General Mathematics Vol. 12, No. 3 (2004), 19–30 Section of Euler summability method Ioan T . incu Abstract In this paper, we determine sections of Euler summability method, using random variables which follow Bernoulli0 s law and the central limit theorem. 2000 Mathematical Subject Classification: 65B15, 65C20 Keywords: Euler summability method 1 Introduction The paper aims to obtain some regular transformation of the sequences of real numbers, see (12), (13), (19), (22), (24), (28), (30), (32), which are sections of Euler, s summability method. Let A = kan,k kn,k∈N be a real elements matrix. A sequence (sn )n∈N is said to be A - summable to the value s ∈ R if ∞ X each of the series σn = an,k · sk , n = 0, 1, ... is convergent and if σn → s for n → ∞. k=0 19 20 Ioan T . incu The method A is called regular if each convergent sequence is A - summable to its limit. Theorem 1. (Toeplitz) (see [2]) The summation method A is regular if and only if (1) lim an,k = 0 , for every k natural, n→∞ (2) lim n→∞ ∞ X (3) ∞ X an,k = 1, k=0 |an,k | ≤ M , for every n natural, k=0 M being a constant independent of n. Remark 1.1. If the elements of matrix A are positive and every n natural, then conditions (2), (3) are verified. ∞ X an,k = 1, for k=0 Euler summability method is obtained for the matrix A = kan,k k n ∈ N , k=0,n where an,k n = αk (1 − α)n−k , k α ∈ (0, 1). In the followings we will use the next notations: M (f ) represents the expectation of a random variable f D2 (f ) represents the variance (dispersion) of a random variable f . [x] represents the whole part of x We remind that the whole part verifies: i) [m + x] = m + [x], for m ∈ Z, x ∈ R ii) [−x] = −1 − [x], for x > 0. Now, we recall the well-known Lyapunov central limit theorem and a result on the distribution functions of a random variables. Section of Euler summability method 21 Theorem 2. (Lyapunov) (see [1], [3]) Let (fn )n∈N a sequence of independent random variables. Let us suppose that Mk = M (fk ), Dk2 = D2 (fk ), p Hk = 3 M (|fk − Mk |3 ) exists for every k natural. Note with q q Sn = D12 + ... + Dn2 , Kn 3 = H13 + ... + Hn3 , βn − M (βn ) D(βn ) and with Fn,βn∗ (x) the distribution function of variable βn∗ . Thus, if βn = f1 + ... + fn , βn∗ = Kn =0 n→∞ Sn lim (4) we have 1 lim Fn,βn∗ (x) = √ · n→∞ 2π (5) 1 Function Φ(x) = √ 2π bution function. Zx e−t 2 /2 dt , for every x real. −∞ Zx e−t 2 /2 dt represent the standard normal distri- −∞ Theorem 2 is also true in the case when the independent random variables have the same distribution. Theorem 3. If the random variables η1 and η2 verify the condition η2 = aη1 + b with a, b real, then fη2 (t) = fη1 (at)eibt where fη2 (t) and fη1 (t) denote the characteristic functions of the variables η2 and η1 . If the random variables η1 and η2 verify the condition η2 = a · η1 + b with a, b real, a > 0, then the distribution functions of these random variables verify (6) µ Fη2 (x) = Fη1 x−b a ¶ . 22 2 Ioan T . incu Principal results If the independent random variables f1 , ..., fn have the distribution 1 0 , p q q = 1 − p, p ∈ (0, 1), then therandom variable βn = f1 + ... + fn has the k distribution n and the distribution function pk · q n−k k k=0,n n 0, x<0 X n pk · q n−k θ(t − k), where θ(x) = Fn,βn (t) = represents 1, x≥0 k k=0 Heaviside0 s function. From Theorem 2 and (6), we get (7) n pk q n−k · θ(np + t√npq − k) = lim Fn,βn∗ (t) = lim n→∞ n→∞ k k=0 n X = Φ(t) , for all t ≥ 0 or (8) √ [np+t npq] lim n→∞ X k=0 n pk · q n−k = Φ(t) , k for all t ≥ 0. Next, (8) is generalized. independent random variables f1 , ..., fn with the distributions Let the n X 1 0 , qk = 1 − pk , pk ∈ (0, 1), k = 1, n, and lim pk = ∞. n→∞ pk qk k=1 k The random variable βn = f1 +...+fn has the distribution Pn (0) , k! k=0,n where Pn (x) = (p1 x + q1 )...(pn x + qn ). Section of Euler summability method 23 From Theorem 2 and (6) we get lim Fn,βn∗ (t) = (9) n→∞ = lim n→∞ n X (k) Pn (0) k! k=0 or "s t n P i=1 (10) lim n→∞ v u n n X uX pi qi + pi − k = Φ(t) , for all t ≥ 0 θ tt i=1 pi qi + X n P i=1 i=1 # pi k=0 1 (k) P (0) = Φ(t) for all t real positive. k! n Remark 2.1. As the function Φ(t) is bounded for x ≥ 0, we can consider Fn,βn∗ (t) = 1 , for all t real positive. n→∞ Φ(t) (11) lim Using Theorem 1, (8) and (10) we can build the following regular summation methods of the sequence of real numbers (sn )n∈N : √ [np+t npq] X Tn(1) (t) = (12) (1) cn,k (t) · sk , k=0 · r ¸ 1 n k nq (1) n−k p · (1 − p) , p ∈ (0, 1), t ∈ 0, where cn,k (t) = , Φ(t) k p "s t n P i=1 Tn(2) (t) (13) = pi qi + X n P i=1 # pi (2) cn,k (t) · sk , k=0 n Y 1 P (k) (0) where = · , P (x) = (pi x + qi ), pi ∈ (0, 1), qi = 1 − pi Φ(t) k! i=1 n X n− pi n X i=1 , lim v 0, pk = ∞. for i = 1, n and t ∈ u n n→∞ uX k=1 t pi qi (2) cn,k (t) i=1 24 Ioan T . incu Next, we will study the case t = 0; transformations from (12) and (13) become: (14) n pk · (1 − p)n−k sk , Tn(1) (0) = 2 · k k=0 [np] X n P pi n X P (k) (0) Y =2· · sk , P (x) = (pi x + qi ) , k! i=1 k=0 n X pi ∈ (0, 1) , qi = 1 − pi for i = 1, n and lim pk = ∞. i=1 (15) p ∈ (0, 1), Tn(2) (0) n→∞ k=1 From (7), for t = 0, we have n X n pk q n−k · θ(np − k) = 1 lim n→∞ 2 k k=0 (16) n X n pn−k · q k · θ(np − n + k) = 1 , lim n→∞ 2 k k=0 or (17) [np] X n pk q n−k = 1 lim n→∞ 2 k k=0 n X n pn−k · q k = 1 , nq 6∈ Z , q ∈ (0, 1) . lim n→∞ 2 k k=[nq]+1 n X n pn−k · q k = 1 , nq ∈ Z , q ∈ (0, 1) lim n→∞ 2 k k=nq We consider the following cases: Case 1. [np] < [nq] where nq 6∈ Z, q ∈ (0, 1), p = 1 − q. From the properties i) and ii) we get (18) p< n−1 . 2n Section of Euler summability method 25 Using Theorem 1, (17) and (18), we get the following regular transformation of the sequence of real numbers (sn )n∈N : [nαn ] (19) Tn(3) (αn ) = X (3) cn,k (α) n X · sk + k=0 (3) cn,k (α) · sk where k=[n(1−αn )]+1 n αnk (1 − αn )n−k , k k (3) 0 , k cn,k (α) = n αnn−k (1 − αn )k , k k µ ¶ n−1 αn ∈ 0, and n(1 − αn ) 6∈ Z. 2n 1 Case 2. [np] = [nq], p 6= , nq 6∈ Z, 2 properties i) and ii), we get [np] = (20) = 0, [nαn ] = [nαn ] + 1, [n(1 − αn )] = [n(1 − αn )] + 1, n , q ∈ (0, 1), p = 1 − q. From n−1 . 2 Equality from (20) is valid if n is odd number, i.e. n = 2m + 1, m ∈ N. m m+1 [(2m + 1)p] = m, m ≤ (2m + 1)p < m + 1, ≤p< . 2m + 1 2m + 1 1 Remark 2.2. For m → ∞ results p = . 2 Case 3. [np] = nq − 1, nq ∈ Z, q ∈ (0, 1), p = 1 − q. From the fact that nq ∈ Z, it follows that np ∈ Z. We have: np = nq − 1, np = n − np − 1, 2np = n − 1. Equality is valid if n is an odd number, that is n = 2m + 1, m ∈ N. Consequently (21) p= m , 2m + 1 q= m+1 . 2m + 1 26 Ioan T . incu Using Theorem 1, (17) and (21), we get the following regular transfor- mation of the sequence of real numbers (sn )n∈N : (4) T2m+1 (22) m X 2m + 1 1 mk · (m + 1)2m+1−k · sk + = · 2m+1 (2m + 1) k k=0 2m+1 X 2m + 1 2m+1−k k + m · (m + 1) · sk . k k=m+1 Case 4. [np] < nq − 1, nq ∈ Z, q ∈ (0, 1), p = 1 − q. From the fact that nq ∈ Z it follows that np ∈ Z. We obtain: np < n − np − 1, p< (23) n−1 . 2n By using Theorem 1, (16) and (22), we get the following regular transformation of the sequence of real numbers (sn )n∈N : Tn(5) (αn ) = (24) nαn X (5) cn,k (α) · sk + k=0 n X (5) cn,k (α) · sk , where k=n(1−αn ) n αnk (1 − αn )n−k , k = 0, nαn k (5) 0 , k = nαn + 1, n(1 − αn ) − 1 cn,k (α) = n αnn−k (1 − αn )k , k = n(1 − αn ), n, k µ αn ∈ n−1 0, 2n ¶ and n · αn ∈ Z. Section of Euler summability method 27 From (9), for t = 0, we have à n ! n (k) X X 1 P n (0) pi − k = θ lim n→∞ k! 2 i=1 k=0 (25) à n ! n (n−k) X X P (0) 1 n lim θ pi − n + k = n→∞ (n − k)! 2 i=1 k=0 where Pn (x) = n Y (pi x + qi ), pi ∈ (0, 1), qi = 1 − pi for i = 1, n or i=1 (26) n P p i i=1 X Pn(k) (0) 1 lim = n→∞ k! 2 k=0 " # n n (n−k) X X (0) Pn 1 lim = , n− pi 6∈ Z n→∞ (n − k)! 2 n i=1 P k= n− pi +1 i=1 n n X Pn(n−k) (0) X 1 lim = , n− pi ∈ Z n→∞ (n − k)! 2 n P i=1 k=n− pi i=1 We consider the following cases: " n # " # n n X X X Case 5. pi < n − pi where n − pi 6∈ Z, pi ∈ (0, 1), i = 1, n. i=1 i=1 i=1 From properties i) and ii), we get n X (27) i=1 pi < n−1 . 2 By using Theorem 1, and (25) and (26), we get the following regular transformation of the sequence of real numbers (sn )n∈N : n P X i=1 (28) Tn(6) (p) = pi k=0 cn,k (p)sk + n X n P k= n− pi +1 i=1 cn,k (p)sk 28 Ioan T . incu (k) Pn (0) k! " n # X , k = 0, pi i=1 " n # " # n X X , k= pi + 1 , n − pi , where cn,k (p) = 0 i=1 " # n (n−k) X P (0) n pi + 1, n, (n − k)! , k = n − i=1 n n X X n−1 0< pi < , n− pi 6∈ Z, pi ∈ (0, 1), i = 1, n. 2 i=1 " # " n # i=1 n n X X X pi = n − pi , n − pi 6∈ Z. Case 6. i=1 i=1 i=1 " n # X n−1 pi = . It follows that 2 i=1 (29) n = 2m + 1 , m ∈ N n n−1 X n+1 pi < , 2 ≤ 2 i=1 m≤ 2m+1 X i=1 We have pi < m + 1. i=1 Consequently, we consider the following regular transformation of the sequence (sn )n∈N : 2m+1 P X i=1 (30) (7) T2m+1 (p) = pi k=0 c2m+1,k (p)sk + 2m+1 X 2m+1 P k= pi +1 c2m+1,k (p)sk i=1 where " 2m+1 # X 1 (k) P (0), k = pi , m ∈ N 0, 2m+1 k! i=1 "2m+1 # c2m+1,k (p) = X 1 (2m+1−k) pi + 1, 2m + 1 P (0), k = (2m + 1 − k)! 2m+1 i=1 . Section of Euler summability method 29 " n # à n ! n X X X Case 7. pi = n − pi + 1 , n − pi ∈ Z. i=1 We obtain n X i=1 pi = i=1 (31) i=1 n−1 , n = 2m + 1, m ∈ N i.e. 2 n = 2m + 1 ,m ∈ N . 2m+1 X pi = m i=1 We consider the following regular transformation of the sequence (sn )n∈N : (8) T2m+1 (p) = m X c2m+1,k (p)sk + 2m+1 X c2m+1,k (p)sk k=m+1 k=0 where (k) P2m+1 (0) , k = 0, m 2m+1 X k! c2m+1,k (p) = , pi ∈ Z, m ∈ N. (2m+1−k) P (0) i=1 2m+1 , k = m + 1, 2m + 1 (2m + 1 − k)! " n # à n ! n n X X X X n−1 Case 8. pi < n − pi + 1 , pi ∈ Z. We obtain pi < . 2 i=1 i=1 i=1 i=1 We consider the following regular transformation of the sequence (sn )n∈N : n P Tn(9) (p) (32) = pi X i=1 k=0 n X cn,k (p)sk + k=n− n P i=1 cn,k (p)sk , pi X n pi ∈ Z , pi ∈ (0, 1) , i = 1, n where i=1 n X n−1 pi < 2 i=1 and 30 Ioan T . incu n (k) X Pn (0) , k = 0, pi k! i=1 cn,k (p) = . n n (n−k) X X P (0) n pi + 1, n − pi − 1 (n − k)! , k = i=1 i=1 Example 1. In (13) we consider p = 1/2; it follows that n sk . Tn(1) (0) = 2−n+1 k k=0 [ n2 ] X References [1] B. V. Gnedenko, The Theory of Probability, MIR Publishers, Moskow 1976. [2] G. H. Hardy, Divergent Series, Oxford 1949. [3] G. H. Mihoc, G. Ciucu, V. Craiu, Teoria probabilitǎt.ilor .si statisticǎ matematicǎ, E.D.P. Bucures.ti, 1970. “Lucian Blaga” University of Sibiu Faculty of Sciences Department of Mathematics Str. I. Raţiu, no. 5-7 550012 - Sibiu, Romania E-mail:tincuioan@yahoo.com