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ON SOME PROBLEMS OF MAXIMUM STIELTJES
BY
TIBERIU POPOVICIU
(Cluj)
On some theorems of Stieltjes and MI Schur
1.
Let us designate bythe Van Der Monde determinant of numbers (or points)The square of this determinant is the discriminant of the numbers, or the discriminant of the degree polynomialhaving as zeros the points.
In a note Stieljes stated the following theorem 2 ):
Theorem 1. Whenand that theremain within the interval (0,1), the expression
becomes maximum when theare the zeros of the Jacobi polynomial
The value of this maximum is
Stieltjes gave the demonstration in another work 3 ), to which we will return later. The calculation ofis not indicated by Stieltjes but it can be done by following the method, developed on certain particular cases, of MI Schur 4 ).
1.
I undertook this work following discussions I had with Prof. Th. Angheluta at the Mathematical Institute of the University of Cluj.
2 ) Th. J. Stieltjes „On Jacobi Polynomials", CR Acad. Sc., Paris, t. 100 (1885), p. 620.
3 ) Th. J. Stieltjes "On Certain Polynomials Which Verify a Linear Differential Equation of the Second Order and on the Theory of LamÉ Functions". Acta Math., t. 6 (1885), p. 321.
4) I. Schur „Uber die Verteilung der Warzeln gewissen algebraischen Gleichungen mit ganzzahligen Koeffizienten". Maih. Zeitschrift, t. 1 (1918), p. 377.
2.
Theorem I can be easily proven. Let us first note thathas a maximum forwhich is necessarily achieved and in particular for valuesall distinct and not coinciding with 0 and 1.
It can easily be seen that this maximum can only be achieved for a single point system. Let us suppose, in fact, that
and (1)
If we pose
We have
equality, in one of these formulas, can only take place if, resp..
It follows that
(2)
equality being possible only if the sequences (1) coincide. This is in contradiction with our hypotheses and the reported uniqueness results.
We deduce, in particular, that ifthe points for which the maximum is reached are symmetrically distributed with respect to the middle of the intervalThis results from the fact that if, we have
3. Stieltjes demonstrated that the determination of the maximum is done using differential calculus. Let us set
The maximum is given by the system
which admits, as will result later, a single solution under the hypothesis that theare distinct from each other. This uniqueness can also be demonstrated directly using inequality (2).
A simple calculation gives us
designating a summation where the valueis excluded.
The maximum will therefore be given by the system
We immediately see that the polynomial, which is of degree, must verify the differential equation
being a constant. We findand we see thatis expressed using the Gauss hypergeometric series,. We actually find that this polynomial, up to a constant factor, is equal toso it is a Jacobi polynomial of degree.
4. To calculate the value of the maximumWe will first make some slightly more general considerations.
Either
a sequence of polynomials defined by the recurrence relations
(3)
where we assume that theand theare different from zero.
Let us denote bythe zeros of the polynomialand by
(i)
the result of the polynomials(this resultant being defined in this way).
From (3) we deduce that the coefficient ofInis equal to. Then doing successively, we deduce from this
But
SO
If we now notice that, we obtain
(4)
In particular, polynomialsare linked by relations of the form (3). In this case
(5)and we find
(6)
5. Now let's move on to the calculation of. Ifare the zeros of the polynomial, We have
Relationships
give us
We now have
(8)
But the polymonesand the derivative of the first still verify the following relation
being two constants of no importance to us.
If we successively dowe get
(9)
Finally, taking into account (5), (6), (7), (8), (9) we obtain
which is precisely the requested formula.
6. A simple linear transformation allows us to state the following theorem:
Theorem II. Whenand that theremain within the interval, the expression
becomes maximum when theare the zeros of the polynomial
The value of this maximum is
Especially ifwe obtain another theorem of Stieltjes 5 ):
Theorem III. When theremain in the meantime, the expression
becomes maximum when theare the zeros of the polynomialof legendre of degree n. The value of this maximum is
7.
Stieltjes further stated the following theorem 6 ):
Theorem IV. When theare in the intervalthe expression
becomes maximum when theare the zeros of the polynomialwhich comes from development
The value of this maximum, which can be designated by, East
0 0 footnotetext: 5) Th. J. Stieltjes „On some theorems of algebra", CR Acad. Sc., Paris, t. 100 (1885) p. 439.
6 ) Loc cit. 5 ).
This theorem corresponds to the case where. It was demonstrated by MI Schur 7 ). The previous results are not applicable without precautions, but we can easily see that this property results from Theorem II. We see, in fact, that this maximum can only be reached if theare all distinct and if one coincides with 0 and another with 1. We therefore deduce Theorem IV from Theorem II bydoing,and takinginstead.
Note that
We can also, in the same way, deal with cases whereOronly. For example the caseresults from Theorem II indoingand takinginstead of. We define the numbers in this way.
We actually find 8 )
8.
On numbersWe can make a few remarks. Let us first delimit the numberwith the help of.
We have
(10)
Note that
Ifare the zeros of the polynomial, We have
7 ) Loc cit. 4 ).
We have
SO
But
SO
Taking into account the formula
we deduce from this
(11)
and this formula is obviously valid for.
Taking into account Stirling's formula, we see that the rootof the coefficient ofin (11) tends to 1 for. On the other hand, MM Fekete 9 ) has already noticed that
this number being the transfinite diameter of the segment. Formulas (10), (11) therefore show us that:
Theorem V.being two non-negative numbers, the expression
9 ) M. Fekete “Über die Verteilung der Wurzeln bei gewissen algebraischen Gleichungen mit ganzzahligen Koeffizienten” Math. Zeitschrift,t. 17 (1923), p. 228.
tends, for, towards the transfinite diameterof the segment).
It is easily established thatis a decreasing function ofand of. We immediately check that the function
is convex with respect toAndwhen.
The functionis a sum of convex functions and we can therefore state the following property:
Theorem VI. The functionis decreasing and its logarithm is a convex function with respect to the two variables a and.
It can easily be seen that the property holds for.
The corresponding properties are easily found when, instead of the interval ( 0,1 ), we take any finite interval ().
9. Let us takein Theorem II; we deduce that forthe expression
becomes maximum when theare the zeros of the polynomial (written in a suitable form)
If we do now, we obtain
Theorem VII. Whenand that theremain non-negative, expression
(12)
10 ) Mr. Fekete established the existence of the limitthat the continuation
is decreasing.given, the more general sequence
is also decreasing if we take the numberlarge enough.
becomes maximum when theare the zeros of the generalized Laguerre polynomial
The value of this maximum is
The passage to the limit is justified by the fact - which is demonstrated as in No. 2 - that expression (12) admits a maximum reached for a single system of points.
Ifthe corresponding problem is solved by the Laguerre polynomial itself.
The casecan also be related to the case. Indeed iffor (12) to be maximum one of the points mustcoincides with 0 . So makingand takinginstead ofwe deduce the
Theorem VIII. When theremain non-negative, the expression
becomes maximum when theare the zeros of the polynomial
The value of this maximum is
is the Laquerre polynomial
of degree.
10. Let us make some remarks about numbers..
Ifare the zeros of, We have
Ifare the zeros of
But, a simple calculation gives us
so
(13).
11 ) Equality is only possible if.
However, the order of magnitude of the product.East
which means that
We deduce that
Let us also note thatis not a monotonic function but its logarithm is convex. Also taking into account (13) andwe have the
Theorem IX. The logarithm of the functionis convex for. given that we have
11.
Let us now takein Theorem II. We deduce that forthe expression
becomes maximum when theare the zeros of the polynomial (written in a suitable form)
Doingwe obtain a third theorem stated by Stieltjes 12 ).
12 ) Loc. cit. 5 ).
Theorem X. The expression
becomes maximum when theare the zeros of the Hermite polynomial
The value of this maximum is
The passage to the limit, as is easily demonstrated, is perfectly justified.
We have
12.
Note that we have
We see that the sum of the zeros of the polynomial. is equal to. Theorem VII then shows us that ifare non-negative and
(14)
the expression
reaches its maximum, equal to, when theare the zeros of the polynomial. We were able to remove the factorsince the functiongrows whenincreases from the value zero. We see that we must take the equality in (14) to have the maximum.
The substitutionallows us to state the following theorem:
Theorem XI. When, THEare non-negative and
the expression
becomes maximum when theare the zeros of the generalized Laguerre polynomial. The value of this maximum is
We have, in particular,
Theorem XII. When theare non-negative and
the discriminant
becomes maximum when theare the zeros of the polynomial. The value of this maximum is
Similarly, noticing that
we see that the sum of the squares of the zeros of the polynomialis equal to. We then obtain, as above, the
Theorem XIII. When real numbersverify the inequality
the discriminant
becomes maximum when theare the zeros of the Hermite polynomial. The value of this maximum is
Theorems XII, XIII are due to MI Schur who demonstrated them by another route 13 ).
13. Exactly as above we demonstrate that:
Theorem XIV. The functionis decreasing and its logarithm is convex forWe have the limit
for any given value of.
0 0 footnotetext: 13 ) Loc. cit. 4 ).
We also have
II.
Generalization of the Stieltjes problem
14.
Now consider the expression
which we will seek to study as much as possible when theremain in a finite interval. We can always refer to the interval, but it goes without saying that we move on to analogous problems for any interval by simple transformations.
Of course, to have interesting properties we will limit ourselves to the case where the functionhas a certain particular form. Let us first clarify the assumptions we make about the function.
We will say that the function, real, defined and uniform in the closed interval ( 0,1 ) verifies the conditions ( C ) or that it is a function (C), if:
. it is positive in the open interval.
. it is continuous at points 0 and 1.
.
. it is exponentially concave in the interval.
We will also say thatchecks the conditions () or that it is a function () if, apart from the properties, it also verifies the following property:
has a derivative at every point in the open interval.
The propertyis understood in the restrictive sense (and not in Jensen's sense), therefore
(15)
whatever the pointsof the interval.
In particular we have
(16)
for two pointsof. The functionis concave in any interval completely interior to.
Well-known properties result that a function (C) is upper bounded inand is continuous not only internally but, as a result of the property, everywhere in.
The problem we propose to examine is the following:
The functionverifying the conditions (C), determine and study the maximum of the expressionwhen theremain in the meantime.
We could study this problem also when the functiondoes not verify conditions (C), but our hypotheses appear to be the most interesting. For example, the functionequal to 1 forAnd. This function checks the properties. In this case we have
but it is clear that this maximum is not reached.
Let us now move on to the study of our problem.
15. The expressionis a symmetric function and is continuous in the domain. It is zero on the boundary of this domain, therefore
Theorem XV. Ifis a function (C) the expressionadmits ina maximum reached for at least one point systemdistinct and located within the interval.
Suppose the maximum is reached for two different point systems
(17)
Then taking the points
and taking into account (16) we deduce, exactly as in No. 2, that
equality being possible only if the two sequences (17) coincide. This is in contradiction with our hypotheses. We therefore have the
Theorem XVI. Ifis a function ( C ) the expressionadmits ina maximum reached for a single points systemdistinct and located within the interval
We will designate bythe points for which this maximum is reached. We call see system the maximizing system of. The polynomial
will be called the maximizing polynomial of.
Finally we will designate by
which is obviously a positive number.
16. We will now demonstrate that the correspondence between a functionand its maximizing system or maximizing polynomial is continuous.
We need the following property:
Lemma I. We can match any positive numberanother positive numbersuch that if
we also have
This property is a consequence of uniqueness. Let us suppose, in fact, that the property is not true. By classical reasoning we see that there would then exist a positive numberand a series of points systems
such that we have
and that at least one of the inequalities
be checked for everything. We deduce the existence of a system
such as
which is in contradiction with Theorem XVI.
Now consider two functions (C),.
LetAndthe
corresponding maximizing systems. Let A be the upper bound of the functionand B the upper bound of,
0 0 footnotetext: 14) We also know that everywhere we have the sign <.
So we have
Or.
We deduce from this
from where
We have, in particular,
Hereis the number defined inprevious.
We also have
We deduce that
Now, C tends to zero with B. Taking into account Lemma I, it results in the
Theorem XVII. We can match any positive number to another positive numbersuch that, for the function (C)and for any other function (C)which verifies the inequality
we also have
for the corresponding maximizing systems.
This is the property we had in mind.
We deduce from it, in particular,
Theorem XVIII. If a sequence of functions (C)
converges uniformly to a function (C),, the maximizing systemcorresponding totends, for
, towards the maximizing systemcorresponding to).
This property will be fundamental for us in what follows.
17. Let us now suppose thatbe a function. To determine the maximum then we can apply differential calculus. The maximum is therefore determined by the system
(18)
(Or)
It is easy to see that, as a result of the assumptions made and especially because of the property(concavity), we have the
Lemma II. Ifis a function () the system (18) admits one solution and only one such that theare in the interval.
Given Theorem XV, we have
Theorem XIX. Ifis a function, We have
18.
Before going further, we must show how the demonstrations of the properties stated for the functions (C) and which will follow are deduced from the demonstrations of the corresponding properties for the functions ().
Let us first prove
Lemma III. If
is a sequence of points located inside the intervaland if
is a sequence of non-increasing numbers, there exists a function 'whose logarithmic derivative takes the valuesat the corresponding points.
Eitherthe continuous function defined in the interval () such as
a linear function in.
15) That the limit is a function (C) is not essential, but we will apply this theorem in this form in the following.
The function
is concave in the interval ().
We will now suitably extend this function in the interval. Let us take the functiondefined as follows:
Finally the functiondefined as follows
is a function () and verifies the conditions of Lemma III.
The extension of the functionis done in short by connection using arcs of suitably chosen hyperbolas. Ifis non-negative the functionis increasing in the intervaland ifis non-positiveis decreasing in the interval (). This remark will be useful to us for the following property.
Lemma III has an important consequence:
Ifare the maximizing polynomials corresponding to a function ( C ) and to k values ​​of n , these polynomials are also the maximizing polynomials corresponding to a function () and at the same values ​​of n.
The demonstration presents no difficulty and follows immediately from Lemma II and Theorem XIX.
In the following we will apply this property for polynomials.
We still have
Lemma IV. Every function (C) is the limit of a sequence of functions () converging uniformly in the interval ( 0,1 ).
First there is a positive numbersuch that in the intervalthe functionis non-decreasing and in the interval () non-increasing. (We take of course). Now let'san arbitrary positive number. There exists a positive numbersuch as
For, and for.
In the closed interval () the functionis continuous and concave. There exists a number A such that in this interval. Now consider the sequence of polynomials 16 )
(19)
which verify the following properties:
, In
.is concave in ()
4.
. The sequence (19) converges uniformly tothroughout the interval ().
We extend the polynomialexactly as we did withand we designate bythe function thus defined in the entire open interval (0,1). Finally, let us define the functionby
The functionscheck the conditions ().
ForWe have, SOis respectively increasing and decreasing in the intervals, (), therefore a fortiori
On the other hand, we can determine a numbersuch as forwe have
10 ) Polynomialsare the MS Bernstein polynomials. For the proof of the properties of the text see: Tiberiu Popoviciu „On the approximation of convex functions of higher order" Mathematica t. X (1935), p. 49.
We deduce from this
So finally
For
which proves Lemma IV.
19. We will say that two sequences
(20)
ofand ofpoints respectively, separate in the strict sense if we have
We will also say that the two sequences (20) separate in the broad sense if we have
and if the sequences have at least one point in common.
We can also say that the zeros of the polynomials
separate respectively in the strict and broad senses.
The polynomialcan always be written in the form
which is none other than the Lagrange interpolation formula. The constantsare completely determined.
We have
Lemma V. The necessary and sufficient condition for the zeros of the polynomialsAndseparate in the strict sense is that the coefficients si are all positive. The necessary and sufficient condition for the zeros of these polynomials to separate in the broad sense is that the si are all non-negative, at least one being zero.
These properties are well known, the demonstration being immediate. Let us now return to the maximizing polynomialscorresponding to a function (). We have the
Theorem XX. The Zeros of Maximizing Polynomials,corresponding to a function () cannot separate in the broad sense.
The proof is easy. Let's assume the opposite. We can then write
Or. To fix the ideas, let us suppose that. We then have. Drifting twice in a row we have
from where
Taking into accountand from Theorem XIX we deduce
But,, it therefore follows that
This is in contradiction with the hypothesisand Theorem XX is therefore demonstrated.
20. We now propose to demonstrate the property that we had in mind and which is expressed by the
Theorem XXI. The zeros of two consecutive maximizing polynomialscorresponding to a functionseparate in the strict sense.
Let us first show that it is sufficient to demonstrate the property for functions. Indeed, if the property is true for functions, Theorem XVIII and Lemma IV show us that for a function (C) the zeros separate either in the strict sense or in the broad sense. But, by virtue of the consequence of Lemma III, it is indeed the first case that occurs.
It remains to demonstrate ownership in the case whereis a function (). Let us consider for this the function
is a function. Whenincreases from 0 to 1, the functionOrdeforms continuously and tends uniformly towardsOr.
Theorems XVIII and XX then show us that it is sufficient to demonstrate the property for the function. Now, in this case
and it is well known that the zeros of these Jacobi polynomials separate in the strict sense. The theorem is therefore completely demonstrated.
21. We now propose to say a few words about the maximum.
Let A be the maximum (or the upper bound) of. We have
(0.1)
MM Fekete's theorem therefore shows us that
(21)
Eitheran arbitrary positive number. In the intervalthe functionhas a positive minimum. Letthe points for which
is reached. We have
from where
But
and it follows that
(22)
however small. Relations (21) and (22) therefore show us that:
Theorem XXII. Ifis a function (C) the expression
a, for, a limit which is equal to the transfinite diameterof the segment 0–1.
22. We will now consider a special case.
Either
OrAndarepositive numbers. It is a function (). The maximizing polynomialis then a solution to the homogeneous linear differential equation of order 2
(23)
Oris a polynomial of degreesuitably chosen. Our results therefore allow us to say that an equation of the form (23) admits a polynomial solution of degreeand only one such that this polynomial has all its real zeros and is included in one of the intervals (). Eitherthe degree solutionwhich has its zeros in the interval () Andthe degree solutionwhich has its zeros in the same interval. We can then say that the zeros of the polynomialsAndseparate in the strict sense.
It was Stieltjes who first studied the polynomial solutions of equation (23) 17 ). He showed, taking into account that the equation has at most
polynomial solutions of degree, that this equation has exactlysolutions of this form which have all their zeros real and included in the interval (). The zeros of these polynomials are distributed in all possible ways in the intervals (), to each distribution corresponding only one solution. Moreover to each solution corresponds a maximum problem. These maxima problems, which constitute a generalization of the problem studied in this work, as well as other problems on the distribution of the zeros of the polynomial solutions of an equation of the form (23) will be examined by us in another work which will appear soon 18 ).
0 0 footnotetext: 17 ) Loc. cit. 3 )
18) We have stated more general results in our note: "On a problem of maximum Stielties". CR Acad. Sc., Paris, t. 202 (1936) p. 1645.