Math 2.0

Integral transforms, operational calculus Mellin transform Theorem

Ramanujan's master theorem

Builds on Mellin transformGamma functionHolomorphic functionAnalytic continuation

Statement

Let 0<δ<10 < \delta < 1, and let C>0C > 0, P∈ℝP \in \R and 0≤A<π0 \le A < \pi. Let φ\varphi be a holomorphic function on an open set containing the closed half-plane H={v+iw:v≥−δ}H = \set{v + iw : v \ge -\delta}, such that ∣φ(v+iw)∣≤CePv+A∣w∣for all v+iw∈H.\abs{\varphi(v + iw)} \le C e^{P v + A \abs{w}} \qquad \text{for all } v + iw \in H. Then the series f(x)=∑k=0∞φ(k)(−x)kf(x) = \sum_{k=0}^{\infty} \varphi(k) (-x)^k converges for 0<x<e−P0 < x < e^{-P}, and ff has an analytic continuation along (0,∞)(0, \infty). For every s∈ℂs \in \C with 0<Re⁡s<δ0 < \operatorname{Re} s < \delta, the Mellin transform of this continuation converges and ∫0∞xs−1f(x) dx=πsin⁡(πs) φ(−s).\int_0^\infty x^{s-1} f(x) \, dx = \frac{\pi}{\sin(\pi s)} \, \varphi(-s).

Remarks

This is the form of the theorem proved by G. H. Hardy. The idea is to write ff as a Mellin–Barnes integral: by the residue theorem, f(x)=12πi∫c−i∞c+i∞πsin⁡(πs)φ(−s)x−s dsf(x) = \frac{1}{2\pi i} \int_{c - i\infty}^{c + i\infty} \frac{\pi}{\sin(\pi s)} \varphi(-s) x^{-s} \, ds for 0<c<δ0 < c < \delta, since π/sin⁡(πs)\pi / \sin(\pi s) has residue (−1)k(-1)^k at s=−ks = -k. The growth bound with A<πA < \pi beats the decay e−π∣w∣e^{-\pi \abs{w}} of 1/sin⁡(πs)1/\sin(\pi s) and makes the integral converge; Mellin inversion then gives the formula. Writing φ(k)=λ(k)/Γ(k+1)\varphi(k) = \lambda(k) / \Gamma(k + 1) and using Γ(s)Γ(1−s)=π/sin⁡(πs)\Gamma(s)\Gamma(1 - s) = \pi / \sin(\pi s) gives the classical form: if f(x)=∑k≥0λ(k)(−x)k/k!f(x) = \sum_{k \ge 0} \lambda(k) (-x)^k / k!, then ∫0∞xs−1f(x) dx=Γ(s)λ(−s)\int_0^\infty x^{s-1} f(x) \, dx = \Gamma(s) \lambda(-s), under the corresponding conditions on λ\lambda. Example: φ=1\varphi = 1 gives f(x)=1/(1+x)f(x) = 1/(1 + x) and ∫0∞xs−1/(1+x) dx=π/sin⁡(πs)\int_0^\infty x^{s-1}/(1 + x) \, dx = \pi / \sin(\pi s) for 0<Re⁡s<10 < \operatorname{Re} s < 1. Example: λ=1\lambda = 1 gives f(x)=e−xf(x) = e^{-x} and the formula ∫0∞xs−1e−x dx=Γ(s)\int_0^\infty x^{s-1} e^{-x} \, dx = \Gamma(s). The growth condition is needed: φ(z)=sin⁡(πz)\varphi(z) = \sin(\pi z) vanishes at all integers, so f=0f = 0, but φ(−s)≠0\varphi(-s) \ne 0 for non-integer ss; here A=πA = \pi and the bound with A<πA < \pi fails.

Going deeper

For a student

The growth conditions make the passage from integers to all complex numbers legitimate. By Carlson's theorem, a function of this type is determined by its values at the non-negative integers. The proof is an instance of the general Mellin method. A Mellin–Barnes integral, shifted to the left, gives the power series at 00, and its inverse transform is the right side. The theorem yields at once the Mellin transforms of the binomial series (1+x)−a(1 + x)^{-a}, of Bessel functions and of many hypergeometric functions.

Reading path

To understand this page from the ground up, read these 5 pages in order. The foundations come first.

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  1. Analytic continuation concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Ramanujan%27s_master_theorem
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