(.

a, b, c,0,

K(.

02, as,

a,b,c,0,e,f,g,
a,b,

a)

.,
.

0,0, e,f,g,

c, 0, 0, e, f,

= K{a3,

.)=K{.
.) = K(.
.) = k{.

.,

aj

a,b,c + e,f,g,
a,b,c + e,f,g,
a, b, c, e, f,

.);

.);

.).

(Muir, Determinants, p. 159.)

(11.)

Show
,

that the
,\

+ (n-l) +

number

of terms in a continuant of the nth order

(re-2)(n-8)

^^

^1

(n-3)(re-4)(n-5)
^
^+3!

is

(Sylvester.)
(12.)

If2>=Jir(

^'

3'

' "), show

that there exists a relation of

the form

^Pn^ + Spn-i" + Cp^-^ + Dp^-s' = 0,

where A, B, C,
*

This

is

D are integral functions of a,

6, a_i, 6_i.

a particular case of the theorem (due to Euler?) that the

numerically greatest root of

x^-px + q =

is

EXERCISES XXXIII

504.

Show

(13.)

{a, b, c,

and

-T,

'

\a,

If

(14.)

6,

a;

= (a,

(a,

*'

c,

.,

c) (e,

., c,

= {c,

(a,

.,a){d,.

(16.)

[a, b, c, d, e]

(17.)

Prove the following equivalence theorem

a',.

.,e,f,

-J_ir7
[a, e]

r'

^J "^

_1
~a

[a, e']

afa'

a",

f,

e"]

a",f",

v/2 = l
(a,

., e,

{e,

.,af[c,.

a'",

Show

a"',f"',

-a-a' -

a' 'a"

L J_

some

- a"' -

a"/" a'" - a"

'
'

171+

'

If,+ l--+ bm1

-{am

1
=;

2 + cm-

f,

a,

a, f,

e,

., e,

/',

a,

., e,

f",

a,

f\

e,

.,a, /",

.,

a,

j3,

.,e)-{c,

7,

ad oo)
ad oo

.,X, n,v
X,

/jl,

v, c, d,

a=^[y,

.,a).

may
.

.,

be

.)

mL

a; = (a,

If 6

}
]

a'a'"

-a'- a" -

that the successive constituents

which this leads

(24.)

] *

+ 2^2T---=H^-*'itl^l^'"}-

to

(a)^.

['". d"']i

.)

If

/'")

[a"\ e"']f"' -

(23.)

.,a)K..(a)\

., e'",

omitted from the continued fraction (. . . o, 6, a, jS, 7,

without altering its value, provided [j3,
., ;u]=l,
and /=[|8,
., X]; and construct examples.
.

.,a)2.

[a", e"]

= (a,
(22.)

f",

[a", e'"]

(20.)

e".

.,

(21.)

d)=0;

d);

.,

aa^

b+ vi+ c+

Tn+

''

b, c, d, c) [b, c, d, e) (c, d, e) (d, c) (e).

[a',

Jl_JLJ
^

a'

[a, e][a", e"] [a', e'][a"', e'"]

e']

a',f',

(a,f,

(18.)

., e',

= ll(a,

x)

.,a)2(d,...,a)2(c,.

(a,.

h, a,

a)}

.,

= {e,.
.,d) = ie,.

(15.)

likely, [a, k], to

18

a) (a

a) {a,

.,

.,c)-{a,.

.,c,

b)

.,

then y = (e,
., e)y + {e

y),

c)}{y-{e,.

{^-(

a)x-(a,

.,

I.e.)

prove the following theorems*:

c,
.

.,

'

fe,

xy-{e,

when no confusion

., /c], or,

denote the continued fraction

k) to

.,

(Muir,

of 19.

[a, h, c,

k(

denote

XXXIV

CH.

that

and deduce the theorem

Taking

is

^.

., e, /,

x = (/,
^

c,

.),

., a,

.).

'

bm+ a+

The notation and the

the other root of the quadi-atic equation

'

'

'

a +

be one root of a quadratic

order of ideas used in (14) to (23), as well as

of the special results, are

due

Mobius

{Crelle's Jour., 1830).

CONVERGENCE OF A

12

equation, the other is

1

b+

111

505

C.F.

111

(Stern, Crelle's Jour., 1827.)*

I{q>p, show

(25.)

that

pq {q -p) pq jq -pf
^^ q -p
- q'-p^a^-ry^- /j2_a_
qq -p

i>g(g-y)'

{q-p)q = q^-p
..

q^-pi-

CONVERGENCE OF INFINITE CONTINUED FRACTIONS.

By

12.]
is

the value or limit of an infinite continued fraction

meant the

any such

limit, if

exist,

towards which the con-

vergent Pn/qn approaches when n is made infinitely great. It

may happen that this limit is finite and definite the fraction is
;

then said to be convergent.

It

L Pn/qn fluctuates

may happen that

n=<

between a certain number of

integral character of

may happen

Finally, it

00

fraction 1

value being

1, 0,

The fraction 1
.

its

the fraction

that

L pnfqn
n=oo

values according to the

is

then said to

oscillate.

tends constantly towards

in this case the fraction is said to be divergent.

We have already
The

finite

converges to

seen that all simple continued fractions are convergent.

or

oo

...

last

n=3m + l, 3m + 2,

according as

-h + iJ5- 1+1+1+
,

,_

-^ + is/5,

as

nth convergent given in

The

an obvious example of

is

:j

may

:;

. . .

diverges
^ to

oscillation, its

or
oo

3m + 3,
for

+
1+1+1
-

be easily seen from the expression for

9.

example brings into view a fact which

it is

important

to notice, namely, that the divergence of an infinite continued

fraction is something quite difi"erent from the divergence of
infinite series.

The divergence

accidental phenomenon,

and

of the fraction

will

in

* (23)

and

(21) are generalisations of

d.

Math.^

t.

xix.

an

in fact, an

general disappear

modify the fraction by omitting a constituent.

Gergonne Ann.

is,

if

we

It is therefore

an older theorem

of Galois',

See

506

PARTIAL CRITERION FOR

C.F.

OF FIRST CLASS CH. XXXIV

not safe in general to argue that a continued fraction does not

diverge because the continued fraction formed by taking

all its

constituents after a certain order converges.

With the

exception of simple continued fractions and recur-

ring continued fractions (whether simple or not), the only cases

where rules of any generality have been found for testing convergency are continued fractions of the " first " and " second

To

class."

13.]

divergent ;
tlie

these

we

and

it

what

will he convergent or oscillating if

residual fractions

The

shall confine ourselves in

follows*.

continued fraction of the first class cannot he

x<i,

Xz,

.,Xn,.

latter part of this proposition is at

any one of

converge or oscillate.

once obvious from the

equation
Xi

62

= ai-\

a2

^3

"T

a^

...

"T

hn

*c/ji

( 3, Cor. 6) the odd convergents continually

and the even convergents continually decrease, while any
even convergent is greater than any following odd convergent, it
follows that Lpsn/^in = A and Lp2n-i/(l2n-i = -S, where A and B are
two finite quantities, and A <^B. U A=B, the fraction is convergent if A>B, it oscillates and no other case can arise.

Again, since

increase

14.]

continued fraction of the first class

is

convergent if

the series 5a_ia/6 be divergent.

We

have, since all the quantities involved are positive,

Qn ~

9'n-2

Cf'n^n-l

+ hngn-2

= Cin-2^n-3 +

Qn-2^ (^n-2^n-3

t'n-22'-4>

Qi

= atqs +

642-2

^3

= 053^2 +

&33'x,

g'4

> ^4

>

5-3

q3>aiq2\

Our knowledge of the convergence of continued fi-actions is chiefly due

Handb. d. Algebraischen Analysis (1845) Arndt, Disquisitiones
Nommllce de Fractionihus Continuis, Sundi (1845) Seidel, Untersuchungen
uher die Convergenz und Divergenz der Kcttenhriiche (Habilitationsschrift
Miinchen, 1846) also Ahluindlungen d. Math. Classe d. K. Baxjerischen Akad,
and Stern, Crelle's Joiir.^ xxxvii. (1848).
d, Wiss., Bd. VH. (1855)
to Schlomilch,

^12-15 COMPLETE CRITERION FOR

OF

C.F.

CLASS

FlllST

507

Hence

Therefore

qnqn-l>qiq2 (h +
and, since qx

l,

g'2

{h +

a^a,-^

3a4)

(&n

aJTi-i^Ti),

= 2>

_3^

'r^>l(-x)(^^T)---('^""e)''>Now, since ^an-iajbn is divergent, n (1 + a_ia/J) diverges

to + Qo (chap. XXVI., 23), therefore Lqnqn-ilhhz
6= + go.
Hence
.

-0,
q^in-J
q^n-V

\q2n
^q^n

that

is,

the continued fraction

q-2!n,q2n-\

is

convergent.

Cor. 2.

Thefraction in question is convergent i/Lan-i dn/K > 0.

Also i/Lan/bn>0, and 2a be divergent.

Cor. 3.

Also if Zan+ibn/an-ibn+i >

Cor.

1.

The ahove

complete, inasmuch as
if ^aji-ittn/bn

1.

criterion is simple in practice

it is

be convergent.

but

it

not

is

not proved that oscillation follows

The theorem

of next paragraph

supplies this defect.

15.]

the

If a continued fraction of

the first class be reduced to

form

^ ^ _1_ _1_
d2+

d3

J_

J_

+ d4+'

'

dn+

'

'
'

'

so that

J _^^

/7

*^3^2

^4^3

^^^a^A-A-3.
UnOn-2

then it

is

^5j^

convergent if at least one of the series

ds^ ds^ dr+

C?2 + C?4 + <^6 +

(6)

(7)

be divergent, oscillating if both these scries be convergent.

COMPLETE CEITERION FOR C.F. OF FIRST CLASS CH. XXXIV

508

This proposition depends on the following inequalities be-

tween the

q's

and

d's of the fraction (4)

0<g'<(l +

(l

d.2)

q2n>d2 + di+

d,)

(1

+ dn)

(8)

+d.:ai

(9);

g2n-a>l

(10).

These follow at once from Euler's law

for

the formation of

the terms in qn, which, in the present case, runs as follows

Write down dzd^
dn and all the terms that can be formed
:

therefrom by omitting any number of pairs of consecutive

(f s.

We

thus see that qn contains fewer terms than the product

and, since the terms are all positive,
(1 + ^)
(1 + ^2) (1 + c^s)
Again, in forming the terms of the 1st degree
(8) follows.
in ganj

we can only have

succession d^d^di

stand in odd places in the

letters that

hence

c?27 ;

(9)

and (10)

is

obvious from a

similar consideration.

To apply

If

we suppose

d^

Lq^ and

if

both

if

one of them be

d2

equal to

all

P^n-l

q^n

qin-l

+ 0,

q2n

that, since

we have

(11).
q-2nqin-l

Hence,

neither q^n nor q^n-i can vanish.

Lq^^-i be

finite,

the fraction will

oscillate,

and

infinite it will converge.

series

will

(6)

be

q^n-i will

and

converge

when

right of (8) will be finite

and

1,

P-M

Now, if both the

+ dn
+ ds + di+

both

we observe

this to our present purpose,

the numerators are

n=

finite

(7)

converge, the series

and the product on the

In this case, therefore,

co.

and the

fraction (4) will

oscillate.

If the series

and the

By

c?2

^4

^o

diverge, then

by

(9)

Lq^n =

<

fraction (4) will converge.

the same reasoning,

if

the series

c?3

c?5

+ c?? +

diverge,

then the fraction

J_

^^^J

l_
ds+ di+

will

converge

'

'

and consequently the

'

dn +
fraction (4) will converge.

15,

EXAMPLES

16

Remark.

We

from the above.

did2 =

Now,

might deduce the criterion of

For we have
did3

aia2lbg,,

if

509

= a^ajb-i,

dn-\dn

.,

by chap, xxx.,
^an-ian/bn,

2c?n

2,

converge

must converge. Hence, if

5c? must therefore

oscillate, all its

1.

may

this last series diverge,

diverge, since

it

cannot

is

Consider the fraction

^

It

terms must,

Therefore either (6) or (7)

to say, the fraction (4) must converge.

+ 2+2+2+

_2(2-l)2(2ra-3)'^.

Here

its

terms being positive.

diverge, that

Example

= an-\anjbn-

fortiori, the series 2c?_iC?, that

cannot converge.

must

paragraph

the series %dn converge, the series formed by adding

together the products of every possible pair of

is,

last

d^^i+i

(2n)2 (2/1

2)2

3'.P

.4-'.22

be shown, by the third criterion of chap, xxvi.,

6,

Cor. 5, that

Or we may use Stirling's Theorem,

the series 2i2+i is divergent.
when n is very great, we have very nearly

Thus,

=2 [{J{2w2n) (2k/c)2}/{22' (2irn) (n/e)2}]2,

= 2/7rn.
The convergence
is

of Sdan+i is therefore comparable with that of 21/n,

which

divergent.

Hence the continued

Example

fraction in question converges.

2.

x^

afi

a+ a+
oscillates or converges according as

Example

a;>l or >

1.

3.

2+ 3+4+
Here

a+

in-i ""nl^n =L{?i-l)nl{n +

l)

= co,

therefore the fraction is convergent.

16.]

There

is

no comprehensive

criterion

for the con-

but the following

theorem embraces a large number of important cases
vergence of fractions of the second class

If an

infinite continued fraction

F = Oa -

tta

'

'

of the second class of the form

"

rt

(V\
'

'

'

CRITERION FOR

510

OF SECOND CLASS

C.F.

Cfl.

XXXIV

be stick that

an^bn +
for

all values

of

n, it

(2)

a finite

converges to

limit

F not greater than

unity.

If the sign

> occur

among

at least once

the conditions (2), then

F<1.
If the sign = alone

F=l l/S,

occur, then

S=l + b2 + h^hi + hj)ibi +

so that F = or <1 according
.

^2^3

where

as the series in (A)

ad

(A),

cx)

divergent or

is

convergent.

These results follow from the following characteristic properties of the restricted fraction (1)

Pn^b2 +

Pn -Pn-l

^hh.

bibs

qn

b^b-ibi

= l + b2 + bibs +
qn -Pn = qn-X - Pn-1 ^.
(3)

(3)

bibs

(4)

.bn
bibs

(5)
.

.b^

(6)

^q^-Pi^l

(7).

we observe that
Pn -Pn-l = (n

Hence, since pn,

Cor.

.bn

- qn-1 ~ hbj

qn

To prove

"

l)i?n-l

" bnPn~2-

and increase with n

qn are positive

2,

1),

Pn - Pn-1
Pn-l -Pn-2

= bn {Pn-1 - Pn-2),
= bn-i {pn-2 -Pn-3),

acc.

Ps-Pi^ bsbi.

BUS

an^bn +

acc. as ag

Therefore j3j3-i ^bibs

be taken if it occur anywhere
.

>

ig

1;

1.

bn, where the upper sign

among the

must

conditions to the right

of the vertical line.

To prove

(4),

we have merely

to put in (3)

1,

w-2,

3 in place of n, adjoin the equation Pi = bi, and add

the resulting equations.
.

.,

(5)

and

the same way.

pn and qn both remain finite or

(6) are established in precisely

It follows, of course, that

both become infinite when w

is

all

convergent or divergent.

co

according as the series in (6)

CRITERION FOR

16

To prove

OF SECOND CLASS

C.F.

511

we have

(7),

= fe-1 -^n-l) + K {(<7n-l -i?n-l) " {qn-^- Pn-^\

as a = Z>+ 1, provided qn-\Pn-\ is positive.

according

This shows that,

next in order

if

follows.

any one of the relations in (7) hold, the

Now q<^p^ = a<i-h2.'^\, according as

= ^2 + 1 and qz- pz = a^a^ h- has ^ (a^ - h) {bs + 1) - &3

^ (oa - ^2) + ^3 (2 - ^2 - 1), according as aa^bs+l; hence the

tta

theorem.

among
first

important to observe that the

It is

the relations a2

>

= b2+l,

among
=

that occurs

right of this one will be

= 63+1,

>

that occurs

determines the

the signs to the

all

those to the left

all

The convergency theorems

>

for the restricted fraction of the

In the

as

place,

first

we have

the convergents to (1) form an increasing

3,

series of positive quantities, so that there

Also, since g-j9

first
.

the relations (7)

second class follow at once.

already seen in

^3

= 1,

it

can be no oscillation.

follows that
'

Pn/qn
Therefore, since

qn>l,

If the sign

<

the sign

>

follows that i^ converges to a finite

it

occur at least once

must be taken

If the sign

where

>S^

is

If

the

relations (2),

i^<l.
occur throughout, we have

sum

F< 1;

converge,

among the

if it

that

in (8);

Lpn/qn = 1

is,

- i^l/gn = 1 - l/S,
Hence,

to infinity of the series (6).

diverge,

if (6)

F= 1.

we dismiss from our minds the question of convergency,

remove the restriction that b^,
put a = 6 + 1, a_i = bn-i + 1
we get by the above reasoning

therefore

positive,
052

(8).

^1.

limit

and

^ 1 - 1/qn

= ^2 +

but
1>

still

63,
,

Pn/qn^l-1/qn
qn=l+b.2 + b.A+

'

+bA.

.,

.,

6 be

aa-bs +

(8');
.

'h

(6').

l,


INCOMMENSURABLE

512

Now (8') gives us qn=l/(l-pn/Qn)remarkable transformation theorem

XXXIV

CH.

C.FF.

Hence

tlie

following

Cor.
1

^2

Ifh<i,.

l^it'i

.,

bnbe any quantities whatsoever, then

+ ^2^3

.bn

l-b^+l-h+l-'
from which, putting ^1 = 62, u^^b^b-i,

we
1

.,

&+!

'

^^^'

m = ^2^3.

6+i,

readily derive

+ Wi + Mo +

'

+Un
Wg

Ui

+ Ml -

Ml

-2

111

Ma

U2Ui

W3

<2 + M3 *3 + W4 -

+ M_i - M-i +

an important theorem of Euler's to which we

Z*

shall

return

presently.

INCOMMENSURABILITY OF CERTAIN CONTINUED FRACTIONS.

If

17.]

CTa,

3,

an, b^,

.,

h,

.,

hn he all positive

integers, then
I.

The

infinite continued fraction

bz

bn

a2+ a3+
converges to

'

'

'

an incommensurable

an+

'

limit provided that after some

of n the condition ofnH^^re be always

The infinite continued fraction

h
ftj

converges to

~~

satisfied.

bn

ba
ttj

/g)

an

an incommensurable

finite value of n the condition a

the sign

'^

'

finite value
II.

limit provided that after some

= 6 + 1

6^ always satisfied, wJiere

> need not always occur but must occur

To prove

^6 +

us

first

holds from the

first.

II.,

let

/jv

'

'

suppose

Then

infinitely often*.

that

the

(2) converges,

condition

by

16,

These theorems are due to Legendre, JEltments de G6om4trie, note

nr.

16,

INCOMMENSURABLE

17

<

to a positive value

commensurable

513

C.FF.

Let us assume that it converges to a

K/K, where Aj, Xj are positive integers,

1.

limit, say

and Xi>X2.
Let now
Pz

> must

Since the sign

0^4

= ^4+1,

.,

hi

ba

ih

^4

Ps

among

occur

must be a

the conditions ^3

<1.

positive quantity

^ ^3 +

1,

Now, by

our hypothesis,

KIK = hl{a2 - Pz),

therefore

Pa

= {a^ K - K K)lK
= A3/A2, say,

where X3 = a.2X2- ^2^1 is an integer, which must be positive and

<X2, since Pi is positive and < 1.
Next, put
Pi

h ...

hi

tti-Us-

Then, exactly as before, we can show that

P4

= X4/X3, where

X4 is

positive integer <X3.

>

Since the sign

an

= bn+

1,

occurs infinitely often

among the

this process can be repeated as often 'as

The hypothesis that the

fraction (2)

requires the existence of an infinite

Xi, X2, X3, X4,

such that

impossible, since X^

is finite.

is

number

Next suppose the condition a ^

(2) is

please.

commensurable therefore
of positive integers

Xi>X2>X3>X4>
Hence

conditions

we

but this

to hold after n

= m.

Then, by what has been shown,

y=
is

...

incommensurable.

Now we

have

K bi
F= a^-az

4-1,,

consequently

bm

am-y

\(^m~y)Pm-l t^mPm-2
TP
F=
/^z^TTV^

'

_ Pm-yPvi-\
qm-yqm-\
II.

is

incommensurable.

(3),

33

EULER's transformation

514

XXXIV

CH.

where pjqm, Pm-i/Qm-i are the ultimate and penultimate convergents of

It results

from

(3) that
1/

(Fqm-i -Pm-l)

Fq^ -pra

Fq^-pm

JNow Fqm-\-pm-i and

that would

(4).

cannot both be zero, for

equality Pm/qm=Pm-ilqm-i, which is

inconsistent with the equation (2) of 3.
Hence, if
were

involve

the

commensurable,

(4)

incommensurable

The proof

of

would give a commensurable value

F must

^.

I.

is

for the

therefore be incommensurable.

exactly similar, for the condition a<t&

secures that each of the residual fractions of (1) shall be positive

and

less

than unity.

These two theorems do not by any means include

cases of

all

incommensurability in convergent infinite continued fractions.

1^

Brouncker's

fraction,

example,

for

converges to the incommensurable value

condition of Proposition

+ -

32

and yet

if-n-,

^2

- -

violates the

I.

CONVERSION OF SERIES AND CONTINUED PRODUCTS INTO

CONTINUED FRACTIONS.
18.]

To convert
U1

the series

+ U2+

'

'

'

+Un+

an "equivalent" continued fraction 0/ the form

into

!- Oa-

continued fraction

when the

nth.

is

'

'

-'

said to be "equivalent" to a series

convergent of the former

terms of the latter for

is

equal to the

Since the convergents merely are given,

denominators
usual).

qi,

5-2,

sum

of

values of n.

all

. ,

qn

arbitrary

we may

(we take

leave the
g'o

1,

as

euler's transformation

18

17,

For the fraction

we have

(1)

Pn/qn-pn-i/qn-i = bib2.
g'i

= i,

q2

515

= a'iqi-K,

qn

.,

Pi/qi =

(2);

Vg'-i2'

= anqn-i-hnqn-2

hlqi

(3);
(4).

Since

Pjqn ^Ui +
we get from

(2)

and
Un
Un-1

ll.2+

+ tin

(5),

(5)

= bib.2.
Oibz

bn/qn-iqn,

bfi-i/qn-2qn-ly
(6).

bi

From

(6),

= qi1h,

^2

ti2

= bib2/qiq2,

Ui

bifqi.

by using successive pairs of the equations, we get

= ^2^2^,

b3

= q3U3/qiU2,

bn-=qnUnlqn-2'Un-l

.,

(7).

Combining
(ii

= qi,

a^

(3)

with

= q2('Ui +

(7),

we

U2)/qiUi,

also find
a3

= g'3(2 + M3)/?22,
,
= qn{Un-l + ttn}/qn-lttn-l

Cln

(8).

Hence
S =

Ui

+ U2+

^qiUi

qi-

+tln,

q2ih/ui
q2{Ui

qaUs/qiU^

+ U2)/qiUi-

q3{u2

+ Uz)lq^u^-'

'

qnlln/ qn-2Un-l

qn{Un-l

/n\

+ Un)/qn-lUn-l

may be cleared out of the

Thus, for example, we get rid of qi by multiplying

It will be observed that the q's

fraction.

and second numerators and the first denominator by

the second and third numerators and the second
and
1/qi,
and so on.
denominator by qi
We thus get foy /8 the

the

first

equivalent fraction

^ ^

*i_

which

may

U3/U2

IhfUi

uJUn-i

,jQX

Un-2Un

/j.x

be thrown into the form

=
S"1-

^2
Mi

U1U3

+ a- t^ + Ws-*

'

Un-i+Un

332

EXAMPLES

516

BROUNCKER's FRACTION

XXXIV

CH.

same as the one obtained

was first given, along with many applications, by Euler in his memoir, "De Transformatione Serierum
in Fractiones Continuas," Opuscula Analytica, t. ii. (1785).
This formula

practically the

is

incidentally in 16

it

remark

It is important to

(10) or (11)

and that

series converges,

By

that, since the continued fraction

equivalent to the series,

is

giving to Wi, Wg,

same

to the

must converge

it

useful

among which the

results,

we can deduce

+ VnX
V1V3X

V^X

ViX

~ 1

+ V2X

V2

+ V3X

V-2H^
'

Vn-1

-+

'On

V2X

ViX

0x02

0x02
ttxX

hExample

1.

If

lOn-xX

b2

'

Vn-iX + Vn

bn-iUnX

bzCtsX

+ a2X-

ba

+ a^x'

'

'

bn +

anX

-iir<x<^ir, then

12x2

52^2

32a;2

5-3a;2+ 7-5x2+'

'

and, in particular,

7r_J_ ii 3^ 52^
4~1+ 2+ 2+ 2+

'

which is Brouncker's formula for the quadrature of the circle.

Example

2.

If

x < 1,

1 {m-l)x
(1.^\m-i,^
*"
~ "^1- 2+(m-l)x'

(13);

On

bxttzX

~H-3-a;2+

(12);

Vx- VxX + V^- V2X + V3-

bx

+ VnX

"

x^

'Ox

following are specially

ViX + V^X- +

X
-+

the

w various values, and modifying

.,

the fraction by introducing multipliers as above,

a variety of

if

limit.

2(m-2)x
+ (m-2)x-

(m-3)x

4 + (m-3)x-

(14).

18-20
Also,

if

REDUCTION OF INFINITE PRODUCT TO

m> -1,
2m = 1

and,

if

517

C.F.

JL IKli) 2(t-2) 3(m-3)

1- m + 1- m + 1- m + 1-

'

'

''

m > 0,
= 1-

19.]

l(m-l) 2(m-2) 3(wt-3)

1+ 3-m+ 5-m+ 7-m +

of last paragraph enables us

77^6 analysis

to construct

a continued fraction, say of the form (1), whose first n convergents

shall he any given quantities fi,f2,
.,/ respectively.
All we have to do is to replace Mi, lu,
., u^ in (10) or (11)
.

by /i /2 -/i

The required
/i
1

fn.

. ,

fraction

f.-fx f{fz-A)
~
fi ~fl
/2

-fn-x respectively.
is,

therefore,

(A-A)(A-f)
~
Ji ~/2

C/n-2 ~/n-s)

Jn

\Jn,

~Jn-l)

Jn2

Hence we can express any continued product, say

Cor.

a\(xi

61^2

w^
}i

as a continued fraction.

We

have merely to

i^\xt

fi

some obvious reductions, and

p"~_

= d^/ci, f2 =
we find

didz/eie^,

.,

effect

ei{d2-e^d^i{d3-e^diei{d2-e^{di-e^diei{d^-e^{d!i-e6 )

di

Ci-

d^-

d^d^-e^i

20.]

d^di-e^i-

dSh-e^e^^^^''

Instead of requiring that the continued fraction be

equivalent to the series, or to the function f(n, x), which

it is

we may require that the sum to infinity of the

(or/(co x))he reduced to a fraction of a given form, say

represent,

to

series

1- i_
where

/?o,

There

A,

is

)8

i_---i_---

u;>

are all independent of x.

process, originally given in Lambert's

* A similar formula, given by Stern, Crelle's Jour., x.,

be obtained by a slight modification of the above process.

p.

Beytrdge

267 (1833),

may


Lambert's transformation

518

xxxiv

ch.

for reducing to the form (1) the quotient of two

say F{1, a;)/F(0, a;).
convergent
the absobite terms of i^(l, a;) and F{0, x)
that
suppose
We
simplicity, we take each of these terms to
for
and,
vanish,
do not
(th. II., p.

75),

series,

be

Then we can

1.

an equation of the form

establish

F{1, x) - F{0, x) = /3^xF{2, x)

where F{2, x)

a convergent

is

series

suppose again not to vanish, and

jP(1,

x)-F{0,

which also

x),

is

whose absolute term we

is

/3i

(2j),

the coefficient of

in

supposed not to vanish*.

In like manner we establish the series of equations

- F{\,

x)

(2a),
(2^),

x)

F(n + l,x)- F{n,

Let

for the value of

G (n,
where

G (n,

neither

x)

nor

oo for

If in (4)

the following

x)

2,

(2+i).

We may then

in question.

= F{n +

the value of

1,

x)/F(n, x)

may now

x)

we put

(3),

in question.

be written

- Pn^-,xG {n +

1/{1

put

x which becomes

x)-l= Pn-hixG (n+l, x)G (n,

G {n,

is,

x)

(2n+i)

G{n,

successively

n=

1,

x)}

n=l,

6,

x),

(4).
.

.,

we

derive

^(0, ^) =

^~'G{n,x)~
*

= (3n+ixF{n +

a definite function of n and

is

The equation

that

x)

the meantime, suppose that none of the functions

us, in

F becomes

- li,xF{^,

F{3,x)-Fi2,x)^(3sxF(4,,x)

Fi'i, x)

The vanishing

general form than

1- r:

1-

of one or

(1),

'

'

'

i-(i-ilG{n,x))

l-{l-llG{n + m,x))

more of these

coeflScients

(^>5

^^''

would lead to a more

namely,

1-

i-

General expressions have been found for /3 j8,

Jour. (1846), and by Muir, Proc. L.M.S. (1876).
,

by Heilermann,

Crellc's

LAMBERT'S TRANSFORMATION

20

In order that we

may

G^(0,^)
it is

necessary,

and

be able to assert
.

j^f^.

it is sufficient,

m sufficiently great to cause

that

- IjG (n,

equality

tlie

.ado)

.f^.

519

(7),

be possible by making

it

x) to differ from the mih.

convergent of the residual fraction

1-

1-

1-

by as little as we please.
Let us denote the convergents of
Then, from (6), we see that
Pml^m^

by

(8)

(8)

Pi/qi, ihl^i,

{l-llG{n, X)]-Pralqm
+ m, X) } _ Prn
qm-qm-i{l-'i-JG{n + m,x)}
q^'

^ Pm-Pm-l{l-i/G(n
^

{1

- 1/G (n + m,

X)} (Pm/qm-Pm-l/qm-l)

- l/G {n + m,

qm/qm-1 - {1

{l-l/G(n + m,

X)} fin+t Pn+2

(9),

x)}
.

^n+m^"*

/j^x

qm[qm-qm-i{^-'^IG(n + m,x)]]
The necessary and
therefore, that the

is,

vanish when

sufficient condition for the subsistence

right-hand side of

(9),

of (7)

or of (10), shall

m = co

it should be remarked that while

them secures the convergence of the infinite continued

Concerning these conditions

either of

fraction in (7), the convergence of the fraction is not necessarily

by

itself

sufficient condition for the subsistence of the

equation

(7).

In what precedes we have supposed that none of the functions

F{7i, x) vanish.

This restriction

may

be partly removed.

It is

obvious that no two consecutive F's can vanish, for then (by
the equations (2)) all the preceding F'b would vanish, and
G(0, x) would not be determinate. Suppose, however, that
1, x) = 0, so that G (r, x') = 0; then
x) the closed continued fraction

F{r +

G (0,

(5)

furnishes for

EXAMPLE

520

may

In order that this

should become

co

XXXIV

be identical with the \alue given by

G(r +

necessary and sufficient that

(7), it is
(6),

CH.

that

1,

w), as given by

necessary and sufficient that

is, it is

the residual fraction

.

1should converge to

ad

but this condition

will in general

satisfied if the relation (4) subsist for all values of n,

be

and the

condition (9) be also satisfied when w<i:r + 2,

As an example of the process of last paragrapli, let
21.]

Fin,
x) =
^

w~^
V + wri,
+ -pT
2! (y + ) (y +
l!(y + w)

w+rT\
1)

(11).

Then

F{n ^

1,

.)

- F{n, .) = -

F{n . 2,

^^,^^^%^,,^

.)

(2')

and

where

G (n,

x)

= F{n +

x)/F(n,

1,

-G{n + l,x)\

ry^

G{n,x)^\l[l+-.

(4'),

x).

Hence

r^a ^\-

^/y(y+l)^/(y+l)(y + 2 )

f^l"'^;-l+

1+

1+

'

'

xl{y^n-l){y + n )
\-{l-llG{n,x)}
(5');

and
1
_
G{n,x)~

a?/(y

+ w)

(y

?2-

1)

n + m-l)(y + n + m)
l-{l-l/G{n + m,x)}

x/{y +

The
and for

series (11) will

be convergent for

,.

^'

values of x,

all finite

all positive integral values of n, including 0, provided y

Hence we have obviously, for
or a negative integer.
not
be

all finite

values of

x,

LG {n + m,

Let us suppose that x

tinued fraction

x)

is positive.

when m=cc.
Then the

residual con-

EXAMPLE

21

20,

xl{y + n) {y + n + 1)

a;/(y

+w +

1) (y

y?,

2)

1+

1+

xl{y + n +

is

521

'm-l){y + n + m)
1 +

(8')

Hence the
when

(by the criterion of 14) evidently convergent.

factor

Pmlqm-Pm-\lqm-\ in the expression

(9)

vanishes

m= 00.
Also, since the

q'?,

continually increase,

we may continue the

Therefore

Lqmlqm-\^

1.

when x

fraction to infinity

is

positive.

Next suppose x

^)^

(^(0^

=-y

negative,

y/y(y +

i)

say

we then have

y/(y+i)(y +

2)
^

y/{y + n~l)(y + n)
l-{l-llG{n,-y)}

^^^'

and

^ i/l(y

+ n)(y + n +

l)

1-

G{n,-y)

yl{y + 7i + m-l)(y + n + m)
~
l-{l-l/G{n + m,y)}
The

^^

fraction (8) in this case is "equivalent" to

1

?/

y + wly + w +

which

is

y+w+

2-*''7 + w + m '"'J\

obviously convergent (by 16),

Hence the

value whatever.

i&ctoT

to the equivalent fraction (8)

Again, by

if

(8")''

y have any

finite

pm/qm-Pm-i/qm-i belonging

must

vanish.

(6),

qm
5'm-i

_
=

yl(y + n

+ m- l)(y + n + m) yj{y + n

-^^

Y^z

m-2) {y + n + m\)
iz
y/{y + n)(y

+n+

l)

-^

I
y + w + w(.y + w +

^^
m-l-y + w + ?-2-^

--^1
(12).
+
y
r

7U^

'

522

FOR TAN

C.FF.

n be taken

If only

AND TANH

SC

< 1,

that Lqmlqm-i

16 throughout

m may be

however great

and

when m= co.
y) = l when m=co,

LG (n + m,

Since

XXXIV

large enough, the fraction inside the

brackets satisfies the condition of

therefore

CH.

00

it

its

value

is

follows from (12)

follows that all the

it

requisite conditions are fulfilled in the present case also.

We

have thus shown that

F{l,a;)

xly{y+l) ^/(y+l)(y +

l_

1+

F{Q,w)

2)

1+

1+
xl{y

+ n-\){y +

n)

""'

r+

ad

'

oo

(13),

whence, by an obvious reduction,

F{\, OR)
F(0, x)

X
X
y
7+ 7+1+ 7+2+

a result which holds for

as render

If

F{\,

for all values of y, except zero

integers.

we put
x),

and

(14),

values of x, except such

all finite real

jP(0, x) zero*,

and negative

*'y + 71+'*

'

+a^l4t: in

place of

in the functions

F{0, x) and

and at the same time put 7 = ^, we get

F{Q, - a?I A) = cos X, F(l,- x'jA) = sin x/x
F{0, 0^/4:) = cosh X,
F{1, ^^4) = sinh x/x.

Cor.

Hence, from (14), we get at once

1.

tAj

tAj

Uj

1-3-5tanh X =
Cor. 2.

For, if

say =

Xf/JL.

T/ie
TT

+ ^
5+

1+3

2n + l+

numerical constants

were commensurable,

-n-

it will

'

(16).
^

and ir^ are incommensurable.

7r/4

Hence we should have, by

* In a sense

*- _!

2n+l-

would be commensurable,
(15),

hold even then, for the fraction

1

X
('^'7 + 1+

X
7 + 2+

\
*

which represents ^(0, x)IF(l, x) will converge to 0. Of course, two consecutive functions F(n, x), F(n + 1, x) cannot vanish for the same value of x^
otherwise we should have i*' (oo a;) = 0, which is impossible, since F{cd ,x) l.
,

'

INCOMMENSURABILITY OF

22

21,

'

TT

AND

523

X7/.2

1- 3- 5

/tA

3/A

5/A

2?J

+ 1-'

'

(17).

(2/^+1) /A-

Now, since X and are fixed finite integers, if we take n large

enough we shall have {2ti + l)/i>X^ + 1. Hence, by 17, the
fraction in (17) converges to an incommensurable limit, which
fj.

is

impossible since

That

is

TT^

also

commensurable.

is

incommensurable follows in

like

manner very

readily from (15).

By

using (16) in a similar

way we can

easily

show that

Any

commensurable power of e is incommensurable*.

The development of last paragraph is in reality a

Cor. 3.
22.]

particular case of the following general theorem regarding the

hypergeometric

series,

given by Gauss in his classical memoir

on that subject (1812) t:

If

J^{a,IJ,y,a;)-l +

^^^W+

^'-'

i2.y(y+l)

and

G (a, A

y,

x)

= F(a,

/?

1,

y+

a:)/F{a,

/8,

y, x),

then

\ _ _i_
.,
^\<^,P,y,X)-^_
r< /

/^i^

P^

Pin^

i_ i_.

l/G(a +

w,/3

y + 2)

7i,

(18),

where

(^+l)(y-H-a)

a. (y-/^)

^^"

^'~y{y^iy
P'

^ (a+l)(y+l-^)
(y+2)(y+3)

^^'^-^

(a

+ i)(r + 2)
+
_ (;8 2)(y+2-a)
'''
(y + 3)(y + 4)

'

+ W-l)(y + y^-l-^)
+ 2n-2){y + 2n-\)

{y
*

The

which

'

(y

results of this paragraph

were

_
'

^'"

first

"(y

^+

w)(y +

+ 2;^ -

'

W-a)

1) (y

+ 2)

given by Lambert in a

memoir

very important in the history of continued fractions (Hist. d. I'Ac.

Roy. d. Berlin, 1761). The arrangement of the analysis is taken from Legendre
(I.e.), the general idea of the discussion of the convergence of the fraction
is

from Schlomilch.

t Weike, Bd.

in., p. 134.

524

gauss's

FOR HYPERGEOMETRIC SERIES

C.F.

'

XXXTV

CH.

After what has been done, the proof of this theorem should
present no difficulty.

The

discussion of the question of convergence

in the case

is

com-

this latter point has

any complete elementary discussion of

been

given.

Cor.

we

also

when x is positive but presents some difficulty

where x is negative. In fact, we are not aware that

paratively simple

If in

(18)

we put

(3

= 0, and

write

y- 1

in place of

y,

get the transformation

a(a +
y(r +

l)

a(a+l)(a + 2)
y(y + i)(y+2)

i)

_
~

)8i^^

^^^^'

where

^-y'

^^"y(y+i)'
2(y + l-a)

(^+l)y

n_.
'^^-(y+l)(y +

/^2-i

^'

2)'

(a + n-l){y + n-2)
-(y + 2n-3){y + 2n - 2)

Gauss's Theorem

is

^
'

^'"

(y

+ 2)(y +

(y

n(y + n-l-a)
+ 2w - 2) (y + 2n -

a very general one

series includes nearly all the ordinary

3)'

for the hypergeometric

elementary

Thus, for example, we have, as the reader

series.

may

easily verify,

{l+xr = F{-m,(3,p,-x);
\og{l+x)--xF{l,l,2,-x);
sinh x

= a;

L L
fc=oo

F{h, h\ f

x'l^kk')

fe'=oo

8mx = x L L

F(k,

k',

|,

- arjikk')

fc=ao Jt'=oo

sm-^x = xF(^, i,|,^^);

= xJ{l-x')F{l,l,^,x')',
Un-'x=^xF(l,l,^,-x'').

1)

'

EXERCISES XXXIV

22

XXXIV.

Exercises

Examine the convergence of tbe following

^

'

J_

12

12

12

1^
"*"l2+23+ 32+

22 22

3-

12

i+irnriT---

(7.)

X+

'

(11.)

1+

1+ 1+
Show

'+1+ 1+ !+

(8.)

2
(10.)

1+

1+

that the fraction of the second class,

verges to a positive limit

1.2 2.3

1.3 3.5 5.7

,
.

x+
13.3 2.4 33.5

2
(9.)

(6.)

...

x+ x+

+ 1+1+ 1+'m2 {Hi + n)2 {m + 2T>]

n+ n+
n+

3*

2"

1"

'

<^-)

32

2=

+ 3+5+ 7+

(2.)

(4.)

/rx

525

23

22

2*

rTi+ 1+

'

a,

-,

con-

for all values of n,

if,

a^bib^ + aslb^bsi-.

+a+i/664.i>l.

(Stern, Gdtt. Nach., 1845.)

(12.)

Show that

Oj

^-

a2

O3

. ,

where o > 0, converges if a+i

:t>

a +

1.

Show

that the series of fractions (Fn -i'n-i)/(5'n - 3n-i) forms a

descending series of convergents to the infinite continued fraction of the
(13.)

second

class,

a^^h^ + 1, and

provided

these conditions.
(14.)

Show

(16.)

is

1- x + 1-

a;

equal to x or 1 according

Evaluate
TO

ra

TO+1-

TO

+1

+'2-

occurs at least once

+ las a; <

2^ 3Z 43

and
where

>

XXX

that

x+
where x > 0,

the sign

'

or

among

*'

<i:

1.

''

'

+2
+ 3-

TO

TO

m is any integer.

Show

that

nfi\
^^-'

(17.)

sma;-^^

/1Q^

(18.)

( + !)

'^b'^ b{b +

'

a (a + l)6 (a + 2)(6 + l)
_,
'~
'^b- a+b + 2- a + & + 4-

2.3-x2+ 4.5-x2+ 6.7-x2+

'

'

'

- ^-^ 3-^-^ ^-^-^ ....

^
log(l + x)=
/I

iy'

1'^

* Exercises (5) to (10) are taken

22x

32x

from Stern's memoir,

Crelle's Jour., xsxvii.

EXERCISES XXXIV

626,

22

(20.)

log

XXXIV

32

= 3353 7--

(19-)

CH.

-j^ 2X-1+ 3X-2+ 4X-3+

'

'

'

'

(2n-l)2(y2-i)3

/99\
(22.)

aj-J:.

_^_

_^

^.^

2^^_

j^^^_

Evaluate the following

,,

5363-

(25-)

iTiTiTiT

(27.)

Show

+ y + 7i) -

*
'

____...

,--,12

('')

,_, ,
(24.)

'

32

22

12

+ 1-3-43

(23.)

,,

(n2/2

+ a._ 4^^_

3x

2z

2T3T4T5T

that tanx and tanhx are incommensurable

if

(28.)

_j

23

j-^

+ x) =
,

.
tan-x
= ^-3^

tanh-ix =
,

7+

5T

'

'

^ ____,^.
X

nx= ^_

(n2

- 1^)

tan2

32a;

-.

smnx

'

(n2

- 22) tan2 x

(Euler,

32x

'

g^;

sin (n + 1) X
i-

(32.)

'

12x2 22x2 32x2

n tan x

tan

(31.)

'

X 12x2 22x2 32x2

22x 22x

12x

a;

log(l

'

Px
______...

(29.)

(30.)

23 5+ 23 7>

3:;

= 2cosx-j7

....

Mem. Acad.

Pet., 1813.)

2cosx- ji2cosx-

.,

where there are n partial quotients.

(33.)
(o,

/3,

If

7, x)

(3

1) (2^

1)

(?

- 1)

(2"

1) (9^

(2'''''

1)

then
^(tt,

/3

+ 1. 7 + 1.

0(0,

/3,

7, X)

x)

~1-

j3iX j3aX

1- 1-

'

x be commen-

surable.

Establish the following transformations

1)

EXERCISES XXXIV

22

527

where

_ (/+^-l)(gV+>-'-l)

(g+*--l)(,>+--^-l)

+,-,

B-H-

(Heine, Crelle^s Jour., xxxii.)

(34.)

Show
"

that

^
t""*"

"'"2{a-l)+ 2(a-l)+

2(a-l)+

2(a + l)+ 2(a + l)+ 2(a + l)+

'

"j

'j"

Wallis (see Muir, PhiL Mag., 1877).

CHAPTER XXXV.
General Properties of Integral Numbers.

NUMBERS WHICH ARE CONGRUENT WITH RESPECT TO

A GIVEN MODULUS.

Ifmhe any positive

1.]

modulus, two integers,

when divided by
modulus

leave the

are' said to he congruent with respect to the

m,*.

In other words,

if

M=pm + r, and N- qm + r, M and N are

said to be congruent with respect to the

who made the notion

M and N

to

for this relation

between

M=N {modim);

is

M=N,
no doubt about the modulus, and no danger of con-

fusion with the use of

Cor.

Gauss,

the symbolism

or simply

there

modulus m.

of congruence the fundamental idea in his

famous Disquisitiones Arithmetics, uses

if

we call the
same remainder

integer whatever, which

M and N, which

1.

modulus m, then they

have, say,

Cor. 2.

to denote algebraical identity.

If two numbers

M and N

differ

be congruent with respect

by a multiple of m; so that we

M=N+pm.
If either

M N have any
or

factor in

then the other must also have that factor;

and

common with m,

if either he prime

m, the other must be prime to m also.

In the present chapter we shall use only the most elementary
consequences of the theory of congruent numbers.
to

To

save repetition,

let it

be understood,

when nothing

else is indicated,

that throughout this chapter every letter stands for a positive or negative
integer.

PERIODICITY OF INTEGERS

1-3

Our

object here

529

simply to give the reader a conspectus

is

of the more elementary methods of demonstration which are

numbers and to
by proving some of the elementary
theorems which he is likely to meet with in an ordinary course
of mathematical study.
Further developments must be sought
for in special treatises on the theory of numbers.
If we select any "modulus" w, then it follows, from
2.]
chap, ni., 11, that all integral numbers can he arranged into
employed

in establishing properties of integral

illustrate

these methods

successive groups of m, such that each

groups

is

or, if

we

1,

2,

of the integers in one of

one only of the set

{m-2\ {m-l)

.,

0,

2,

1,

.,

-1

-2,

(B),

m integers.

Another way of expressing the above

any

(A),

choose, of the set

where there are

take

these

and with

congruent with one

0,

consecutive integers whatever,

their remainders taken in order will be

is

to say that, if

and

we

divide them hy m,

cyclical

permutation of

the integers (A).

Example.

It

we take m=5, the

remainders are

3.]

3, 4, 0, 1, 2,

large

numbers can be

which

is

a cyclical permutation of

number of curious

directly

Now if we take
and divide them by 5, the

set (A) is 0, 1, 2, 3, 4.

the 5 consecutive integers 63, 64, 65, 66, 67

properties

0, 1, 2, 3, 4.

of

integral

deduced from the simple principle of

classification just explained.

Example 1. Every integer which is a perfect cube is of the form Ip, or

Tpil. Bearing in mind that every integer N has one or other of the forms
7m, 7m 1, 7wi2, 7m 3,
{Im rf = (Imf =t 3 (7m)2 r + 3 (Im)

also that

r^

r^,

= (72/713 dk 21wi2r + 3!r2) 7 r^,

we

see that in the four possible cases

we have

2^=(7m)3=(7%3)7;
2V3=(7/Hl)3=i/71;

^3= (7m 2)3,

= ilf78 = (J/l)7l;
JV8=(7m3)3=(M4)7=rl.
c.

n.

34

EXAMPLES

530

CH.

XXXV

In every case, therefore, the cube has one or other of the forms 7p or
7iJl.

Example

Prove that 32+i + 2'+2 is divisible by 7 (Wolstenholme).

4)2"+i + 2"+2.
32"+i + 2+2=
(7 -

2.

We have
Now

(see above.

Example

1,

or below, 4)

= Ml

- 42JI+1.
(7 _ 4)2i+i
32"+i + 2+2=ilf7-42+i + 2+2,

Hence

=Jf7-2+2(23-l).

But 2^-

1 is divisible

by

2^

-1

by

(see chap, v., 17), that is,

Hence

7.

2n+2 (231-1) =2^7.

32+i + 2"+2 =(M-N)7,

Finally, therefore,

which proves the theorem.

Example

The product

3.

by

of 3 successive integers is always divisible

1,2.3.
Let the product in question be m (m + 1) (m + 2) Then since m must have
one or other of the three forms, 3m, 37)i + l, 3m -1, we have the following
.

cases to consider:

3m(3m + l)(3OT + 2)
+ l)(3m + 2)(3m + 3)
(3m-l)3m(3m + l)

(1);

(3TO

In

the proposition

(1)

is

at once evident

for

(3m + 1) (3m + 2) by 2. The same is true in (2)

In case (3) we have to show that (3m - 1)

Now

must be

this

odd, both

In

because, if

3m -1 and 3m + 1

by

divisible

so

Example
by

even,

are even; that

(3).

3m

by

is divisible

m (37 + 1)

3,

and

by 2.
and if m be
both 3m -1 and 3m + 1 are

is divisible

is,

is

divisible

by 2

2.

all cases, therefore,

divisible

m is

(2);

To show

4.

2 3
.

successive integers

is

always

.p.

the theorem holds.

that the product of

Let us suppose that

it

has been shown,

1st,

that the product of any

p-1

successive integers whatever is divisible by 1.2. 3. . .p-1; 2nd, that the

product of jp successive integers beginning with any integer up to x is divisible

by 1.2.3

.p-1. p.

Consider the product of

successive integers beginning with

We

+ l.

a;

have

+ 2) ...{x+p-l){x+p)
{x+p-l) + x{x + l){x+2)
=p(x + l){x + 2)

(x + l)(x

(x+p-1)
(1).
{x+p-1) is divisible by
Now, by our first supposition, (x + 1) (a; + 2)
(x +p - 1) is divisible
p-1 and, by our second, x{x + l){x + 2)
1.2.
.

.p.
by 1 2 3
.p.
Hence each member on the right of (1) is divisible by 1 2 3
It follows, therefore, that, if our two suppositions be right, then the pro.p.
duct oip successive integers beginning with x + 1 is divisible by 1 2 3
But we have shown in Example 3 that the product of 3 consecutive integers
is always divisible by 1 2 .3; and it is self-evident that the product of 4 con.

PYTHAGOREAN PROBLEM

631

by 1 2 3 4. It follows, therethat the product of 4 consecutive integers beginning with 2 is divisible

secntive integers beginning with 1 is divisible

fore,

by 1 2 3 4. Using Example 3 again, and the result just established, we

prove that 4 consecutive integers beginning with 3 is divisible by 1.2.3.4;
and thus we finally establish that the product of any 4 consecutive integers
.

whatever is divisible by 1 2 3 4.
Proceeding in exactly the same way, we next show that our theorem holds
when p=5; and so on. Hence it holds generally.
This demonstration is a good example of " mathematical induction."
.

Example

If a, h, c

5.

be three integers such that a^+b'^=c^, then they are

way possible by the forms

represented in the most general

a = \(m2-n2),
First of

any two

obvious,

all, it is

numbers have a common

of the

in the other also

we may write a = \a',

and we have
o'2

of the three,

a', b', c',

relation a^ + b-^c^, that, if

factor X, then that factor

so that

are prime to each other,

No two

= 2\mn, c=\{m?+n^).

on account of the
b

must occur

= \b', c = Xc', where

a', 6', c'

+ 6'2=c'

(1).

can be even also both a' and b'

would be of the form 4n + 2, which is an

therefore,

cannot be odd, for then a'^ + b''^

impossible form for the number c'^.
It appears, then, that one of the two,

a', b', say b' (=2|3), must be even, and

must be odd. Hence (c' + a')/2 and (c' - a')/2 must be integers
and these integers must be prime to each other for, if they had a common
factor, it must divide their sum which is c' and their difference which is a'
;
but c' and a' have by hypothesis no common factor.
Now we have from (1)

that a'

and

c'

c'2-a'2=6':!=:4p2,

whence

m<-^>^
perfect square

+ a')/2

prime to
so that we must have

Therefore, since

(c'

is

(c'

<^)-

- a')/2, each of these must be a

^'=""

(3),

^='

(4),

/3=mra

where

prime to

is

From

(3)

and

n.

(4),

we

have, by subtraction and addition,

a'=n?-v?,
and, from

(5),

c'=m2 + n2;

b'=2^ = 2mn.

(5),

Returning, therefore, to our original case, we must have generally

a=X(7n2_n=),
This

= 2Xmn, c=X(m2 + n2),

the complete analytical solution of the famous Pythagorean

problem to find a right-angled triangle whose sides shall be commensurable.
is

342

PROPERTY OF AN INTEGRAL FUNCTION

532

The

4.]

CH.

XXXV

may be deduced very readily

Let /(a:) stand for jOo+i^i^+/'2i^^ +

following theorem

from the principles of

2.

+ pn^'^, where po, Pi,

., Pn are positive or negative
and x any positive integer; then, if x he congruent
with r with respect to the modulus m, f{x) will be congruent with
f{r) with respect to modulus m.
By the binomial expansion, we have
.

integers,

{qm + r)" = {qmY + (7i {qmY'^r +

= (g;^'i-i + JJ^q^-^m''-''r +
.

+ nCn-i {qm) r"-^ + r*,

+ nCn-iqr''-^) m + r",

= Mnm + r"

Mn

where

some

is

nCn-i are, by 3,
chap.

integer, since all the

Example

4, or

by

numbers

nG\, n^2,

.,

their law of formation (see

14) necessarily integers.

IV.,

Similarly

{qm + r)"-^ = Jf_i w + r""^,

Hence,

x = qm-^r,

\i

f{x)=^p^+p,r+p2r'' +

Hence /(x)
Cor.

.+pnr'' + (piMi+p23l2 +

is

f{x)

we need only
.,/(m-l).

1.

is divisible

/(5) = 330.

2,

m-1,

.,

Let/(a;)

by 6.

Each

= x(x + l) (2x + 1) and let it be required to find when

;

We have/(0) = 0, /(I) = 6, /(2) = 30, /(3) = 84, /(4) = 180,

of these

is divisible

6)

Cor.

2.

f{qf{r) +

r}

m for all integral

m off{0), /(I),

by

test the divisibility

with one of the six numbers

always divisible by 6.

(mod
is

1,

series

follows that to test the divisibility/ of f{x) by

values of x,

Example

.+pn3I)m,

integers are congruent (with respect to

all

0,

/(2),

congruent with /(r) with respect to modulus m.

Since

1.

modulus m) with one or other of the

it

Mm.

=f{r) +

f{qf{r) +

r}

is

=Mf(r) +f{r) =

by 6

and every integer is congruent

hence x{x+l) (2x + l)

0, 1, 2, 3, 4, 5

always

{M+

divisible

by f{r);

for

l)f{r).

Hence an infinite number of values of x can always be found

which will make f(x) a composite number.

^ 4,

DIFFERENCE TEST OF DIVISIBILITY

This result
Example

is

sometimes stated by saying that no integral

x can furnish prime numbers

function of

that x* - 1

Show

2.

633

is divisible

by 5

only.
if

a;

be prime to

5,

but not

otherwise.

With modulus 5 all integral values of x are congruent with 0, 1, 2.

and 15 are each
If/(x) = x*-l,/(0)=-l,/(--fcl) = 0,/(2) = 15. Now
divisible by 5
but - 1 is not divisible by 5. Hence a;^ - 1 is divisible by 5
when X is prime to 6, but not otherwise.
;

Example

To show

3.

than 17, and that

it is

that x'^+x + VJ

divisible

is not divisible by any number less

by 17 when and only when x is of the form

17morl77n-l.
Here
/(0) = 17, /{ + 1) = 19, /(
/( + 6)=:59, /( + 7) = 73, /(

+ 2) = 23, /( + 3) = 29, /( + 4) = 37, /( + 5) = 47,

+ 8) = 89, /{-1) = 17, /(-2) = 19, /(-3) = 23,
/(-5)-37, /(-6) = 47, /(-7) = 59, /(-8) = 73.

/(-4) = 29,

These numbers are

x^+x + n, whatever

all

number less than 17 will divide

x may be; and 17 will do so only when

primes, hence no

the value of

a;=jul7 or a;=ml7-l.

Method of

5.]

Differences.

There

is

another method for

testing the divisibility of integral functions, which

here, although it belongs, strictly speaking, to

somewhat

different from that

Let fn

{cc)

may be

given

an order of ideas

which we are now following.

denote an integral function of the wth degree.

/ {x + 1) -/ {x) =Pq

+pi{x+l) +
+pn-i (x + 1)"-^ +pn (x + If
-po-piX-. .-pn-iX''-''-pnX'' (1).
.

Now
x^,

the

on the right-hand side the highest power of x, namely

and the whole becomes an integral function of
disappears
;

n - 1th

degree, fn~i (x),

say.

Thus,

if

be the

divisor,

we have
/ (X +

1)

m
may happen

It

-/, (X) ^ fn-i (x)

''

that the question of divisibility can be at

once settled for the simpler function fn-i{x).

Suppose, for
example, that it turns out that /_i {x) is always divisible by m,

whatever

x may be then/ {x+\) fn (x) is always divisible by

x may be. Suppose, further, that / (0) is divisible
;

m, whatever

by m then, since / (1) / (0), as we have just seen, is divisible

by m, it follows that/,i(l) is divisible by m. Similarly, it may
be shown that / (2) is divisible by m and so on.
;

EXERCISES

534

XXXV

CH.

If the divisibility or non-divisibility of /_i(a;)

XXXV

be not at once

we may proceed with /_i {x) as we did before with

and make the question depend on a function of still lower

evident,

{x),

degree

and so

Example,

on.

/g (x)

= x^-xis

always divisible by

f^{x + \)-f^{x)

5.

= {x + lf-{x + l)-x^ + x,
= 5a;*+10a;3 + 10a;2 + 5x,
=M6.

Now

/6(1)=0,
f^{2)-f^[l) = M^5,

therefore

J\{2)=M,b.

and
Similarly,

/sCS) -/s

therefore

(2)

/s (3)

= ilfi5,
= (M^ + illj) 5

aud so on.
Thus we prove that/j (1), /j (2), /^ (3), &c., are
words, that x^ - x is always divisible by 5.

Exercises

all divisible

by 5

in other

XXXV.

The snm of two odd squares cannot be a square.

Every prime greater than 3 is of the form 6?irfc 1.
Every prime, except 2, has one or other of the forms 47tl.
(3.)
Every integer of the form 4n-l which is not prime has an odd
(4.)
number of factors of the form 47i - 1.
Every prime greater than 5 has the form 30m + n, where n = 1, 7, 11,
(5.)
(1.)
(2.)

13, 17, 19, 23, or 29.

(C.)

The square of every prime

the square of every integer which

greater than 3
is

is

of the

form 24m + 1

not divisible by 2 or 3

is

of the

and
same

form.

two odd primes differ by a power of 2, their sum is a multiple of 3.

The difference of the squares of any two odd primes is divisible by 24.
None of the forms (Sm + 2) n^ + 3, Amn - m - 1, Amn -m-n can repre(9.)
sent a square integer. (Goldbach and Euler.)
(10.) The nth power of an odd number greater than unity can be presented
as the difference of two square numbers in n different ways.
(7.)

If

(8.)

(11.)

X and y
(12.)

If

N differ from the two successive squares between which it lies by

N -xy is square.

respectively, prove that

The cube

of every rational

a,

number

is

the difference of the squares of

two rational numbers.

(13.) Any uneven cube, n^ is the sum of n consecutive uneven numbers,
of which r? is the middle one.
(14.) There can always be found n consecutive integers, each of which is
not a prime, however great n may be.

EXERCISES

XXXV

535

In the scale of 7 every square integer must have

(15.)

0, 1, 2, or

4 for

its

unit digit.
(16.) The scale in which 34 denotes a square integer has a radix of the
form ?i(3n + 4) or (n + 2) (3n + 2).
There cannot in any scale be found three different digits such that
(17.)
the three integers formed by placing each digit differently in each integer

shall be in Arithmetical Progression, unless the radix of the scale be of the

form 3p + 1. If this condition be satisfied, there are 2{p-l} such sets of

and the common difference of the A.P. is the same in all cases.
(18.) If X > 2, x* - ix^ + 5x^ - 2x is divisible by 12.
(19.) a;/5 + a;*/2 + x3/3-a;/30, and a*/6 + a;/2 + 5a;'*/12 - a;2/12 are both in-

digits

tegral for all integral values of x.

If X, y, z be three consecutive integers, {Zx)^-d'Zx^ is divisible

(20.)

by 108.
(22.)

i3_ a; jg divisible by 6.
Find the form of x in order that

(23.)

Examine how

(21.)

far the

x^ + 1

may

forms x- + x + 4:l,

be divisible by 17.
+ 29 represent prime

2a;'^

numbers.

Find the least value of x for which 2* - 1 is divisible by 47.

Find the least value of x for which 2*- 1 is divisible by 23.
(26.) Find the values of x and y for which 7^ - y is divisible by 22.
Show that the remainder of 22'''*'^ + 1 with respect to 22^+ 1 is 2.
(27.)
(28.) 32^ ~ 2^" is divisible by 5, if x ~ y = 2.
Show that 22^t1 + 1 jg always divisible by 3.
(29.)
433:i
+ 2s^i + 1 is divisible by 7.
(30.)
(31.) x^"'' + x"^'" + 1 never represents a prime unless a; =0 or cb = 1.
(32.) If P be prime and =a^ + b^, show that P" can be resolved into the
sum of two squares in ^n ways or ^ (n + 1) ways, according as n is even or odd,
and give one of these resolutions.
(mod 60) and if x
(33.) li x'^ + y-=z'^,x, y, z being integers, then xyz =
be prime and >3, j/sO (mod 12).
Show also that one of the three numbers
= (mod 5).
(34.) The solution in integers of x^ + tj^=2z^ can be deduced from that of
Hence, or otherwise, find the two lowest solutions in integers of
x^ + y"^ z'.
(24.)

(25.)

the

first

of these equations.

If the equation x^ + ?/=*= ^^ had an integral solution, show that one of

the three x, y, z must be of the form Im, and one of the form 3?re.
The area of a right-angled trisingle with commensurable sides cannot
(36.)
(35.)

be a square number.

(38.)

The sum of two integral fourth powers cannot be an integral square.

Show that (3 + ^5)* + (3-^5)* is divisible by 2^.

(39.)

If

(37.)

X be any odd

part of 4* - (2
(40.)

If

+ v/2) is

integer, not divisible

a multiple of 112.

n be odd, show that

by

3,

prove that the integral

'

+ C4 + C8+Cm+ ...

is

divisible

by

AND SCHEME FOR DIVISORS OF

LIMIT

536

XXXV

CH.

ON THE DIVISORS OF A GIVEN INTEOER.

We

6.]

have already seen

(chap,

iii.,

that every

7)

composite integer iV can be represented in the form a'^h^cy

where

a, b, c,

must be

indices

jN^a^'b^'cy'

iVbe a

N-

.,

a^"' b^^'

c'y'
.

so that

is divisible

by

J N.

perfect square, then one at least of the indices

and we have,

N^-a'"^'+^b'''^'c-y'

so that

J N.

.=a'^'b^'cy'

by

is divisible

say,

a'^b^'cy'

a^'+^b^' cy'

which

. ,

square

is

.,

obviously less

Hence

Every composite number has a factor which

its

perfect square, all the

....

N
N be not a

must be odd

than

If

and we have

even,

In this case
If

are primes.

is

not greater than

root.

This proposition

useful as a guide in finding the least

is

This has been done, once for

factors of large numbers.

systematic, but

more or

published for the

first

all, in a
manner, and the results

less tentative,

nine million integers in the Factor Tables

and the British Association*

The divisors of any given number N=a'^b^cy

of Burckhard, Dase,
7.]
all

of the form

a'^'b^'cy

values from

up to

respectively.

Hence,

divisors, the divisors

where a,

fi\ y',

are

may have any

up to /?, from
up to y,
we include 1 and iV itself among the
are the various terms
of N-a-b^cy

a,

from

if

obtained by distributing the product

(1

^)2

c^

a")

+b^)
+

cy)
(1).

interesting account of the construction and use of these tables,

L. Glaisher's Report, Rep. Brit. Assoc. (1877).

For an

W.

a^

^>

X (1

see J.

+a+

X (1 +

SUM AND NUMBER OF FACTORS

6,

537

Cor. 1.

Since

+ a + a^+.

+b + b^+

.+ =

a-

+b^=

and so on,
It follows that the

sum of the

divisors of N-a'^l^c'/

(g'+^-lX&P+^-l).
(a-l)(6-l).
If in (1)

we put a =

1,

1, c

1,

each divisor, that

each term of the distributed product, becomes unity

sum

of the whole

is

is,

and the

simply the number of the different divisors.

Hence, since there are a +

the second, and so on,
Cor. 2.

is

it

The number of

(a+l){/3 + l)(y+l).

terms in the

first

the divisors

of N=a'^b^cy

1 in

is

The number of ways in which* N=a'^b^cy

be resolved into two factors is |{1 + ( + 1) (;8 + 1) (y + 1)
Cor. 3.

|(a + l)()8+l)(y + l).

^+

bracket,

follows that

.,

according as

is

or

can

.},

or

a square

not

is

number.

For every factor has a complementary

say, every factorisation corresponds to

a square number, and then one

complementary

for

factor,

and

factor,

unless

JN,

namely

therefore

that

factor,

two divisors

the

has

is

to

N be
itself

factorisation

N=jNy.jN

corresponds to only one divisor.

The number of ways in which N=a'^b^c''' . can be
resolved into two factors that are prime to each other is 2"~^,
n being the number of prime factors a", b^, cy,
For, in this kind of resolution, no single prime factor, a" for
Cor. 4.

of different divisors

* This result is given

and Aliquot Parts

most of the

results of

is

therefore

the

same as

The number

example, can be split between the two factors.

tions,

if

a,

^, y,

by Wallis in his Discourse of Combinations, Alternaiii., 12.

In the same work are given
6 and 7 above.
(1685), chap,

EXAMPLES

538

Hence the number

were each equal to unity.

^(1 + 1) (1 +

1) (1

1).

Example 1. Find the

number.
We have 360 = 233=5.
The
(1

are

divisors

+ 2 + 22 + 23)

(1

factors)

(to

therefore

terms

the

of

XXXV

ways

is

1.2'^= 2"-\

different divisors of 360, their

+ 3 + 32) (1 + 5);

1, 2, 4, 8, 3, 6,

CH.

distributed

the

in

sum, and their

product

that is to say,

12, 24, 9, 18, 36, 72, 5, 10, 20, 40, 15, 30, 60, 120,

45, 90, 180, 360.

Their sum is (2^ - 1) (.S^ - 1) (52 - l)/(2 - 1) (3 - 1) (5 Their number is (1 + 3) (1 + 2) (1 + 1) = 24.

1)

= 1170.

Example 2. Find the least number which has 30 divisors. Let the
number be N=a-h^cy. There cannot be more than three prime factors for
30=2x3x5, which has at most three factors, must =(a + l) (^3 + 1) (7 + I).
There might of course be only two, and then we must have 30 = (a + 1) (|3 + 1)
;

or there might be only one, and then 30 = a +

In the"
2,

3,

5,

first

case a =

l,

and putting the

^ = 2, 7 = 4.

1.

Taking the three

least

larger indices to the smaller primes,

primes,

we have

2^=2'.32.5 = 720.

In the second case we should get

In the last case, 229.
It will be found that the least of
required number.

Example

3.

Show

that, if 2

2i4
.

all

3, 2^

these

1 be a

3^ or

is 2*

29

32

32.

so that 720

is

the

prime number, then 2"-i (2" - 1)

is

equal to the sum of its divisors (itself excluded)*.

Since 2" - 1 is supposed to be prime, the prime factors of the given number
Hence the sum of its divisors, excluding itself, is, by
are 2""^ and 2-l.
Cor. 1 above,

= (2-l){2-2"-i},
= 2"-! (2"- 1) {2-1},
= 2-i(2"-l);
as was to be shown.

ON THE NUMBER OF INTEGERS LESS THAN A GIVEN

INTEGER AND PRIME TO
8.]

If we consider all the integers less

IT.

than a given one, N,

a certain number of these have factors in common with N, and

the rest have none. The number of the latter is usually denoted
* In the language of the ancients such a

Number.

6, 28,

number was

496, 8128 are perfect numbers.

called a Perfect

7,

euler's theorems regarding

by

(N).

Thus

<f>

<^

(N)

(including 1) which are

We
Euler

taken

is

less

than

^ (N)

539

number of
to N.

to denote the

integers

N and prime

have the following important theorem,

first

given by

If N=a^^^a^^'ai''i

then

a"",

of this theorem which we shall give is that which

most naturally from the principles of 7.
Let us find the number of all the integers, not
Proof.
greater than Ny which have some factor in common with N.
That factor must be a product of powers of one or more of the

The proof

follows

primes

a^, a^, a^,

Now

.,

a.

the multiples of ! which do not exceed

2ai,

Ifti,

all

all

3ai,

{Nja^ai,

.,

2a2,

l^a,

and so

3052,

{Nja^^a^,

number

iVV^i in

the multiples of a^ which do not exceed

(3);

N are

iV7a2 in

number

(4);

on.

All the multiples of ia2 which do not exceed

2aia2,

laitta,

3aaa2>

N are

{Njaia^a^a^,

Nja^a^

and so

N are

in

number

(5)

on.

Similarly, for a^a^a^

laiagfts,

2aia23,

we have

3ai a^tts,

.,

(N/aia^a^) a^a^as,

N/aia^aa in number

(6),

Let us now consider the number

N
N
+
N
N
2

a^as

ttitti

N
aia^a^

as

jsr

a^a^Ui,

+.

'

Uitti

a^a^ai

N
aittiaiat
(7).

euler's theorems regarding

540

The number
in the

of terms in the

second line

the n letters ai2

number

n occurs

group of 2 out of

among the denominators.

And

in the third line is nOa for a similar reason.

Now

xxxv

ch,

The number

first line is <7i.

nC^, since every possible

is

(N)

<f>

consider every multiple of the r letters aia^a^

The

so on.
.

ar

which does not exceed N; in other words, every number, not

exceeding N, that has in common with it a factor of the form
a^'^a-t'^

This multiple will be enumerated in the

/'

first

once as a multiple of ai, once as a multiple of a^, and so

on
that is, once for every letter in it, that is, rOi times.
In the second line the same multiple will be enumerated once
as a multiple of aia^, once as a multiple of ai3, and so on that
line,
;

is,

once for every group of two that can be formed out of the r

letters aia^

r,

that

is,

And

rO^ times.

Hence,

so on.

paying attention to the signs, the multiple in question

will in

the whole expression (7) be enumerated

times

that

is,

or any

This proof holds, of course, whatever

just once.

the r letters in the group

number up

to

may

be,

and whether there be

It follows, therefore, that (7)

enumerates, without repetition

or omission, every integer which has a factor in

But, from formula (1), chap,

To
prime

iv., 10,

aj\

ttg/

we

i\r,

common with N.

see that (7)

"

is

simply

number of integers less than

we have merely to subtract (8) from

obtain the
to

1, 2, 3,

in the group.

N which
AT.

We

are

thus

obtain

.W=^(x-i)(i-i)...(.-l),
which establishes Euler's formula.
Example.
9.]

77=100=22.52; 0(lOO) = 22.52(l-i) (1-|)=40.

1/ M= PQ, where P and Q are pi-ime to each other,

i>{M) = <l>{P)^(Q)

then

(1).

<l>(PQR...)

8,9
For, since

= <l>{P)<f>{Q)<}>iR)...

P and Q are prime to each other, we must have

Q = bM^^-

.,

where none of the prime factors are common

M=a^^^a^^^

where

ai, 2,

.,

But, by 8,

=<.,"...

h,

bz,

h^P^h^^

.,

are all primes.

and therefore

we then have

.(i-l)(i-i)...V.V... (i-i)(i-i;)---.
.

I/PQES

Cor.

541

<t>(PQES,

be prime to each other, then

.)

= <l>{P)^{Q)^{B)<f.{S)

(2).

prime to Q, E, S,
is
., it follows that
Hence, by the above proposition,
prime to the product QES
For, since

is

<I>{PQES.

.)

= <I>{P)<I>{QES.

.).

Repeating the same reasoning, we have

<f>{QES.

and so

.)

= cf>{Q)cf>{ES.

.);

on.

Hence,

finally,

<ly{PQES.

Eemark.

^ {PQ) =
means of

<f>

There

(P)

.)

is

= <f>(P)<f>{Q)<l.(E)<}>{S).
no

difficulty in establishing

^ (Q) priori.

This

may be

13 below (see Gross' Algebra,

the theorem

done, for example, by

230).

The theorem

<f>{PQE
.) =
The course followed above, though not
(P) <f>{Q)f}> (E)
so neat, is, we think, more instructive for the learner.
of

above

Example.

then

can
.

be

deduced from

56 = 7x8,

^(56) = 24,
^(7) = 6,

0(8)=4;
0(56) = 0(7)x^(8).

542

gauss's

theorem regarding divisors of N

1/ di,
N, then*

di, dg,

10.]

integer

^{d,) +

cf>{d,)

., <&c.,

<l>(ds)

ch.

xxxv

denote all the divisors of tJw

N.

(1).

(Gauss, Bisq. Arith., 39.)

For the

divisors,

d^,

(?i,

ds,

.,

are

the terms in the

distribution of the product

(l+ai + ai^+.

by

since

a-^,

+ 2 + / +

.+2"0.

take any one of these terms, say dr = ai^a.^i

we

If

then,

+i"')(l

.,

9, Cor.,

a^,

are primes.

same as

It follows that the left-hand side of (1) is the

{l

^(i)

+ <^K)+.

But

{a{)

<^

.+^')}

.....

x{l4-^(a2) + ^(a2^) +
.

.^<^{a^^)\
(2).

= a{ (l - ^) = ^i*" - /"'

Hence
l

+ /(ai) +

^(i')

+ ^')

On.- 1

+ tti^-

Oj

+ !"-

all-^

= ai"'
and

so on.
It appears, therefore, that (2) is

is,

equal to

N.

Example.

iV=315 = 32.5.7.

The

equal to a^^a^^

divisors are 1, 3, 5, 7, 9, 15, 21, 35, 45, 63, 105, 315,

^(l) + ^(3) + ^(5)+

.,

that

and we have

+0(315)

= 1 + 2 + 4+6+6 + 8 + 12 + 24 + 24 + 36 + 48 + 144 = 815.

*

Here and

venience,
at

all.

in

(1) is

what follows

1 is included

taken to stand for

1.

among the divisors, and, for con^ (1) has no meaning

Strictly speaking,

^ 10,

643

PRIME DIVISORS OF w!

11

PROPERTIES OF m!

The following theorem enables us

11.]

important properties of m\:

to prove

some

The highest power of the prime p which divides ml exactly

is

(3MiMf^
where J( ), ^("s)*

m/p%

is

and

denote the

integral parts of m/p,

the series is continued until the greatest power of

reached which does not exceed m.

To prove

this,

we remark that the numbers

in the series

l,2,...,m
which are divisible by p are evidently
\p, 2p, 3^,

where kp

= I{m/p).

is

.,

Jcp,

the greatest multiple of pl^m.

Hence

I (m/p)

number

In other words,

ml
by 2?If to this we add the number of those that are divisible by
p^, namely /(m/p^), and again the number of those that are
divisible by p^, namely I{m/p^), and so on, the sum will be the
power in which p occurs in ml.
Hence, since p is a prime, the highest power of p that will
divide ml exactly is
i:

which are

is

the

of the factors in

divisible

It is convenient for practical purposes to

remark that

For, if

mlp'-^

= i + klp'-'{k<p'-')

(IX

then

mlp' = ilp + klp'

=j+llp + klp'-{l<p)

(2),
(3).


EXAMPLES

544

cn.

XXXV

Now
+ Wl^ip -

lip

i)/p

(p'-'

i)Ip%

>(p^^'-pW^\
<1.
Hence, by

(3),

But, since i/p =j +

We may

l/p,

therefore proceed as follows

the integral quotient

and

and the result

is the

p; and

add

integral quotient becomes zero ; then

Divide

divide again hy

by p; take

on; until

so

the

all the integral quotients,

highest power of p which will divide

m\

exactly.

1.
To find the highest power of 7 which divides 1000! exactly.
In dividing successively by 7 the integral quotients are 142, 20, 2 ; the

Example

sum

Hence 7^^^ is the power of 7 required.

of these is 164.
Example 2. To decompose 25! into its prime factors.
Write down all the primes less than 25 ; write under each the
quotients and then add. We thus obtain

successive

11

13

17

19

23

12

10

3
1

22

Hence

25!

= 22

Example

3.

3i
.

.5^.1^.

IP

13

17

Express 39!/25! in

19

its

23.

simplest form as a product of prime

factors.

Eesult, 213

38

52

72

11

132

17

19 . 29 31
,

37.

Example 4. Find the highest power of 5 that will divide 27 28 29

.

100

exactly.
518.

Eesult,

Example

5.

If

m be expressed in

the scale oip, in the form

the highest power of 2> that will divide ml exactly

m-Po-Pi-PiExample

6.

If

p-1
m = 2* + 2^ + 2'>'+
.

is

the

-Pt th.
.

the greatest power of 2 that will divide ml

{k terms),
is

where

the (m - k)th.

o</3<7<.

.,

11,

PROPERTIES OF ml/flglh]

12

/+

1/

12.]

g+

h+

.:^w,

545

...

then ml/flglh]

an

is

integer*.

To prove
factor,

this, it will

be sufficient to show that,

appear in /\g\h\

say,

as high a power iu

ml

In other words

if

any prime

appear in at least

it will

11),

we have

to

show that

Now,

if

d be any

integer whatever,

(1).

we have

f/d^/'+r/d (/'>d-i),
g/d^g' + g"/d
h/d^k' + k"/d

(g":!^d~l),

(r>c^-l),

and we obtain by addition

/+g + h+.

.,

Hence, if/" + g" + //'+.

f" +

g" +

h"+.

.<d,

^4MtX^
If,

on the other hand, /" + g" + h" +

^\

This

r-^

+g +h+.

>d,i then
.,

theorem might, of course, be inferred from the

m\lf\g\h\ . . . represents the number of permutations of

which are alike, g alike, h alike, &c.

fact

things

that

of

n be the number of the letters f, g, h,

., the utmost value of
is n (d - 1).
Hence the utmost difference between the two
sidesof {2)i8l{n(d-l)/d}.

If

f"+g" + h" +
c.

II.

35

EXERCISES XXXVI

546

It appears, tlierefore, that, even if

CII.

m =/+ g + h +

(jM^^K^^--A fortiori is this so if m >/+ g + h+

XXXV

.,

<^'-

r.nd comnow we give d the successive values p, p^,

from
obtained
thus
(3), the
bine by addition the inequalities

If

truth of (1)
Cor.

If f-^g + h-^

hymifm

be

Cor. 2.

by

divisible

.I^m, and none of

equal to m, the integer ml/flglhl

is

a prime.
The product

of r successive

tlw

integers

proofs of these, so far as they require proof,

different

numbers

is divisible

is

exactly

r\.

Cor. 2 has already been established

the reader.

kind of reasoning in

What

is

Example

3,

Exercises
(1.)

. ,

at once established.

is

1.

f,g,h,.

The

we leave to
by a totally

6.

XXXVI.

the least multiplier that will convert 945 into a complete

square ?
(2.)
(3.)

Find the number of the divisors of 2160, and

Find the integral solutions of
a;z/

their

= 100x + 102/ + l

(o)

2/3= 108a!
(4.)
(5.)

sum.

(7).

No number of the form x* + 4 except 5 is prime.

No number of the form 2"^+^^ ^ except 5 is prime.

To find a number of the form 2" 3 a (a being prime) which shall be

sum of its divisors (itself excluded).
To find a number N of the form 2'^ahc ... (a, 6, c being unequal
(7.)
primes) such that N is one-third the sum of its divisors.
Show how to obtain two "amicable" numbers of the forms 2"pg,2*r,
(8.)
where j3, q, r are primes. (Two numbers are amicable when each is the sum
.

(6.)

equal to half the

of the divisors of the other, the

number

itself

not being reckoned as a

divisor.)

To find a cube the sum of whose divisors shall be a square.

(One of Fermat's challenges to Wallis and the English mathematicians.
(9.)

Var. Op. Math., pp. 188, 190.)

be any integer, n the
(10.) If

of

them

all,

then iV=:P2,

number

of its divisors,

and P the product

EXERCISES XXXVI

12,13

The sum and the sum

(11.)

N
.

and prime to
+ ^iV^ (1 - o)
.

(1

If p, q,r,

(12,)

6)
.

numbers less than

and ^N^ (1 - 1/a) (1 - 1/6)

of the squares of all the

^N (a - 1)

are

it

547

(&

1) (c

respectively.

1)

Wolstenholme.

be prime to each other, and d (N) denote the

sum

of

the divisors of N, show that

d(pqr
If

(13.)
all

N=abc, where
-

.)

= d(p)d{q)d{r)

are prime to each other, then the product of

N and prime to N is

the numbers less than

{abc

a, b, c

1)!

n {(a - l)l/(6c - 1)! a(6-i)(<'-i)}.

(Gouv. and Caius Coll., 1882.)

The number of integers less than

but not by r* is (r - 1) {(r^ + 1)" - Ij/r^.

(j-^

(14.)

which are

divisible

by r

Prove that

(16.)

In a given

(16.)

number

+ l)"

set of

N consecutive integers
any one

of terms not divisible by

beginning with A, find the

of a given set of relatively

prime

(Cayley.

integers.
(17.)

If

m-1

(18.)

(a

+ l){a + 2).

be prime to n +

The product

1,

show that ^C'

.2axb{b + l)
any

2bl{a +

is

divisible

b)l is

an

by n + 1.

integer.

x-1, x^-1,
by the product of the first r terms.
(20.) If p be prime, the highest power of p which divides n! is the
greatest integer in {n-S (n)}l{p - l), where S (n) is the sum of the digits of
n when expressed in the scale of p.
If S (m) have the above meaning, prove that S {7n-n)<tS (m) - S (n) for any
radix. Hence show that (n + l) (n + 2)
(n + m) is divisible by ml.
{Camb. Math. Jour. (1839), vol. i., p. 226.)
(21.) If /(n) denote the sum of the uneven, and F (71) the sum of the even,
divisors of n, and 1, 8, 6, 10,
be the "triangular numbers," then
(19.)

x^ -1,

of

r consecutive terms of the series

.is exactly divisible

/(n)+/(n-l)+/(n-3)+/(n-6)+.
it

being understood

= F{n)+F{n-l)+F{n-3) + F(n-Q)+.
that /(n -n) = 0, F{n-n)=n.

.,

ON THE RESIDUES OF A SERIES OF INTEGERS IN

ARITHMETICAL PROGRESSION.
13.]

The
k,

with respect

to

numbers of the

least positive

k+

remainders of the series of numbers

k + 2a,

a,

m, where

k+

(m-

l)a

m is prime to a, are a permutation of the

series

0,1,2,.

.,(m-l).

352

<

PROPERTIES OF AN INTEGRAL

548

XXXV

must be different
for, if any two
Series had the same remainders, then

remainders

All the

numbers of the

different

CH.

A.P.

we should have
k + ra = fjt-m + p, and

k-\-

sa

= ixm + p,

whence

- s) a =

{r

Now

(fx

this is impossible, since

m possible remainders,

namely,

a/m = p.-

p!.

prime to m, and r and

is

r-s<m.

m, and therefore

each

{r - s)

- fx') m, and

s aro

Hence, since there are only

0, 1, 2,

.,

(w-

the proposi-

1),

tion follows.
Cor.
k'

If

1.

and a\

Jc,

until

remainders of h and a with respect

the

the remainders will occur as follows:

Jc'

+ a,

we reach a number

Jc

2a',

if

= 11, a = 25, m = 7,

7:

to

add

the series

11, 36, 61, 86, 111,

We have

/i;'

=4

and

a'

= 4,

4,

k'

. ,

a' at

to

he

+ ra,

that equals or surpasses

diminish hy m, and then proceed

Thus,

this

we must

each step as before.

is

136,

161.

hence the remainders are

+ 4-7 = 1,

5,

+ 4-7 = 2,

&c.

in fact,
4,

1,

6,

5, 2,

3,

0.

of numbers be continued beyond

If
terms, the remainders will repeat in the same order as before
Cor.

and

the progression

2.

in this periodic series the

number of remainders intervening

between two that differ by unity

Cor. 3.

many

There are as
k,

which are prime

k+2a,

k-\-a,
to

always the same.

is

terms in the series

.

.,

m, as there are in the

0,1.2,.

Tlmt is, the .number of terms in

prime to m is <^ (m). See 8.

k + {m-l)a
series

.(m-l).
the series in question

which are

This follows from the fact that two numbers which are

congment with respect

to

are either both prime or both non-

prime to m.
Cor. 4.

If out of the
0,

series

1,2,.

of numbers
.

.,(m-l)

we

PROPERTIES OF AN INTEGRAL

14

13,

select those that

are

less

(the

ra,

V)here

k=

k+

r^a,

r^a,

or a multiple of m,

prime

m;

to

and

and prime

549

A.P.

to

say

it,

.,

number n being ^ (w) ), then

k+

all

than

Tu

numbers

the

^ + ra,
.,
and a prims to m as
.

remainders with respect

their

before,

to

are

are a

permutation of
., r.
n, ra,
we have seen already, all tlie n remainders are unlike,
for, if we had
and every remainder must be prime to m
=
+
where
not
prime
then
+
is
to
m,
k rta fim p,
rta = pm+p-k
p
.

For, as

would have a factor in common with m, which is impossible,

since r^ and a are both prime to m.
Hence the remainders must be the numbers r^, rg,
., r,j
.

in

some order

Ifm

14.]

so that

a = ga,

prime

be not

m - gm',
m

but have with

to a,

the remainders

k+2a,

k + a,

k,

with respect

will recur in

.,

a shorter

of the

it the

G.C.M.

g,

series

k+(m-l)a
cycle

of m'.
Consider any two terms of the series out of the
to

or other.

first m',

say

These two must have different remainders, otherwise

(r-s)a would be exactly divisible by m that is, {r - s) ga'/gm'

k^-ra, k+sa.

- s) a'/m' would be an integer

which is impossible, since a' is prime to m' and r s<m'.
Again, consider any term beyond the m'th, say the {m' + r)th.,
would be an integer

that

is,

(r

then, since
{k

+ (m' + r)a}

{k

+ ra] m'a,

= gm'a',
= ma',
it

follows that the {m'

respect to

+ r)th term has the same remainder with

as the rth.

In other words, the

after

first

m' remainders are

all different,

that they recur periodically, the increment

where a" is the remainder of a with respect to

diminution by m as in last article.
Example.

If k

= ll, a=25,

wi

= 15, we

and

being ga",

m', subject to

have the series

11, 36, 61, 86, 111, 136, 161, 186, 211, 236, 261,

fermat's theorem

550

and here g = 5; a'=5; m'-3; a"=2; fc'=ll;

ch.
gra"

= 10.

xxxv

Hence the

re-

mainders are
11, 6,

11, 6, 1,

1,

11,

11, 6,

6, 1,

G.G.M., g,ofa and m divide k exactly, and, in

particular, ifk=^0, the remainders of the series
Cor.

J[ftke

k+

k,

...

k + 2a,

a,

are the numbers

lg,2g,3g,.

Og,

continually repeated in

.,(m'-l)g

certain order.

= gK, we have

For, in this case, since k

hence the remainders are those of the

K,

+ a,

with respect to m' which

Hence the

result follows

Example.

Let

fc:=10,

is

by

We have = 5;
(7

a'

5;

m' = 3;

that

(k

+ ra)lm',

2a',

prime to a, each multiplied by

m = 15

then the series of numbers

is

the remainders are

10, 5, 0, 10,

5,

...

is to say,

1x5,

2x5,

From

15.]

which

0x5,

...

13 we can at once deduce Fermat's Theorem*,

one of the corner-stones of the theory of numbers.

If m be a prime number, and a be prime to m, a"'~^ divisible by m.
If

is

a be prime

to m, then

'ia

(m where
2,

the
.

.,

numbers

(w-1)

1)

pi,

1 is

we have

la = /Mi7w +

1,

g.

....

110, 135, 160, 185,

k=2; and

10, 5, 0,

+ ra)lm =

13.

a = 25,

10, 35, 60, 85,

{k

series

pi,

[h^m + P2)

a = i^m-\m +
P2,

p,_i,

9m-\

the

numbers

It was,

with several

are

written in a certain order.

* Great historical interest attaches to this theorem.

other striking results in the theory of numbers, published without demonstration

among Fermat's notes to an edition of Bachet de Meziriac's Diophantus

For many years no demonstration was found. Finally, Euler {Com-

(1670).

viii., 1741, and Comment. Nov. Acad. Petrop., vn., 1761)

gave two proofs. Another, due to Lagrange [Nouv. Mem. de V Ac. de Berlin,
1771), is reproduced in 18. The proof given above is akin to Euler'e second
and to that given by Gauss, Disq. Arith., 49.

ment. Acad. Petrop.,

^14-17 EULEr's GENERALISATION OF FERMAT'S THEOREM 551

Hence
1.2.

(m -

1) a"*-'

= {^L^m + pi) {fx^m + p.^

= Mm + pipn
p,n-i,
= Mm + 1.2
{m-l).
.

{i^m-im + Pm~i),

We therefore have
1.2

Now,

.{m-l)

being a prime number,

are prime to

It is very easy,

- l)^Mm.

the factors of

all

{m-\)

m must divide a'"~^ - 1.

Hence

it.

(a'"-^

by the method of

to establish the following theorem

differences, explained in 5,

If m he a prime, a^-a is exactly divisible hy m*.

Since a"* - a = a (a"^ - 1), if a be prime to m, this is simply
Fermat's Theorem in another form.
By using Cor. 4 of 13 we arrive at the following
16.]
generalisation of Fermat's Theorem, due to Euler

If

any

be

integer,

and a

be

prime

to

m, then

a*^*")

is

exactly divisible by m.

Here

<^

(m) denotes, as usual, the number of integers which

are less than

For, if
to

it,

m and prime to

ri,

7-2,

we have, by the

where the numbers

it.

^ be the integers less than

and prime

corollary in question,

pi,

ria = fi^m +

pi,

r2a = fj^m +

p2,

rnCt

= H-nm

p^,

.,

pn,

p are simply Ti, r^,

,,

Tn

written in a certain order.

We have

therefore, just as in last paragraph,

n^2
whence, since

a"-

1,

that

17.]

Ti, r^,

.,

^'(a"- l)

r are all

= Mm,

prime to m,

by m.
The famous theorem of Wilson can
is,

a'''^'"'

1, is

it

follows that

divisible

by means of the principles of

also be established

13.

* For another proof of this theorem see 18 below.

WlLSON^S THEOREM

552

Auy two

GAUSSES

PROOF

CH.

XXXV

whose product has the remainder + 1 with

modulus m may be called, after Euler, Allied

integers

respect to a given

Numbers.
Consider

the integers,

all

1,2,3,.
less

than any prime number

We

even).

.,(m-l),

number of them is
we except the first and

can be exhaustively arranged in allied

For, take

of course

(the

shall prove that, if

any one of them, say

r,

last,

they

pairs.

then, since r is prime to m,

the remainders of
r.l,

r.2,

1, 2,

in

r{m-l)

.,

.,(m-l)

numbers

are the

some

Hence, some one of the

order.

the remainder

then rr will be

series,

say

rr',

must have

allies.

The same number r cannot have two

different allies, since all

the remainders are different.

Nor can the

we have

two, r and

be equal, unless

r',

r=l

or

= m-l;

for, if

r'- fim +
then

r^-l=fim;

But, since
divisible

in the

that

m is prime,

by m, and,

m-

Now

1,

in the other that r =

m-1, we

and

3,.

2,

l) {fi^m

1)

2.3
and, multiplying by w
.

by m.

r-1

be

{m-2)

(m-2) =

of the form
of the form

Mm + l;

we get

1,

.(m-2) {m-l) =

Mmim-l) + m-l.

Whence
1.2.3

is

is

which reduces to the form 3Im +

.,

1.

can arrange the series

every product of two allies

Hence

1.2.3.

or

.,{m-2)

hence the product 2.3.

fim+1;

divisible

r+1

since r cannot be greater than m, this involves

Excluding, then, 1

(fiiin

(r+1) (r-1) must be

is,

this involves that either

one case that r =

in allied pairs.

1,

(m-

1)

= Am,

1.


THEOREM OF LAGRANGE

^ 17, 18
That

is,

if

a prime, {m-l)\ +

he

553

1 is divisible

by m, which

is

Wilson's Theorem*.
It should be observed that, if
is

a prime, (w-

be not

1)!

not divisible by m.
For,

m be not a prime,

if

occur

its factors

among the numbers

there., {m-\), each of which divides {m-\)\, and,

fore, none of which divide {m - 1)! + 1.
The following Theorem of Lagrange embraces both
18.]
Fermat's Theorem and Wilson's Theorem as particular cases
2,

3,

lf{x +

l)

{x

+ '2).

{x+p-\)
= x^-'^ + A-,x'P-'^+.

andp

be prime, then Ai, A^,

We

{x

+ Ap-^x + Ap-1,

all divisible

by p.

have

+
+ If-' +

{x-^-p){ap-'^-\-AiX^-^

.,

Ap-2 are

l) {{x

.+Ap-2X+

.Ix {x

l)^-'^

Ap--i]
.

J[p-2 (^

1)

+ Ap-,].

Hence
+ pAp-2X + pAp-i
={(x+iy-af}+A,{(x+iy-'-xp-'}+A,{(x+iy-''-xp-^}+.

pxP~^-^pAixP~^+pA2xP~^ +

Therefore

pAi=pC2 + p-iCiAi,
pAs = pCj +P.1C2A1 + p^-iC^Az,
pA^ = pCi + p-iCaA^ + P-0C2A2 + P-3O1A3.

psCu ...

Hence, since p-iCi, p-^Ci,

are not divisible

hy

if j9

be prime, we get, by successive steps, the proof that Ai, A^,

A3,

are all divisible

* This theorem

He

was

first

hy p.
published by Waring in his Meditationes Alge-

it to Sir John Wilson, but gives no proof.

demonstration was given by Lagrange (Nouv. Mem. de VAc. de
Berlin, 1771) this is reproduced in 18. A second proof was given by Euler
in his Opuscula Anahjtica (1783), vol. 1., p. 329, depending on the theory of

braica (1770).

The

there attributes

first

the residues of powers.

The proof above is that given by Gauss {Bisq. Arith., 77, 78), who
generalises the theorem as follows
" The product of aU the numbers less
than m and prime to it is congruent with - 1, if m =p'^ or = 2p'^, where p
:

is

any prime but 2, or, again, if m = 4; but is congruent with +1 in every

This extension depends on the theory of t^uadratic residues.

other case."

554

EXERCISES XXXVII

Cor.

l,

.p =

Put

1.

2.3.

a;

x = x {x

'[)

(x

+ Ap-i,

+p 1)

{x+p-1),

J.p_2)

(p-l)\ + 1, is divisible by p.
x and transposing, we get
is,

-{l+Ap-i)x-(AixP-^ +
But x{x+\)

XXXV

and we get

+ (Ai + A2 +

Therefore Ap-i + 1, that

Multiplying by
Cor. 2.
w'^

CH.

A^iif-^ +

.+Ap-^a^).

being the product of

con-

must be divisible by p. Also, if p be prime,

1 + Ap-1 is divisible by p.
Therefore, x^ x is divisible by p if p be prime.
From which
Fermat's Theorem follows at once if x be prime to p.

secutive integers,

XXXVII.

Exercises
(1.)

x^^-x

by 2730.

be a prime greater than 13, x^^ - 1 is divisible by 21840,

nth power of every number end with the same digit as the

(2.)

If

(3.)

If the

a;

is divisible

itself, then n = 4^ + l.
Give a rule for determining by inspection the cube root of every perfect
cube less than a million.

number

If the radix, r, of the scale of notation be prime, show that the rth
(4.)
power of every integer has the same final digit as the integer itself, and that
the (r - l)th power of every integer has for its final digit 1.
If n be prime, and x prime to n, then either a;("~i)/'2 - 1 or x'""!'/^ +
(5.)
is divisible

is

by

n.

n be prime, and x prime to

divisible by n^.
If m and n be primes, then
(7.)
(6.)

If

(8.)

If o,

n,

then either

m^-^ + ra^'-i^l (mod.

j3,

7,

be primes, and

If

71

(a

.T"-2

(11.)

l
(12.)

.,

then

.).

+ l)"-(a" + l) =

(mod.

2ra).

+ a;n-3^

+x + l =

Trip., 1879.)

(mod.

n).

n be an odd prime, then

+2"-(n + l)-2=0 (mod.n).

+ 2(n + l) + 22(n + l)2+.
nbeodd, l' + 2+.
+(n-l)"=0 (mod. n).

If

n be an odd prime and p an integer, then any integer

of 2n will end in the same digit as its {pn -p + l)th

Deduce Fermat's Theorem. (Math.

If n be prime and >x, then

If

a;i"-^)/2

that, if

expressed in the scale

(10.)

1 or

be an odd prime, show that

Hence show
power.

rmi).

N=a^y

S(A^/a)"~^=l (mod. a^y

(9.)

a;"("-')/2

NOTATION FOR NUMBER OF PARTITIONS

19

18,

If

(13.)

555

n be prime, and p<n,

(p

1)1

(n-p)l-{- 1)P=

(mod,

n),

and, in particular,

[{i(ji-l)}!p + (-l)(-i)/2 = 0(mod.

n).

(Waring.)

Find in what cases one of the two {^ (n - 1)}I 1

What determines which of them is so ?
(15.) If p be prime, and n not divisible by ^ - 1, tlicn
(14.)

l4-2"+.
If

(16.)

J)

be any odd prime,

is divisible

by

n.

.+(p-l)" = 0(mod.23).

m any number > 1

which

is

not divisible by

p-1, then
12'

+ 22'"+.

.+ fLlP\^=0{mod.p).

If neither a nor b be divisible by a prime of the form 4n - 1, then

_ J4H-2 yf[ii Qot be exactly divisible by a prime of that form.
Hence show that a*'^-^ + 6<-2 is not divisible by any integer (prime or not)
of the form 4n - 1.
Also that a^ + b^ is not divisible by any integer of the form 4n - 1 which
does not divide both a and b.
Also, that any divisor of the sum of two
integral squares, which does not divide each of them, is of the form 4n + l.

(17.)

0^411-2

(Euler.)

Show, by means of (17), that no square integer can have the form
imn m n'^, where m, n, a are positive integers. (Euler.)
(18.)

PARTITION OF NUMBERS.
Elder's Theory of the Enumeration of Partitions.
19.]

By

the partition of a given integer n

division of the integer into a

number

+ 2 + 2 + 3 + 3,
There are two main classes of

Thus

sum.

which the parts

may

the parts are

unequal.

all

We

shall use

1+3 + 7,

first

(I.) is

parts

understood.

a quadripartite symbol to denote the number

Thus

blank inside the bracket

;

the

(II.) those in which

the word " Partition " is used

used to denote partitions of the classes

In the

it is

partitions, namely, (I.) those' in

When

of partitions of a given species.

be partitioned

meant the

are partitions of 11.

be equal or unequal

without qualification, class

is

of others of which

in the second,

in the third,

(I.)

is

)
|

and

and

Pu (

)
|

are

(11.) respectively.

inserted the

number

to

an indication of the number of the

an indication of the magnitude or nature of

EXPANSIONS AND PARTITIONS

556
the parts.

always implied, unless the contrary

It is

that the least part admissible

integer of the series

1,

2,

m.

.,

any integer of the

series 1, 2,

to be put on the

number

. ,

XXXV

is

stated,

so that

^m

An

asterisk

is

oo

or that no restriction

is

CII.

means any

used to mean

what

of the parts other than

is

arises

from the nature of the partition otherwise.

P {n\p\q) means the number of partitions

Thus

parts the greatest of which

parts

of

partitions

P {n\*\^q)

into

the number of partitions of n into any number of

no one of which

number

of

the number of

q;
parts no one of which exceeds q

into

P{n\p\^q)

is

of partitions of

exceed q

to

is

into

or

any

less

Pu {n

l^p *

number

the

of unequal

number of
n into p unequal parts each of which is an odd
integer; P{n\*\\, 2, 2^ 2^*,
.) the number of partitions of
n into any number of parts, each part being a number in the
parts unrestricted in magnitude; Pw(w|jt?|odd) the

partitions of

2^ 2^

series 1, 2,

The theory
late in

and so

on.

of partitions has risen into great importance of

connection with the researches of Sylvester and his

followers on the theory of invariants.

nected with the theory of

series, as will

It is also closely con-

be seen from Euler's

enumeration of certain species of partitions, which we shall

now

briefly explain.

20.]
(1

+ zofl),

different

integers

we develop the product {\ -^ zx) {I + zap)

obvious that we get the term z^x^ in as many
ways as we can produce n by adding together p of the
Hence we
1, 2,
., q, each to be taken only once.
If

it

+ zx)

(1

have the following equation

(1

is

zx")

.{l+zafl)

+ '^Pu {n \p

\:l^q) z^x"*

(1).

on the left of (1) we adjoin the

adco (that is, 1/(1 - z) ), we shall
evidently get z^x"' as often as we can produce n by adding
., q.
together any number not exceeding^ of the integers 1, 2,
Again,

factor l

to the product

if

z''

+ 2^+.

Therefore
(1

+ zx)

(1

zx')

(1

zafl)/(l

- z)

^Pu (n \:!f>p i:^g) s^af

(2).

10-21

EXPANSIONS AND PARTITIONS

.In like
{l
(1

567

manner, we have

+ a;)(l+ar').
+ zw) (1 + za^)
{l+x){l+a^)

(1

+^) = 1 + 2Ptt(w * |>g)a;"

GO = 1 + ^Pu (n \p\^) z^x''

.a.dico

ad

+ -S,Pu{n.\*\*)x''

(3);
(4)
(5),

we have

Also, as will be easily seen,

1/(1

-zx){l-za^)...{l-zafi)^l + ^P{n\p\ :)>^)cV

(6)
= l^'ZP{n\1^p\-^q)z^x'' (7)
= \+^P{n\*\-^q)x''
(8)
= \ + ^pln\p\*)zPx''
(9)
= 1 + 2P (7i |>>j9 *) z^^" (10)
= l + 2P(w|*|*)^"
(11)

\l{l-z){l-zx). .{l-zofi)
\l{\-x){l-a?). .{l-xfi)
\l{l-zx){l-zx'). .a,^co
- z){\-zx){\ -zap) .ad 00
1/(1
ll(l-x){l-x^). .adoo
.

and

so on.

By means

of these equations, coupled with the theorems

given in chap, xxx.,

number

of theorems

and Exercises

2,

xxi.,

a considerable

regarding the enumeration of partitions

can be deduced at once.

21.]

To find a recurrence-formula for enumerating the

n into any number of parts none of which exceeds

partitions of

q; and thus

By

(8),

ll{\-x){\-x'').
Hence, multiplying

-x){l-x^)

1/(1
l

to calculate

table

P{n\*

for

\1^q).

we have

on
(1

.{I- xf^)=l +

by

both sides

- xfl~^) by

its

%P {n\^\-^q) x^.
1-af^,

equivalent,

and replacing

we

derive

+ %P{n\*\-i(>q-\)af'

= l+%{P{n\*\:^q)-P{n-q\*\1^q)]x^
where we understand P(0, *
|

Hence,

|:f>g')

to be

if <j:g',

P{n\*\1^q) = P{n\*\-^q-l) + P{n-q\^\1^q)

and,

if

(12),

1.

(13);

w<5',

P{n\*\1^q) = P{n\*\1^q-l)

By means

of (13) and (14)

we can

(14).

readily calculate a table of

double entry for P{n\*\1f>q), as follows

:1^

XXXV

CH.

q)

20

66

10

15

16

17

18

19

1111

10

10

11

10

12

14

16

19

21

24

27

30

33

37

11

15

18

23

27

34

39

47

54

64

72

84

40
94

103

10

13

18 23
20 26
15 21 28
22 29
30

30

37

47

57

70

119

141

164

192

14

35

44

58

71

90

84
110

101

11

136

163

199

235

282

38

105

131

116

146
157

4
5

P {n

EULER's table for

558

10

11

13

12

11

14

82

49

65

40 52
41 54
42 55

70

89

73

94

123

75

97

128

164

56

76

99

131

169

44

248 300 364

288 352 434
201 252 318 393 488
212 267 340 423 530
219 278 355 445 560
164

201

186

230

F
1

of

Take a rectangle of squared paper BA G\ and enter the values

n at the heads of the vertical columns, and the values of q

We remark,

at the ends of the horizontal lines.

it

column below the diagonal

leave

all

AF

Next, write the values of

that

is, 1, 1,

To
ahcd.

.,

in the

We

are the same.

that

all,

vertical

therefore

indefinitely.

P{\\*\^\\ P(2l*|>l),

row headed

.,

1.

the other rows, construct a piece of paper of the form

fill

Its

use will be understood from the following rule, which

simply a translation of (13)

To

of

any

the corresponding spaces blank, the last entry in the

column being understood to be repeated

is

first

follows from (14) that all the values in the part of

the blank immediately after the end of any step, add

fill

to the entry above that blank the

number which

is

found at the

left-hand end of the step.

Thus, to get the number 23, which stands at the end of the
on the fourth horizontal line, we add to 14 the number

step lying
9,

which

to the immediate left of ah in the

lies

the blank.

Again, in

the

ninth

line

157

same

line as

= 146+11; and

so on.

By
lies

on

error.

sliding

ahcd backwards and forwards, so that he always

can fill in the table rapidly with little chance of

AB, we

We

shall speak of the table thus constructed as Euler's

ENUMERATIONS EEDUCIBLE TO EULER's TABLE

21-23

found in a considerably extended form in his

It will be

Table.

Introductio, Lib.

559

I.,

chap, xvi.

variety of problems in the enumeration of partitions can

means of Euler's Table, as we shall now show.

To find by means of Eulers Table the number of
partitions of n into p parts of unrestricted magnitude.
Let us first consider P{n\p\*). By (9) above, we have
be solved

b)^

22.]

+ %P{n\p\*)x^z^=ll{l-zx){l-zx').
ad
= 1 + tx^z^lll -x){l-aP).

ao,

.{\- x^),
by Exercises xxi. (18).
.

Hence

^P{n\p\^)x'' = '^aFl{l-x){l-x').
= SP(7J *!>/?) a;"+^

.(I-xp),

by

(8).

Therefore

F(n\p\^.) = F{n-p\*\:^p)

(15).

Again,
1

SPw {n\p\*) x'^zP = (1

=

+ zx) (1 + zx')
ad oo
+ Sari^U'+i) ^p/^ -x)(l-x'').
.

by chap, xxx.,

2,

- ^),

(1

Example

2.

Hence

^Pu (n\p\i^)x'' = xlP <P+^)/( l-x)(l-x")

= SP (w

(l-x^),

* >j9) ^"+ii'(^+'),
I

by

(8).

Therefore

Pu{n\p\*) = P{n-y{p+l)\*\:lf>p)
Examplel.

Example
23.]

2.

P(20

= P(15

Pm(20

= P(5|

(16).

|>5)=84,

|>5)=7.

we take any partition of n into p parts in which

is q, and remove that part, we shaU leave a partiinto p-1 parts no one of which exceeds q.
Hence

If

the largest part

n-q

tion o(

we have the

identity

P{n\p\q) = P(n-q\p-l\::^q)
and,

if

we make p

infinite, as

P{n\*\q) = P{n-q\*\:^q)
It will

class of

(17);

a particular case, we have

(18).

be observed that (18) makes the solution of a certain

problems depend on Euler's Table.


THEOREMS OF CONJUGACY

5 GO

By comparing

(15)

and

(18),

CH.

XXXV

we have the theorem

P{n\*\q) = P{n\q\*l
which, however,

is

only a particular case of a theorem regarding

conjugacy, to be proved presently.

Tliem^ems regarding conjugacy.

24.]
(I.)

P{n\-^p\>q) = P{n\>q\>p)

(19).

(II.)

P{n-p\q-l\1^p)^P{n-q\p-l\1^q)

(20).

(III.)

P{n\p\q) = P{n\q\p)

(21).

To prove
l

(I.)

we observe

by

that,

(7),

we have

+ ^P{n\-^p\1^q)z^x^==ll{l-z){l-zx). ..{l-zofi),

-i + ^z

(l-;r'^^')(l-^+^). ..(1-^^P)

(i-x){l-a^)...{l-a^)

'

Hgiic6

(1-3^+0(1-^+'). .(1-^+^)
1^
,<
X

'
^P{n\>p\1^q)x^=
(l-j)(l-.-)...(l-.^)
{l-x){\-x'). .{l-afl+P)
^T,/

'

~{l-x){\-x')...{l-afl){l-x){l-x')...(\-xP)'
Since the function last written

and q, it must
Hence Theorem

Theorem
Since,

by

also

is

symmetrical as regards

be the equivalent of %P{n\'^q\'^p)af^.

(I.).

(II.) follows

(17),

from

(6) in the

same way.

we have

P{n\p\q) = P{n-q\p-l\-^q),
P{n\q\p) = P{n-p\q-l\-i^p);
therefore,

by

(II.),

P{n\p\q) = P{n\q\p),
which establishes Theorem

The

(III.)-

following particular cases are obtained

a infinite

by making p or

P{n\-^p\^) = P{n\*\>p)
P{:n\p\*) = P{n\*\p)

(22);
(23).

23-26

FURTHER REDUCTIONS TO EULEr's TABLE

561

25.]

Tlie following theorems enable us to solve a

number

means of

of additional problems by

P{n\p\-if>q)

Euler's Table

= P{n-p\*\l!f>p)-^P{n-iH-p\*\>p)
-2P(?^-/^-jo|*|:}>^)
(24).

and
Here the summations are with respect to fii, /.t2,
any one of the numbers q, q + l,
q+p - 1, the sum
The
the sum of any three, and so on.
of any two of them,
If
series of sums is to be continued so long as n iXrp^O.
that
the
or negative, this indicates
P{n\p\:lf>q) come out
.

fix

is

ju.2

/i.3

partition in question

is

impossible.

P{n\:if>p\:!f>q)=P{n\*\::f>p)-:^P(n-v,\^\:^p)
+ %P{n-v^\*\:!^p)

-2P(w-v3|#|:t>j9)
.

Here
+
q 1, q +
q,

q+1,

Vg,

vi,

2,

.,

(25).

have the same meanings with regard to

q +p a,8
q+p-1.
.,

formerly

fii,

/j^,

with regard to

P(n\*\*)
= P{n-l\*\1f>l) + P(n-2\*\:!f>2) +
The demonstrations

will present

no

+P(0

* 1:^^^) (26).

difficulty after

what has

already been given above.

CONSTRUCTIVE THEORY OF PARTITIONS.

Instead of making the theory
we might contemplate the various

26.]
series,

of partitions depend on
partitions directly,

develop their properties from their inherent character.

and

Sylvester

has recently considered the subject from this point of view, and
calls a Constructive Theory of Partitions, which

has given what he

many parts of the subject, and greatly

some of the fundamental demonstrations*. Into this

throws a new light on

simplifies

Amer. Jour. Math. (1882).

c.

II.

36


GRAPH OF A PARTITION

562

CH.

theory we cannot within our present limits enter

XXXV

but we desire,

before leaving the subject, to call the attention of our readers to

the graphic method of dealing with partitions, which

is

one of

the chief weapons of the new theory.

By

the graph of a partition

is

meant a

many

each row containing as

asterisks,

of rows of

series

asterisks as there are

units in a corresponding part of the partition.

Thus

* * *

# *

is

* * *

the graph of the partition 3 + 5 + 3 of the

For many purposes

number

11.

convenient to arrange the graph so

it is

that the parts come in order of magnitude, and

asterisks are in one column.

all

the

initial

Thus the above may be written

The graph is then said to be regular.

The direct contemplation of the graph at once
gives us intuitive demonstrations of some of the
foregoing theorems.

we turn the columns of the graph last

we have
where there are as many asterisks as before. The new
graph, therefore, represents a new partition of 11, which

For example,

if

written into rows,

may

be said to be conjugate to the former partition-

Thus
which

to

n into p parts the greatest of

a conjugate partition into q parts the
Hence
of which is p.

every partition of

is q, there is

greatest

P{n\p\q) = P{n\q\p\
an old

result.

Again,
exceeds

q,

to every

partition of

there will he

the greatest

of which

into

parts no one of which

a conjugate partition into q or fewer parts

is p.

Hence

P{n\p\>q) = P{n\1^q\p)
a new result

and

(27),

so on*.

* According to Sylvester (I.e.), this way of proving the theorems of

conjugacy originated with Ferrers.


^ 2G,

27

27.J

EXTENSION AND CONTRACTION OF GRAPHS

The

563

following proof, given by Franklin*, of Euler'o

famous theorem that

(l-x)(l-ai'){l-af).
is

.ada,=l(- )P;'^p'^p)

(28)t,

an excellent illustration of the peculiar power of the graphic

method.

The

coeflficient

of

of*

Pu {n

in the expansion in question is obviously

even *
|

- Fa {n

odd *

(29).

Let us arrange the graphs of the partitions (into unequal

Then the right-hand edge
parts) regularly in descending order.
of the graph will form a series of terraces all having slopes of

the same angle (this slope may, however, consist of a single

asterisk),

thus

A
* *
if

* * *

* * * #

::

^ %

i^

'^

if-

* * *

i(

* * *

it

>'f

* #

*^

* #

"We can transform the graph

placing

* *

* * * *

by removing the top row and

along the slope of the last terrace, thus

then have a regular
,

We

graph

A'

representing a partition into unequal parts.

This process

We

may

be called contraction.

B in this way;
by removing the
terrace, and placing it

cannot transform

but we may extend

of

slope

its

last

above the top row, thus

We

j^,

then have a regular graph

repre-

senting a partition into unequal parts.

Every graph can be transformed by con-

by extension, except when the top

row meets the slope of the last terrace and in
this case also, provided it does not happen that
the number of asterisks in the top row is equal

traction or

Comptes Rendus (1880).

+ Euler originally discovered this theorem by induction from particular
cases,

and was

for long

unable to prove

Legeudre, TMorie des Noinhrcs,

t.

For other demonstrations, sea

and Sylvester {l.c.).

it.

n., 15,

362

franklin's proof of EULER's expansion

564

number

to the

the last slope or exceeds

in

it

CH.

XXXV

only by one,

example, in

as, for

* * * *

* *

;,;

**:!

* *

>

# * *

******

Contraction or extension in the

of these would produce

first

an irregular graph contraction in the second would produce an

irregular graph
and extension would produce a graph which
;

corresponds to a partition having two parts equal.

cases

may

be spoken of as unconjugate

These two

they can only arise when

the p parts of the partition are

p+1, p + 2,

p,

2;?-l,

.,

and the number

n=p + {p+l)
or

when the p

+(2i?-l) = ^(:V-jp);

parts are

^+1, p +

p + 3,

2,

2p,

.,

and

n = {p +

l)

+ (p + 2)+

+2p = ^{3p'' +p).

Since contraction or extension always converts a partition

having an even or an odd number of parts into one having

an odd or an even number of parts respectivel}'^, we see

number of the form i{Sp^p),
unless n be a
Pu (n even * ) = Pu (n odd * ).
that,

When

n has one or other of the forms | {^p^p), there will

be one unconjugate partition which will be even or odd
according as p is even or odd all the others will occur in pairs
which are conjugate in Franklin's transformation. Hence
;

Pu (i (3j3^ p)
Euler's

even
I

Theorem

\*)-Pu(^ (Sjo^ i>) odd

1

*)

= (-

1)"

(30).

follows at once.

Exercises XXXVIII.
(1.)

Show how

to evaluate

Fu(n\ >p\*) by means

of Euler'e Table.

Evaluate
(2.)

(4.)

P(13|5|>3).
P(10|.|).

(3.)

P(13|>6|>3).

(5.)

P(20|9|l>3).

EXERCISES XXXVIII

27

Establish the following

(6.)
(7.)
(8.)

(9.)

(10.)

Pu (n

= P (M - i?

565

(g

+ 1)

1>
1

q),

where lq{q

+ l)

just

>

n.

Pu{n\v\*)=P(n-\p{Tp-\)\p\*).
P(n|p|) = Pw(n + ip(i)-l)|i)|*).
Pu{n\p\>q) = P{n-iiP(p-l)\p\>q-p + l).
Is

the

P{n-p\q~\\*):=P{n-q\p-l\*)

theorem

universally

true?
(11.)

Show how

to

form a table

P (n

for the values of

2, 3,

.,

q).

(See Proc. Edinb. Math. Sec, 188.3-4.)

(12.)

indefinite

Show how to form a table

number of odd parts.

Establish the following

(13.)

P(ra||l,

(14.)

Pu(n|p|l,

(15.)

P(n|j>|2,

3,

4,

.)

., Q.q)

= P{n-p\p\l,

(16.)

P(H|*|odd)=Pu(H|*|).
P(n\>p\2,4:,

(18.)

(20.)

P(w+p1p11, 3,
Pu(n + p^\p\l, 3,
P(n^2p\p\2, 4,

(21.)

Show

that

chap, in.)

3,

.,2g)=P(M|}>gl2,

4,

3,

..,2<7-l).

2q-l).

.,

.,2p).

.,2g + l)=P(ji + g|(z|l, 3

.,

2^-fl).

+ l)=Pii.{n + q-\q\l, 3,
2g' + 2) = P(u + 23
2, 4,

.,

2q

(^

.,2p +

., 2i>

P (;t |2>

).

l).

+ 2).

P {n\p\*) = P{n-l\p-l\*) + P(n~p\p\*)\

hence construct a table for

an

= 1.

(17.)

(19.)

of partitions of n into

.,23-l)=P(7i-2)2+p|p|l,

number

22,23,.

2,

for the

and

(See Whitworth, Choice and Chance,

CHAPTEK XXXVI.
Probability, or the

An

1.]
or,

elementary account of the Theory of Probability,

we should

as

Theory of Averages.

prefer to call

it,

the Theory of Averages, has

usually found a place in English text-books on algebra.

custom

is justified

by

This

The theory

several considerations.

in

question affords an excellent illustration of the application of the

theory of permutations and combinations which

mental part of the algebra of discrete quantity

the funda-

is

it

forms in

its

elementary parts an excellent logical exercise in the accurate use

of terms and in the nice discrimination of shades of meaning
and, above

enters, as

all, it

some of the most important

The student

we

shall see, into the regulation of

practical concerns of

modern

life.

probably aware that there are certain occurrences, or classes of events, of such a nature that, although we
is

cannot with the smallest degTce of certainty assert a particular

them taken singly, yet we can

proposition regarding any one of

assert the

same proposition regarding a

large

number iV of them

with a degree of certainty which increases (with or without limit,

as the case may be) as the number
increases.

For example,

if

we take any particular man

of 20 years of age,

nothing could be more uncertain than the statement that he will

live to be 25
but, if we consider 1000 such men, we may assert
;

with considerable confidence that 96 per cent, of them

be 25

and,

if

we take a

million,

will live to

we might with much greater con-

fidence assign the proportion with even closer accuracy.

In so

would be necessary to state the limits both of

habitat and epoch within which the men are to be taken
and,
even with a million cases, we must not expect to be able to assign
doing, however, it

DEFINITION OF PROBABILITY

the proportion of those

accuracy,

who

but be prepared,

567

survive for 5 years with absolute

when we take one

with

million

another, to find occasional small fluctuations about the indicated

percentage.

We

may,

for illustration, indicate the limits just

by saying that

woman
as

it

is

living in

"man

20"

of

England

is

in the

technically called, here in question

years more of a

man

of 20

spoken of

mean a healthy man or

18 th century.
The " event,"
to

is

the living for 5

the alternative to this event

is

not

The whole, made up of an event and

its alternative or alternatives, we call its universe.
The alternative
or alternatives to an event taken collectively we often call the
Complementary Event. The living or not living of all the men
of 20 in England during the 18th century we may, following
living for 5 years more.

Mr

Venn*,

call

the series of the event.

It will be

observed

that on every occasion embraced by the series the event

we

are

and we express the above result of

observation by saying that the probability that a man of 20
living under the assigned conditions reached the age of 25 is '96.
considering

We

in question

is

are thus led to the following abstract definition of the

Probability or Chance of an Event

in

I/on taking any very large number

out of a
which an event A is in question, A happens on

the probability

of the event

is

said

series

of cases

pN occasions,

to be p.

In the framing of this definition we have, as

is often done in
mathematical theories, substituted an ideal for the actual state
of matters usually observed in nature.
In practice the number

p, which for the purposes of calculation we suppose a definite

quantity, would fluctuate to an extent depending on the nature

and on the number

of specimen
Moreover, the mathematical definition contains
no indication of the extent or character of the series of cases.

of the series of cases considered

cases selected!.

* Logic of Chance.

We

might take more

explicit notice of this point by wording the

on the average, inN out of a series of cases, dkc."
But, from the point of view of the ideal or iathematical theory, nothing
would thus be gained.

definition thus:

"If,

REMARKS ON THE DEFINITION

568

How

CH.

XXXVI

far the possible fluctuations of p, the extent of the series,

will affect the bearing of any conand the magnitude of

clusion on practice must be judged by the light of circumstances.
It is obvious, for instance, that it would be unwise to apply to

the 14th century the probability of the duration of

deduced from

statistics

taken

in

the 18th.

human

life

This leads us also to

remark that the application of the theory of probability is not

merely historical, as the definition might suggest. Into most of
the important practical applications there enters an element of

Thus we do

induction*'.

in fact apply in the 19th century a

table of mortality statistics deduced from observations in the

The warranty for this extension of the series of

by induction must be sought in experience, and cannot in
most cases be obtained a priori.
There are, however, some cases where the circumstances are
18th century.

cases

so simple that the probability of the event can be deduced,

without elaborate collecting and sifting of observations, merely

from our definition of the circumstances under which the event
is

to take place.

The

best examples of such cases are

hazard played with cards, dice, &c.

If,

for

games of

example, we assert

regarding the tossing of a halfpenny that out of a large number

of trials heads will

come up nearly

as often as tails

in

other

what we mean thereby

bring
up heads are to
which
tend
to
the
causes
is that all
bring
up
tails.
In every
tend
to
that
the
causes
neutralise
words, that the probability of heads

is ^,

series of cases in question, the assumption, well or

is

made

this is really the right point of

to us if

ill

justified,

that this counterbalancing of causes takes place.

we

reflect that

view

will be best

That

brought home

undoubtedly a machine could be con-

structed which would infallibly toss a halfpenny so as always

it head-up on a thickly sanded floor, provided the coin
were always placed the same way into the machine also, that the
coin might have two heads or two tails and so on.

to land

In cases where the statement of probability rests on grounds

so simple as this, the difficulty regarding the extension of the
series

by induction

is less

prominent.

The

ideal theory in such

In the proper, logical sense of the word.

1,

COROLLARIES ON THE DEFINITION

more

cases approximates
stances.

It

for

is

this

669

closely than usual to the actual circum-

reason that the

illustrations

the

of

elementary rules of probability are usually drawn from games of

The reader must not on that account suppose that the

main importance of the theory lies in its application to such
cases
nor must he forget that its other applications, however
important, are subject to restrictions and limitations which are
hazard.

not apparent in such physically simple cases as the theory of

cards

and

dice.

Before closing this discussion of the definition of probability

it will be well to warn the learner
not an attribute of any particular event

as a mathematical quantity,

that probability

is

happening on any particular occasion.

It

can only be predicated

of an event happening or conceived to happen on a very large

number of " occasions," or, in popular language, of an event " on

Unless an event can happen,

the average" or in the "long run."

or be conceived to happen, a great

many

times, there

is

no sense

in speaking of its probability, or at least no sense that appears to

us to be admissible in the following theory.

by the

definition

word frequency

substituting the
after the

The idea conveyed

here adopted would be better expressed by

for the

word probability

but,

above caution, we shall adhere to the accepted term.

The

2.]

following corollaries and extensions

may

be added

to the definition.
Cor.

If

1.

which

cases in

the 'probability

of an event be p, then out of

happen
times,
being

pN

in question it will

it is

any very large number*.

This

is

merely a transposition of the words of the

definition.

As an example, let it be required to find the number out of 5000 men of

20 years of age who will on the average live to be 25. The probability of a
man of 20 living to be 25 may be taken to be '96; hence the number
required

is

-96x5000 = 4800.

Cor. 2.
its failing is

If the probability of an

event be

jt?,

the probability of

1-p.

For out of a large number iV of cases the event will happen

occasions
hence it will fail to happen on
on

pN

* It is essential that
Pj-oc.

N-pN

pN

also be a very large

L. M. S., XXVI., p. 307 (1895).

number.

See Simmons,

COROLLARIES ON THE DEFINITION

570

= (1 -p) N

is

If the universe of

or, in other

XXXVI

Hence, by the definition, the probability

occasions.

of the failing of the event

Cor. 3.

CH.

1-p.
an event

made up ofn alternatives,

and that in one out of

he

words, if an event must happen

n ways, and if the respective probabilities of its happening in these

.+pn=l.
ways be pi, Pi,
.,pn, thenpi+p, +
occasions the event will happen and
For on every one of
it will happen in the first way on p^N occasions, in the second on
.+pnN;
p^N' occasions, and so on. Hence N^piN^-p^N^
that is, 1 =pi +P2 +
+Pn'
.

Ifati event

Cor. 4.

is

certain to happen, its probability

if it is certain not to happen, its probability is 0.

For in the former case the event happens on
of

N cases
The

in the latter

on

is 1

N cases out

iV cases out of N.

probability of every event

is

thus a positive number

and 1.
lying between
an
event must happen in one out of n ways all
Cor. 5.
If
equally probable, or if one out ofn events must happen and all are
equally probable, then the probability of each way of happening in
the first case, or

of each event happening in

the second, is Ijn.

= j9.
This follows at once from Cor. 3 by making p^ ^p^ =
As a particular case, it follows that, if an event be equally
.

happen or to fail, its probability is \.

The ratio of the probability of the happening of
an event to the probability of its failing to happen is called ths
odds in favour of the event, and the reciprocal of this ratio is called

likely to

Definition.

the

odds against

it.

the probability of an event be p, the odds in favour

Also, if the odds in
are p:\-p', the odds against 1-p -.p.
event
is ml{m + n).
of
the
If the
w, the probability
favour be

Thus,

if

probability of the event be \, that

happen or to

fail,

is, if it

be equally likely to

the odds in favour are 1:1, and are said to

be even.
Cor.

6.

If the universe of an event can be analysed into m + n

run will occur equally often*, and

cases each of which in the long

* Tliis is usually expressed by saying that all the cases are equally likely.

if

DIRECT CALCULATION OF PROBABILITIES

2,
ill

m of these cases

nfail

the event will

happen and in

happen, the probability of the event

to

is

the

571
remaining

m/{m + n).

After what has been said this will be obvious.

DIRECT CALCULATION OF PROBABILITIES.

3.]

The

following examples of the calculation of proba-

require no special knowledge beyond the definition of

bilities

and the principles of chap,

probability

men

xxiii.

company of 20 soldiers who have

to desert to the enemy whenever they are put on
outpost duty. If 3 men be taken from the company and sent on outpost
duty, what is the probability that all of them desert ?
The 3 men may be chosen from among the 20 in j^Cj ways, all of which
are equally likely. Three deserters may be chosen from among the 5 in 5C3
ways, all equally likely. The probability of the event in question is therefore

Example 1, There
made up their minds

8^s/2oW-i 2.3/

are 5

1.2.3

ia a

-^'^^*-

Example 2. If n people seat themselves at a round table, what is the

chance that two named individuals be neighbours ?
There are (see chap, xxiii., 4) (n-l)l different ways, all equally likely,
in which the people may seat themselves. Among these we may have A and B
or B and 4 together along with the (n-2)! different arrangements of the
that is, we have 2 (n - 2)! cases favourable to the event and all equally
rest
The required chance is therefore 2 (n- 2)!/(?i- l)!=2/(ji-l).
likely.
When n=3, this gives chance =1, as it ought to do. The odds against
the event are in general n - 3 to 2 ; the odds will therefore be even when the
;

number

of people

is 5.

a be a prime integer, and n=a'", and if any integer Iii>n

be taken at random, find the chance that I contains a as a factor s times
and no more.
The integer I must be of the form Xa, where X is any integer less than
Now, by chap, xxxv., 8, the number of integers
a*"-* and prime to a*"-'.
Also the number of integers
less than a^~* and prime to it is a'"~*(l - 1/a).
> n is oT. Hence the required chance is a*"-* (1 - Ha)la^=a~* (1 - 1/a) = 1/a*

Example

3.

If

4.

Find the probability that two men A and

- Ha^\
Example

of age respectively both survive for

The mortality

and

who complete

Let these numbers be Z^,

live to

respectively.

respectively.

B oim

and n years

years.

tables (see 15 below) give us the

individuals of 10 years of age

years.

numbers out of 100,000

m + pth, n+pth
The probabilities that A

their mth, Hth,

Z, Im+p, i+p.
years of age respectively are Im+pl^my 'nWn
Consider now two large groups of men numbering
and
We suppose A to be always selected from the first and B always

be

m+p

and

n+p

572

DIRECT CALCULATION OF PROBABILITIES

CH.

XXXVI

MN

In this way we could select altogether

pairs of men
be alive or dead after p years have elapsed. The number out of
men living after p years is Ml^+pjl^, by 2, Cor. 1. Similarly the
the
number living out of the
men is Nln+pjl^. Out of these we could form
MNl^^pln+pjlm^n pairs. This last number will be the number of pairs

from the second.

who may

of survivors out

MN

of the

probability required

pairs with

which we

started.

Hence the

im+pWp/^m'=('m+p/^m) (Wp/^n); in other words, it

is the product of the probabilities that the two men singly each survive for
p years. The student should study this example carefully, as it furnishes a
direct proof of a result which would usually be deduced from the law for
is

the multiplication of probabilities.

Example
being

all

A number

5.

What

equally likely.

be even?
We can draw

See below,

6.

drawn from an urn, 1, 2,

., n
the probability that the number drawn

of balls is to be
is

respectively in ^Cj, ^Cj,

1, 2,
,,
., (7 ways
Hence we may consider the universe of the event as consisting
of Ci + ^Ca +
+ nC =(1 + 1)-! = 2" -1 equally likely cases. The number
of these in which the drawing is even is C2 + C4+
.=^{(1 + 1)"
+ (1 - 1)" - 2} = 1(2" - 2) = 2-i - 1. The number of ways in which an odd
drawing can be made is ^(^1 + ^03+.
=i {(1 + 1)"- (1-I)''} = i2"=2"-^
Hence the chance that the drawing be even is (2"~i- l)/(2"-l), that it be
odd 2'*-'/(2"- 1)- The sum of these is unity, as it ought to be; since, if
the drawing is not odd, it must be even. In general, an odd drawing is more
likely than an even drawing, the odds in its favour being 2"~* 2""! - 1
but
the odds become more nearly even as n increases.
.

respectively.

Example

6.

A white

rook and two black pawns are placed at random on

a chess-board in any of the positions which they might occupy in an actual

game. Find the ratio of the chance that the rook can take one or both of
the pawns to the chance that either or both of the pawns can take the rook.
Let us look at the board from the side of white and calculate in the first
;

number of
on any of the

place the whole

possible arrangements of the pieces.

No

black

hence we may have the rook on

any of these 8 and the two pawns on any two of the remaining 56 in all,
8 X 2 jigC2= 8 X 56 X 55 arrangements. Again, we may have the rook on any one
of the 56 squares and the two pawns on any two of the remaining 55 squares
The universe may therefore be supposed
in all, 56 X 55 X 64 arrangements.
to contain 62 x 56 x 55 equally likely cases.
Instead of calculating the chance that the rook can take either or both of
the pawns, it is simpler, as often happens, to calculate the chance of the
complementary event, namely, that the rook can take neither of the pawns.
If the rook lie on one of the front row of squares, neither of the pawns can
lie on the corresponding column, that is, the pawns may occupy any two out
of 49 squares this gives 8 x 49 x 48 arrangements. If the rook lies in any
one of the remaining 56 squares, neither of the pawns must lie in the row or
column belonging to that square; hence there are for the two pawns 42 x 41
positions.
We thus have 56 x 42 x 41 arrangements. Altogether we have

pawn can

lie

front squares

 3,

DIRECT CALCULATION OF PROBABILITIES

573

8 X 49 X 48 + 56 X 42 X 41 = 56 X 49 X 42 arrangements in which the rook can

take neither pawn. Hence the chance that the rook can take neither pawn

The chance that the rook can take

56 X 49 X 42/62 x 56 x 55 = 1029/1705,
one or both of the pawns is therefore 1 - 1029/1705 = 676/1705.
Consider now the attack on the rook. If he is on a side square, he can
only be attacked by either of the two pawns from one square. For the side
squares we have therefore only 24 x 54 arrangements in which the rook can
be taken.
There remain 36 squares on each of which the rook can be taken
from two squares, that is, in 6 ways. For the 36 squares we therefore have
36 X 2 + 36 X 4 X 53 arrangements in which the rook can be taken by one or by
both the pawns. Altogether there are 9000 arrangements in which the rook
may be taken. Hence the chance that he be in danger is 9000/62 x 56 x 55 =
225/4774, The ratio of the two chances is 9464 1125.

is

number of interesting examples can be

method of chap, xxiii., 15. Let there be r bags,
the first of which contains cfi, 6i, Cj,
,, h^ counters, marked
with the numbers !, /3i, yi,
.k^,
., /Ci; the second, a^,h^, Cj,
marked o^, P%,y^,
If a counter be drawn
., K-i', and so on.
from each bag, what is the chance that the sum of the numbers
drawn is w ?
By chap, xxiii., 15, the number of ways in which the sum
of the drawings can amount to n is the coefficient, An say, of af^
4.]

considerable

solved by the

in the distribution of the product

+ haf' +

^i.^"')

X {a^af^ + b^a^^ +

k^of')

+ brO^' +

hrX"'').

(ai^;"'

X {UrX'^

Again, the whole number of drawings possible

all

the coefficients

that

is

the

sum

of

to say,

is

(!

6i

^i)

X (aa

62

ita)

X (ar

^r

^v)

Hence the required chance

is

say.

AJD.

throw has been made with three dice. The sum is known
to be 12 ; required the probability that the throw was 4, 4, 4.
The number of ways in which 12 can be thrown with three dice is the

Example

1.

coefficient of x^^ in

(x^-^x^

+ x^ + x^ + x^-^x^f,

DIRECT CALCULATION OF PROBABILITIES

574

CH.

XXXVl

of x^ in

tliat ia to say,

+ X + x'^+ x^ + X* + x^)K
+x^y^ up to the term in x^ are (see
+ x+
chap. IV., 15) 1 + 2 + 3 + 4 + 5 + 6 + 5 + 4 + 3 + 2. Hence the coefficient of x*
in the cube of the multinomial is 5 + 6 + 5 + 4 + 3 + 2=25.* The required
{I

Now

the coefficients in

(l

probability is therefore 1/25.

Example 2. One die has 3 faces marked 1, 2 marked 2, and 1 marked 3;

another has 1 face marked 1, 2 marked 2, and 3 marked 3. What is the
most probable throw with the two dice, and what the chance of that throw?
The numbers of ways in which the sums 2, 3, 4, 5, 6 can be made are the
coefficients of

Now

x'^, a;*,

x^, x^, x^ in

the expansion of

(3a;

+ 2a;^ + x") {x + 2x^ + 3x'').

this product is equal to

3x2 + 8x3 ^ 14^4 + sx" + 3x6.

The sum that will occur oftenest in the long run is therefore 4. The
whole number of different ways in which the different throws may turn out
Hence the probability of the sum 4 is 14/36
is (3 + 2 + 1) (1 + 2 + 3) = 36.

= 7/18.
Example
1, 2,

.,

An urn

3.

m.

m counters marked with the numbers

drawn and replaced r times; what is the
the numbers drawn is n?t
contains

counter

is

chance that the sum of

The whole number of possible different drawings is ni'*.
The number of those which give the sum n is the coefficient of a;" in
+ x'^-y. Now
(x + x2+. . . + x")^ that is to say, of x"-*' in (l + x+. .
1 + X + . . . + x"^ = (1 - x'^)l(l - x). We have therefore to find the coefficient
.

of x"-*" in

(l-x')'-(l-.T)-'-={l-^CiX'" + rC'2X2-rC3x3"*+.

'^r+i''+
The coefficient in question is
r(r +
_r(r + l).
(-!)

^ n-r -

(jT^)

l).

1.2

"^

.}

1.2.3

'^+-

-f*

.(w-m-l)r

(n -r-vi)[ 11

r()+l).

.(7i-27?t-l)r(r-l)

"*"

down

at

random, show that the chance that no two odd integers are adjacent

is

(7i-j--2m)!21

The required probability is ^_r/m'".

Example 4. If m odd and n even

integers (n<i.m- 1) be written

+ l)\l(m + n)\{n-m + l)l.

In order to find in how many

n! {n

different ways we can write down the

no two odd ones come together, we may suppose the m odd
integers written down in any one of the ml possible ways, and consider the
VI -1 spaces between them together with the two spaces to the right and left
The problem now is to find in how many ways we can fill the
of the row.

integers so that

(1

* We might also have found the coefficient of x* by expanding

- x')3 (1 - x)~8, as in Example 4 below.
t This is generally called Demoivre's Problem. For an interesting aocoant

of

its

history see Todhunter, Hist. Frob., pp. 59, 85.

ADDITION RULE

4, 5

575

n even integers into the spaces so that there shall always be one at least in
every one of the m-1 spaces. A little consideration will show that the

number

of ways, irrespective of order, is the coefficient of x" in

that

is,

of a;-"+i in

that

is,

of a;-"+i in

{l

+ x + x^ +

This coefficient

ad Qo)2(x + x2 +

O"*"!;

is
.

.(n + 1)

{n-m + l)l
we remember

( + !)!
^
~m!(n-m + l)I*

that every distribution of the n integers

spaces can be permutated in n\ ways,

in which the

(m + l)(m + 2).
If

.adoo)"*-!;

{l+x + x^+.
.)^(l + x + x^+.
(1 - a;)-("+>).

we now

see that the

among the m +
number of ways

m+n

integers can be arranged as required is

n\m\ (n+l)!/m! (7i-m + l)! = n!(n + l)!/(n-m + l)I.
The whole number of ways in which the m + n integers can be arranged
{m + 7i)\, hence the probability required is n!(/i + l)!/(ri- wi + l)!(m + n)!.

is

ADDITION AND MULTIPLICATION OF PROBABILITIES.

5.]

In

many

cases

we have

to consider the probabilities of

a set of events which are of such a nature that the happening of

any one of them upon any occasion excludes the happening of

any other upon that particular occasion. A set of events so

The

related are said to be mutually exclusive.

considered

may

set of events

be merely different ways of happening of the

same event, provided these ways of happening are mutually

exclusive.

In such cases the following rule, which we

Addition Ruh, applies

If

the probabilities

may

call

the

of n mutually exclusive events be

p^, p^,

Pn, the chance that one out of these n events happens on any
particulwr occasion on which all of them a/re in question ispi+p2 +
.

.,

+Pn'

To prove
where

all

this rule, consider

any large number

the events are in question.

Out

the n events will happen on p^N, p-^N,

spectively.

There

no cross

is

N of occasions
N occasions

of these

.,

Pn^

occasions re-

classification here, since

than one of the events can happen on any one occasion.

no more

Out of
n events will happen
occasions.
+ Pn^= (pi +P2 +
on piN + P2N +
+ Pn)
Hence the probability that one out of the n events happens on
any one occasion is pi +p2 +
+Pn-

iV^

occasions, therefore, one or other of the

.


MULTIPLICATION RULE

576
It should

be observed that the reasoning would lose

the events were not mutually exclusive, for then

if

that on the j9iiV occasions on which the

or

We

more of the others happen.

XXXVI

CH.

first

all force

might be

it

event happens one

shall give the proper formula

in this case presently.

As an illustration of the application of this rule, let us suppose that a

throw is made with two ordinary dice, and calculate the probability that the
throw does not exceed 8. There are 7 ways in which the event in question
may happen, namely, the throw may be 2, 3, 4, 5, 6, 7, or 8 and these ways
are of course mutually exclusive. Now (see 4, Example 1) the probabilities
of these 7 throws are 1/36, 2/36, 3/36, 4/36, 5/36, 6/36, 5/36 respectively.
Hence the probability that a throw with two dice does not exceed 8 is
(l + 2 + 3 + 4 + 5 + 6 + 5)/36=26/36 = 13/18.
;

When

6.]

a set of events

any one of them in no way

is

such that the happening of

affects the

happening of any other,

we say that the events are mutually independent. For such a

of events we have the following Multiplication Rule
Xf the respective probabilities of n independent events he
:

-yPn, the probability that they all happen on

in which all of them are in question is piPi
pn-

Ps,

In proof of this rule we

may

set

pi,

any occasion

reason as follows

Out

of

any large number iV of cases where

Out of these j9iiV
the first event will happen on piN' occasions.
occasions the second event will also happen on p^iPiN^ =PiP2^
there are p^p^N occasions on
so that out of
occasions
all

the events are in question,

and second events happen. Continuing

occasions there are
in this way, we show that out of
jt7ijt?2
PnN occasions on which all the n events happen.
The probability that all the n events happen on any occasion
which both the

is

therefore
It

if

first

Pi.p-i

pn-

should be noticed that the above reasoning would stand

the events were not independent, provided p^ denote the

probability that event 2 happen after event 1 has happened,

the probability that 3 happen after

p^.

and 2 have happened, and

so on.
It
is

must be observed, however, that the probability calculated

then that the events happen in the order

Hence the

following conclusion

1, 2,

3,

.,

w.

5-7 EXAMPLES OF ADDITION AND MULTIPLICATION

If

Cor.

the events 1, 2,

denote the probability of

.,

be interdependent

\,p2 the probability that 2

577

and

pi

happen after

1 has happened, ps the probability that 3 happen after 1 and 2

have happened, and so on, then tlie probability that the events

.,n happen in the order indicated isp^p-i

2,
PnAs an illustration of the multiplication rule, let us suppose that a die is
thrown twice, and calculate the probability that the result is such that the
first throw does not exceed 3 and the second does not exceed 5.
The probability that the first throw does not exceed 3 is, by the addition
rule, 3/6
the probability that the second does not exceed 5 is 5/6. The result
of the first throw in no way affects the result of the second ; hence the
probability that the result of the two throws is as indicated is, by the
1,

multiplication rule, (3/6) x (5/6)

As an example

= 5/12.

of the effect of a slight alteration in the

question, consider the following :

probability that one of the throws does not exceed 3

exceed 5

what is the
and the other does not
:

Since the particular throws are

happens

wording of the

A die has been thrown twice

exceed 5

1st, if

2ud,

the

if

the

first

first

now not

specified, the event in question

throw does not exceed 3 and the second does not

throw is 4 or 5 and the second does not exceed 3.

These cases are mutually exclusive, and the respective probabilities are 5/12
and 1/6. Hence, by the addition rule, the probability of the event in question
is 7/12.

7.]

The

following examples will illustrate the application

of the addition and multiplication of probabilities.

Example

1.

One urn. A, contains m balls, p7i being white, (l-^)m black;

n balls, qn white, {l-q)n black. A person selects one of

another, B, contains

the two urns at random, and draws a ball

calculate the chance that

it

be

and compare with the chance of drawing a white ball when all the
VI + n balls are in one urn.
There are two ways, mutually exclusive, in which a white ball may be
drawn, namely, from A or from B.
The chance that the drawer selects the urn A is 1/2, and if he selects that
urn the chance of a white ball is p. Hence the chance that a white ball is
drawn from A is ( 6, Cor.) ^p. Similarly the chance that a white ball
The whole chance of drawing a white ball is thereis drawn from B is \q.
white

fore

(iJ

+ g)/2.

If all

the balls be in one urn, the chance

Now

(pm-{-qn)l{m-\-n)>

is

{pm + qn)l{m-\-n).

= <[p + q)l2,

2{pjn-\-qn)> = <{p + q) [m+n),

according as
(m-n){p-q)> = <0.
Hence the chance of drawing a white ball will be unaltered by mixing if
either the numbers of balls in A and B be equal, or the proportion of white

according as

balls in
c.

each be the same.

II.

37

578 EXAMPLES OF MULTIPLICATION AND ADDITION CH. XXXVI

If the

number

of balls be unequal,

and the proportions of white be un-

equal, then the mixing of the balls will increase the chance of drawing a

white if the urn which contains most balls have also the larger proportion of
white; and will diminish the chance of drawing a white if the urn which
contains most balls have the smaller proportion of white.

De Morgan* has used a particular case of this example to point out the
danger of a fallacious use of the addition rule. Let us suppose the two urns
to be as follows:

some

(3 wh., 4 bl.)

plausibility reason thus

(4 wh., 3 bl.).

The drawer must

We

might then with

A or B. If he

select either

if he select B, the chance of white is

A., the chance of white is 3/7
Hence, by the addition rule, the whole chance of white is 3/7 + 4/7 = 1.
In other words, white is certain to be drawn, which is absurd. The mistake
consists in not taking account of the fact that the drawer has a choice of urns
and that the chance of his selecting A must therefore be multiplied into his
chance of drawing white after he has selected A. The chance should therefore be 3/14+4/14=1/2.
The necessity for introducing the factor 1/2 will be best seen by reasoning
directly from the fundamental definition. Let us suppose the drawer to make
of times. In the long run the one urn
the experiment any large number

select

4/7.

Hence out of

will be selected as often as the other.

Out of these

JY/2 times.

= JV (3/14)
times.
(3/14

times.

Hence,

+ 4/14)2^

Example

Similarly,

on

the

times.

2.

2^/2 times white will be

we

see that white will

whole,

out

The chance

is

of

2^

iV times

will be selected

drawn from A
be drawn from
white

trials

therefore 3/14

will

(3/7) (^/2)

B 2^(4/14)
be

Four cards are drawn from an ordinary pack of 52

the chance that they be

drawn

+ 4/14.
;

what

is

all of different suits ?

We may

treat this as an example of 6, Cor.

The chance that the
card drawn be of one of the 4 suits is, of course, 1. The chance, after one
suit is thus represented, that the next card drawn be of a different suit is,
since there are now only 3 suits allowable and only 51 cards to choose
from, 3.13/51. After two cards of different suits are drawn, the chance that
the next is of a different suit is 2.13/50. Finally, the chance that the last
card is of a different suit from the first three is 13/49. By the principle just

first

mentioned the whole chance

is

therefore 3.13.2.13.13/51.50.49=133/17.25.49

= 1/10 roughly.
Example

3.

How many

order that the odds

may

times must a man be allowed to toss a penny in

be 100 to 1 that he gets at least one head ?

Let X be the number of

tosses.

The complementary event

to "

one head
and the
result of each toss is independent of the result of every other, the chance of
' all tails " in x tosses is
The chance of one head at least is therefore
(1/2)*.
By the conditions of the question, we must therefore have
1 - (1/2)='.
at least " is " all tails."

Since the chance of a

tail

each time

is 1/2,

1- (1/2)* =100/101;
* Art.

Math.

"Theory

of Probability," ;jcy. Metrop.

(1847), p. 399.

Eepublished 7icy. Pwra

EXAMPLES OF MULTIPLICATION AND ADDITION

579

2* =101,

hence

a;=logl01/log2,
=2-0043/-3010,

=6-6

....

It appears, therefore, that in 6 tosses the

odds are

less

than 100 to

1,

and in

7 tosses more.

Example

A man

tosses 10 pennies, removes all that fall head up;

and again removes all that fall head up and so on.
How many times ought he to be allowed to repeat this operation in order
that there maj' be an even chance that before he is done all the pennies have
been removed?
Let X be the number of times, then it is clearly necessary and sufficient
for his success that each of the 10 pennies shall have turned up head at least
The chance that each penny come up head at least once in x trials is
once.
1 - (1/2)*. Hence the chance that each of the 10 has turned up heads at least
once is {l-(l/2)"^}^<*. By the conditions of the problem we must therefore
4.

tosses the remainder,

have
{l-(l/2)*}io = l/2;
(1/2)*= l-(l/2)iAo = 06697;
.

a;=-log 06697/log2,

= 3-9
Hence he must have 4

very nearly.

trials to secure

A man is

an even chance.

on the following conditions. He

draws twice (replacing each time) out of an urn containing one white and one
black ball. If he draws white twice he wins. If he fails a black ball is added,
he tries twice again, and wins if he draws white twice. If he fails another
black ball is added; and so on, ad infinitum. What is his chance of gaining

Example 5.

to gain a shilling

(Laurent, Calcul des ProhahiliUs (1873), p. 69.)

the shilling?

The chances of drawing white in the various trials are 1/2^, 1/3^,
The chances of failing in the various trials are 1 - 1/2^,
1/n^,
Hence the chance of failing in all the trials
1 - l/ra",
1 - 1/32,
(1 _ i/,i2) ... ad 00
is (1 - 1/22) (1 _ iy32)
.

. ,

Now

.L^4)('4^)-(-.^)
_ L
^
=

{1.3}{2.4}

n{n + l)

The chance

{(n-3) (n -l)}{(-2)n}{(n-l)(n + l)}

12.22...n2

of failing to gain the shilling is therefore 1/2.

'

Hence the chance

of gaining the shilling is 1/2.

We

might have calculated the chance of gaining the

shilling directly,

372

by

580 EXAMPLES OF MULTIPLICATION AND ADDITION CH. XXXVI

observing that
gaining in the
in 1st

it

the

is

sum

first trial;

of the chances of the following events

1,

and gaining in 2nd; 3, failing

and so on. In this way the chance

in 1st

2, failing

and 2nd and gaining in the 3rd

presents itself as the following infinite series:

The sum

must therefore be

of this series to infinity

That

1/2.

this is so

may

be easily verified. The present is one example among many in which the
theory of probability suggests interesting algebraical identities.
6.
A and B cast alternately with a pair of ordinary dice. A
he throws 6 before B throws 7, and B if he throws 7 before A throws
A begin, show that his chance of winning : B's=SO 31. (Huyghens,

Example
wins

if

6.

If

De

Ratiociniis in

Ludo

Alece, 1657.)

Let p and q be the chances of throwing and of failing to throw 6 at a

two dice r and s the corresponding chances for 7.
A may win in the following ways 1, A succeed at 1st throw 2, A fail
His chance is therefore
at 1st, B fail at 2nd, A succeed at 3rd ; and so on.
represented by the following infinite series

single cast with

p + qsp + qsqsp

.=p {l + {qs) + {qs)^ +

=PI(1 -

B may win in
2,

fail at 1st,

His chance

the following ways

fail

at 2nd,

1,

fail at 3rd,

fail at 1st,

^'s chance

For Huyghens' own solution

A coin

7.

= qr{l + (qs) + (qsY +

= qrl{l-qs).

is

tossed

B's=5/36 6
= 30:31.
:

and so on.

m + 1;

m+n

in question happens
.

.},

.;

(n

+ l)th,

hence

31/362,

see Todhunter, Hist. Prob., p. 21.

times {m>n).

consecutive heads appearing

The event
exactly

succeed at 2nd

succeed at 4th

Hence A's chance B^s=p qr.

Now (see 4, Example 1) iJ = 5/36, g = 31/36, r=6/36

Example

.},

therefore

is

qr + qsqr + qsqsqr +

of at least

qs),

if

exactly

is {n

there appear

m+n

Prove that the chance

+ 2)/2"*"*'i.

1st,

exactly

m;

2nd,

consecutive heads.

Now a run of exactly m consecutive heads may commence with the 1st,
Since m>n, there cannot be more
2nd, 3rd, n-lth, nth, n + lth throw.
than one run of m or more consecutive heads, so that the complication due
The chances
and last of these cases are each 1/2"*+^, the chances of the others
1^2"+2^
Hence the chance of a run of exactly m consecutive heads is
2/2"+i
+ (n - 1)/2'+2 = (n + 3)/2^+2.
In like manner, we see that the chance of a run of m + 1 consecutive
heads is (n + 2)/2"'+^; and so on, up to m + 7i-2. Also the chances of a run
of exactly m + n - 1 and of exactly vi + n consecutive heads are l/2'"+'-i and

to repetition of runs does not occur in the present problem.

of the first

1/2W+" respectively.

'

'

7,

PROBABILITY OF COMPOUND EVENTS

Hence the chance ^

_n + 3
P ~ 2+2

of a run of at least

n+2
'''

m heads is given by

2'+3

581

4_

2m-t-

"'"

2n+n+l

1
2'"+"

'

The summation of the series on the left-hand side is effected (sec

chap. XX., 13) by multiplying by (1 - 1/2)2= 1/4. We thus find
4

_n + 3

n+2

ra

+l

2(n+3) _ 2( n + 2) _
2"*+*

2"*+*

n+3
2+4

_ n+3 _n+4
iP ~ 2>n+a 2"'+*

'

2.5

_
'

2"*"'^+^

'

2"*+"+*

2"'+''+^

2"'+"+2

,6.5.4.1

2.4

2V^+n+i ^ 2"*+"+^

'

2'''+''+3

2"*+"+^

1
2"'+"+2

_n + 2
Hence i) = (n + 2)/2^+i.

GENERAL THEOREMS REGARDING THE PROBABILITY OF

COMPOUND EVENTS.
The probability that an event, wJiose probability is p,
8.]
happen on exactly r out of n occasions in which it is in question is
nCrP^q^'^ where q=l p is the probability that the event fail.
The probability that the event happen on r specified occasions
and fail on the remaining n r is by the multiplication rule
j^''^'""'".
2)pqpqq . where there are r p's and n-r qs, that is,
.

Now

the occasions are not specified

may

in other words, the happen-

There are as many

ways of arranging the r happenings and n r failings as there
are permutations of n things r of which are alike and n-r alike,
There are therefore nOr
that is to say, w!/r! (w r)! =6y.
mutually exclusive ways in which the event with which we are
concerned may happen and the probability of each of these is
pTgn-r^
Hence, by the addition rule, the probability in question
ing,

and

failing,

occur in any order.

is nOrP^'q'"'''-

be observed that the probabilities that the event

n, n-1,
times respectively, are the
., 2, 1,
2nd, 3rd,
., {n+ l)th terms of the expansion of {p + q)\

It

will

happen exactly
1st,

Since, if

we make n

trials,

the event must happen either 0,

PROBABILITY OF COMPOUND EVENTS

582
or 1, or

2,

or

,,

times, the

This

ought to be unity.

is

so

sum

of

for, since

CH.

XXXVI

these probabilities

all

p + q = l, (p + qY =

1.

be seen without further demonstration that the proposition just established is merely a particular case of the
It will

following general theorem

If there he m events A, B, G,
must happen on every occasion, and
.

one hut not more of which

if their prohahilities he p, q, r,
respectively, the prohahility that on n occasions
happen

exactly a times,

B exactly

ft

n\p'^q^n

where a +

(3

+y +

the

g'

+r+

term

general

Example

times,
.

C exactly y

.Ia\(3\y\.

times,

is

.,

.-n.

be observed that the expression just written

It should

(^ +

the

expansion

the

of

is

multinomial

.y.

The

1.

in

marked 1, 2, 2, 4, 4, 6;
4 turn up exactly 3, 2, 3 times

faces of a cubical die are

required the probability that in 8 throws

1, 2,

respectively.

By

the general theorem just stated the probability is

Y /ly _ 7.5.2

8!
/ ly /I
312I3lV6y V^y

U/ ~

38

'

= qZ approximately.
Out of n occasions in which an event of probability 2?
2.
on what number of occasions is it most likely to happen ?
have here to determine r so that ^^rP^q^'^ may be a maximum.

Example

is

in

question,

We

Now
Hence the

(?rJP''3"^/nCr-l2''^'2"~'^^

= (w - r + 1) pjrq.

probability will increase as r increases, so long as

{ji-r+l)p>rq,
that

(n +

is,

l)jj>r(p + g),

r<{n+l)p

that is

an integer, = say, then the event will be equally likely to

or on s occasions, and more likely to happen s - 1 or s times

If ()i+ l)jj be

happen on s - 1
than any other number of times.
If {n+l)p be not an integer, and 8 be the greatest integer in
the event is most likely to happen on occasions*.

(ra

+ 1)^, then

* When n is very large, {n-\-l)p differs inappreciably from np. Hence

out of a very large number n of occasions an event is most likely to happen
on pn occasions. This, of course, is simply the fundamental principle of 2,
Cor. 1, arrived at by a circuitous route starting from itself in the first

instance.

pascal's problem

| 8,

583

As a numerical instance, suppose an ordinary die

what is the number of aces most likely to appear?
n = 20;

Here

The most

likely

number

i>

= l/6;

= 3^.

of aces is therefore 3.

The probability that an event happen on at

9.]

of n occasions where

it is

in question

nCrPY-'' + nCr+^p'+Y-'-' +

For an event happens at

exactly r

{n + l)p

thrown 20 times,

is

or exactly

the probability that

it

the probabilities that

exactly w times

r+1

and

+ nCn-iP'^-'q + p\

least
.

r times

happens exactly

by

this,

8,

r,

(1).

happen either
Hence

if it

or exactly

times.

happens at least r times

it

least r out

is

is

exactly

the sum
r+1,
.

of
.,

gives the expression (1).

Another expression for the probability just found may be

deduced as follows
Suppose we watch the sequence of the
happenings and failings in a series of different cases. After we
have observed the event to have happened just r times, we may
:

withdraw our attention and proceed to consider another case;

and so on. Looking at the matter in this way, we see that the
r happenings
.

.,

may

be just made up on the rth, or on the

r+

1th,

or on the nth. occasion.

If the r

happenings have been made up in just s occasions,

then the event must have happened on the sth occasion and on
any r - 1 of the preceding s - 1 occasions. The probability of
this contingency is

,.^Cr-^p'-Y~' = ,.^Cs-rP''(t"''

Hence the
n trials is

probability that the event

p' +

+ r-^,C^p'q'+.

rC^p'-q

=i?'-{l

+ rC^q +

happen at

least r times in

+ n-iGn-rP'Y-"
r+iC.q'

+ _:(7_,^''-'-}

(2).

As the two expressions (1) and (2) are outwardly very different, it may be
well to show that they are really identical. To do this, we have to prove that

=i--'{i+.c.(i)..c.(i)V....<,(i)"-],

FORMULA FOR COMPOUND EVENT

GENJERAL

584

The expression
(1

Now,

as

last written

- g)"-'-{l + g/(l -

may

be readily

is,

up

<7)1

to the (n

with

q, identical

verified,

+n-l'^-r3"-'"+

identity is therefore established.

A and B play a game which must be

A gains any game is p, that B gains

Example.

probability that

chance that

XXXVt

= (1 - g)"-^/(l - 3)= (1 - <?)-'.

(l-q)-'=l+rG^q + r+jC^q^+
The required

- r)th power of

CH.

gains

m games

before

B gains

The issue in question must be decided

The chance required is in fact the chance
of m + n-1, that is, by (1) above,

m + n-1

that

won

l-p = q; what

the

is

the

(Pascal's Problem.)*

ra?

in

either lost or
it

gains

games at the utmost.

m games at least out

(1').
+,n+-iC^p'"3"-l
P^+^-^ + m+n-lG,p^+^-^q+
adopt the second way of looking at the question given above,
.

We might
and thus

arrive at the expression

P^{l+mGiq + m+lG2l'+

'

(2'),

+,n+-2C-i9"-'}

'

for the required chance.

The

10.]

just arrived at

results

may

be considerably-

Let us consider n independent events Ai, A2,

PnAn, whose respective probabilities are pi, 2hi

generalised.
.

.,

In the

contrast to

first place, in

8, 9, let

us calculate the

chance that one at least of the n events happen.

The complementary event is that none of the n events happen.

The probability of this is (1 p^ (1 -p-^ ... (1 -p^^. Hence the
probability that one at least happen

= ^Px-%PiPi-^^PiP-2PzNext

let

'

is

-{-T'^PiPi-

'

-Pn

(1).

us find the probabiliti/ that one and no more of the

events happen.

The

probability that

of the others

happen

is,

the required probability

^Pi(l-P^)(l-P3).

any particular event, say A^, and none

Hence
{1 -ps) ... (1 -pn).

pi{l-p^
is

-i^-Pn)

=:%-2(7i2/?,Jt?2 + 3C,2/?i^2i?3-.
*

(-T~\On-iPiPz.

.pn

(2).

It was first solved for the

p = g by Pascal (1654). The more general result (1') above
was given by John Bernoulli (1710). The other formula (2') seems to be due
to Montmort (1714).
See Todhunter, Hist. Frob., p. 98.

Famous

in the history of mathematics.

particular case

GEKERALlSAl'ION OF PASCAL's PROBLEM

10

For the products two and two arise from -

2jt?i

585

(P2+P3+

+Pn), and each pair will come in once for every letter in it. Again,
the products three and three arise from Spi {p-zPs +PiPi +
)

hence each triad will come in once for every pair of letters that
can be selected from

it

and so

on.

By precisely similar reasoning, we can show that the probability

and no more of the n events happen is

that r

%i?2

'

^r

-Pr+^) (1 -Pr+2)

(1

= ^PiP2-

...

-Pn)

(1

'Pr-r+iCi^PiP2

'

.Pr+1

Pr+i

Pr+s

{-T-\Cn-rPyP2.

+ r+^Gi^PlPl
(

We
n

can

now

Yr+sCs'^PiPi

Pn

(3).

calculate the probability that r at least out of the

events happen.

To do so we have merely to sum all the values of (3) obtained

by giving r the values r, r + 1, r + 2,
., n successively.
In this summation the coefficient of ^pip-2
pr+a is
.

~ )* {r+s^s ~ r+st/_i + r+sCg_2

Now

coefficient is

)*~V+^l + (

the expression within the brackets

is

1)*}.

the coefficient of

+ w)-\ that is to say, in (l+a;Y+''-\ Tliis

Hence the coefficient of ^pip.2
r+s-iOg.
pr+g is

+ ivy+''

af in (1

X (1

~ ) r+8-i^.
The probability that r at

least out of the

n events happen

is

therefore

Pr-rOi^PiP2.
+ r^xC^PlPl

^PlP2.

- )\-^-xG^PlP2

- )'^-\-iCn-rPlP2

.Pr+l

i?r+2

Pr+S

-Pn

(4).

Since the happening of the same event on n different occasions

may be

regarded as the happening of n different events whose

;;;

THIRD SOLUTION OF PASCAL'S PROBLEM

586

probabilities are all equal, the formulae (3)

when pi -p2 =

=pn each

= p,

and

(4)

CH.

XXXVI

above ought,

to reduce to nCrP^q^~^

the expression (1) or (2) of 9 respectively.

If the reader observe that, when p^ ^p^ =

and

=j3n =P,

Pr = nOrP'^, &c. , ho will havB no difficulty in showing

%PiP2
that (3) is actually identical with JJrP''(t~^ in the particular
.

case in question.

The

We

particular result derived from (4)

find, for

more

is

interesting.

the probability that an event of probability

happen r times at

least out of

(-)"-VlC-.i?

left to

(1)

It is not very difficult to transform either of the

expressions of

9 into the one

will

(5).

Here we have yet another expression equivalent to

(2) of 9.

occasions, the expression

now found

and
two

may

the details

be

the reader.

The

Example.

probabilities of three independent events are

]>,

q, r;

required the probability of happening

1st.

2nd.
3rd.

4th,
5th.
6th.

The

results are as follows

6th.

p + q + r-2{pq+pr + qr) + ^pqr;

fq + pr + qr - ipqr
p + q + r-{'pq+'pr + qr)+pqr
pq+pr + qr-2pqr
l-(pq-\-pr-\-qr) + 2pqr',

6th.

1-pqr.

1st.

2nd.
3rd.
Ath..

The

Of one of the events but not more

Of two but not more
Of one at least
Of two at least
Of one at most
Of two at most.

first four are particular cases of preceding formula

mentary to 4 ; and 6
1 1.]

is

complementary

The Recurrence

is

comple-

to " of all three."

or Finite Difference

Method for solving

problems in the theory of probability possesses great historical and

practical interest,

of

it

on account of the use that has been made

some of the most difficult questions in

in the solution of

the subject.

The

spirit of

the method

may

be explained thus.

RECURRENCE METHOD

10, 11

587

Suppose, for simplicity, that the required probability

of one variable

and

let

us denote

it

by

a function

is

Reasoning from

u^.

we deduce a relation connecting the

number of successive values of x\ say the

the data of the problem,

values of for a
relation

/(Mx+2, +:, x)

We

(A).

then discuss the analytical problem of finding a function

Ux which will satisfy the equation (A).

It is

not by any means necessary to solve the equation (A)

completely.

we

that

we know

Since

require

is

a form for

that our problem

m-b

which

definite,

is

same time agree with the conditions of the problem

The

particular cases.
trate the

all

and at the

will satisfy (A)

in certain

following examples will sufficiently illus-

method from an elementary point of

view.

Example 1. A and B play a game in which the probabilities that A and

B win are a and ^ respectively, and the probability that the game be drawn
is 7.
To start with, A has m and B has n counters. Each time the game
is won the winner takes a counter from the loser.
If A and B agree to play
until one of them loses all his counters, find their respective chances of
winning in the end*.
Let Mj. and Uj. denote the chances that A and B win in the end when each
has X counters. If we put 111+%=^, the respective chances at any stage of
the game are u^ and Vp_^.
Consider A'& chance when he has x + l counters. The next round he
The chances of his
3rd, draw the game.
may, 1st, win ; 2nd, lose
ultimately winning on these hypotheses are au^^^ /^"a 7"a;+i respectively.
Hence, by the addition rule,
;

'>

"x+l = "xf 2 + ^"x + 7Wa:+l

we notice that + ^ + 7=! (for the game must be either won, lost, or
drawn), we deduce from the equation just written
aWx+2 - (a + ^) ;^i + ^"a =
(!)
It is obvious that u^=AK'', where A and X are constants, will be a
If

solution of

(1),

provided

a\2-(a + /3)X + /3 =
that

is,

provided

solutions of

of

(1)

X=l
and

(2),

or X = /3/a.

it is

Hence u^=A and Uji.=B {^la)" are both

further obvious that u^=A + B{piaY is a solution

(1).

We
that, if

have now the means of solving our problem, for

we knew two particular values of u^ , say Mq and

u-y

clear

then

from
all

(1)

other

by Huyghens in a particular case; and solved by

See Todhunter, Hist. Prob., p. Gl.

First proposed

James Bernoulli.

it is

PROBLEM REGARDING DURATION OF PLAY

588

values could be calculated

Mj.=4+jB

CH.

XXXVI

by the recurrence formula (1) itself. The solution

two undetermined constants A and J5, is

containing

(/3/a)*,

We may in fact determine

simply by remarking that when A has none of the counters his
and when he has all the counters his chance is 1. We thus have

therefore sufficiently general for our purpose *.

A and B most
chance

is 0,

^+i? = 0, ^ + jB(|3/a)P=l,
^ = aP/(aP-/3P), B--aPl{aP- ^p).

whence

We therefore have
u^ = aP-'= (a* - /3^)/(a' - i3)
and, in like manner,

The chances

at the beginning of the

game

are given

by

M^=a(a'-^)/(aP-|8P),
t7=/3 (a - j8)/(aP - ^^).
Cor. 1.

Ifa=p,

then (see chap, xxv., 12)

The odds on A in this particular case are m to n.

It might be supposed that when the skill of the players
could be compensated by a disparity of counters. There
limit, as the following proposition will show

is

unequal this
however, a

is,

The utmost disparity of counters cannot reduce the odds in A's

favour to less than a-j8 to )3.
For, if we give A 1 counter, and B n counters, the odds in ^'s favour are
a"(a-/3)//3(a-/3") 1; that is, (a-;8)/i3 {1- (^/a)"} 1.
Now, if o>|8, this
can be diminished by increasing n; but, since L (^/a)" = 0, it cannot become
Cor.

2.

than (a - )3)/(3 1, that is, a - j3 /3.

Hence we see that, if A be twice as
any disparity of counters (so long as we

less

B{a=2^), we cannot by
him any at all) make the odds

skilful as

give

in his favour less than even.

Example 2. A pack of n different cards is laid face downwards. A

person names a card and that card and all above it are removed and shown
to him.
He then names another and so on, until none are left. Required
the chance that during the operation he names the top card once at least t.
;

Let M be the chance of succeeding when there are n cards

is

the chance of succeeding

trial the

player

may name

when

n-1; and

there are

the 1st, 2nd, 3rd,

so on.

so that u,j_i

At the

first

or the nth card, the

chance of each of these events being 1/n. Now his chances of ultimately
succeeding in the n cases just mentioned are 1, m_2, _3, . .
u^,
,
.

Hence
M=l/n + M_2/n + w_3/n+

respectively.

We have

+ujn + ujn.

therefore

?lM=l + ttl+W2+
* This piece of reasoning

chap. XXXI.,

may

+M-2

8.

+ Reprint of Problems from

the

(!)

be replaced by the considerations of

Ed. Times,

vol. xlii., p. 69.

EVALUATION OF PROBABILITIES INVOLVING FACTORIALS

From

(1)

we deduce

From

(1)

and

(n-l)-i = l + Mi + W2+-

+ w-3

589

(2).

(2)

-(-l)"n-l = W-2.
that

IS,

n ( - -i) = -

Hence

(-i

- w-o)

(3).

- 1) (m_i - M_2) = - (m_2 - M_3),

{n - 2) (_2 - W_3) = - (tt_3 - _,),
(n

3(3-M2)=-("2-Wl)Hence, multiplying together the

inl (u - w_i)

Since ! =

!,

Mj= J,

last

n-2

equations,

we deduce

= ( - !)- (m3 - ,).

this gives

--i=(-l)"-VI

(4).

Hence, again,

.-i-"-2=(-l)-7(-l)!.

= (-1)1/2!,
-0=1.

t/2-Mi
Ml

From

the last

n equations we derive, by addition,

= 1 - 1/2! + 1/3! -... + (- 1)-Vk1

Introducing the sub-factorial notation of chap,

the result obtained in (5) in the form w=l-ni/n!.

xxiii., 18,

(5).

we may write

see that the chance when n = 8 is -632119.

- l/e= -632121 so that the chance does not
the number of cards reaches 8.

From Whitworth's Table* we

When n=co

the chance

diminish greatly after

is

EVALUATION OF PROBABILITIES WHERE FACTORIALS OF

LARGE NUMBERS ARE INVOLVED.
12.]

In

probabilities

When

many

cases, as

has been seen, the calculation of

depends on the evaluation of factorial functions.

the numbers involved are large, this evaluation,

if pursued
would lead to calculations of enormous length t, and the
greater part of this labour would be utterly wasted, since all

directly,

that

is

required

is

usually the

first

few significant figures of the

The difficulty which thus arises is evaded by the

Stirling's Theorem regarding the approximate value of x^

probability.

use of

Choice and Chance, chap. rv.

t In some cases the process of chap, xxxv., % 11, Examples 2 and 3
useful.

is


EXERCISES XXXIX

590

when X

In

large.

is

its

modern form

CH.

theorem

this

XXXVI

may be

stated thus

(see chap, xxx., 17).

From

this it appears that, if

be replaced by ^{^t^cd)

afe''',

iz;

be a large number, x\ may-

the error thereby committed being

of the order 1/1 2^h of the value of

As an example
ing problem

of the use of Stirling's Theorem, let us consider the follow-

A pack of 4n cards consists

The pack

cards.

x\.

shuffled

is

of 4 suits,

and dealt out

each consisting of n

to four players; required the

chance that the whole of a particular suit falls to one particular player.
chance in question is easily found to be given by

The

p = (3n)Inl/(4w)I.
Hence, by

Stirling's

Theorem, we have

_ V(27r3n) (3n)8"e-J( 2im)ne-"

^~
V(27r4w)(4n)4"e-4

Hence, approximately,

the error being comparable with 1/llwth oip.

2)

Example.

Let

4ra

= V(3tW2)(27/25G)".

= 52, w=13,

23

'

then

= ,y(3 X 3-1416 X 13/2)

This can be readily evaluated by

means

(27/256)i3.

of a table of logarithms.

We

find

^ = 156/101*.
The event

in question

is

therefore not one that

would occur often in the

experience of one individual.

Exercises

XXXIX.

A starts at half-past one to walk up Princes Street; what is the

(1.)
probability that he meet B, who may have started to walk down any time
between one and two o'clock ? Given that it takes A 12 minutes to walk up,
and B 10 minutes to walk down.
A bag contains 3 white, 4 red, and 5 black balls. Three balls are
(2.)
drawn

required the probability

1st,

that all three colours

2nd, that only

two colours ; 3rd, that only one colour, may be represented.

A bag contains m white and n black balls. One is drawn and then a
(3.)
second what is the chance of drawing at least one white 1st, when the first

ball is replaced; 2nd,

when

it is

not replaced?

If n persons meet by chance, what is the probability that they all

(4.)
have the same birthday, supposing every fourth year to be a leap year ?
If a queen and a knight be placed at random on a chess-board, what
(5.)
is the chance that one of the two may be able to take the other ?

EXERCISES XXXIX

12

591

Three dice are thrown show that the cast

each being ^.

(6.)

is

most

likely to be 10 or

11, the probability of

There are three bags, the first of which contains 1, 2, 1 counters,

3 respectively the second 1, 4, 6, 4, 1, marked 1, 2, 3, 4, 6 respectively the third 1, 6, 15, 20, marked 1, 2, 3, 4 respectively.
A counter
is drawn from each bag what is the probability of drawing 6 exactly, and of
drawing some number not exceeding 6 ?
(7.)

marked

1, 2,

are bracketed in an examination, the extreme difference of

marks being

From 2n

(9.)

probability
(10. )

chance
there

men

Six

(8.)

their

is

marked 0, 1, 2,
that the sum of the numbers

A pack

Find the chance that

6.

1st,

one

tickets

is

their
.,

marks are

(2;i- 1), 2 are

find the

2n.

of 4 suits of 13 cards each

is

Find the

dealt to 4 players.

named

that a particular player has no card of a

suit of

all different.

drawn;

suit

2nd, that

which he has no card. Show that the odds against the

trumps is 158,753,389,899 to 1,

dealer having all the 13

(11.)

If I set

two assigned
(12.)

down any r-permutation of n

letters

There are 3 tickets in a bag, marked

and replaced four times in succession

of the numbers drawn is even.
(13.)

letters,

What

is

what

is

the chance that

be adjacent?

1,

show that

2, 3.
it is

the most likely throw with n dice,

ticket is

drawn

41 to 40 that the

sum

when n > 6 ?

Out of a pack of n cards a card is drawn and replaced^ The operarepeated until a card has been drawn twice. On an average how many

(14.)

tion is

drawings will there be

(15.)

Ten

different

numbers, each >100, are selected at random and

is divisible by 2, 3,

multiplied together; find the chance that the product

4, 5, 6, 7, 8, 9,

10 respectively.

undertakes to throw at least one six in a single throw with six

dice; B in the same way to throw at least two sixes with twelve dice; and C
Which has the best chance
to throw at least three sixes with eighteen dice.
(16.)

of succeeding?
ed.

(Solved by Newton; see Pepys' Diarij and Correspondence,

by Mynors Bright,

vol. vi., p. 179.)

be taken to the well every day for 4 years. If the

odds be 1000 1 against its being broken on any particular day, show that the
chance of its ultimately surviving is rather less than J.
(17.)

pitcher

is to

(18.)

Five

men toss a coin in order till

one wins by tossing head ; calculate

their respective chances of winning.

(19. ) A and B, of equal skill, agree to play till one is 5 games ahead.
Calculate their respective chances of winning at any stage, supposing that
the game cannot be drawn. (Pascal and Fermat.)
(20.)

What

are the odds against throwing 7 twice at least in 3 throws

with 2 dice?

is

(21.) Show that the chance of throwing doublets with 2 dice, 1 of which
loaded and the other true, is the same as if both were true.

EXERCISES XXXIX

592

CH.

XXXVI

A and B

throw for a stake; A's die is marked 10, 13, 16, 20, 21, 25,
The highest throw is to win and equal throws
nothing show that A'b chance of winning is 17/33.

(22.)

and B'3

5, 10, 15, 20, 25, 30.

to go for

A pack

n red, n black, is divided at random into 2 equal

and a card is drawn from each find the chance that the 2 drawn are
of the same colour, and compare with the chance of drawing 2 of the same
colour from the undivided pack.
(23.)

of 2n cards,

parts

(24.) 4m cards, numbered in 4 sets of m, are distributed into m stacks of

4 each, face up find the chance that in no stack is a higher one of any set
above one with a lower number in the same set.
;

Out

(25.)

m men

of

in a ring 3 are selected at

chance that no 2 of them are neighbours

If

(26.)

that the

random

show that the

is

(m-4)(m-5)/(m-l)(m-2).
men and b women, prove that the chance

things be given to a

number

received by the group of

{4(6

men

is

odd

is

+ a)'"-|(6-o)}/(6 + a)"'.
(Math. Trip., 1881.)

A and B

each take 12 counters and play with 3 dice on this condition, that if 11 is thrown A gives a counter to B, and if 14 is thrown B gives
a counter to A and he wins the game who first obtains all the counters.
Show that ^'s chance is to B'a as
(27.)

244,140,625

282,429,536,481.

(Huyghens.

A and B

(28.)
if

is

play with 2 dice

if

See Todh., Hist. Prob.,

7 is

thrown A wins,

if

10

p. 25.)

wins,

any other number the game is drawn. Show that A's chance of winning
to B's as 13 11.
(Huyghens. See Todh., Hist. Prob., p. 23.)
:

In a game of mingled chance and skill, which cannot be drawn, the

odds are 3 to 1 that any game is decided by skill and not by luck. If A
beats B 2 games out of 3, show that the odds are 3 to 1 that he is the better
player.
If B beats C 2 games out of 3, show that the chance of .4's winning
3 games running from C is 103/352.
(29.)

There are

posts in a straight line at equal distances of a yard

from any one and walks to any other; prove that the
average distance which he will travel after doing this at random a great
(30.)

A man

apart.

many

starts

is ^{m + 1) yards.
The chance of throwing / named

times

(31.)

faces in

casts with

a,

p + 1- faced

die is

j(p +

l)n_Zpn+/(/_j)(p_l)n_

.|

^(p +

l)n.

(Demoivre, Doctrine of Chances.

n cards be thrown into a bag and drawn out successively, the

chance that one card at least is drawn in the order that its number indicates
(32.)

If

is

1-1/21 + 1/3!.
.
(-l)-V/i!.
as the Treize Problem. It was originally solved by
.

(This

is

known

Montmort and

Bernoulli.)

VALUE OF AN EXPECTATION

13

A and B

play a game in which their respective chances of winning

They start with a given number of counters p divided between
each gives up one to the other when he loses and they play till one

(33.)

are a

and

them

is

593

/3.

Show

mined.

made

to compensate for
than the positive root of the equation
large, show that, to a second approximation, this

that inequality of counters can be

ineriuality of skill, provided a/|3 is less

xP - 2xP-^ + 1 = 0.
root is 2

It

phe

2^- 1^.

MATHEMATICAL MEASURE OF THE VALUE OF AN EXPECTATION.

If a

13.]

man

were asked what he would pay

for the

and no more, with the

understanding that he is to receive 50 if the coin turn up head,
and nothing if it turn up tail, he might give various estimates,
according as his nature were more or less sanguine, of what is
privilege of tossing a halfpenny once

sometimes called the value of his expectation of the sum of 50.

It is obvious, however, that in the case where only one trial
is

to be allowed the expectation has in reality no definite value

whatever

the

player

and no more can be

may

get

50

he

or

may

get nothing

said.

game a large
same sum each time
for his privilege, then it will be seen that 25 is an equitable
payment to request from the player; for it is assumed that
If,

however, the player be allowed to repeat the

number of times on condition of paying

the

the

game

will

turn up heads and tails equally often

to be so conducted that, in the long run, the coin

is

that

is

to say, that

number of games the player will win about as

often as he loses.
With the above understanding, we may speak
of 25 as the value of the player's expectation of 50
and it
will be observed that the value of the expectation is the sum
expected multiplied by the probability of getting it.
This idea of the value of an expectation may be more fully
in a very large

illustrated

by the case of a

lottery.

are prizes of the value of a, b, c,

of obtaining which

abilities

Let us suppose that there

.

. ,

the respective prob-

by means of a

single ticket are

were held a large number iV^ of

p,
times, the holder of a single ticket would get a on
q, r,

If the lottery

pN

c.

II.

38

ADDITION OF EXPECTATIONS

594
h on

occasions,

qN occasions,

rN occasions,

c on

the holder of a single ticket in each of the

qNb + rNc + ...).

XXXVI

CH.

lotteries
is

Hence

would get

pay the same

If,

therefore,

he

price t for his ticket each time,

we ought

to have, for equity,

,{pNa +

Nt =pNa + qNb + rNc +

that

to

is,

Hence the

= pa +

qh +

price of his ticket

is

rc+

made up

of parts corresponding

to the various prizes, namely, pa, qh, re,

These parts are

; and

called the values of the expectations of the respective prizes

rule that the value of the expectation of

we have the

a sum of

money is that sum multiplied hy the chance of getting it.

The student must, however, remember the understanding
upon which this definition has been based. It would have no
meaning if the lottery were to be held once for all.

Example.
throws ace the
quarter that

sum

and is to receive 20s. if he

throw half that sum if he throws ace the second throw;
he throws ace the third throw and so on. Eequired the

player throws a six-faced die,

first
if

value of his expectation.

The player may get 20, 20/2, 20/2^, 20/2^,

sums are 1/6, 5/6^, 5^/6^, 5^/6-*,
.

getting these

shillings.
.

His chances of

Hence the

respective

values of the corresponding parts of his expectation are 20/6, 20 5/6^ . 2,

20 52/6^. 22, 20 . 5'/6*. 2"S . . . shillings. The whole value of his expectation
.

is

therefore

{'4HHyKAy- --} 47(-A)=f

that

is,

5s.

S^d.

14.] It is important to notice that the rule which directs

us to add the component parts of an expectation applies whether

the separate contingencies be mutually exclusive or not.

Thus,

be the whole probabilities of obtaining the

if pi, p^, ps,
separate sums ai, a^, 3,
., then the value of the expectation
.

+ p-jjiz + Pad's +
> ^ven if the expectant may get more
than one of the sums in question. Observe, however, that pi must

is

piai

be the whole probability of getting

getting the

sum

a^,

that

is,

the probability of

ai irrespective of getting or failing to get the

other sums.
If the expectant

may

get any

number

of the

sums

ai, a^,


^
.

13-15
.

.,

ADDITION OF EXPECTATIONS

695

an,VTe might calculate his expectation by dividing

the following mutually exclusive contingencies:

+ aa, tti + tfs, &c. cti + a^ + ch, &c.

Hence the value of his expectation is

Oi

...

2a,pi (1 -^a) (1 -ps)

(1

ai, a^,

aa

into

it
.

Un',

-pn)

+ 2 (ai + a2)piP2 (1 -ps) ... (1 -pn)

+ 2 (! + aa + o.^PiV^V^ (1 -^4) ... (1 -i?n)
+

By

(!

tta

n)i'lP2i?3

i?.

the general principle above enunciated the value in

question

is also

The comparison

"Za^px.

of the values gives a

may

curious algebraic identity, which the student

verify either

in general or in particular cases.

A man may

Example.

The chance

sums a and 6.
Eequired the value of

get one or other or both of the

of getting a is y,

and of getting

h is q.

his expectation.

He may

get a alone, or 6 alone, or a + &

and the respective chances are

Hence the value of his expectation is op (1 - q)
+ 6g(l-2)) + (a + 6)pg, which reduces to ap + bq, as it ought to do by the

p (1 - g), q

(1

-p), pg.

general principle.

N.B. If the man were to get one or other, but not both of the sums a
and 6, and his respective chances were p and q, the value of his expectation
would still be ap + bq; hutp and g would no longer have the same meanings
as in last case.

LIFE CONTINGENCIES.
15.]

The

best example of the mathematical theory of the

is to be found in the valuation of benefits

which are contingent upon the duration or termination of one or
more human lives. The data required for such calculations are
mainly of two kinds 1st, knowledge, or forecast as accurate as

value of expectations

may

be, of the interest likely to

capital

on good and

regarding the average duration of

in

what are

The

human

2nd, statistics

life,

usually embodied

the

arrangement of

called Mortality Tables.

table printed

below

mortality statistics most

life

be yielded by investment of

easily convertible security

contingencies

illustrates

commonly used

in the calculation of

382

MORTALITY TABLE

596

The IP' Table of the

Age.

Decrement,

Age.

Living.

Age.

Number
Living.

dx

Ix

d^

490
397
329
288
272
282
318
379
466
556
609
643
650
638
622
617
618
634
654
673
694
706
717
727
740
757
779
802
821
838

40
41
42

82,284
81,436
80,582
79,717
78,830
77,919
76,969
75,973
74,932
73,850
72,726
71,566
70,373
69,138
67,852
66,513
65,114
63,652
02,125
60,633
58,866
57,119
55,289
53,374
51,373
49,297
47,156
44,960
42,717
40,443

848
854
865
887
911
950
996
1041
1082
1124
1160
1193
1235
1286
1339
1399
1462
1527
1592
1667
1747
1830
1915
2001
2076
2141
2196
2243
2274
2319

In the

first

Opposite 10

is

43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69

XXXVI

Institute of Jctuarics.

Number

Decrement.

10 100,000
11
99,510
12
99,113
13
98,784
14
98,496
15
98,224
16
97,942
17
97,624
18
97,245
19
96,779
20
96,223
21
95,614
22
94,971
23
94,321
24
93,683
25
93,061
26
92,444
91,826
27
28
91,192
29
90,538
30
89,865
31
89,171
32
88,465
33
87,748
34
87,021
35
86,281
36
85,524
37
84,745
38
83,943
39
83,122

CH.

Number

Decre-

Living.

ment.

dx

70

38,124
35,753
33,320
30,823
28,269
25,691
23,164
20,700
18,326
16,068
13,930
11,915
10,032
8,313
6,768
5,422
4,284
3,343
2,570
1,955
1,460
1,052
723

469
274
135
49

2371
2433
2497
2554
2578
2527
2464
2374
2258
2138
2015
1883
1719
1545
1346
1138
941
773
615
495
408
329
254
195
139
86
40

71

72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91

92
93
94
95
96
97
98

column are entered the ages

10,

11, 12,

number 100,000 of children

tenth birthday; opposite 11 the number of these
eleventh birthday opposite 12 the number that

entered an arbitrary

that reach their

that reach their

reach their twelfth birthday; and so on. We shall denote these

In a t^^ird column are entered the
numbers by ko, hi, liz,

"decrements," of the numbers in the second

It is obvious
column these we shall denote by c?io, dn, c?i2,
that d^ gives the number out of the 100,000 that die between
It is impossible here to discuss
their wth. and x + 1th birthdays.

differences,
;

or

the methods employed in constructing a table of mortality, or

USES OF MORTALITY TABLE

15, 16

597

we merely remark that in

any calculation the assumption made is that the
lives dealt with will fall according to the law indicated by the
numbers in the table. This law, which we may call the Law of

to indicate the limits of its use

applying

Mortality,
itself

for

X and

in

it

of course only imperfectly indicated

is

although we are told that

we

1,

are not told

how

dj.

by the table

die between the ages of

these deaths are distributed

sufficient to

For rough purposes it is

assume that the distribution of deaths throughout

each year

uniform

throughout the intervening year.

is

although the variation of the decrements

from one part of the table to another shows that uniform

decrease*
16.]

by no means the general law of mortality.

is

By means

of a Mortality Table a great

many interesting

may be

solved which do

problems regarding the duration of

life

not involve the consideration of money.

The

following are

examples.

Example 1. By the probable duration n of the life of a man of m years

meant the number of years which he has an even chance of adding

of age is
to his

life.

general

must

To

find this

number.

hypothesis we have

By

imWn=l/2- Hence i^^^=i^/2. IJ2 will in

between two numbers in the table, say Ip and Zp+, . Hence tn-^n
between jp and p-\-\. We can get a closer approximation by the

lie

lie

rule of proportional parts (see chap. xxi.

Example

man

of

To

2.

m years

find the

13).

"mean duration"

or " expectancy of

life

" for a

of age.

meant the average J'T (arithmetical mean) of the number of

life enjoyed by all men of m years of age.
Let us take as specimen lives the /^ men of the table who pass their mth
suppose them all living at a particular epoch and trace their
birthday

By

this is

additional years of

lives till

they

all die.

In the first year l^- l^^i die. If wo suppose these deaths to be equally
distributed through the year, as many of the l^ - Z^+j will live any assigned

amount over half a year

Hence the l^ - l^+i lives

as will live by the

same amount under

half a year.

that have failed will contribute ^ (Z^ - Z^+j) years to

of the l^ specimen lives. Again, each of the Z^i who live

the united life

through the year will contribute one year to the united life. Hence the
whole contribution to the united life during the first year is ^(Zto-Z^^j)
= i('n + Wi)- Similarly, the contribution during the second year is
+
+ ^m+i) ; *^ so o- Hence the united life is
h(

Wi
Wi

H^m+Wl)+MWl + W2)+
*

=i^m + Wl+'m+s+

Demoivre's hypothesis.

(1),

EXAMPLES

598

CH.

XXXVI

the series continuing so long as the numbers in the table have any significant
value.
If

we now

mean

for the

divide the united

by the number of original

life

^=H(Wl + W2+
Owing

lives,

we

find

duration

)llm

(2).

assumption regarding the uniform distribution of deaths over

is of course merely

to our

the intervals between the tabular epochs, this expression

an approximation.

A and

B, whose ages are a and b respectively, are both

epoch ; find the chance that A survive B.
The compound event whose chance is required may be divided into
mutually exclusive contingencies as follows:

Example

3.

living at a particular

1st.

B may

2nd.

die in the first year,

and

second

survive

,,

and so on.

The

1st contingency

may

be again divided into two

A and B may both die within the year, B dying first

B may die within the year, and A live beyond the year.

(a)
(j3)

B both die within the first year is (Z - Z^^j)

Since the deaths are equally distributed through the year, if

The chance that A and

ih ~

^b+i) I ^ah-

and B both die during the year, one is as likely to survive as the other
hence the chance of A surviving B on the present hypothesis is J. The
chance of the contingency (a) is therefore (la~^a+i){h~^b+i)l^^ah' ^^^
chance of (/3) is obviously la+i{h~h+i)l^ah'
Hence the whole chance of the 1st contingency, being the sum of the
chances of (a) and (/3), is (la + la+iWb-^}H-i)l^hhIn like manner, we can show that the chance of the 2nd contingency is

(h+l + ^af 2) (^6+1 - h+i)l^lah

Hence the whole chance that

survive

B is given by

Sa,h={{h+h+l){h-lh+l) + {^<^l + la+2Wh+l-lh^^}+-

}mah

'

(!)

have no difficulty in seeing that (1) may be written in the

following form, which is more convenient for arithmetical computation

The reader

will

r=oo

^a,h = \+{

where
of

00

l^ is

2
r=l

(^6+r-]

- 'fc+r+i)

iJb+i}l^lJb

(2),

stands for the greatest age in the table for which a significant value

given.

If

we denote by

If

a=b,

it will

S^^^ the chance that

be found that

(2)

gives

survive A,

fif^j,=

l/2

as

we
it

have, of course,

ought to do.

Let US now consider the following money problem in

life contingencies
What should an Insurance Office ask for
undertaking to pay an annuity of SA to a man of m years of age.
17.]

ANNUITY PROBLEMS

17

AVERAGE

ACCOUNTING

599

payment to he made w + 1 years hence*, the second w + 2

and so on, for t years, if the annuitant live so long.
We suppose that the office makes no charges for the use of
the shareholders' capital, for management, and for "margin" to
the first

years hence ;

cover the uncertainty of the data of even the best tables of

Allowances on this head are not matters of pure

mortality.

and

calculation,

differ in different offices, as is well

We

known.

suppose also that the rate of interest on the invested funds of

tlie office is

i per 1, so that the present value, v, of 1 due

is 1/(1 + i).
The solution of the problem is then

one year hence

a mere matter of average accounting.

Let nim denote the present value of the annuity; and let
office sells an annuity of the kind in

us suppose that the

question t to every one of l^

be

all

The
hand,

men

of

years of age supposed to

living at the present date.

will

On

receives at once n|mC pounds.

office

it

the other

be called upon to pay

n+

w+

\,

2,

n+

Reducing all these sums to present

and balancing outgoings and incomings on account of the
lives, we have, by chap, xxii., 3,

years hence respectively.

value,
Im

n\t(^m''m

tni+n+l

'^

"^

^ni+n+2

t(++{.

"W

Hence
n\tO'm

\V^^ 'm+n+1

- -y" 2
The same

'*^"

4+n+2

+ 'W""^

lm+n+t)/lm>

;++,. 'yV/,^

result

(1).

might be arrived at by using the theory of

expectation.

This is

what

is

meant by saying that the annuity begins

to

run n years

hence.

t The annuity need not necessarily be sold to the person ("nominee")

on whose life it is to depend. The life of the nominee merely concerns the
definition of the "status" of the annuity, that is, the conditions under
which it is to last.

PEOBLEMS SOLVABLE BY ANNUITY TABLE

600

The annuity whose value we have

CH.

XXXVI

just calculated would be

technically described as a deferred temporary annuity.

an immediate temporary annuity, that is,

and continue for t years provided

If the annuity be
if it

commence

to run at once,

we must put n-^.

we have

the nominee live so long,

actuarial notation,

dm 2 ^m+r^

Then, using the

Ihn

(2).

r=l

If the annuity be complete, that

whole

life

long as the terms of

we may
annuity

is, if

it is

to run during the

summation must be continued as

the series have any significant value this

of the nominee, the

is

or

by putting t=

indicate

Then, according as the

<x>.

not deferred, we have

is

a,
I

= -y" 2

In+n+r 'O^jlm

(3).

r=l
r=oo

0'm=

Im+rV^jlm

(4;).

r=l

18.]

The

function am, which gives the value of an im-

mediate complete annuity on a

life

of

years, is of fundamental

importance in the calculation of contingencies which depend on

a single

life.

of mortality,

Its values have been deduced from various tables

and tabulated. By means of such tables we can

readily solve a variety of problems.

\tdm, nit^m

cau

Thus, for example, nia^,

bc found from the annuity tables; for we

all

have

as the reader

n|<^m~'P 'vi+ndm+n/'m

(5)

Oim

(6)

V^

im+n dm+n ~

It^m

n\tdm

may

These results

means

'^

Li+t

easily verify

may

Cl'vi+t/l'm.

'^

l'm+n+tdm+n+t)l'm

by means of formulas

also be readily established

\J)

(1) to (4).

priori by

of the theory of expectation.

Let us next find ak,m ths present value of an im 19.]

mediate complete annuity of 1 on tlie joint lives of two nominees
years of age respectively.
ofk and

Jhe understanding here

is

that the annuity

is

to be paid sp

17-19 SEVERAL NOMINEES

METHOD OF EXPECTATIONS

long as both nominees are living and to cease

them dies.
The present values
.

when

601

either of

of the expectations of the 1st, 2nd, 3rd,

instalments are

Hence we have
0'k,m= (vlk+llm+l

"^

4+2 im+2 +

-j/'kimi

r=oo

= 2 V^lk+rL+r/Um

(l).

r=l

we

Just as in 18,

obviously have

n\(^k,m~'^ (fk+n m+n 'k+n 'm+n/'k

,

I'm

>

(^k,m~'^ <^fc+,m+t 4+t 'm+trklm

n\t^k,m {'^ ^k+n m+n 'k+n 'm+n
\t(^k,m

V
and

it will

now be obvious that

dk+n+t m+n+t
,

all

''k+n+t ^m+n+t)/ik Im

these formulae can be

easily-

extended to the case of an annuity on the joint lives of any

number

of nominees.

Tables for

them with
Example

ajs,,^

tables for
1.

last survivor of

To
two

have been calculated; and, by combining

,, a large number of problems can be solved.

find the present value of

lives

m and n,

an immediate annuity on the

usually denoted by a,-^.

Let Pr, q^ be the probabUities that the nominees are living r years after
the present date ; then the probability that one at least is living r years
hereafter

is

Pr + 'lr~Pr1r-

Hence
a;;:;;,

= Sy''

p^ + ?r - Pr^r)y

-Z.v'-pr

+ SVg^ - 2 '>,.(?,

This is also obvious from the consideration that, if we paid an annuity

on each of the lives, we should pay 1 too much for every year that both
lives were in existence.

Example 2. Find the present value a^, , of an annuity to be paid so

long as any one of three nominees shall be alive, the respective ages being
fe,

m,

n.

chances that the respective nominees be alive after

J Pg, Qg, Tg be the

years, then

at:^ = 2j)H1 -

(1

-P,)

(1

-?,)

(1 -',)}

= 2i; (i)g + g, + r, - (Z/g - rg pg - i),^, + jj,g,r,),

= ak + '^m + '^n- <^m,n- <^n,k - <^k,m + ^k.tmnThe numerical

pn

solution of this problem would require a table of annuities

some other means of calculating a^^ ,^

three joint lives, or

^^


LIFE INSURANCE PREMIUM

602
20.]

nature

insurance

contract of

man

office,

insurance

life

make

agrees to

on condition that the

CH.

the following

of

is

XXXVI

payments to an
pay at some stated

certain
office

time after his death a certain sum to his

As

heirs.

regards

may pay

he enters into the contract knowing that he

A,

less or

more than the value of what his heirs ultimately receive according as he lives less or more than the average of human life his
advantage is that he makes the provision for his heirs a certainty,
;

so far as his life is concerned, instead of a contingency.

regards the

office, it is

their business to see that the charge

As
made

such that they shall not ultimately lose

for J.'s insurance is

if

they enter into a large number of contracts of the kind made

but, on the contrary, earn a certain percentage to cover
with
;

expenses of management, interest on shareholders' capital, &c.

The usual form of problem is as follows

What annual premium Pm must a man of m years of age pay
:

{in advance)
office

during all the years of his

sum of 1

shall pay the

on condition that the

life,

to his heirs

at the end of the year in

which he dies?

Pm

is

office

"net premium," that

to be the

allowance made
insures

is,

L lives

of

years,

and

let

we suppose no

Suppose that the

for profit, &c., to the office.

us trace the incomings

The office
and outgoings on account of these lives alone.
receives in premiums XP^L, Pmlm+i, ... at the beginning
It pays out on lives
years respectively.
of the 1st, 2nd,
failed {L-lm+i), (^+1-^2), ... at the end of the 1st,
.

2nd,

years respectively.

we must have, when

Hence, to balance the account,

these

all

sums are reduced

to present

value,

Pm{lm + lm+if^ + L+2V^+

= {L - L+i) V +

{Im+i

- L+2) V" + {L+2 -

lm+3) V*

(1),

the summation- to be continued as long as the table gives significant values of

Since dm =

4-

lm- L+i we deduce from

,

"*

(1)

L+ Im+lV + L+2V^ +


^ 20,

21

RECURRENCE METHOD FOR ANNUITIES

Dividing by

we deduce from

i,

= V + v{lm+iV +

603

(1)

lrn+2V'+

.)/lm

Hence

Fm = v-aJ{l+am)

(3).

shows that the premium for a given life

can be deduced from the present value of an immediate comIn other words, life insurance
plete annuity on the same life.

The

last equation

premiums can be calculated by means of a table

21.]

of

life

annuities.

It is not necessary to enter further here into the

details of actuarial calculations

but the mathematical student

take a glance at two methods which are in

will find it useful to

use for calculating annuities and

life

insurances.

They

are good

specimens of methods for dealing with a mass of statistical

information.

Recurrence MetJiod for Calculating Life Annuities.

The reader

will

have no

difficulty in showing,

by means of

the formulae of 17, that

am = v{l+

From

this it follows that

a;+i) lm+\llm.

we can

(l).

calculate the present value

of m years from the present value on a life

might therefore begin at the bottom of the
table of mortality, calculate backwards step by step, and thus
of an annuity on a
of

life

w + 1 years. We

gradually construct a

life

annuity table, without using the com-

plicated formula (4) of 17 for each step.

employed to
by a given amount.

similar process could be

two joint

lives differing

calculate a table for

Columnar or Commutation Method.

Let us construct a table as follows
In the 1st column tabulate 4
2nd
d^;

3rd

v"4 = D^, say

4th

'^^^dx=C^,sa.Y.

COMMUTATION METHOD

CH.

XXXVI

Next form the 5th column by adding the numbers

in the

604

3rd column from the bottom upwards.

in the 5th

In other words, tabulate

column the values of

Nx = Dx+i + Dx+1 + Dx+z +
manner, in the 6 th column tabulate
.

In like

Mx = Cx+

+ Cx+2 +

Cx+i

All this can be done systematically, the main part of the

labour being the multiplications in calculating

From a

premiums with great

life

we can

table of this kind

Bx and

C4,.

and

calculate annuities

Referring to the formulae above,

ease.

the reader will see that we have

a,

\tam

- J^JDm

(2)

= {Nrr, - Nm+t)/Dm

(4)

Frn^MJNm-,

(6).

In the foregoing chapter the object has been to

illustrate as many as possible of the elementary mathematical
methods that have been used in the Calculus of Probabilities
22.]

and at the same time to indicate practical applications of the theory.

All matter of debatable character or of doubtful utility has
Under this head fall, in our opinion, the

been excluded.

theory of a priori or inverse probability, and the applications to

The very meaning of some of the prothe theory of evidence.
positions usually stated in parts of these theories seems to us to

Notwithstanding the weighty support of Laplace,

and others, we think that many of the
Morgan,
Poisson, De
criticisms of Mr Venn on this part of the doctrine of chances

be doubtful.

The mildest judgment we could pronounce

would be the following words of De Morgan himself, who seems,
"My own impression, derived
after all, to have "doubted":
from this [a point in the theory of errors] and many other cirare unanswerable.

cumstances connected with the analysis of probabilities,

mathematical results have outrun their interpretation*."
*

"An

Essay on Probabilities and on

that

their Application to Life Contin-

gencies and Insurance Ollices " (De Morgan),

p. xxvi.

is,

Cabinet Cyclopcsdia, App.,

GENERAL REMARKS REFERENCES

22

21,

The reader who wishes

the elementary works of

605

for further information should consult

De Morgan

(just quoted) and of Whitworth {Choice and Chance) ; also the following, of a more advanced
character
Laurent, Traite du Calcul des Prohabilites (Paris,
:

1873)

bilities,"

Vorlesungen iiber

Wahrscheinlichkeitsrechnung

1879); Articles, "Annuities," "Insurance," "Proha-

(Leipzig,

The

Meyer,

Encyclopaedia Britannica, 9th edition.

classical

d' Analyse

sur

les

works on the subject are Montmort's Essai

Jeux de Hazards, 1708, 1714 James Bernoulli's
;

Demoivre's Doctrine of Chances, 1718,

Laplace's Theorie Analytique des Prohabilites, 1812,

Ai's Conjectandi, 1713

1738, 1756

and Todhunter's History of the Theory of Probability,

The work last mentioned is a mine of information on all
1865.

1820

parts of the subject

a perusal of the preface alone

will give

the

reader a better idea of the historical development of the subject

than any note that could be inserted here.

Suffice it to say that

few branches of mathematics have engaged the attention of so

many

distinguished cultivators,

and few have been

so fruitful of

novel analytical processes, as the theory of probability.

Exercises XL.
(1.)

drawn

bag contains 4 shillings and 4 sovereigns.

Three coins are

find the value of the expectation.

A bag contains 3 sovereigns and 9 shillings. A man has the option,

drawing 2 coins at once, or, 2nd, of drawing first one coin and afterwards another, provided the first be a shilling. Which had he better do?
One bag contains 10 sovereigns, another 10 shillings. One is taken
(3.)
out of each and placed in the other. This is done twice ; find the probable
value of the contents of each bag thereafter.
A player throws n coins and takes all that turn up head aU that
(4.)
do not turn up head he throws up again, and takes all the heads as before
and so on r times. Find the value of his expectation and the chance that
all will have turned up head in r throws at most.
(St John's Coll., Camb.,
(2.)

1st, of

1870.)
(5.)

Two men throw

for a guinea, equal throws to divide the stake.

when his turn comes, uses a die marked

thereby increases the value of his expectation

uses an ordinary die, but B,

2, 3, 4, 5, 6,

show that

by 5/18ths.
(G.)

The Jeu

des

Noyaux was played with 8

discs, black

on one side and

EXERCISES XL

606

CH.

XXXVI

white on the other. A stake S was named. The discs were tossed up by the
player; if the number of blacks turned up was odd the player won S, if all
were blacks or all whites he won 2S, otherwise he lost S to his opponent.
Show that the expectations of the player and opponent are 1315'/256 and
125S/256 respectively. (Montmort. See Todh., Hist. Prob., p. 95.)
A promises to give B a shilling if he throws 6 at the first throw
(7.)
with 2 dice, 2 shillings if he throws 6 at the second throw, and so on, until
a 6

is

Calculate the value of B's expectation.

thrown.

A man

(8.)

number

is

allowed one throw with 2 ordinary dice and

of shillings equal to the greater of the two

is

to gain a

numbers thrown

what

ought he to pay for each throw ? Generalise the result by supposing that
each die has n faces.
A bag contains a certain number of balls, some of which are white.
(9.)
I am to get a shilling for every ball so long as I continue to draw white only

But an additional ball not white

(the balls drawn not being replaced).
having been introduced, I claim as a compensation to be allowed to replace
every white ball I draw. Show that this is fair.
A person throws up a coin ji times for every sequence of m (m > n)
(10.)
heads or vi tails he is to receive 2 - 1 shillings prove that the value of his
;

expectation

is

n(M + 3)/4

shillings.

A manufacturer has n sewing machines, each requiring one worker,

(11.)
and each yielding every day it works q times the worker's wages as net profit.
The machines are never all in working order at once and it is equally likely
or any number of them, are out of repair. The worker's
that 1, 2, 3,
wages must be paid whether there is a machine for him or not. Prove that
the most profitable number of workers to engage permanently is the integer
(Math. Trip., 1 875.)
next to nqliq + 1) - 4
A blackleg bets 5 to 4, 7 to 6, 9 to 5 against horses whose
(12.)
chances of winning are f ^, ^ respectively. Calculate the most and the
least that he can win, and the value of his expectation.
The odds against n horses which start for a race are o 1 ; a + 1 1
(13.)
Show that it is possible for a bookmaker, by properly
., a + n-1 :1.
laying bets of different amounts, to make certain to win if n>(a + l) (e + 1),
and impossible iin<.a(e- 1), where e is the Napierian base.
If Ap denote the value of an annuity to last during the joint lives
(14.)
of p persons of the same age, prove that the value of an equal annuity, to
continue so long as there is a survivor out of n persons of that age, may be
found by means of the formula
;

. ,

n(n-l)

n^i(15.)

21

n(n-l)(-2)
2T

3f

-^8

^
-^n'

a number of married couples, the husbands being m years of

n years of age. "What is the number of living pairs, widows,

is

age, the wives

widowers, and dead pairs after t years ?

Work out the case where M=500, m=40, ra=30.
(16.)

If So, 6

have the meaning of

2^o'6'^a,6

16,

show that

- ^h+lh+l^a+U b+1 = ('o + 'o+l) ih - ^b+l)'

EXERCISES XL

22
(17.)

men

of 90

Find the probability that a

and 95 respectively.

man

607

of 80 survive one or other of

two

denote the present value of an immediate complete

If j,,,,
(18.)
annuity of 1 on the joint lives of a set of men of I, m, n,
years of age
respectively, show that the present value of an immediate annuity of 1
which is to continue so long as there is a survivor out of k men whose ages
are I, m, n, . . . respectively is
.

(19.)

What annual premium must

m and w
them may enjoy an annuity of

a married couple of ages

respectively pay in order that the survivor of

1 when the other

dies?

to insure a sum to be paid n years

he dies within that time.
Show how to calculate the annual premium for insuring a sum which
(21.)
diminishes in arithmetical progression as the life of the nominee lengthens.
An annuity, payable so long as either A (m years of age) or B (n
(22.)
years of age) survive C (p years of age), is to be divided equally between A
and B so long as both are alive, and is to go to the survivor when one of
them dies. Show that the present values of the interests of A and B are
(20.)

Calculate the annual

premium

hence, or on the death of the nominee,

and

if

n-im,n-n,P + in,,P

respectively.
(23.)
is r,

If the population increase in a geometrical progression

show that the proportion of men of n years

of the

community taken

at

random

of age in

is ('n/")/2 (^n/^")-

any

whose

large

ratio

number

RESULTS OF EXEBCISES.
I.

504000.

(2.)

(19C4 inCi

+ 1^G^

1210809600. (3.) 720. (4.) 12. (5.) 6.

(8.) 5040;
64864800. (9.) 1235520. (10.) 6188; 3003; 3185. (U.) 408688; 18 ways of
setting together on the front, 10 ways of setting at equal distances all round.
(1.)

(12.)

J2C3 9C1

+ 17C4

12^2 gC^ + 16C4 12^1 9C3 + ,5(74 gC^)^P^.

(16.) 1814400, if
(".) 172800.
(16.) 267148.
clock and counter-clock order be not distinguished. (17.) 2(271^^ - 3n + 2)(2n- 2)1.

(13.)

10^2

(18.)

960.

(21.)

321/(121)28!.

(26.)

(jp

2o<?5

30^10 60^20-

9C4

(19.)

+ q)llpl 3I

;(73

(22.)
;

jP,

9C4 ,0^ 4P4 s^s-

64!/(2!)6(81)232!.

+ qryipl {qi jl

(p

little

62!/(13!)*

(20.)

(23.)

26; 136.

39!/(131)3.

(24.)

286; 84.

over six years.

11.
(1.)

448266240x2.

-2093.

(2.)

(-)"+^(2n)!/(n + r)!(n-r)l.

(6.)

(3.)

22".

2.

1.3.

even, the middle term is {n!/(Jn)!}x"/^;

if

1.3

(2re-l)/n!.

(47i- l)/(2)!.

(4.)

If

(6.)

n be

be odd, the two middle terms

(11.)
(2^3 + 3)2"*
^n{n+l).
+ (2^3-3)2^-1; (2^3 + 3)2^+1 -(2^3-3)2+!.
(16.)
(16.)
2"-i(2 + n).
(27.) r + 1.
(28.) 10.
(32.) 190274064.
(29.) i(v?+lln).
2a7 + 72a/; + 212a62 + i2I,a^bc + 35-2a*P + 105I,a*b^c+ 210 ^a*bcd +
(33.)
1402a363c + 2102a362c2 + 420Sa='62cd! + 630Sa262c2d.
(37.) 23!/(4!)55.

{nl/i(n- l)!i(n+l)l}

are

{2a;("-i)/2

ia;("+i)/=}.

III.
(1.)

944.

20.

(2.)

separate numbers thrown be

thrown be alone attended to.
(11.)

(2re)!/2n!.

nisevenorodd;
(18.)

(13.)

{(1

+ l)(n + 2)(n + 3)(7i + 4)(n + 5)/5! if the

attended to 5?! + 1 if the sum of the numbers

(3.)

(n

(4.)

231.

{N+a + b + c

(6.)

p+iC.

-3)\lalb\c\.

+ ^5)"+^- (1- V5)"+4/2"+V5-

(7.)

(16.)

62.

1 or

(17.)

(8.)

15Cj.

according as

^^-iCr-m-iGr-i-

116280.

V.
must not lie between 1 and b^ja^.
x must lie between
(2.)
x between {dc - b^)l(ad - be) and
(3.)
i(7-V53) and ^ (7 + ^/53).
(d^-ab)l(ad-bc), and y between (ab-c'^)l{ad-bc) and (a'-cd)l{ad-bc),
(1.)

(16.)

xjy

Greater.
c.

II.

(17.)

Less.

(39.)

3^/^.

39

RESULTS OF EXERCISES

610

VL
3ahc,

(1.)

not

and

between

lie

abclBjS.

(2.)

apxP=hqy'i=crz'^.

otherwise a

1,

There

(7.)

minimum value if m do
maximum.
Minimum when
(5.)
maximum or minimum when (x + l) log a
d'^jS^-^ is a

(4.)

is

= {y + m) log b = {z + n) log c, according as log a log b log c is positive or nega= (n?>/ma)'/(+n), (9.) x=l, = 38/15 give maxima; = 2, x = 3
tive.
(8.)
= nc/(m-n).
minima.
(11.) Minimum when x = 7)ic/(m-n),
(10.) ^abc.
a;

a:

a;

2/

Minimum

(15.)

2^(a&)/(a +

6).

VII.
3,00.

(1.)

a^-^-p-imfp.
{vi^

9/4.

(2.)

a^-'^mjn.

(7.)

-mn + v?)l{w?+mn + n'^).

(13.) 16a/9.

(14.) 1.

n^p{p-q).
1.

(23.)

1.

(30.)

axl.

if

or

00

(8.)

n^, co

(10.)

l/2a.

if

a;

or

according as

eK

(34.)

2.

(48.)

0.

1.

(43.)

1.

(49.)

-8.

(50.)

1.

^(a&).

(56.) 1.

(57.)

logm/logn.
(64.)

e-2"^'/"'.

(63.)

1.

(58.)

e2/\

(35.)

&c.

(38.)

(45.)
(52.)

i-

(59.) 1.
2/7r.

(65.)

a<

>1.

(36.)

1/e.

^tt.

1.

0.

(60.) 1.

Exp

(2^/3).

If

a^=bf,

(40.) a/6.

0.

(65.)

(62.) e-i'"'''"

1.

(61.)

COS a.

(47.)

(54.) 0.

(53.) 1.

1.

(28.)

(39.) 0.

(46.)

(27.)

according as

or

oo

1.

(22.)

e*

(26.)

positive or negative.

is

(9.)

o*.

(12.)

1.

(21.)

= l -0.

e\

(51.)

a;

according as

oo

1.

(44.)

if

(6.)

a^+^-P-V* ('"-)/

1.

(31.)

according as \{ar-bj.)
~ *- '>''*'

(42.)

(17.)

(20.)

m> <.n.

a^-i + ftr-i. the limit is e^'(*-

(41.)

aii-PVPiqlp.

(11.)

= l + 0,

be positive

(33.)

(5.) 0.
(4.) ^n{n + l).
n" according as jj> = <gf.

log a.

(19.)

oo

-in(n-l)2"-2.

(16.)

i?.

(25.)

1.

(32.)

or

00

(37.)

00.

(24.)

be negative,

if 71

(29.)

(15.)

(n-l)/2a.

(18.)

log 13/7.

(3.)

See chap. xxx., 23.

(74.)

VIII.
Div.

(1.)
(6. )

Div.

(8.)

Conv.

if

Div.

(2.)

mod xi>a;

conv.

if

Div., (a;<l).

(9.)

div. ifatl.

Conv.

(3.)

Div.

(13.)

if

a;

be positive.

mod x>a.
(10.)

Conv.

Div.

(14.)

Conv.

(7.)

if

Div.

(11.)

(16.)

Conv.

(4.)
a;

<4

(12.)

Abs. conv.

(5.)

Div.

div. if

x <t 4.

Conv.

if

a>l;

Div.

(16.)

IX.

(-)'-23.1.1.3.
(2r-5)/2. 4.6.8.
2r.
(2r-l)/
(2.) 1 .3
2r.
2.4
(4.) 2, 1 .4 7
(3.) 3.7.11 ... (4r-l)/4. 8.12. .. 4r.
12r.
(3r - 4) ai/s-^rl
(-)'-U.2 .
(3r- 5) 22/3/12. 24.36.48
(6.)
(3r-4)ai-373.6.9
3r.
(7.) -(n-l)(2n-l)
(6.) -1.2.5
.

(1.)
.

(3r/2-2)/(r/2)! if r be even;
if r be odd.
{nr-n-l)lr\. (8.) 1.4.7 . .
{n + \{r-n)-l)l{\{r-n)}\.
(10.) 1 + |(x/a) + g (x/a)"
(9.) (-)(n + l)
.

+ |2(a;/a)3.
(14.)

the

The

Ist.

the series

m = 0,

(11.)

eighth.
(19.)
is

5 = 0.

If

The
(15.)

If

m = 0,

divergent.

(12.) The third.

(13.) The fourth and fifth.
n=l, the 2nd and 3rd; if n=2, the 2nd; if n<(: 3,
S = a; if m=l, 5 = 6; if n>l, S = 0: if n<l(4=0)
if
(23.) If m <t 1, S = wj (nt - 1| ?"'-'
(22.) I - ^^2.

first.

RESULTS OP EXERCISES

611

X.
21/a'-(c-a)(a-6).

(1.)

(2.)

0.

(3.)

Sl/a'-"'-2/(c-a) (a-Z;).

(4.)

beeven; r-l,if r = 4( + l; r + l,if r=4t-l. (6.)

nffr9'"-m<?i-m^r-iP2'^^ + mC2.ir^_22;V-'+ (15-) l(n + l)(n + 2){n + 3).
(19.) 1-1.3... (2n - l)/2"ttl .
(20.) 7 10 . . . (3m + 1)/3 G . .
(3n - 8).
2r + l

+ l/2''+i.

-,if

(6.)

XL
275/128.
(-)'-{(r-l) + (r +
(2.)

(12.)

869699/256.
(4.) 48; 0.
(6.) 11989305/2048.
(6.)
5)/2'-+='}.
(10.) 1-0001005084; 1-0004000805.
(11.) 2mx.
2a;(l-j)/(l-r).
(13.) l + (-)-ix/2.
(S.)

XII.
-367879.

(1.)

lie.

(8.)

(2.)

-04165.

(6.)

{l-x^e'.

3(e-l).

(6.)

(7.)

+ 1.

15e.

(9.)

XIII.
21og{(a;-l)/(a: + l)}+log{(a;

+ 2)/(a;-2)}. (6.) log(12e).

+ l/x)Iog(H-a;)-l.
i{x-x-^)log {(l + x)l(l-x)} +i.
(8.)
(9.)
When x = l the sum is 18-24 log2.
S {a;3-2/(3n - 2)
(10.) f.
(12.)
+ x3-V(3n - 1) - 2x3/3n}.
917.

(4.)

(6.)

(l

(7.)

XXV.
^n(n + l) + -Hr-2)n(w + l)(n-l). (2.) in(n + l) (7i + 4)(n + 5). (3.)
3/4-l/2rt-l/2(n + l). (4.) l/15-l/5(5?i + 3). (6.) 1/12- l/4(2?i + l)(2?i + 3).
(6.) l/18-l/3(n + l)(n + 2)(w + 3).
(7.) a/2 + 6/4-a/( + 2) - &/2(ra + l)(n + 2).
(9.) 7/36-(3rt + 7)/(n + l) (n + 2) (ra + S).
(8.) l/8-(4n + 3)/8(2n + l)(2n + 3).
(1.)

(10.)

ll/180-(G?i + ll)/12(2?i + l)(2H + 3)(27H-5).

2{n + l){n + 2).

Example

3,
(16.)

4.

tan-^na".

(12.)

M=(n + l)3(n + 3)
sin 6 sec (n

(13.)
(16.)

(19.)

(-)m-aC.

{l/(m-

(18.)

1)1

+ n-(2w + 3)/
+ 6); apply

(n

cot (^/2)/2 - cot 0.

(n + l)!/(m

{m-l-(n)!/ii"-ii}/(TO-2).

(21.)

+ r + l).

(14.)

tan-il + tau-il/2 - tan-il/n- tan-U/jn +

(m + n)!/(7ft + l)(n-l)l.
air+iij/(a_c

+ 1) ^ sec 9.

3/4

(11.)

(n + 5)/n( + l)

(22.)

{(a-l)i'"-7ci'-ii-(a + ?i)""-^'/(c + n+l)""-^l}/(i-l)(a-c-l).

(24).

(m-2)

(m-?i)/1.3

(26.)
.

Deduce from
.

(24).

(2?i- l)}/(2m-

(27.)

(17.)

(al"+'-7cii

(ai"+2i/cl"+^ii -a/c"-')/(a-c-?- + l).

(23.)

Deduce from

l).

+ n-l)!}/(TO-2).
(24.)
(28.)

2m { 1 - ( - )2 {m - 1)

1).

XXVI.
l{l + (-l)"} + 6-3{i"+i + (-i)"+i}V-{i"-(-i)"}(3.) ll{l-(4x)+i}/{l-4x}-9{l-(3x)+i}/{l-3x};
{2 + 3x)l(l-7x + 12x^'), x<l.
(4.) 3 {1- (2x)"+i}/{l -2a;} + 2 {l-(3a;)+J}/
{l-Sxj; (5-13x)/(l-5x + 6x2), x<4.
(5.)
^{1 - (3x)+i}/(l-3x) +
Hl-(5a;)"+i}/(l-5x); (l-4x)/(l-8x + 15x2), x<^.
(6.) 3 {1 -(2x)+i}/
{l-2x}-2{l-x'+i}/{l-x}; (l + x)/(l-3x + 2x'^), x-^J.
(1.)

2++i(3"+i-3).

(2.)

RESULTS OF EXERCISES

612

XXVII.
- .tS)2.
- [log {[l-x)l{l + x + x^)}- V3 tan-i {^ixj
(2.)
(1.) (1 + 2.x^)l{l
(2 + .r)}]/3x; \ {6=^ + 26-^1^ cob Qixft)}.
(4.) \[e-^ + e''l^ {cos {^1^x12) + sj^
sin(V3x/2)}]. (6.) i(2'" + 2cos.nnr/3);|3/2cos.m7r/6. (6.) l/2-l/(n + 2)I.
{2"+3-l-(m + 3)(m + 4)/2}/(m + l)(m + 2)(TO + 3).
1/(1 + a;)
(8.)
(7.)
log(l+a;).
(9.)icos^-Jcos2^. (10.) l-{2n + 3)/(/i + 2)2. (11.) 2-41og2.
.

(14.)

sin mirjimr; coshmjr.

XXVIII.
The

partial quotients are as follows

(1.)

0, 4, 1, 6, 2.

5.

(2.)

31, 1, 1, 1, 1, 1, 1, 1, 1, 8.

(4.)

5, 1, 2.

0, 126, 1, 1, 2, 1, 1, 6.

(6.)

(10.)

3, 6.

(16.)

0, 2, 1; 0, 1.

(11.)

3, 2, 6.
(17.)

0, 2, 4, 8, 16.

(12.)

2, 1, 2, 1, 1, 4, 1, 1, 6, 3, 12, 3,

(7.)

1, 2.

1, 4, 2.

a, 2, 2a',

1, 15, 1, 1, 1, 3, 1, 14, 1, 1,

(3.)

(5.)

a-1,

(8.)

(13.)

2, 4.

2, 1, 2.

(9.)

3, 3, 6.

(14.)

3, 1, 5,

2(rt-l).

2,

XXIX.
The

(1.)

1st,

2nd, 3rd,

convergents are

1,

2/3, 9/13, 20/29, 29/42,

the errors corresponding less than 1/3, 1/39, 1/377, 1/1218,

1/4746, 1/17515, . . .
(4.) Transits at
(3.) 2177/528.
(2.) 972/1393.
the same node will occur 8, 243, . . . years after after 8 years Venus will
78/113,

.:

be less than 1 "5 from the node.

13, 33,

(5.)

Transits at the same node will occur

years after,

XXXI.
(1.)

10,20;

(2.)

0, lb.

0,

126,

1,

0,

0,

64,

6*3,

2;

6*3, 6*3

*
1.

(3.)

1,

5,

3,

0,1*2,13,
1*2,

(4.)

(6.)

5,

1,

8,

1,3,

5,

2;

8,12,12,8,13,1*2;

7,20,

3,20,7,

5.
1, 1*4

0, 7,

1, 4, 3, 1, 2, 2, 1, 3, 4,

0,0,

7,5,7,5,4,6,4,5,7,

5,

61, i, 12, 3, 4, 9, 5, 6, 9, 4, 3,

1*2.

1,

2,10,

2,

1;

1*0,15,25,25,1*5;
25, 20,

1.

5, 20, 2*5.

7;

(6.)

2,4;

2,2;
, 1.

RESULTS OP EXETICISES

+2

(10.)

613

a + (a"-i-/3"-^)/(a'-/3"),

and p being

the

roots

of

x--2ax-l=:0.

(11.)

i{<^

VK + 4)};

(a""*'^-/3'''^')/(a"-/3").

whereaand

ax -1 = 0. (12.) i{a-J{a^-i)} ; (a" - /3")/(a+i - jS^+i),

where a and /S are the roots of x^- ox + 1 = 0. (13.) {- ab + ^(a^b'' + 4:ab)}l2a;
if o, /3 be the roots of x^- (a6 + 2)x + l = 0, then P2n=*(a"-i3")/(-/3),
92 = (a"+'-^"+'-" + i3)/(a-i3), and P^-,= {p^^-p^-^)lh, q,n-i = {q2n- 1 + V [{3 (a" - /S-^) + 2 (a"-^ - /S-i) }/(a+i - (8+i)], where a
(14.)
g,_2)/6.
and/3arethe roots of x2-x- 1 = 0. (20.) -iw+V[{(in'^ + n) (a"-i-/3-i) +
+ 1) (a"-2 - p-2) }/(a - j3")], where a and /3 are the roots of x^ - x - 1 = 0.
(i
/3

are the roots of a:2-

ra''

XXXII.
(1.)

3 + 7t,2-5t.

17< + 7, 16t + 5.

(2.)

(3.)

2206 -

19.

(13.)

715.

lit

7,

1013t - 3021756, 1367 - 4077746.

(6.) 280.
(6.) 13.
25fr. = 20., 41.
(9.) Buy 300 of each and spend 1021d.

- 3309.
6.

(7.)

(10.)

(4.)

(8.)

69.

If

(12.)

697.

(14.)

XXXIV.
(1.) Converges.
(2.) Converges.
(3.) Oscillates.
(4.) Converges.
(5.)
Converges. (6.) Converges. (7.) Converges if fc > 2, oscillates if fe > 2. (8.)
Converges.
(IB.) Each of the fractions
(9.) Oscillates.
(10.) Oscillates.
'

converges to

1.

e.

(23.)

(24.)

1/(1 -c).

logg2,

(25.)

(26.)

(3-e)/(e-2).

XXXIX.
(1.)

11/30.

(2.

{m+n){m+n-l).
(8.)

1/42.

2(r-

3/11, 29/44, 3/44.

(4.)

(n-l)/n(2n-l).

(9.)

l)/n{7i- 1).

m (m + 2n)/(m + n)2, m (m + 2n - 1)/

(3.)

(365 .4+l)/(1461).

(6.) 4/9.

(7.)

55/672, 299/2688.

(39!)2/26!52!, 4(39!)2/26!52!.

(10.)

7n/2, or, if this be not integral, the

(13.)

(11.)

two integers on

n+l
either side of

it.

(14.)

r (r-

l)n(n-l)

(ra-r+2)/n'-.

(18.)

16/31,

r=2
8/31, 4/31, 2/31, 1/31.
9/10,

when he

(19.)

is 1, 2, 3,

The chances

in A'a favour are 6/10, 7/10, 8/10,

4 up respectively.

(20.)

25 to

2.

(23.)

(1

l/n)/2,

(l-l/n)/(2-l/n).

XL.
(1.)

ively.

1 11
(3.) 8
:

His expectations are lis. 6d. and 10s. 4^d. respect5 9i 2 4 2i. (4.) n(l - 1/2'-), (1 - 1/2')". (7.) 7. 2id.
6.

(n + 1) (4n - l)/6n.

(2.)

(12.)

6, 1,

4 2 2^
:

INDEX OF PROPER NAMES,

PARTS
The Roman numeral

Abel,

132,

ii.

I.

Adams,

136, 142, 144,

152,

231, 243, 251

ii.

Allardice,

450
441

ii.

i.

Archimedes, ii. 99, 442

Argand, i. 222, 254
Arudt, ii. 506

Babbage,

180

ii.

II.

Arabic

refers to the parts, the

184, 287

Alkhayami,

AND

to the page.

Cayley, ii. 33, 312, 325, 371, 496

Clausen, ii. 346, 503
Clerk-Maxwell, ii. 325
Cossali, i. 191
Cotes, i. 247

Cramer,

396

ii.

Dase, ii. 536

Dedekind, ii. 98
De Gua, ii. 396

De Morgan,

Bernoulli, James, ii. 228, 233, 276,

403, 405, 587, 605
Bernoulli, John, ii. 275, 298, 366,
403, 584
Bertrand, ii. 125, 132, 183

i. 254, 346; ii. 125, 132,

384, 396, 417, 421, 578, 604
Demoivre, i. 239, 247; ii. 298, 306,
401, 403, 405, 407, 411, 574, 592,
597, 605

Bezout,

Desboves, ii. 03
Descartes, i. 201
Diophantos, ii. 473

i.

358

Biermann,
Blissard,

1.

ii.

98

84

i. 201
Bonnet, ii. 63, 132, 183
Boole (Moulton), ii. 231, 398
Bourguet, ii. 183, 253
Briggs, i. 529; ii. 241
Briot and Bouquet, ii. 396
Brouncker, ii. 351, 448, 479, 516
Burckhardt, ii. 536
Biirgi, i. 558
Burnside, ii. 32

Bombelli,

Cantoe, ii. 98
Cardano, i. 253
Catalan,

ii.

416
Cauchy,

i.

Dirichlet,

95, 140,

Bois Reymond,
184
Dur^ge, ii. 396

ii.

473
133, 147, 148,

ii. 231, 344

Euclid, i. 47, 272
Euler, i. 254; ii. 81, 110, 188,
252, 280, 341, 342, 343, 344,
348, 358, 363, 365, 366, 408,
448, 494, 496, 512, 515, 516,
539, 550, 551, 553, 555, 556,

Ely,

132, 183, 220, 251, 253,

Favaro,
Fermat,

77, 254; ii. 42, 47, 83,

110, 115, 123, 132, 138, 142, 150,
171, 188, 226, 239, 287, 340, 344,

Ferrers,

390

ii.

Du

231,
345,
419,
526,

563

ii.

448

ii.

478, 499, 546, 550, 591

502
Fibonacci, i. 202
Forsyth, ii. 396
Fort, ii. 77
ii.

INDEX
Fourier, ii. 135
Franklin, ii. 88, 504
Frost, ii. 96, 112, 396, 397

Galois, ii. 505

Gauss, i. 46, 254;

ii. 81, 132,

333, 345, 473, 523, 542, 550,
Glaisher, i. 172, 530 ; ii. 81,
313, 357, 371, 397, 410, 421,

Goldbach,
Gray,

536

Greenhill,

313

ii.

Gregory, ii. 110

Gregory, James,

333, 351

ii.

ii.

ii. 312, 313

812, 448

Gudermann,
Gunther,

ii.

ii.

81

Mathews, ii. 473

Mayer, F. C, ii. 312
Meray, ii. 98
Mercator, ii. 312
Mertens, ii. 142
Metius, ii. 442
Meyer, ii. 605
Mobius, ii. 397, 494, 504

59
Gronau, ii. 313
Gross, ii. 541
Grillet,

Macdonald, i. 530
Machin, ii. 333
Malmsten, ii. 80, 132
Mascheroni,

i.

243

ii.

Laurent, ii. 184, 579, 605

Legendre, ii. 473, 512, 523, 503
Leibnitz, ii. 333, 403
Lionnet, ii. 249, 252
Lock, ii. 271
Longchamps, ii. 110

563
240,

422
254

ii.

Grassmann,

184,

615

Montmort,

405,

ii.

407,

584,

592,

605, 606

Hamilton,
Hankel, i.

254
254

i.

5,

Hargreaves,

Muir,

ii.

106, 148,

163, 396
Harriot, i. 201
Heath, u. 473

518

ii.

Jensen,
Jordan,

ii.
i.

448, 580, 587, 592

473
184
76;

ii.

i.

14,

Pacioli, i. 202
Pascal, i. 67; ii. 584, 591

'

Jacobi,

32

133
254
Pfaff, ii. 335
Pringsheim, ii. 98, 133, 156, 185
Puiseux, ii. 396

Paucker,
Peacock,

i.

Purkiss,

ii.

ii.

61

Pythagoras,

KoHN, ii. 125, 133

Kramp, ii. 4, 403
Kronecker,

Kummer,

ii.

ii.

Kaabe,

237

133, 184, 473

396, 448,
450, 453, 479, 550, 553
ii. 313, 336, 358
Lambert, i. 176; ii. 312, 345, 448,
517, 523

Laisant,

Laplace,

ii.

50,

605

ii.

132, 372

ii.

216

Kecorde,

i.

Eeiff,

145

ii.

531

Reynaud and Duhamel, ii. 49

Eiemann, i. 254; ii. 140, 205, 325

La

Caille, ii. 449

Lagrange, i. 57, 451;

78

Ohm, ii. 140, 231

Osgood, ii. 146
Oughtred, i. 201, 256

Hermite, ii. 473

Hero, i. 83
Hindenburg, ii. 495
Horner, i. 346
Houel, ii. 312
Hutton, i. 201
ii.

ii.

32

201, 430, 472, 474, 479;

280, 330, 335, 351, 373,
386, 392, 396, 401, 591
Nicolai, ii. 81
ii.

ii.

171, 201, 254, 529;

i.

ii.

Newton,

Heis, ii. 313

Herigone, i. 201

Huyghens,

Napier,
Netto,

95, 98, 527

ii.

334, 471, 494, 497,

502, 504, 518, 527

Harkness and Morley,

Heine,

ii.

447, 452

ii.

Heilermann,

358;

i.

ii.

Rudolf,

i.

200

Salmon, i. 440
Sang, i. 630
Saunderson, ii. 443
Scheubel, i, 201

INDEX

616
Schlomilch,

ii. 45, 51, 80, 111, 184,

210, 359, 373, 506, 523
ii.
Seidel,
145, 606
Serret, i. 76; ii. 32, 443, 453, 471,
481, 490

Shanks, ii. 334

Sharp, ii. 333
Simpson, ii, 417
Smith, Henry, ii. 473, 499
Sprague, i. 631; ii. 88
Stainville, ii. 335
Staudt, ii. 231
Stern, ii. 342, 448,
517, 625
Stevin, i. 171, 201
Stifel,

Stokes,
Stolz,

ii.
ii.

i.

ii.

Viete,

ii.

506,

201;

i.

Vlacq,

ii.

ii.

333
9
276

530

i.

Wallace,

312, 314, 315

351, 448, 479, 527, 537
Waring, ii. 132, 417, 553, 555

Wallis,

ii.

ii.

Weber,

368, 401, 404, 422, 589

145

ii. 98
Weierstrass, i. 230;

ii.

98, 151, 160,

168, 185

531

Sylvester, i. 48, 176;

503, 556, 561

Tab,

Cetjlen,

Vandermonde,
Venn, ii. 667

98, 163, 181, 185, 396

ii.

Sutton,

Van

200

81,

i.

Stirling,

497, 505,

Tartaglia, i. 191
Tchebichef, ii. 183
ThomsB, ii. 184, 396
Todhunter, ii. 271, 276, 574, 580,
584, 587, 592, 605

253

ii.

342, 494,

Whitworth,
605
Wilson,

ii.

22, 25, 33, 665, 589,

651
Wolstenholme, i.
372, 547
Wronski, ii. 212
ii.

443;

ii.

17,

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