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Fresnel series geometric tail bounds
Statement
For the terms of and of in Fresnel, error, and Gauss hypergeometric series,
Each displayed quotient is asserted only when its denominator is nonzero. At , every , so both series and every tail are zero. The corresponding division-free inequalities obtained by multiplying by or hold for every .
Once the applicable bound is at most for all terms after a first omitted term, the absolute tail is bounded by that term divided by . Both series converge locally uniformly on . For every piecewise- path with and , they equal where the complex line integral is defined by The complex line integral over a rectifiable path as a componentwise Riemann–Stieltjes integral. In particular, these integrals are path-independent and agree with the straight-segment integrals.
Facts & Assumptions
Given: The series definitions of in Fresnel, error, and Gauss hypergeometric series.
Complex sine, cosine, hyperbolic sine, and hyperbolic cosine from the complex exponential and The exponential definitions of complex sine, cosine, hyperbolic sine, and hyperbolic cosine equal their entire power series: complex sine and cosine are given by their entire factorial power series.
Inside its disc of convergence a complex power series is holomorphic and may be differentiated term by term: an entire power series may be differentiated term by term.
The second fundamental theorem: if is differentiable on with and is integrable, then and Complex differentiability at a point implies continuity there and A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion: along each compact smooth path piece, the real and imaginary parts of a continuously differentiable function integrate to their endpoint differences.
The complex line integral over a rectifiable path as a componentwise Riemann–Stieltjes integral: for a continuous integrand on a rectifiable path, the complex line integral is defined by its four componentwise real Riemann--Stieltjes integrals.
For piecewise-C1 contours the Riemann–Stieltjes integral agrees with the parametric complex integral and the published real line integrals: on a piecewise- path, the line integral equals the sum of the parameter integrals of over its smooth pieces.
Proof
If , all terms in [F1] vanish, and their division-free bounds and zero tails hold directly. For , every term is nonzero, and taking ratios in [F1] gives The omitted factors are each less than , yielding the displayed bounds.
The denominators in the bounds grow quadratically in , so the ratios tend to zero; summing the resulting geometric majorant gives the stated tail bound and uniform convergence on every disk.
The infinite-radius power series in [F1] may be differentiated termwise by [F3]. The resulting derivatives are where the last equalities use [F2].
Both and are entire primitives of their displayed integrands. For any piecewise- path from to , put on each smooth piece. Complex differentiability gives with as ; set . Since , division by makes the remainder tend to zero and proves . The same argument gives . At each piece endpoint the same limit with one-sided increments gives the relative derivatives; they extend continuously to the closed piece. By [F4], the real and imaginary parts integrate to endpoint differences. By [F6], the parameter integrals sum to the complex line integrals defined in [F5]. Since , the line integrals equal and . Hence they are path-independent and agree with the straight-segment integrals.
Depends on
- Fresnel, error, and Gauss hypergeometric series
- Complex sine, cosine, hyperbolic sine, and hyperbolic cosine from the complex exponential
- The exponential definitions of complex sine, cosine, hyperbolic sine, and hyperbolic cosine equal their entire power series
- Inside its disc of convergence a complex power series is holomorphic and may be differentiated term by term
- Complex differentiability at a point implies continuity there
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- A continuous function on $[a,b]$ is Riemann integrable, by Heine-Cantor and Riemann's criterion
- The complex line integral over a rectifiable path as a componentwise Riemann–Stieltjes integral
- For piecewise-C1 contours the Riemann–Stieltjes integral agrees with the parametric complex integral and the published real line integrals
Used by
- Finite certified power-series evaluation for Fresnel, erf, and Gauss functions Algorithm
- Soundness of the finite Fresnel, erf, and Gauss-series enclosures Theorem
Cited to discharge well-definedness by Fresnel, error, and Gauss hypergeometric series.
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Sources
- DLMF, §7.6(i), equations 7.6.4 and 7.6.6 (standard reference, not scraped)
- N. M. Temme, “Numerical aspects of special functions,” Acta Numerica 17 (2008), §2 (standard reference, not scraped)