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Multiple zeta-star values for indices of infinite length

Minoru Hirose Institute for Advanced Research, Nagoya University, Furo-cho, Chikusa-ku, Nagoya, 464-8602, Japan [email protected] Hideki Murahara The University of Kitakyushu, 4-2-1 Kitagata, Kokuraminami-ku, Kitakyushu, Fukuoka, 802-8577, Japan [email protected]  and  Tomokazu Onozuka Institute of Mathematics for Industry, Kyushu University 744, Motooka, Nishi-ku, Fukuoka, 819-0395, Japan [email protected]
Abstract.

In this paper, we consider infinite-length versions of multiple zeta-star values. We give several explicit formulas for the infinite-length versions of multiple zeta-star values. We also discuss the analytic properties of the map from indices to the infinite-length versions of multiple zeta-star values.

Key words and phrases:
Multiple zeta(-star) values; Indices of infinite length
2020 Mathematics Subject Classification:
Primary 11M32

1. Main result

The multiple zeta-star value is the convergent series

ζ(k1,,kr)=n1nr11n1k1nrkr\zeta^{\star}(k_{1},\dots,k_{r})=\sum_{n_{1}\geq\cdots\geq n_{r}\geq 1}\frac{1}{n_{1}^{k_{1}}\cdots n_{r}^{k_{r}}}

for (k1,,kr)1r(k_{1},\dots,k_{r})\in\mathbb{Z}_{\geq 1}^{r} with k12k_{1}\geq 2 and has been studied variously, along with the multiple zeta values. In this paper, we consider the infinite length version of the multiple zeta-star values.

Definition 1.1.

For (k1,k2,)1(k_{1},k_{2},\dots)\in\mathbb{Z}_{\geq 1}^{\infty} with k12k_{1}\geq 2, we define multiple zeta-star values for indices of infinite length by

ζ(k1,k2,)\displaystyle\zeta^{\star}(k_{1},k_{2},\dots) =m1m211m1k1m2k2(=limrζ(k1,,kr)),\displaystyle=\sum_{m_{1}\geq m_{2}\geq\cdots\geq 1}\frac{1}{m_{1}^{k_{1}}m_{2}^{k_{2}}\cdots}\qquad(=\lim_{r\rightarrow\infty}\zeta^{\star}(k_{1},\dots,k_{r})),

where the summation is over the all decreasing sequence (mj)j=1(m_{j})_{j=1}^{\infty} of positive integers such that limrmr=1\lim_{r\to\infty}m_{r}=1.

We will see later that the above sum converges except for the case where k1=2k_{1}=2 and kj=1k_{j}=1 for all j>1j>1 (see Section 3). First, we will show some formulas for the multiple zeta-star values for indices of infinite length. Let {k}r\{k\}^{r} denote the rr times repetition of the kk, e.g., ({k}3)=(k,k,k)(\{k\}^{3})=(k,k,k). We use the summation symbol \sum^{\prime} in an extended meaning of \sum, i.e., j=ab1\sum^{\prime}{\!}_{j=a}^{b-1} means j=ba1-\sum_{j=b}^{a-1} if b<ab<a, 0 if b=ab=a, j=ab1\sum_{j=a}^{b-1} if b>ab>a.

Theorem 1.2.

We have the following equalities:

  1. (1)

    For k1,,kr1rk_{1},\dots,k_{r}\in\mathbb{Z}_{\geq 1}^{r} with k12k_{1}\geq 2,

    ζ(k1,,kr1,kr+1,{1})=ζ(k1,,kr).\zeta^{\star}(k_{1},\dots,k_{r-1},k_{r}+1,\{1\}^{\infty})=\zeta^{\star}(k_{1},\dots,k_{r}).
  2. (2)

    For k1,,kr1rk_{1},\dots,k_{r}\in\mathbb{Z}_{\geq 1}^{r} with k12k_{1}\geq 2,

    ζ(k1,,kr,{2})\displaystyle\zeta^{\star}(k_{1},\dots,k_{r},\{2\}^{\infty})
    =(1)k1++kr(22s=1rj=2ks1(1)k1++ks1+jζ(k1,,ks1,j)).\displaystyle=(-1)^{k_{1}+\cdots+k_{r}}\left(2-2\sum_{s=1}^{r}\sideset{}{{}^{\prime}}{\sum}_{j=2}^{k_{s}-1}(-1)^{k_{1}+\cdots+k_{s-1}+j}\zeta^{\star}(k_{1},\dots,k_{s-1},j)\right).
  3. (3)

    For k2k\geq 2,

    ζ({k})=m=2(mkmk1)=ck=1Γ(2c).\zeta^{\star}(\{k\}^{\infty})=\prod_{m=2}^{\infty}\left(\frac{m^{k}}{m^{k}-1}\right)=\prod_{c^{k}=1}\Gamma(2-c).
  4. (4)

    For n2n\geq 2,

    ζ({2,{1}n2})=n.\zeta^{\star}(\{2,\{1\}^{n-2}\}^{\infty})=n.
  5. (5)

    For n1n\geq 1,

    ζ({{2}n,1})=2c2n+1=1Γ(2c)Γ(2+c).\zeta^{\star}(\{\{2\}^{n},1\}^{\infty})=2\prod_{c^{2n+1}=1}\frac{\Gamma(2-c)}{\Gamma(2+c)}.
  6. (6)

    For n0n\geq 0,

    ζ({{2}n,3,{2}n,1})=2s{±1}c2n+2=sΓ(2c)sΓ(1c2)2s.\displaystyle\zeta^{\star}(\{\{2\}^{n},3,\{2\}^{n},1\}^{\infty})=2\prod_{s\in\{\pm 1\}}\prod_{c^{2n+2}=s}\Gamma(2-c)^{-s}\Gamma\left(1-\frac{c}{2}\right)^{2s}.
Example 1.3.

We have the following equalities:

  1. (1)

    ζ({4})=8πeπeπ,\zeta^{\star}(\{4\}^{\infty})=\frac{8\pi}{e^{\pi}-e^{-\pi}},

  2. (2)

    ζ(3,{2})=2ζ(2)2,\zeta^{\star}(3,\{2\}^{\infty})=2\zeta(2)-2,

  3. (3)

    ζ({3,1})=4(eπ+1)π(eπ1),\zeta^{\star}(\{3,1\}^{\infty})=\frac{4(e^{\pi}+1)}{\pi(e^{\pi}-1)},

  4. (4)

    ζ({2})=2,\zeta^{\star}(\{2\}^{\infty})=2,

  5. (5)

    ζ({2,1})=3\zeta^{\star}(\{2,1\}^{\infty})=3.

Second, let us define Z:[0,1][1,]Z^{\star}:[0,1]\to[1,\infty] by Z(0)=1Z^{\star}(0)=1 and

Z(j=112k1++kj)=ζ(k1+1,k2,k3,),Z^{\star}\left(\sum_{j=1}^{\infty}\frac{1}{2^{k_{1}+\cdots+k_{j}}}\right)=\zeta^{\star}(k_{1}+1,k_{2},k_{3},\dots),

where k1,k2,1k_{1},k_{2},\dots\in\mathbb{Z}_{\geq 1}. The function ZZ^{\star} contains information of all multiple zeta-star values for indices of infinite length (see Figure 1 for the graph of ZZ^{\star}).

Refer to caption
Figure 1. The graph and some special values of ZZ^{\star}.

Given two indices (k1,k2,)(k_{1},k_{2},\dots) and (l1,l2,)(l_{1},l_{2},\dots), we say that the former is lexicographically smaller than the latter if there exists jj such that ki=lik_{i}=l_{i} and kj<lj(i{1,,j1})k_{j}<l_{j}\;(i\in\{1,\dots,j-1\}).

Theorem 1.4.

ZZ^{\star} is a continuous and bijective function, or equivalently, the map

(k1,k2,k3,)ζ(k1+1,k2,k3,)(k_{1},k_{2},k_{3},\dots)\mapsto\zeta^{\star}(k_{1}+1,k_{2},k_{3},\dots)

gives an order-reversing bijection between (1,)(\mathbb{Z}_{\geq 1}^{\infty},\prec) and (1,](1,\infty] where \prec is the lexicographic order.

Remark 1.5.

The order structure for the set of multiple zeta values is studied by Kumar [1].

Remark 1.6.

Li, independently of our study, obtained the same results as Theorem 1.2 (1), (4), Theorem 1.4, and further studied related topics. For more details, see [2].

Theorem 1.7.

The map ZZ^{\star} is not differentiable on some dense set. More precisely, we have the followings:

  1. (1)

    The map ZZ^{\star} is right-differentiable at zz for 0z<10\leq z<1.

  2. (2)

    The map ZZ^{\star} is left-differentiable at zz if z{112nn>0}z\not\in\{1-\frac{1}{2^{n}}\mid n>0\}.

  3. (3)

    The map ZZ^{\star} is not left-differentiable at zz if z{112nn>0}z\in\{1-\frac{1}{2^{n}}\mid n>0\}.

  4. (4)

    The left-differential Z(z)\partial_{-}Z^{\star}(z) is equal to the right-differential +Z(z)\partial_{+}Z^{\star}(z) if z(0,1){a2n0<a<2n,n>0}z\in(0,1)\setminus\left\{\frac{a}{2^{n}}\mid 0<a<2^{n},n>0\right\}.

  5. (5)

    The left-differential Z(z)\partial_{-}Z^{\star}(z) is greater than the right differential +Z(z)\partial_{+}Z^{\star}(z) if z{a2n0<a<2n1,n>0}z\in\left\{\frac{a}{2^{n}}\mid 0<a<2^{n}-1,n>0\right\}.

The proof of Theorem 1.7 will be given in Theorems 4.7, 4.8, 4.10, and 5.5 (see also Remark 4.9).

2. Special values

Lemma 2.1.

For k1,,kr,l1k_{1},\dots,k_{r},l\in\mathbb{Z}_{\geq 1} with k1>1k_{1}>1, we have

ζ(k1,,kr,{l})=m1mr11m1k1mrkrs=2mrslsl1.\zeta^{\star}(k_{1},\dots,k_{r},\{l\}^{\infty})=\sum_{m_{1}\geq\cdots\geq m_{r}\geq 1}\frac{1}{m_{1}^{k_{1}}\cdots m_{r}^{k_{r}}}\prod_{s=2}^{m_{r}}\frac{s^{l}}{s^{l}-1}.
Proof.

It follows from the following calculation:

ζ(k1,,kr,{l})\displaystyle\zeta^{\star}(k_{1},\dots,k_{r},\{l\}^{\infty})
=limRm1mrn1nR11m1k1mrkrn1lnRl\displaystyle=\lim_{R\to\infty}\sum_{m_{1}\geq\cdots\geq m_{r}\geq n_{1}\geq\cdots\geq n_{R}\geq 1}\frac{1}{m_{1}^{k_{1}}\cdots m_{r}^{k_{r}}n_{1}^{l}\cdots n_{R}^{l}}
=m1mr11m1k1mrkrlimRmrn1nR11n1lnRl\displaystyle=\sum_{m_{1}\geq\cdots\geq m_{r}\geq 1}\frac{1}{m_{1}^{k_{1}}\cdots m_{r}^{k_{r}}}\lim_{R\to\infty}\sum_{m_{r}\geq n_{1}\geq\cdots\geq n_{R}\geq 1}\frac{1}{n_{1}^{l}\cdots n_{R}^{l}}
=m1mr11m1k1mrkrlimRc1++cmr=Rs=1mr1slcs(cs#{j:nj=s})\displaystyle=\sum_{m_{1}\geq\cdots\geq m_{r}\geq 1}\frac{1}{m_{1}^{k_{1}}\cdots m_{r}^{k_{r}}}\lim_{R\to\infty}\sum_{c_{1}+\cdots+c_{m_{r}}=R}\prod_{s=1}^{m_{r}}\frac{1}{s^{lc_{s}}}\qquad(c_{s}\coloneqq\#\{j:n_{j}=s\})
=m1mr11m1k1mrkrc2,,cm1=0s=2mr1slcs\displaystyle=\sum_{m_{1}\geq\cdots\geq m_{r}\geq 1}\frac{1}{m_{1}^{k_{1}}\cdots m_{r}^{k_{r}}}\sum_{c_{2},\dots,c_{m_{1}}=0}^{\infty}\prod_{s=2}^{m_{r}}\frac{1}{s^{lc_{s}}}
=m1mr11m1k1mrkrs=2mrc=01slc\displaystyle=\sum_{m_{1}\geq\cdots\geq m_{r}\geq 1}\frac{1}{m_{1}^{k_{1}}\cdots m_{r}^{k_{r}}}\prod_{s=2}^{m_{r}}\sum_{c=0}^{\infty}\frac{1}{s^{lc}}
=m1mr11m1k1mrkrs=2mrslsl1.\displaystyle=\sum_{m_{1}\geq\cdots\geq m_{r}\geq 1}\frac{1}{m_{1}^{k_{1}}\cdots m_{r}^{k_{r}}}\prod_{s=2}^{m_{r}}\frac{s^{l}}{s^{l}-1}.\qed
Proof of Theorem 1.2 (1).

By Lemma 2.1, we have

ζ(k1,,kr1,kr+1,{1})\displaystyle\zeta^{\star}(k_{1},\dots,k_{r-1},k_{r}+1,\{1\}^{\infty}) =m1mr11m1k1mr1kr1mrkr+1s=2mrss1\displaystyle=\sum_{m_{1}\geq\cdots\geq m_{r}\geq 1}\frac{1}{m_{1}^{k_{1}}\cdots m_{r-1}^{k_{r-1}}m_{r}^{k_{r}+1}}\prod_{s=2}^{m_{r}}\frac{s}{s-1}
=m1mr11m1k1mrkr\displaystyle=\sum_{m_{1}\geq\cdots\geq m_{r}\geq 1}\frac{1}{m_{1}^{k_{1}}\cdots m_{r}^{k_{r}}}
=ζ(k1,,kr).\displaystyle=\zeta^{\star}(k_{1},\dots,k_{r}).\qed
Proof of Theorem 1.2 (2).

Let L(k1,,kr)L(k_{1},\dots,k_{r}) (resp. R(k1,,kr)R(k_{1},\dots,k_{r})) be the left (resp. right) hand side of the theorem. By Lemma 2.1, we have

L(k1,,kr)\displaystyle L(k_{1},\dots,k_{r}) =m1mr11m1k1mrkrm=2mrm2m21\displaystyle=\sum_{m_{1}\geq\cdots\geq m_{r}\geq 1}\frac{1}{m_{1}^{k_{1}}\cdots m_{r}^{k_{r}}}\prod_{m=2}^{m_{r}}\frac{m^{2}}{m^{2}-1}
=2m1mr11m1k1mr1kr11mrkr1(mr+1).\displaystyle=2\sum_{m_{1}\geq\cdots\geq m_{r}\geq 1}\frac{1}{m_{1}^{k_{1}}\cdots m_{r-1}^{k_{r-1}}}\cdot\frac{1}{m_{r}^{k_{r}-1}(m_{r}+1)}.

Thus,

L(k1,,kr,a)+L(k1,,kr,a+1)\displaystyle L(k_{1},\dots,k_{r},a)+L(k_{1},\dots,k_{r},a+1)
=2m1mrn11m1k1mrkr1n+1(1na1+1na)\displaystyle=2\sum_{m_{1}\geq\cdots\geq m_{r}\geq n\geq 1}\frac{1}{m_{1}^{k_{1}}\cdots m_{r}^{k_{r}}}\cdot\frac{1}{n+1}\left(\frac{1}{n^{a-1}}+\frac{1}{n^{a}}\right)
=2m1mrn11m1k1mrkrna\displaystyle=2\sum_{m_{1}\geq\cdots\geq m_{r}\geq n\geq 1}\frac{1}{m_{1}^{k_{1}}\cdots m_{r}^{k_{r}}n^{a}}
=2ζ(k1,,kr,a).\displaystyle=2\zeta^{\star}(k_{1},\dots,k_{r},a).

On the other hand, by definition,

R(k1,,kr,a)+R(k1,,kr,a+1)=2ζ(k1,,kr,a).R(k_{1},\dots,k_{r},a)+R(k_{1},\dots,k_{r},a+1)=2\zeta^{\star}(k_{1},\dots,k_{r},a).

Thus we have

L(k1,,kr,a)+L(k1,,kr,a+1)=R(k1,,kr,a)+R(k1,,kr,a+1).L(k_{1},\dots,k_{r},a)+L(k_{1},\dots,k_{r},a+1)=R(k_{1},\dots,k_{r},a)+R(k_{1},\dots,k_{r},a+1).

Furthermore, we have

L(k1,,kr,2)\displaystyle L(k_{1},\dots,k_{r},2) =L(k1,,kr),\displaystyle=L(k_{1},\dots,k_{r}),
R(k1,,kr,2)\displaystyle R(k_{1},\dots,k_{r},2) =R(k1,,kr),\displaystyle=R(k_{1},\dots,k_{r}),

and L(2)=2=R(2)L(2)=2=R(2). Thus the claim follows by induction. ∎

Proof of Theorem 1.2 (3).

We have

ζ({k})=m1m211m1km2k=m=2s=01mks=m=2mkmk1.\displaystyle\zeta^{\star}(\{k\}^{\infty})=\sum_{m_{1}\geq m_{2}\geq\cdots\geq 1}\frac{1}{m_{1}^{k}m_{2}^{k}\cdots}=\prod_{m=2}^{\infty}\sum_{s=0}^{\infty}\frac{1}{m^{ks}}=\prod_{m=2}^{\infty}\frac{m^{k}}{m^{k}-1}.

Since

mk1=ck=1(mc),m^{k}-1=\prod_{c^{k}=1}(m-c),

we have

m=2mkmk1\displaystyle\prod_{m=2}^{\infty}\frac{m^{k}}{m^{k}-1} =limnm=2nck=1mmc\displaystyle=\lim_{n\to\infty}\prod_{m=2}^{n}\prod_{c^{k}=1}\frac{m}{m-c}
=ck=1limnm=2n2+(m2)2c+(m2).\displaystyle=\prod_{c^{k}=1}\lim_{n\to\infty}\prod_{m=2}^{n}\frac{2+(m-2)}{2-c+(m-2)}.

Using

Γ(x)=limnnxn!x(x+1)(x+n),\Gamma(x)=\lim_{n\to\infty}\frac{n^{x}n!}{x(x+1)\cdots(x+n)},

we obtain

m=2mkmk1=ck=1Γ(2c)Γ(2)=ck=1Γ(2c).\displaystyle\prod_{m=2}^{\infty}\frac{m^{k}}{m^{k}-1}=\prod_{c^{k}=1}\frac{\Gamma(2-c)}{\Gamma(2)}=\prod_{c^{k}=1}\Gamma(2-c).
Proof of Theorem 1.2 (4).

It is known that ζ({2,{1}n2}a,1)=nζ(an+1)\zeta^{\star}(\{2,\{1\}^{n-2}\}^{a},1)=n\zeta(an+1) (see [3] and [5]). Thus, we have

ζ({2,{1}n2})=limaζ({2,{1}n2}a,1)=n.\zeta^{\star}(\{2,\{1\}^{n-2}\}^{\infty})=\lim_{a\to\infty}\zeta^{\star}(\{2,\{1\}^{n-2}\}^{a},1)=n.\qed
Proof of Theorem 1.2 (5).

Using [4, Theorem 1.2], we have

ζ({{2}n,1}d)\displaystyle\zeta^{\star}(\{\{2\}^{n},1\}^{d}) =m1md12#{m1,,md}m12n+1md2n+1\displaystyle=\sum_{m_{1}\geq\cdots\geq m_{d}\geq 1}\frac{2^{\#\{m_{1},\dots,m_{d}\}}}{m_{1}^{2n+1}\cdots m_{d}^{2n+1}}
=(c1,c2,)0m=1cm=dm1cm12m(2n+1)cm,\displaystyle=\sum_{\begin{subarray}{c}(c_{1},c_{2},\dots)\in\mathbb{Z}_{\geq 0}^{\infty}\\ \sum_{m=1}^{\infty}c_{m}=d\end{subarray}}\prod_{\begin{subarray}{c}m\geq 1\\ c_{m}\geq 1\end{subarray}}\frac{2}{m^{(2n+1)c_{m}}},

where we put cm=#{j:mj=m}c_{m}=\#\{j:m_{j}=m\}. Then

ζ({{2}n,1}d)=(c2,c3,)0m=2cm=dm2cm12m(2n+1)cm+2(c2,c3,)0m=2cm<dm2cm12m(2n+1)cm.\displaystyle\zeta^{\star}(\{\{2\}^{n},1\}^{d})=\sum_{\begin{subarray}{c}(c_{2},c_{3},\dots)\in\mathbb{Z}_{\geq 0}^{\infty}\\ \sum_{m=2}^{\infty}c_{m}=d\end{subarray}}\prod_{\begin{subarray}{c}m\geq 2\\ c_{m}\geq 1\end{subarray}}\frac{2}{m^{(2n+1)c_{m}}}+2\sum_{\begin{subarray}{c}(c_{2},c_{3},\dots)\in\mathbb{Z}_{\geq 0}^{\infty}\\ \sum_{m=2}^{\infty}c_{m}<d\end{subarray}}\prod_{\begin{subarray}{c}m\geq 2\\ c_{m}\geq 1\end{subarray}}\frac{2}{m^{(2n+1)c_{m}}}.

Since

limd(c2,c3,)0m=2cm=dm2cm12m(2n+1)cm=0\displaystyle\lim_{d\to\infty}\sum_{\begin{subarray}{c}(c_{2},c_{3},\dots)\in\mathbb{Z}_{\geq 0}^{\infty}\\ \sum_{m=2}^{\infty}c_{m}=d\end{subarray}}\prod_{\begin{subarray}{c}m\geq 2\\ c_{m}\geq 1\end{subarray}}\frac{2}{m^{(2n+1)c_{m}}}=0

and

limd(c2,c3,)0m=2cm<dm2cm12m(2n+1)cm\displaystyle\lim_{d\to\infty}\sum_{\begin{subarray}{c}(c_{2},c_{3},\dots)\in\mathbb{Z}_{\geq 0}^{\infty}\\ \sum_{m=2}^{\infty}c_{m}<d\end{subarray}}\prod_{\begin{subarray}{c}m\geq 2\\ c_{m}\geq 1\end{subarray}}\frac{2}{m^{(2n+1)c_{m}}} =(c2,c3,)0m2cm12m(2n+1)cm\displaystyle=\sum_{(c_{2},c_{3},\dots)\in\mathbb{Z}_{\geq 0}^{\infty}}\prod_{\begin{subarray}{c}m\geq 2\\ c_{m}\geq 1\end{subarray}}\frac{2}{m^{(2n+1)c_{m}}}
=m=2(1+2c=11m(2n+1)c),\displaystyle=\prod_{m=2}^{\infty}\left(1+2\sum_{c=1}^{\infty}\frac{1}{m^{(2n+1)c}}\right),

we have

ζ({{2}n,1})\displaystyle\zeta^{\star}(\{\{2\}^{n},1\}^{\infty}) =2m=2m2n+1+1m2n+11.\displaystyle=2\prod_{m=2}^{\infty}\frac{m^{2n+1}+1}{m^{2n+1}-1}.

We obtain the result by a similar calculation as in the proof of Theorem 1.2 (3). ∎

Proof of Theorem 1.2 (6).

Using the equation [4, Theorem 4.8 (2-c-2-1)] with c1==cr=3c_{1}=\cdots=c_{r}=3 and a1==ar=b1==br=na_{1}=\cdots=a_{r}=b_{1}=\cdots=b_{r}=n, we have

ζ({{2}n,3,{2}n,1}d)=m1m2d1(1)m1++m2d2#{m1,,m2d}m12n+2m2d2n+2.\zeta^{\star}(\{\{2\}^{n},3,\{2\}^{n},1\}^{d})=\sum_{m_{1}\geq\cdots\geq m_{2d}\geq 1}\frac{(-1)^{m_{1}+\cdots+m_{2d}}2^{\#\{m_{1},\dots,m_{2d}\}}}{m_{1}^{2n+2}\cdots m_{2d}^{2n+2}}.

Using this equality, we have

limdζ({{2}n,3,{2}n,1}d)\displaystyle\lim_{d\to\infty}\zeta^{\star}(\{\{2\}^{n},3,\{2\}^{n},1\}^{d}) =2m=2(1+2((1)mm2n+2+(1)2mm2(2n+2)+))\displaystyle=2\prod_{m=2}^{\infty}\left(1+2\left(\frac{(-1)^{m}}{m^{2n+2}}+\frac{(-1)^{2m}}{m^{2(2n+2)}}+\cdots\right)\right)
=2m=2(1+2(1)mm2n+21)\displaystyle=2\prod_{m=2}^{\infty}\left(1+\frac{2}{(-1)^{m}m^{2n+2}-1}\right)
=2m=2(m2n+2+(1)mm2n+2(1)m).\displaystyle=2\prod_{m=2}^{\infty}\left(\frac{m^{2n+2}+(-1)^{m}}{m^{2n+2}-(-1)^{m}}\right).

Then we find

limdζ({{2}n,3,{2}n,1}d)\displaystyle\lim_{d\to\infty}\zeta^{\star}(\{\{2\}^{n},3,\{2\}^{n},1\}^{d}) =2m=2(m2n+21m2n+2+1)×m=2:even(m2n+2+1m2n+21)2\displaystyle=2\prod_{m=2}^{\infty}\left(\frac{m^{2n+2}-1}{m^{2n+2}+1}\right)\times\prod_{m=2:\mathrm{even}}^{\infty}\left(\frac{m^{2n+2}+1}{m^{2n+2}-1}\right)^{2}
=2m=2(m2n+21m2n+2+1)×m=1(m2n+2+(1/2)2n+2m2n+2(1/2)2n+2)2.\displaystyle=2\prod_{m=2}^{\infty}\left(\frac{m^{2n+2}-1}{m^{2n+2}+1}\right)\times\prod_{m=1}^{\infty}\left(\frac{m^{2n+2}+(1/2)^{2n+2}}{m^{2n+2}-(1/2)^{2n+2}}\right)^{2}.

By a similar calculation as in Proof of Theorem 1.2 (3), we get

limdζ({{2}n,3,{2}n,1}d)\displaystyle\lim_{d\to\infty}\zeta^{\star}(\{\{2\}^{n},3,\{2\}^{n},1\}^{d}) =2c2n+2=1Γ(2c)1Γ(1c2)2c2n+2=1Γ(2c)1Γ(1c2)2\displaystyle=2\frac{\prod_{c^{2n+2}=1}\Gamma(2-c)^{-1}\Gamma(1-\frac{c}{2})^{2}}{\prod_{c^{2n+2}=-1}\Gamma(2-c)^{-1}\Gamma(1-\frac{c}{2})^{2}}
=2s{±1}c2n+2=sΓ(2c)sΓ(1c2)2s.\displaystyle=2\prod_{s\in\{\pm 1\}}\prod_{c^{2n+2}=s}\Gamma(2-c)^{-s}\Gamma\left(1-\frac{c}{2}\right)^{2s}.\qed

3. Order property and continuity of the zeta-star map

In this section, we will give a proof of Theorem 1.4.

Lemma 3.1.

For positive integers a,b,Aa,b,A with A2A\geq 2, we have

m1man1nbA1m12m2man1k1nbkbn1nbA1(n11)n1k1nbkb,\displaystyle\sum_{m_{1}\geq\cdots\geq m_{a}\geq n_{1}\geq\cdots\geq n_{b}\geq A}\frac{1}{m_{1}^{2}m_{2}\cdots m_{a}n_{1}^{k_{1}}\cdots n_{b}^{k_{b}}}\leq\sum_{n_{1}\geq\cdots\geq n_{b}\geq A}\frac{1}{(n_{1}-1)n_{1}^{k_{1}}\cdots n_{b}^{k_{b}}},
m1man1nbA1(m11)m12m2man1k1nbkb\displaystyle\sum_{m_{1}\geq\cdots\geq m_{a}\geq n_{1}\geq\cdots\geq n_{b}\geq A}\frac{1}{(m_{1}-1)m_{1}^{2}m_{2}\cdots m_{a}n_{1}^{k_{1}}\cdots n_{b}^{k_{b}}}
(A+12A)an1nbA1(n11)n1k1+1n2k2nbkb.\displaystyle\qquad\qquad\qquad\qquad\qquad\qquad\qquad\qquad\qquad\leq\left(\frac{A+1}{2A}\right)^{a}\sum_{n_{1}\geq\cdots\geq n_{b}\geq A}\frac{1}{(n_{1}-1)n_{1}^{k_{1}+1}n_{2}^{k_{2}}\cdots n_{b}^{k_{b}}}.
Proof.

We have

L.H.S. of the first equality
m1man1nbA1(m11)m1m2man1k1nbkb\displaystyle\leq\sum_{m_{1}\geq\cdots\geq m_{a}\geq n_{1}\geq\cdots\geq n_{b}\geq A}\frac{1}{(m_{1}-1)m_{1}m_{2}\cdots m_{a}n_{1}^{k_{1}}\cdots n_{b}^{k_{b}}}
=m1man1nbA(1m111m1)1m2man1k1nbkb\displaystyle=\sum_{m_{1}\geq\cdots\geq m_{a}\geq n_{1}\geq\cdots\geq n_{b}\geq A}\left(\frac{1}{m_{1}-1}-\frac{1}{m_{1}}\right)\cdot\frac{1}{m_{2}\cdots m_{a}n_{1}^{k_{1}}\cdots n_{b}^{k_{b}}}
=m2man1nbA1(m21)m2m3man1k1nbkb.\displaystyle=\sum_{m_{2}\geq\cdots\geq m_{a}\geq n_{1}\geq\cdots\geq n_{b}\geq A}\frac{1}{(m_{2}-1)m_{2}m_{3}\cdots m_{a}n_{1}^{k_{1}}\cdots n_{b}^{k_{b}}}.

Repeating the similar calculations, we obtain the first result. As for the second equality, we have

L.H.S. of the second equality
A+1Am1man1nbA1(m11)m1(m1+1)m2man1k1nbkb\displaystyle\leq\frac{A+1}{A}\sum_{m_{1}\geq\cdots\geq m_{a}\geq n_{1}\geq\cdots\geq n_{b}\geq A}\frac{1}{(m_{1}-1)m_{1}(m_{1}+1)m_{2}\cdots m_{a}n_{1}^{k_{1}}\cdots n_{b}^{k_{b}}}
=A+1Am1man1nbA12(1m1(m11)1m1(m1+1))1m2man1k1nbkb\displaystyle=\frac{A+1}{A}\sum_{m_{1}\geq\cdots\geq m_{a}\geq n_{1}\geq\cdots\geq n_{b}\geq A}\frac{1}{2}\left(\frac{1}{m_{1}(m_{1}-1)}-\frac{1}{m_{1}(m_{1}+1)}\right)\cdot\frac{1}{m_{2}\cdots m_{a}n_{1}^{k_{1}}\cdots n_{b}^{k_{b}}}
=A+12Am2man1nbA1(m21)m22m3man1k1nbkb.\displaystyle=\frac{A+1}{2A}\sum_{m_{2}\geq\cdots\geq m_{a}\geq n_{1}\geq\cdots\geq n_{b}\geq A}\frac{1}{(m_{2}-1)m_{2}^{2}m_{3}\cdots m_{a}n_{1}^{k_{1}}\cdots n_{b}^{k_{b}}}.

By repeating the above procedure, we obtain the second result. ∎

Proof that the map ζ\zeta^{\star} is order-reversing.

Let 𝐤=(k1,k2,)1{\bf k}=(k_{1},k_{2},\dots)\in\mathbb{Z}_{\geq 1}^{\infty} and 𝐤=(k1,k2,)1{\bf k}^{\prime}=(k_{1}^{\prime},k_{2}^{\prime},\dots)\in\mathbb{Z}_{\geq 1}^{\infty}. Put 𝐤+=(k1+1,k2,k3,){\bf k}_{+}=(k_{1}+1,k_{2},k_{3},\dots) for 𝐤{\bf k} and 𝐤+{\bf k}^{\prime}_{+} in the same manner. Assume that 𝐤𝐤{\bf k}\prec{\bf k^{\prime}} by the lexicographic order. Then there exists r1r\geq 1 such that ki=kik_{i}=k_{i}^{\prime} for 1i<r1\leq i<r and kr<krk_{r}<k_{r}^{\prime}. Then

ζ(𝐤+)\displaystyle\zeta^{\star}({\bf k}_{+}) =m1m21m1k1+1m2k2m3k3\displaystyle=\sum_{m_{1}\geq m_{2}\geq\cdots}\frac{1}{m_{1}^{k_{1}+1}m_{2}^{k_{2}}m_{3}^{k_{3}}\cdots}
>m1m2mr11m1k1+1m2k2mrkr\displaystyle>\sum_{m_{1}\geq m_{2}\geq\cdots\geq m_{r}\geq 1}\frac{1}{m_{1}^{k_{1}+1}m_{2}^{k_{2}}\cdots m_{r}^{k_{r}}}
=ζ(k1+1,k2,,kr)\displaystyle=\zeta^{\star}(k_{1}+1,k_{2},\dots,k_{r})

and

ζ(𝐤+)\displaystyle\zeta^{\star}({\bf k}^{\prime}_{+}) ζ(k1+1,k2,,kr1,kr,{1})\displaystyle\leq\zeta^{\star}(k_{1}+1,k_{2},\dots,k_{r-1},k_{r}^{\prime},\{1\}^{\infty})
=ζ(k1+1,k2,,kr1,kr1)ζ(k1+1,k2,,kr).\displaystyle=\zeta^{\star}(k_{1}+1,k_{2},\dots,k_{r-1},k_{r}^{\prime}-1)\leq\zeta^{\star}(k_{1}+1,k_{2},\dots,k_{r}).

Thus, we have ζ(𝐤+)>ζ(𝐤+)\zeta^{\star}({\bf k}_{+})>\zeta^{\star}({\bf k}^{\prime}_{+}), i.e., ζ\zeta^{\star} is an order-reversing map. ∎

Proof that ζ(𝐤)\zeta^{\star}({\bf k}) is convergent for 𝐤(2,{1}){\bf k}\neq(2,\{1\}^{\infty}).

Let 𝐤=(k1,k2,)1{\bf k}=(k_{1},k_{2},\dots)\in\mathbb{Z}_{\geq 1}^{\infty} with k12k_{1}\geq 2 and 𝐤(2,{1}){\bf k}\neq(2,\{1\}^{\infty}). Then there exists n2n\geq 2 such that ({2,{1}n2})𝐤(\{2,\{1\}^{n-2}\}^{\infty})\prec{\bf k}. Thus, by Theorem 1.2 (4), ζ(𝐤)ζ({2,{1}n2})=n\zeta({\bf k})\leq\zeta(\{2,\{1\}^{n-2}\}^{\infty})=n, which implies the convergence of ζ(𝐤)\zeta({\bf k}). ∎

Proof that the map ZZ^{\star} is continuous.

Let 𝐤=(k1,k2,)1{\bf k}=(k_{1},k_{2},\dots)\in\mathbb{Z}_{\geq 1}^{\infty} with k12k_{1}\geq 2. We need to show that for any ϵ>0\epsilon>0, there exists 𝐥{\bf l} and 𝐥{\bf l}^{\prime} such that

𝐤𝐤𝐥\displaystyle{\bf k}\prec{\bf k}^{\prime}\prec{\bf l} ζ(𝐤)ζ(𝐤)<ϵ,\displaystyle\implies\zeta^{\star}({\bf k})-\zeta^{\star}({\bf k}^{\prime})<\epsilon,
𝐥𝐤𝐤\displaystyle{\bf l}^{\prime}\prec{\bf k}^{\prime}\prec{\bf k} ζ(𝐤)ζ(𝐤)<ϵ.\displaystyle\implies\zeta^{\star}({\bf k}^{\prime})-\zeta^{\star}({\bf k})<\epsilon.

Since the sequence (ζ(k1,,kn))n=1\left(\zeta^{\star}(k_{1},\dots,k_{n})\right)_{n=1}^{\infty} is bounded and monotone increasing, there exist r1r\geq 1 such that

ζ(k1,,kr)>ζ(𝐤)ϵ.\zeta^{\star}(k_{1},\dots,k_{r})>\zeta^{\star}({\bf k})-\epsilon.

Thus

ζ(k1,,kr1,kr+1,{1})>ζ(𝐤)ϵ.\zeta^{\star}(k_{1},\dots,k_{r-1},k_{r}+1,\{1\}^{\infty})>\zeta^{\star}({\bf k})-\epsilon.

By taking 𝐥=(k1,,kr1,kr+1,{1}){\bf l}=(k_{1},\dots,k_{r-1},k_{r}+1,\{1\}^{\infty}), we obtain the first line.

Now we will show the second line. We first show the claim for indices with a finite number of elements greater than or equal to 22. Let 𝐤=(k1,,kr,{1}){\bf k}=(k_{1},\dots,k_{r},\{1\}^{\infty}) with kr2k_{r}\geq 2. Since

limaζ(k1,,kr1,kr1,a+1,{1})\displaystyle\lim_{a\to\infty}\zeta^{\star}(k_{1},\dots,k_{r-1},k_{r}-1,a+1,\{1\}^{\infty})
=limam1mr11m1k1mr1kr1mrkr1s=1mr1sa\displaystyle=\lim_{a\to\infty}\sum_{m_{1}\geq\cdots\geq m_{r}\geq 1}\frac{1}{m_{1}^{k_{1}}\cdots m_{r-1}^{k_{r-1}}m_{r}^{k_{r}-1}}\sum_{s=1}^{m_{r}}\frac{1}{s^{a}}
limaζ(a)m1mr11m1k1mr1kr1mrkr1\displaystyle\leq\lim_{a\to\infty}\zeta(a)\sum_{m_{1}\geq\cdots\geq m_{r}\geq 1}\frac{1}{m_{1}^{k_{1}}\cdots m_{r-1}^{k_{r-1}}m_{r}^{k_{r}-1}}
=ζ(k1,,kr1,kr1)\displaystyle=\zeta^{\star}(k_{1},\dots,k_{r-1},k_{r}-1)
=ζ(𝐤),\displaystyle=\zeta^{\star}({\bf k}),

there exist n1n\geq 1 such that

ζ(k1,,kr1,kr1,n+1,{1})<ζ(𝐤)+ϵ.\zeta^{\star}(k_{1},\dots,k_{r-1},k_{r}-1,n+1,\{1\}^{\infty})<\zeta^{\star}({\bf k})+\epsilon.

Thus, the claim holds for indices with a finite number of elements greater than or equal to 22.

Assume that there exists infinitely many jj such that kj>1k_{j}>1.

𝐤=(a1,{1}b1,a2,{1}b2,)(aj2,bj0).{\bf k}=(a_{1},\{1\}^{b_{1}},a_{2},\{1\}^{b_{2}},\dots)\qquad(a_{j}\geq 2,b_{j}\geq 0).

We need to show the existence of ss such that

ζ(a1,{1}b1,a2,{1}b2,,as1,{1}bs1,as1)<ζ(𝐤)+ϵ.\zeta^{\star}(a_{1},\{1\}^{b_{1}},a_{2},\{1\}^{b_{2}},\dots,a_{s-1},\{1\}^{b_{s-1}},a_{s}-1)<\zeta^{\star}({\bf k})+\epsilon.

Note that

ζ(a1,{1}b1,a2,{1}b2,,as1,{1}bs1,as1)ζ(𝐤)\displaystyle\zeta^{\star}(a_{1},\{1\}^{b_{1}},a_{2},\{1\}^{b_{2}},\dots,a_{s-1},\{1\}^{b_{s-1}},a_{s}-1)-\zeta^{\star}({\bf k})
<ζ(a1,{1}b1,a2,{1}b2,,as1,{1}bs1,as1)\displaystyle<\zeta^{\star}(a_{1},\{1\}^{b_{1}},a_{2},\{1\}^{b_{2}},\dots,a_{s-1},\{1\}^{b_{s-1}},a_{s}-1)
ζ(a1,{1}b1,a2,{1}b2,,as1,{1}bs1,as)\displaystyle\quad-\zeta^{\star}(a_{1},\{1\}^{b_{1}},a_{2},\{1\}^{b_{2}},\dots,a_{s-1},\{1\}^{b_{s-1}},a_{s})
ζ(2,{1}b,2,{1}r2,1)ζ(2,{1}b,2,{1}r2,2),\displaystyle\leq\zeta^{\star}(2,\{1\}^{b},2,\{1\}^{r-2},1)-\zeta^{\star}(2,\{1\}^{b},2,\{1\}^{r-2},2),

where b=b1b=b_{1} and r=b2++bs1+s1r=b_{2}+\cdots+b_{s-1}+s-1. Then we have

ζ(a1,{1}b1,a2,{1}b2,,as1,{1}bs1,as1)ζ(𝐤)\displaystyle\zeta^{\star}(a_{1},\{1\}^{b_{1}},a_{2},\{1\}^{b_{2}},\dots,a_{s-1},\{1\}^{b_{s-1}},a_{s}-1)-\zeta^{\star}({\bf k})
<mn1nb+r11m2n1nbnb+12nb+2nb+r1(1nb+r1nb+r2)\displaystyle<\sum_{m\geq n_{1}\geq\cdots\geq n_{b+r}\geq 1}\frac{1}{m^{2}n_{1}\cdots n_{b}n_{b+1}^{2}n_{b+2}\cdots n_{b+r-1}}\left(\frac{1}{n_{b+r}}-\frac{1}{n_{b+r}^{2}}\right)
=mn1nb+r21m2n1nbnb+12nb+2nb+r1(1nb+r1nb+r2)\displaystyle=\sum_{m\geq n_{1}\geq\cdots\geq n_{b+r}\geq 2}\frac{1}{m^{2}n_{1}\cdots n_{b}n_{b+1}^{2}n_{b+2}\cdots n_{b+r-1}}\left(\frac{1}{n_{b+r}}-\frac{1}{n_{b+r}^{2}}\right)
mn1nb+r21m2n1nbnb+12nb+2nb+r\displaystyle\leq\sum_{m\geq n_{1}\geq\cdots\geq n_{b+r}\geq 2}\frac{1}{m^{2}n_{1}\cdots n_{b}n_{b+1}^{2}n_{b+2}\cdots n_{b+r}}
(34)r1nb+r21(nb+r1)nb+r2.\displaystyle\leq\left(\frac{3}{4}\right)^{r-1}\sum_{n_{b+r}\geq 2}\frac{1}{(n_{b+r}-1)n_{b+r}^{2}}.

Here, we used Lemma 3.1 for the last inequality. Thus, for any ϵ>0\epsilon>0, there exists ss such that

ζ(a1,{1}b1,a2,{1}b2,as1,{1}bs1,as1)<ζ(𝐤)+ϵ.\zeta^{\star}(a_{1},\{1\}^{b_{1}},a_{2},\{1\}^{b_{2}},\dots a_{s-1},\{1\}^{b_{s-1}},a_{s}-1)<\zeta^{\star}({\bf k})+\epsilon.

This finishes the proof. ∎

4. Analytic properties of the zeta-star map

This section investigates the differential of ZZ^{\star}. Hereinafter, we understand 00=10^{0}=1.

Lemma 4.1.

For z=j=1aj2jz=\sum_{j=1}^{\infty}\frac{a_{j}}{2^{j}} with aj{0,1}a_{j}\in\{0,1\}, we have

Z(z)=m1m21a1m1m2a2m2m3m12m2m3.Z^{\star}(z)=\sum_{m_{1}\geq m_{2}\geq\cdots\geq 1}\frac{a_{1}^{m_{1}-m_{2}}a_{2}^{m_{2}-m_{3}}\cdots}{m_{1}^{2}m_{2}m_{3}\cdots}.
Proof.

Note that a1m1m2a2m2m3a_{1}^{m_{1}-m_{2}}a_{2}^{m_{2}-m_{3}}\cdots vanishes except for the case mj=mj+1m_{j}=m_{j+1} for all jj such that aj=0a_{j}=0. The case where there exists infinitely many jj such that aj=1a_{j}=1 follows from the definition of ZZ^{\star}. The case z=0z=0 also follows from the definition of ZZ^{\star}. The other case follows from Theorem 1.2 (1), e.g., when aj=δj,1a_{j}=\delta_{j,1},

Z(12+04+08+)\displaystyle Z^{\star}\left(\frac{1}{2}+\frac{0}{4}+\frac{0}{8}+\cdots\right) =Z(02+14+18+)=ζ(3,{1})\displaystyle=Z^{\star}\left(\frac{0}{2}+\frac{1}{4}+\frac{1}{8}+\cdots\right)=\zeta^{\star}(3,\{1\}^{\infty})
=ζ(2)=m1m211m1m20m2m30m3m4m12m2m3m4.\displaystyle=\zeta^{\star}(2)=\sum_{m_{1}\geq m_{2}\geq\cdots\geq 1}\frac{1^{m_{1}-m_{2}}0^{m_{2}-m_{3}}0^{m_{3}-m_{4}}}{m_{1}^{2}m_{2}m_{3}m_{4}\cdots}.\qed
Lemma 4.2.

For z=j=1aj2jz=\sum_{j=1}^{\infty}\frac{a_{j}}{2^{j}} with aj{0,1}a_{j}\in\{0,1\}, we have

Z(z)=1+z2+d=1ad(m1md3a1m1m2ad1md1mdm12m2md)2d(zi=1d1ai2i).Z^{\star}(z)=1+\frac{z}{2}+\sum_{d=1}^{\infty}a_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}\left(z-\sum_{i=1}^{d-1}\frac{a_{i}}{2^{i}}\right).
Proof.

It follows from the following calculation

Z(z)\displaystyle Z^{\star}(z) =m1m21a1m1m2a2m2m3m12m2m3\displaystyle=\sum_{m_{1}\geq m_{2}\geq\cdots\geq 1}\frac{a_{1}^{m_{1}-m_{2}}a_{2}^{m_{2}-m_{3}}\cdots}{m_{1}^{2}m_{2}m_{3}\cdots}
=1dem1md32=md+1==me1=me+1=me+2=a1m1m2a2m2m3m12m2m3+2m1m2a1m1m2a2m2m3m12m2m3.\displaystyle=\sum_{1\leq d\leq e}\sum_{\begin{subarray}{c}m_{1}\geq\cdots\geq m_{d}\geq 3\\ 2=m_{d+1}=\cdots=m_{e}\\ 1=m_{e+1}=m_{e+2}=\cdots\end{subarray}}\frac{a_{1}^{m_{1}-m_{2}}a_{2}^{m_{2}-m_{3}}\cdots}{m_{1}^{2}m_{2}m_{3}\cdots}+\sum_{2\geq m_{1}\geq m_{2}\geq\cdots}\frac{a_{1}^{m_{1}-m_{2}}a_{2}^{m_{2}-m_{3}}\cdots}{m_{1}^{2}m_{2}m_{3}\cdots}.

Here,

1dem1md32=md+1==me1=me+1=me+2=a1m1m2a2m2m3m12m2m3\displaystyle\sum_{1\leq d\leq e}\sum_{\begin{subarray}{c}m_{1}\geq\cdots\geq m_{d}\geq 3\\ 2=m_{d+1}=\cdots=m_{e}\\ 1=m_{e+1}=m_{e+2}=\cdots\end{subarray}}\frac{a_{1}^{m_{1}-m_{2}}a_{2}^{m_{2}-m_{3}}\cdots}{m_{1}^{2}m_{2}m_{3}\cdots}
=d=1(m1md3a1m1m2ad1md1mdm12m2md)e=dadae2ed\displaystyle=\sum_{d=1}^{\infty}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)\sum_{e=d}^{\infty}\frac{a_{d}a_{e}}{2^{e-d}}
=d=1ad(m1md3a1m1m2ad1md1mdm12m2md)2d(zi=1d1ai2i)\displaystyle=\sum_{d=1}^{\infty}a_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}\left(z-\sum_{i=1}^{d-1}\frac{a_{i}}{2^{i}}\right)

and

2m1m2a1m1m2a2m2m3m12m2m3\displaystyle\sum_{2\geq m_{1}\geq m_{2}\geq\cdots}\frac{a_{1}^{m_{1}-m_{2}}a_{2}^{m_{2}-m_{3}}\cdots}{m_{1}^{2}m_{2}m_{3}\cdots}
=1+122m1m2m11a1m1m2a2m2m3m1m2m3\displaystyle=1+\frac{1}{2}\sum_{\begin{subarray}{c}2\geq m_{1}\geq m_{2}\geq\cdots\\ m_{1}\neq 1\end{subarray}}\frac{a_{1}^{m_{1}-m_{2}}a_{2}^{m_{2}-m_{3}}\cdots}{m_{1}m_{2}m_{3}\cdots}
=1+12e=12=m1==me1=me+1=me+2=a1m1m2a2m2m3m1m2m3\displaystyle=1+\frac{1}{2}\sum_{e=1}^{\infty}\sum_{\begin{subarray}{c}2=m_{1}=\cdots=m_{e}\\ 1=m_{e+1}=m_{e+2}=\cdots\end{subarray}}\frac{a_{1}^{m_{1}-m_{2}}a_{2}^{m_{2}-m_{3}}\cdots}{m_{1}m_{2}m_{3}\cdots}
=1+12e=1ae2e\displaystyle=1+\frac{1}{2}\sum_{e=1}^{\infty}\frac{a_{e}}{2^{e}}
=1+z2.\displaystyle=1+\frac{z}{2}.\qed
Lemma 4.3.

For s1s\geq 1, we have

m1ms31m14m2ms=O(s3s).\sum_{m_{1}\geq\cdots\geq m_{s}\geq 3}\frac{1}{m_{1}^{4}m_{2}\cdots m_{s}}=O\left(\frac{s}{3^{s}}\right).
Proof.

For x>0x>0, put

Fs(x)=m1ms31m2ms{1m1(m11)(m12)(m13)if m1>3,xif m1=3.F_{s}(x)=\sum_{m_{1}\geq\cdots\geq m_{s}\geq 3}\frac{1}{m_{2}\cdots m_{s}}\begin{cases}\frac{1}{m_{1}(m_{1}-1)(m_{1}-2)(m_{1}-3)}&\text{if }m_{1}>3,\\ x&\text{if }m_{1}=3.\end{cases}

Note that

m=n1m(m1)(m2)(m3)\displaystyle\sum_{m=n}^{\infty}\frac{1}{m(m-1)(m-2)(m-3)} =13m=n(1(m1)(m2)(m3)1m(m1)(m2))\displaystyle=\frac{1}{3}\sum_{m=n}^{\infty}\left(\frac{1}{(m-1)(m-2)(m-3)}-\frac{1}{m(m-1)(m-2)}\right)
=13(n1)(n2)(n3).\displaystyle=\frac{1}{3(n-1)(n-2)(n-3)}.

Then

Fs(x)\displaystyle F_{s}(x) =m2ms3m2>31m2msm1=m21m1(m11)(m12)(m13)\displaystyle=\sum_{\begin{subarray}{c}m_{2}\geq\cdots\geq m_{s}\geq 3\\ m_{2}>3\end{subarray}}\frac{1}{m_{2}\cdots m_{s}}\sum_{m_{1}=m_{2}}^{\infty}\frac{1}{m_{1}(m_{1}-1)(m_{1}-2)(m_{1}-3)}
+m2ms3m2=31m2ms(m1=41m1(m11)(m12)(m13)+x)\displaystyle\quad+\quad\sum_{\begin{subarray}{c}m_{2}\geq\cdots\geq m_{s}\geq 3\\ m_{2}=3\end{subarray}}\frac{1}{m_{2}\cdots m_{s}}\left(\sum_{m_{1}=4}^{\infty}\frac{1}{m_{1}(m_{1}-1)(m_{1}-2)(m_{1}-3)}+x\right)
=13m2ms3m2>31m3ms1m2(m21)(m22)(m23)\displaystyle=\frac{1}{3}\sum_{\begin{subarray}{c}m_{2}\geq\cdots\geq m_{s}\geq 3\\ m_{2}>3\end{subarray}}\frac{1}{m_{3}\cdots m_{s}}\cdot\frac{1}{m_{2}(m_{2}-1)(m_{2}-2)(m_{2}-3)}
+13m2ms3m2=31m3ms(118+x)\displaystyle\quad+\frac{1}{3}\sum_{\begin{subarray}{c}m_{2}\geq\cdots\geq m_{s}\geq 3\\ m_{2}=3\end{subarray}}\frac{1}{m_{3}\cdots m_{s}}\left(\frac{1}{18}+x\right)
=13Fs1(x+118).\displaystyle=\frac{1}{3}F_{s-1}\left(x+\frac{1}{18}\right).

Thus we have

Fs(x)=13s1F1(x+s118).F_{s}(x)=\frac{1}{3^{s-1}}F_{1}\left(x+\frac{s-1}{18}\right).

Hence we get

m1ms31m14m2msFs(118).\displaystyle\sum_{m_{1}\geq\cdots\geq m_{s}\geq 3}\frac{1}{m_{1}^{4}m_{2}\cdots m_{s}}\leq F_{s}\left(\frac{1}{18}\right).

This finishes the proof. ∎

Lemma 4.4.

Let aj{0,1}a_{j}\in\{0,1\} for 1jd11\leq j\leq d-1. Assume that i=1t(1ai)2\sum_{i=1}^{t}(1-a_{i})\geq 2 for some td1t\leq d-1, then

m1md3a1m1m2ad1md1mdm12m2md=O(dt3dt).\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}=O\left(\frac{d-t}{3^{d-t}}\right).
Proof.

From the assumption, let au=av=0(u<vt)a_{u}=a_{v}=0\;(u<v\leq t) and a1==au1=au+1==av1a_{1}=\cdots=a_{u-1}=a_{u+1}=\cdots=a_{v-1}=1. Then

L.H.S. =m1md3aumumu+1avmvmv+1av+1mv+1mv+2ad1md1mdm12m2md\displaystyle=\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{u}^{m_{u}-m_{u+1}}a_{v}^{m_{v}-m_{v+1}}a_{v+1}^{m_{v+1}-m_{v+2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}
=m1mu=mu+1mv=mv+1md3av+1mv+1mv+2ad1md1mdm12m2md.\displaystyle=\sum_{m_{1}\geq\cdots\geq m_{u}=m_{u+1}\geq\cdots\geq m_{v}=m_{v+1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{v+1}^{m_{v+1}-m_{v+2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}.

Using Lemma 3.1, we have

L.H.S. 32mv+1md3av+1mv+1mv+2ad1md1mdmv+14mv+2md.\displaystyle\leq\frac{3}{2}\sum_{m_{v+1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{v+1}^{m_{v+1}-m_{v+2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{v+1}^{4}m_{v+2}\cdots m_{d}}.

By Lemma 4.3, we obtain the result. ∎

Lemma 4.5.

Let z=j=1aj2jz=\sum_{j=1}^{\infty}\frac{a_{j}}{2^{j}} with aj{0,1}a_{j}\in\{0,1\} and assume that i=1t(1ai)2\sum_{i=1}^{t}(1-a_{i})\geq 2. Then we have

Z(z)=1+z2+d=1rad(m1md3a1m1m2ad1md1mdm12m2md)2d(zi=1d1ai2i)+O(rt3rt).Z^{\star}(z)=1+\frac{z}{2}+\sum_{d=1}^{r}a_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}\left(z-\sum_{i=1}^{d-1}\frac{a_{i}}{2^{i}}\right)+O\left(\frac{r-t}{3^{r-t}}\right).
Proof.

Since

zi=1d1ai2ii=d12i=21d,z-\sum_{i=1}^{d-1}\frac{a_{i}}{2^{i}}\leq\sum_{i=d}^{\infty}\frac{1}{2^{i}}=2^{1-d},

we have

d=r+1ad(m1md3a1m1m2ad1md1mdm12m2md)2d(zi=1d1ai2i)\displaystyle\sum_{d=r+1}^{\infty}a_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}\left(z-\sum_{i=1}^{d-1}\frac{a_{i}}{2^{i}}\right)
2d=r+1(m1md3a1m1m2ad1md1mdm12m2md)\displaystyle\leq 2\sum_{d=r+1}^{\infty}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)
2d=r+1O(dt3dt)\displaystyle\leq 2\sum_{d=r+1}^{\infty}O\left(\frac{d-t}{3^{d-t}}\right)

by Lemma 4.4. Note that in the above equality, the OO-constants are independent of dd. By Lemma 4.2, we get the result. ∎

Lemma 4.6.

Let x=j=1aj/2jx=\sum_{j=1}^{\infty}a_{j}/2^{j} with aj{0,1}a_{j}\in\{0,1\} and y=j=1bj/2jy=\sum_{j=1}^{\infty}b_{j}/2^{j} with bj{0,1}b_{j}\in\{0,1\}. Assume that aj=bja_{j}=b_{j} for j=1,,rj=1,\dots,r. Furthermore, assume that i=1t(1ai)2\sum_{i=1}^{t}(1-a_{i})\geq 2 with trt\leq r. Then

Z(x)Z(y)=(xy)(12+d=1rad(m1md3a1m1m2ad1md1mdm12m2md)2d)+O(rt3rt).Z^{\star}(x)-Z^{\star}(y)=(x-y)\left(\frac{1}{2}+\sum_{d=1}^{r}a_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}\right)+O\left(\frac{r-t}{3^{r-t}}\right).
Proof.

By Lemma 4.5, the proof is clear. ∎

Theorem 4.7.

Let z=j=1aj2jz=\sum_{j=1}^{\infty}\frac{a_{j}}{2^{j}} with aj{0,1}a_{j}\in\{0,1\}. Assume that j=1aj=\sum_{j=1}^{\infty}a_{j}=\infty and j=1t(1aj)2\sum_{j=1}^{t}(1-a_{j})\geq 2 for some tt. Then

Z(z):=limxz0Z(z)Z(x)zx=12+d=1ad(m1md3a1m1m2ad1md1mdm12m2md)2d.\partial_{-}Z^{\star}(z):=\lim_{x\to z-0}\frac{Z^{\star}(z)-Z^{\star}(x)}{z-x}=\frac{1}{2}+\sum_{d=1}^{\infty}a_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}.

Thus, ZZ^{\star} is left-differentiable at zz if z{112nn>0}z\not\in\{1-\frac{1}{2^{n}}\mid n>0\}.

Proof.

Take 0<x<z0<x<z and put x=j=1bj2jx=\sum_{j=1}^{\infty}\frac{b_{j}}{2^{j}}. Let p=p(x)p=p(x) be the minimal integer such that (ap,bp)=(1,0)(a_{p},b_{p})=(1,0). Put

y=j=1paj2j=j=1p1aj2j+12p+1+12p+2+.y=\sum_{j=1}^{p}\frac{a_{j}}{2^{j}}=\sum_{j=1}^{p-1}\frac{a_{j}}{2^{j}}+\frac{1}{2^{p+1}}+\frac{1}{2^{p+2}}+\cdots.

Furthermore, let rr be the maximal integer such that

ap+1=ap+2==ar=0a_{p+1}=a_{p+2}=\cdots=a_{r}=0

and

bp+1=bp+2==br=1.b_{p+1}=b_{p+2}=\cdots=b_{r}=1.

Then by Lemma 4.6, we have

Z(z)Z(y)=(zy)(12+d=1rad(m1md3a1m1m2ad1md1mdm12m2md)2d)+O(rt3rt)Z^{\star}(z)-Z^{\star}(y)=(z-y)\left(\frac{1}{2}+\sum_{d=1}^{r}a_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}\right)+O\left(\frac{r-t}{3^{r-t}}\right)

and

Z(y)Z(x)=(yx)(12+d=1rbd(m1md3b1m1m2bd1md1mdm12m2md)2d)+O(rt3rt).Z^{\star}(y)-Z^{\star}(x)=(y-x)\left(\frac{1}{2}+\sum_{d=1}^{r}b_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{b_{1}^{m_{1}-m_{2}}\cdots b_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}\right)+O\left(\frac{r-t}{3^{r-t}}\right).

From the intermediate value theorem, there exists a real number u(x)u(x) between

12+d=1rad(m1md3a1m1m2ad1md1mdm12m2md)2d\frac{1}{2}+\sum_{d=1}^{r}a_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}

and

12+d=1rbd(m1md3b1m1m2bd1md1mdm12m2md)2d\frac{1}{2}+\sum_{d=1}^{r}b_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{b_{1}^{m_{1}-m_{2}}\cdots b_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}

such that

Z(z)Z(x)=(zx)u(x)+O(rt3rt).Z^{\star}(z)-Z^{\star}(x)=(z-x)u(x)+O\left(\frac{r-t}{3^{r-t}}\right).

Since

zx\displaystyle z-x 12p12p+112rj=r+212j\displaystyle\geq\frac{1}{2^{p}}-\frac{1}{2^{p+1}}-\cdots-\frac{1}{2^{r}}-\sum_{j=r+2}^{\infty}\frac{1}{2^{j}}
=12r+1,\displaystyle=\frac{1}{2^{r+1}},

we have

Z(z)Z(x)zx=u(x)+O(r(2/3)r3t).\frac{Z^{\star}(z)-Z^{\star}(x)}{z-x}=u(x)+O\left(r(2/3)^{r}3^{t}\right).

By the condition j=1aj=\sum_{j=1}^{\infty}a_{j}=\infty, we have limxz0p(x)=\lim_{x\to z-0}p(x)=\infty and thus

limxz0u(x)=12+d=1ad(m1md3a1m1m2ad1md1mdm12m2md)2d,\lim_{x\to z-0}u(x)=\frac{1}{2}+\sum_{d=1}^{\infty}a_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d},

which completes the proof. ∎

Theorem 4.8.

Let z=j=1aj2jz=\sum_{j=1}^{\infty}\frac{a_{j}}{2^{j}} with aj{0,1}a_{j}\in\{0,1\} and assume that j=1(1aj)=\sum_{j=1}^{\infty}(1-a_{j})=\infty. Then

+Z(z):=limxz+0Z(z)Z(x)zx=12+d=1ad(m1md3a1m1m2ad1md1mdm12m2md)2d.\partial_{+}Z^{\star}(z):=\lim_{x\to z+0}\frac{Z^{\star}(z)-Z^{\star}(x)}{z-x}=\frac{1}{2}+\sum_{d=1}^{\infty}a_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}.

Thus, ZZ^{\star} is right-differentiable at zz for any 0z<10\leq z<1.

Proof.

Take x(z,1)x\in(z,1) and put x=j=1bj2jx=\sum_{j=1}^{\infty}\frac{b_{j}}{2^{j}}. Let p=p(x)p=p(x) be the minimal integer such that (ap,bp)=(0,1)(a_{p},b_{p})=(0,1). Put

y=j=1pbj2j=j=1p1bj2j+12p+1+12p+2+.y=\sum_{j=1}^{p}\frac{b_{j}}{2^{j}}=\sum_{j=1}^{p-1}\frac{b_{j}}{2^{j}}+\frac{1}{2^{p+1}}+\frac{1}{2^{p+2}}+\cdots.

Furthermore, let rr be the maximal integer such that

ap+1=ap+2==ar=1a_{p+1}=a_{p+2}=\cdots=a_{r}=1

and

bp+1=bp+2==br=0.b_{p+1}=b_{p+2}=\cdots=b_{r}=0.

Then by Lemma 4.6, we have

Z(x)Z(y)=(xy)(12+d=1rbd(m1md3b1m1m2bd1md1mdm12m2md)2d)+O(rt3rt)Z^{\star}(x)-Z^{\star}(y)=(x-y)\left(\frac{1}{2}+\sum_{d=1}^{r}b_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{b_{1}^{m_{1}-m_{2}}\cdots b_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}\right)+O\left(\frac{r-t}{3^{r-t}}\right)

and

Z(y)Z(z)=(yz)(12+d=1rad(m1md3a1m1m2ad1md1mdm12m2md)2d)+O(rt3rt).Z^{\star}(y)-Z^{\star}(z)=(y-z)\left(\frac{1}{2}+\sum_{d=1}^{r}a_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}\right)+O\left(\frac{r-t}{3^{r-t}}\right).

From the intermediate value theorem, there exists a real number u(x)u(x) between

12+d=1rad(m1md3a1m1m2ad1md1mdm12m2md)2d\frac{1}{2}+\sum_{d=1}^{r}a_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}

and

12+d=1rbd(m1md3b1m1m2bd1md1mdm12m2md)2d\frac{1}{2}+\sum_{d=1}^{r}b_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{b_{1}^{m_{1}-m_{2}}\cdots b_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}

such that

Z(z)Z(x)=(zx)u(x)+O(rt3rt).Z^{\star}(z)-Z^{\star}(x)=(z-x)u(x)+O\left(\frac{r-t}{3^{r-t}}\right).

Since

|zx|\displaystyle|z-x| 12p12p+112rj=r+212j\displaystyle\geq\frac{1}{2^{p}}-\frac{1}{2^{p+1}}-\cdots-\frac{1}{2^{r}}-\sum_{j=r+2}^{\infty}\frac{1}{2^{j}}
=12r+1,\displaystyle=\frac{1}{2^{r+1}},

we have

Z(z)Z(x)zx=u(x)+O(r(2/3)r3t).\frac{Z^{\star}(z)-Z^{\star}(x)}{z-x}=u(x)+O\left(r(2/3)^{r}3^{t}\right).

By the condition j=1(1aj)=\sum_{j=1}^{\infty}(1-a_{j})=\infty, we have limxz+0p(x)=\lim_{x\to z+0}p(x)=\infty and thus

limxz+0u(x)=12+d=1ad(m1md3a1m1m2ad1md1mdm12m2md)2d,\lim_{x\to z+0}u(x)=\frac{1}{2}+\sum_{d=1}^{\infty}a_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d},

which completes the proof. ∎

Remark 4.9.

By Theorems 4.7 and 4.8, if zz admits a 22-adic expansion j=1aj2j\sum_{j=1}^{\infty}\frac{a_{j}}{2^{j}} satisfying j=1aj=j=1(1aj)=\sum_{j=1}^{\infty}a_{j}=\sum_{j=1}^{\infty}(1-a_{j})=\infty, then +Z(z)=Z(z)\partial_{+}Z^{\star}(z)=\partial_{-}Z^{\star}(z). This implies Theorem 1.7 (4).

Theorem 4.10.

For z=j=1raj2jz=\sum_{j=1}^{r}\frac{a_{j}}{2^{j}} with aj{0,1}a_{j}\in\{0,1\} and ar=1a_{r}=1, we have

+Z(z)=12+d=1rad(m1md3a1m1m2ad1md1mdm12m2md)2d\partial_{+}Z^{\star}(z)=\frac{1}{2}+\sum_{d=1}^{r}a_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}

and

Z(z)=+Z(z)+m1mr3a1m1m2ar1mr1mrm12m2mr2r(mr2)(z11/2r).\partial_{-}Z^{\star}(z)=\partial_{+}Z^{\star}(z)+\sum_{m_{1}\geq\cdots\geq m_{r}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{r-1}^{m_{r-1}-m_{r}}}{m_{1}^{2}m_{2}\cdots m_{r}}2^{r}(m_{r}-2)\qquad(z\neq 1-1/2^{r}).
Proof.

The first statement is just a special case of Theorem 4.8. Since

z=j=1r1aj2j+12r+1+12r+2+,z=\sum_{j=1}^{r-1}\frac{a_{j}}{2^{j}}+\frac{1}{2^{r+1}}+\frac{1}{2^{r+2}}+\cdots,

we have

Z(z)\displaystyle\partial_{-}Z^{\star}(z) =12+d=1r1ad(m1md3a1m1m2ad1md1mdm12m2md)2d\displaystyle=\frac{1}{2}+\sum_{d=1}^{r-1}a_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}
+d=r+1(m1mr3a1m1m2ar1mr1mrm12m2mrmr=mr+1md31mr+1md)2d\displaystyle\quad+\sum_{d=r+1}^{\infty}\left(\sum_{m_{1}\geq\cdots\geq m_{r}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{r-1}^{m_{r-1}-m_{r}}}{m_{1}^{2}m_{2}\cdots m_{r}}\sum_{m_{r}=m_{r+1}\geq\cdots\geq m_{d}\geq 3}\frac{1}{m_{r+1}\cdots m_{d}}\right)2^{d}

by Lemma 4.7. Since

2r+1mrn=3mrc=0(2n)c=2r+1mrn=3mrnn2=2r(mr1),\displaystyle\frac{2^{r+1}}{m_{r}}\prod_{n=3}^{m_{r}}\sum_{c=0}^{\infty}\left(\frac{2}{n}\right)^{c}=\frac{2^{r+1}}{m_{r}}\prod_{n=3}^{m_{r}}\frac{n}{n-2}=2^{r}(m_{r}-1),

the third term equals

p=0(m1mr3a1m1m2ar1mr1mrm12m2mr1mrmrn1mp31n1np)2p+r+1(p=dr1)\displaystyle\sum_{p=0}^{\infty}\left(\sum_{m_{1}\geq\cdots\geq m_{r}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{r-1}^{m_{r-1}-m_{r}}}{m_{1}^{2}m_{2}\cdots m_{r}}\frac{1}{m_{r}}\sum_{m_{r}\geq n_{1}\geq\cdots\geq m_{p}\geq 3}\frac{1}{n_{1}\cdots n_{p}}\right)2^{p+r+1}\qquad(p=d-r-1)
=m1mr3a1m1m2ar1mr1mrm12m2mr2r+1mrn=3mrc=0(2n)c\displaystyle=\sum_{m_{1}\geq\cdots\geq m_{r}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{r-1}^{m_{r-1}-m_{r}}}{m_{1}^{2}m_{2}\cdots m_{r}}\cdot\frac{2^{r+1}}{m_{r}}\prod_{n=3}^{m_{r}}\sum_{c=0}^{\infty}\left(\frac{2}{n}\right)^{c}
=d=rrad(m1md3a1m1m2ad1md1mdm12m2md)2d+m1mr3a1m1m2ar1mr1mrm12m2mr2r(mr2).\displaystyle=\sum_{d=r}^{r}a_{d}\left(\sum_{m_{1}\geq\cdots\geq m_{d}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{d-1}^{m_{d-1}-m_{d}}}{m_{1}^{2}m_{2}\cdots m_{d}}\right)2^{d}+\sum_{m_{1}\geq\cdots\geq m_{r}\geq 3}\frac{a_{1}^{m_{1}-m_{2}}\cdots a_{r-1}^{m_{r-1}-m_{r}}}{m_{1}^{2}m_{2}\cdots m_{r}}2^{r}(m_{r}-2).

Thus the theorem is proved. ∎

5. Divergence of left-differential

In this section, we give a proof of Theorem 1.7 (3).

Lemma 5.1.

Fix r1r\geq 1. Then we have

m1msn1m1r+1m2ms1(n1)(nr)rs\sum_{m_{1}\geq\cdots\geq m_{s}\geq n}\frac{1}{m_{1}^{r+1}m_{2}\cdots m_{s}}\leq\frac{1}{(n-1)\cdots(n-r)r^{s}}

for all s1s\geq 1 and nr+1n\geq r+1. Furthermore, there exists Cr>0C_{r}\in\mathbb{R}_{>0} such that

m1msn1m1r+1m2ms1(n1)(nr)rsCr(n1)(nr)(nr1)(r+1)s\sum_{m_{1}\geq\cdots\geq m_{s}\geq n}\frac{1}{m_{1}^{r+1}m_{2}\cdots m_{s}}\geq\frac{1}{(n-1)\cdots(n-r)r^{s}}-\frac{C_{r}}{(n-1)\cdots(n-r)(n-r-1)(r+1)^{s}}

for all s1s\geq 1 and nr+2n\geq r+2.

Proof.

The first claim follows from

m1msn1m1r+1m2ms\displaystyle\sum_{m_{1}\geq\cdots\geq m_{s}\geq n}\frac{1}{m_{1}^{r+1}m_{2}\cdots m_{s}}
m1msn1m1(m11)(m1r)m2ms\displaystyle\leq\sum_{m_{1}\geq\cdots\geq m_{s}\geq n}\frac{1}{m_{1}(m_{1}-1)\cdots(m_{1}-r)m_{2}\cdots m_{s}}
=m1msn1r(1(m11)(m1r)1m1(m11)(m1r+1))1m2ms\displaystyle=\sum_{m_{1}\geq\cdots\geq m_{s}\geq n}\frac{1}{r}\left(\frac{1}{(m_{1}-1)\cdots(m_{1}-r)}-\frac{1}{m_{1}(m_{1}-1)\cdots(m_{1}-r+1)}\right)\frac{1}{m_{2}\cdots m_{s}}
=m2msn1r1(m21)(m2r)1m2ms\displaystyle=\sum_{m_{2}\geq\cdots\geq m_{s}\geq n}\frac{1}{r}\cdot\frac{1}{(m_{2}-1)\cdots(m_{2}-r)}\cdot\frac{1}{m_{2}\cdots m_{s}}
=\displaystyle=\cdots
=1(n1)(nr)rs.\displaystyle=\frac{1}{(n-1)\cdots(n-r)r^{s}}.

There exists Cr>0C_{r}\in\mathbb{R}_{>0} such that

1mr+11m(m1)(mr)Crm(m1)(mr1)\frac{1}{m^{r+1}}\geq\frac{1}{m(m-1)\cdots(m-r)}-\frac{C_{r}}{m(m-1)\cdots(m-r-1)}

for all mr+2m\geq r+2. Then, the second claim follows from

m1msn1m1r+1m2ms\displaystyle\sum_{m_{1}\geq\cdots\geq m_{s}\geq n}\frac{1}{m_{1}^{r+1}m_{2}\cdots m_{s}}
m1msn1m1(m11)(m1r)m2ms\displaystyle\geq\sum_{m_{1}\geq\cdots\geq m_{s}\geq n}\frac{1}{m_{1}(m_{1}-1)\cdots(m_{1}-r)m_{2}\cdots m_{s}}
Crm1msn1m1(m11)(m1r1)m2ms\displaystyle\quad-C_{r}\sum_{m_{1}\geq\cdots\geq m_{s}\geq n}\frac{1}{m_{1}(m_{1}-1)\cdots(m_{1}-r-1)m_{2}\cdots m_{s}}
=1(n1)(nr)rsCr(n1)(nr)(nr1)(r+1)s.\displaystyle=\frac{1}{(n-1)\cdots(n-r)r^{s}}-\frac{C_{r}}{(n-1)\cdots(n-r)(n-r-1)(r+1)^{s}}.\qed
Lemma 5.2.

Fix r1r\geq 1. Then there exists Dr>0D_{r}\in\mathbb{R}_{>0} such that

1r!rssDr(r+1)sm1msr+11m1r+1m2ms1r!rs\frac{1}{r!r^{s}}-\frac{sD_{r}}{(r+1)^{s}}\leq\sum_{m_{1}\geq\cdots\geq m_{s}\geq r+1}\frac{1}{m_{1}^{r+1}m_{2}\cdots m_{s}}\leq\frac{1}{r!r^{s}}

for all s1s\geq 1.

Proof.

We have

m1msr+11m1r+1m2ms\displaystyle\sum_{m_{1}\geq\cdots\geq m_{s}\geq r+1}\frac{1}{m_{1}^{r+1}m_{2}\cdots m_{s}} =i=0sm1mir+2mi+1==ms=r+11m1r+1m2ms\displaystyle=\sum_{i=0}^{s}\sum_{\begin{subarray}{c}m_{1}\geq\cdots\geq m_{i}\geq r+2\\ m_{i+1}=\cdots=m_{s}=r+1\end{subarray}}\frac{1}{m_{1}^{r+1}m_{2}\cdots m_{s}}
i=1s1(r+1)sim1mir+21m1r+1m2mi,\displaystyle\geq\sum_{i=1}^{s}\frac{1}{(r+1)^{s-i}}\sum_{m_{1}\geq\cdots\geq m_{i}\geq r+2}\frac{1}{m_{1}^{r+1}m_{2}\cdots m_{i}},

and by the second claim of the previous lemma,

i=1s1(r+1)si(1(r+1)!riCr(r+1)!(r+1)i)\displaystyle\geq\sum_{i=1}^{s}\frac{1}{(r+1)^{s-i}}\left(\frac{1}{(r+1)!r^{i}}-\frac{C_{r}}{(r+1)!(r+1)^{i}}\right)
=1r!rs1(r+1)!(r+1)s1sCr(r+1)!(r+1)s\displaystyle=\frac{1}{r!r^{s}}-\frac{1}{(r+1)!(r+1)^{s-1}}-\frac{sC_{r}}{(r+1)!(r+1)^{s}}

This proves the lower bound for the inequality, and the upper bound follows from the first claim of the previous lemma. ∎

Lemma 5.3.

Fix r1r\geq 1. Then there exists Er>0E_{r}\in\mathbb{R}_{>0} such that

sErr!rs\displaystyle\frac{s-E_{r}}{r!r^{s}} m1msr1m1r+1m2ms1rr+ssr!rs\displaystyle\leq\sum_{m_{1}\geq\cdots\geq m_{s}\geq r}\frac{1}{m_{1}^{r+1}m_{2}\cdots m_{s}}-\frac{1}{r^{r+s}}\leq\frac{s}{r!r^{s}}

for all s1s\geq 1.

Proof.

We have

m1msr1m1r+1m2ms\displaystyle\sum_{m_{1}\geq\cdots\geq m_{s}\geq r}\frac{1}{m_{1}^{r+1}m_{2}\cdots m_{s}} =1rr+s+i=1sm1mir+1mi+1==ms=r1m1r+1m2ms\displaystyle=\frac{1}{r^{r+s}}+\sum_{i=1}^{s}\sum_{\begin{subarray}{c}m_{1}\geq\cdots\geq m_{i}\geq r+1\\ m_{i+1}=\cdots=m_{s}=r\end{subarray}}\frac{1}{m_{1}^{r+1}m_{2}\cdots m_{s}}
=1rr+s+i=1s1rsim1mir+11m1r+1m2mi.\displaystyle=\frac{1}{r^{r+s}}+\sum_{i=1}^{s}\frac{1}{r^{s-i}}\sum_{m_{1}\geq\cdots\geq m_{i}\geq r+1}\frac{1}{m_{1}^{r+1}m_{2}\cdots m_{i}}.

Here, by the previous lemma,

1r!riiDr(r+1)im1mir+11m1r+1m2mi1r!ri.\frac{1}{r!r^{i}}-\frac{iD_{r}}{(r+1)^{i}}\leq\sum_{m_{1}\geq\cdots\geq m_{i}\geq r+1}\frac{1}{m_{1}^{r+1}m_{2}\cdots m_{i}}\leq\frac{1}{r!r^{i}}.

Furthermore,

i=1s1rsi(1r!ri)=sr!rs\sum_{i=1}^{s}\frac{1}{r^{s-i}}\left(\frac{1}{r!r^{i}}\right)=\frac{s}{r!r^{s}}

and

i=1s1rsi(iDr(r+1)i)\displaystyle\sum_{i=1}^{s}\frac{1}{r^{s-i}}\left(\frac{iD_{r}}{(r+1)^{i}}\right) =Drr(r1s+rsr(r+1)s(s+1)(r+1)s)\displaystyle=D_{r}r\left(r^{1-s}+r^{-s}-r(r+1)^{-s}-(s+1)(r+1)^{-s}\right)
Drr(r+1rs).\displaystyle\leq D_{r}r\left(\frac{r+1}{r^{s}}\right).

Putting Er=Drr(r+1)r!E_{r}=D_{r}r(r+1)r!, we obtain the lemma. ∎

By Lemmas 5.1 and 5.3, we have

m1msn1m1r+1m2msr{1(n1)(nr)rsn>rsrsn=r.\sum_{m_{1}\geq\cdots\geq m_{s}\geq n}\frac{1}{m_{1}^{r+1}m_{2}\cdots m_{s}}\asymp_{r}\begin{cases}\frac{1}{(n-1)\cdots(n-r)r^{s}}&n>r\\ \frac{s}{r^{s}}&n=r.\end{cases}

Thus we have the following:

Lemma 5.4.

Fix r1r\geq 1. We have

n=rm1msn1m1r+1m2mssrs\displaystyle\sum_{n=r}^{\infty}\sum_{m_{1}\geq\cdots\geq m_{s}\geq n}\frac{1}{m_{1}^{r+1}m_{2}\cdots m_{s}}\asymp\frac{s}{r^{s}}

for all s1s\geq 1.

Theorem 5.5.

Fix p>0p>0 and put z=112pz=1-\frac{1}{2^{p}}. Then for h=12qh=\frac{1}{2^{q}} with q>pq>p, we have

Z(z)Z(zh)h\displaystyle\frac{Z^{\star}(z)-Z^{\star}(z-h)}{h} q.\displaystyle\asymp q.

Thus, ZZ^{\star} is not left-differentiable at 112p1-\frac{1}{2^{p}}.

Proof.

We only consider the case q>p+1q>p+1. Note that

z=k=1kp12k and zh=k=1kp,q12k.z=\sum_{\begin{subarray}{c}k=1\\ k\neq p\end{subarray}}^{\infty}\frac{1}{2^{k}}\quad\text{ and }\quad z-h=\sum_{\begin{subarray}{c}k=1\\ k\neq p,q\end{subarray}}^{\infty}\frac{1}{2^{k}}.

By definition, we have

Z(z)=m1m21mp=mp+11m12m2m3Z^{\star}(z)=\sum_{\begin{subarray}{c}m_{1}\geq m_{2}\geq\cdots\geq 1\\ m_{p}=m_{p+1}\end{subarray}}\frac{1}{m_{1}^{2}m_{2}m_{3}\cdots}

and

Z(zh)=m1m21mp=mp+1,mq=mq+11m12m2m3.Z^{\star}(z-h)=\sum_{\begin{subarray}{c}m_{1}\geq m_{2}\geq\cdots\geq 1\\ m_{p}=m_{p+1},m_{q}=m_{q+1}\end{subarray}}\frac{1}{m_{1}^{2}m_{2}m_{3}\cdots}.

Then we have

Z(z)Z(zh)\displaystyle Z^{\star}(z)-Z^{\star}(z-h) =m1m21mp=mp+1,mq>mq+11m12m2m3\displaystyle=\sum_{\begin{subarray}{c}m_{1}\geq m_{2}\geq\cdots\geq 1\\ m_{p}=m_{p+1},m_{q}>m_{q+1}\end{subarray}}\frac{1}{m_{1}^{2}m_{2}m_{3}\cdots}
m1m21mp=mp+1,mq>mq+11m1(m11)m2m3\displaystyle\asymp\sum_{\begin{subarray}{c}m_{1}\geq m_{2}\geq\cdots\geq 1\\ m_{p}=m_{p+1},m_{q}>m_{q+1}\end{subarray}}\frac{1}{m_{1}(m_{1}-1)m_{2}m_{3}\cdots}
=mpmp+11mp=mp+1,mq>mq+11mp(mp1)mp+1mp+2\displaystyle=\sum_{\begin{subarray}{c}m_{p}\geq m_{p+1}\geq\cdots\geq 1\\ m_{p}=m_{p+1},m_{q}>m_{q+1}\end{subarray}}\frac{1}{m_{p}(m_{p}-1)m_{p+1}m_{p+2}\cdots}
=mp+11mq>mq+11mp+12(mp+11)mp+2mp+3.\displaystyle=\sum_{\begin{subarray}{c}m_{p+1}\geq\cdots\geq 1\\ m_{q}>m_{q+1}\end{subarray}}\frac{1}{m_{p+1}^{2}(m_{p+1}-1)m_{p+2}m_{p+3}\cdots}.

Similar to the proof of Lemma 2.1, we have

Z(z)Z(zh)\displaystyle Z^{\star}(z)-Z^{\star}(z-h)
mp+1mq21mp+12(mp+11)mp+2mp+3mqmq>mq+1mq+21mq+1mq+2\displaystyle\asymp\sum_{m_{p+1}\geq\cdots\geq m_{q}\geq 2}\frac{1}{m_{p+1}^{2}(m_{p+1}-1)m_{p+2}m_{p+3}\cdots m_{q}}\sum_{m_{q}>m_{q+1}\geq m_{q+2}\cdots}\frac{1}{m_{q+1}m_{q+2}\cdots}
=mp+1mq21mp+12(mp+11)mp+2mp+3mqm=2mq1mm1\displaystyle=\sum_{m_{p+1}\geq\cdots\geq m_{q}\geq 2}\frac{1}{m_{p+1}^{2}(m_{p+1}-1)m_{p+2}m_{p+3}\cdots m_{q}}\prod_{m=2}^{m_{q}-1}\frac{m}{m-1}
=mp+1mq2mq1mp+12(mp+11)mp+2mp+3mq\displaystyle=\sum_{m_{p+1}\geq\cdots\geq m_{q}\geq 2}\frac{m_{q}-1}{m_{p+1}^{2}(m_{p+1}-1)m_{p+2}m_{p+3}\cdots m_{q}}
mp+1mq21mp+13mp+2mp+3mq1.\displaystyle\asymp\sum_{m_{p+1}\geq\cdots\geq m_{q}\geq 2}\frac{1}{m_{p+1}^{3}m_{p+2}m_{p+3}\cdots m_{q-1}}.

Hence we get

Z(z)Z(zh)\displaystyle Z^{\star}(z)-Z^{\star}(z-h) n=2mp+1mq1n1mp+13mp+2mp+3mq1\displaystyle\asymp\sum_{n=2}^{\infty}\sum_{m_{p+1}\geq\cdots\geq m_{q-1}\geq n}\frac{1}{m_{p+1}^{3}m_{p+2}m_{p+3}\cdots m_{q-1}}
=n=2m1msn1m13m2m3ms,\displaystyle=\sum_{n=2}^{\infty}\sum_{m_{1}\geq\cdots\geq m_{s}\geq n}\frac{1}{m_{1}^{3}m_{2}m_{3}\cdots m_{s}},

where s=qp1>0.s=q-p-1>0. By Lemma 5.4, we find

Z(z)Z(zh)\displaystyle Z^{\star}(z)-Z^{\star}(z-h) s2sqh,\displaystyle\asymp\frac{s}{2^{s}}\asymp qh,

which completes the proof. ∎

Acknowledgements

This work was supported by JSPS KAKENHI Grant Numbers JP18K13392, JP19K14511, JP22K03244, and JP22K13897.

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