Tauberian Theorems
The whole analytic strategy for counting primes runs on a single bet: that facts about a
Dirichlet series
F(s) = \sum_{n\ge 1} a_n n^{-s} as a complex function — where it has poles,
where it stays finite, how it behaves as s approaches the edge of its half-plane of
convergence — can be cashed back out as arithmetic facts about the partial sums
\sum_{n\le x} a_n. A Tauberian theorem is the exact machine that
performs that exchange. Feed it "the function is analytic up to the line
\Re(s)=1 except for one simple pole," and it hands back
"the coefficient sums grow like Ax." It is the gearbox that turns the
Prime Number Theorem's
analytic input — \zeta has no zeros on \Re(s)=1 — into
the arithmetic output \psi(x)\sim x.
The name honours Alfred Tauber, who in 1897 proved the first theorem of this shape. The label
"Tauberian" was coined by G. H. Hardy and J. E. Littlewood, who turned Tauber's one modest result into an
entire industry. Understanding what these theorems can and cannot do — and why the hard direction
is hard — is the heart of this page.
Two directions: Abelian versus Tauberian
Everything here lives in the tension between two opposite implications. Start with the simplest averaging
process, Abel summation: given a series \sum a_n, form the power
series f(r) = \sum_{n\ge 0} a_n r^{n} and look at
\lim_{r\to 1^-} f(r). If that limit exists we call the series
Abel summable.
If \sum a_n = s converges, then
\displaystyle\lim_{r\to 1^-}\sum_{n\ge 0} a_n r^n = s as well.
In words: convergence implies summability. Any genuinely convergent series is also Abel
summable, to the same value. This direction is easy — it is a one-line consequence of summation by
parts — and results of this shape (regularity: "convergence ⇒ this smoother average agrees") are called
Abelian theorems.
The reverse implication is what we actually want, and it is false as stated. A series can be Abel
summable without converging at all: the classic offender is Grandi's series
1 - 1 + 1 - 1 + \cdots, whose partial sums bounce
1,0,1,0,\dots forever (no limit), yet
\sum (-1)^n r^n = \tfrac{1}{1+r} \to \tfrac12 as
r\to 1^-. Summable, not convergent. So you cannot run Abel's theorem backwards
for free.
A Tauberian theorem is a partial converse that buys back the reverse implication
by paying a price — an extra side condition on the coefficients
a_n that rules out the pathological cases. Schematically:
\underbrace{\text{summable}}_{\text{analytic input}} \;+\; \underbrace{\text{side condition on } a_n}_{\text{the price}} \;\Longrightarrow\; \underbrace{\text{convergent}}_{\text{arithmetic output}}.
Abelian is the free direction; Tauberian is the direction we crave, and the whole art is finding the
weakest side condition that makes the converse true.
Tauber's prototype (1897)
Tauber's own theorem is the cleanest illustration of "summable + a side condition ⇒ convergent." The
side condition he chose is that the terms decay a little faster than
1/n.
Suppose f(r)=\sum_{n\ge 0} a_n r^n and both
- (summability) \displaystyle\lim_{r\to 1^-} f(r) = s exists, and
- (side condition) n\,a_n \to 0, i.e. a_n = o(1/n).
Then the series actually converges: \sum_{n\ge 0} a_n = s.
Notice how surgically the side condition kills the counterexample. For Grandi's series
a_n = (-1)^n, so n\,a_n = (-1)^n n does not
tend to 0 — the hypothesis fails, and Tauber's theorem simply declines to apply.
That is exactly the behaviour we want: the theorem is true precisely because it excludes the series that
break it.
Hardy and Littlewood spent decades weakening "o(1/n)" toward the far more useful
"O(1/n)" (bounded n a_n) and one-sided variants like
a_n \ge -C/n. Every such relaxation is a deeper Tauberian theorem, and
the deepest of them power the proofs of the Prime Number Theorem.
The workhorse: the Wiener–Ikehara theorem
For number theory the decisive Tauberian theorem is the one Norbert Wiener and his student Shikao Ikehara
proved in 1931–32. Its genius is the side condition it uses: not a decay rate, but simple
non-negativity of the coefficients — a condition arithmetic hands us for free, because
counting functions are built from non-negative pieces.
Let a_n \ge 0 and set F(s) = \sum_{n\ge 1} a_n n^{-s},
convergent for \Re(s) > 1. Suppose there is a constant A
such that
F(s) - \frac{A}{s-1} \quad\text{extends continuously to the closed half-plane } \Re(s) \ge 1.
That is, F is analytic up to the line \Re(s)=1 apart
from a single simple pole at s=1 with residue
A. Then the coefficient sums satisfy
\sum_{n\le x} a_n \;\sim\; A\,x \qquad (x\to\infty).
Read the hypotheses as the two ingredients of every Tauberian statement. The analytic input is "one simple
pole at s=1, otherwise good up to the boundary line." The Tauberian side
condition is the single inequality a_n \ge 0. Out drops a clean asymptotic for the
partial sums, with the leading constant handed to you as the residue of the pole. Nothing about individual
a_n is claimed — only their running total, which is exactly the object arithmetic
cares about.
Worked example: Wiener–Ikehara ⇒ the Prime Number Theorem
Here is the payoff the whole toolkit was built for. The right Dirichlet series to feed in is the
logarithmic derivative of zeta.
Differentiating the Euler product gives, for \Re(s)>1,
-\frac{\zeta'(s)}{\zeta(s)} = \sum_{n\ge 1} \frac{\Lambda(n)}{n^{s}},
where \Lambda(n) is the von Mangoldt function:
\Lambda(n) = \ln p if n=p^k is a prime power, and
0 otherwise. Crucially, every \Lambda(n) \ge 0 — the
non-negativity hypothesis is satisfied automatically. Now line up the two ingredients.
-
The pole. Since \zeta(s) has a simple pole at
s=1, it looks like \zeta(s)\approx \tfrac{1}{s-1}
there, so -\zeta'/\zeta has a simple pole at s=1 with
residue exactly A = 1. (A simple pole of \zeta
becomes a simple pole of its logarithmic derivative with residue equal to the pole's order,
1.)
-
Analytic to the boundary. A simple pole of -\zeta'/\zeta also
appears at every zero of \zeta. The one deep analytic fact — the same
fact behind every proof of the PNT — is that \zeta(s)\ne 0 on the line
\Re(s)=1. That is precisely what guarantees no extra poles sit on the boundary,
so -\zeta'/\zeta - \tfrac{1}{s-1} extends to \Re(s)\ge 1.
Both hypotheses hold with A=1, so Wiener–Ikehara fires and delivers
\psi(x) = \sum_{n\le x} \Lambda(n) \;\sim\; x.
This is the Prime Number Theorem in its natural analytic form. A short partial-summation
argument converts \psi(x)\sim x into the familiar
\pi(x)\sim x/\ln x. The entire logical distance from "no zeros on the edge line"
to "primes thin out like 1/\ln x" is bridged by that one Tauberian step.
The seductive mistake is to think a Tauberian theorem is "just" the reverse of an Abelian one, so the side
condition is a technicality you can wave away. It is not: without it the converse is flatly
false, and the counterexamples are not exotic. Grandi's 1-1+1-\cdots is
Abel summable to \tfrac12 yet does not converge — so
"summable ⇒ convergent" is simply untrue in general. What the side condition (Tauber's
n a_n\to 0, or Wiener–Ikehara's a_n\ge 0) does is carve
out exactly the sub-class of series where the reverse implication becomes legitimate.
Non-negativity is doing real work in Wiener–Ikehara, not decoration. It is what lets you compare the smooth
analytic average against the raw partial sum and trap the latter from both sides — a positive sequence
cannot secretly cancel and hide oscillations the way \Lambda(n)'s signed cousins
could. Drop a_n\ge 0 and you can manufacture a series with the very same pole
structure whose partial sums oscillate and never settle to Ax. The moral: an
Abelian theorem you get for free; a Tauberian theorem you pay for, and the side condition is the receipt.
The modern short route: Newman's analytic Tauberian theorem
Wiener's original proof leaned on hard Fourier analysis. In 1980 Donald J. Newman found a startlingly short
proof of the same class of results using nothing but Cauchy's theorem and a clever contour — the version
popularised by Don Zagier in a famous three-page write-up, "The simplest proof of the prime number theorem."
It is now the standard graduate route.
Let a_n be bounded and set
g(z)=\sum_{n\ge 1} a_n n^{-z}, analytic for \Re(z)>1.
If g extends analytically to the closed half-plane
\Re(z)\ge 1, then \sum_{n\ge 1} a_n n^{-z} converges
for every z with \Re(z)\ge 1.
The engine of the proof is a single contour integral. To recover the tail of the series one writes a
difference like
\frac{1}{2\pi i}\oint_{C} g_T(z)\,x^{z}\left(\frac{1}{z} + \frac{z}{R^{2}}\right)dz,
where the ingenious extra factor \bigl(\tfrac1z + \tfrac{z}{R^{2}}\bigr) —
Newman's kernel — vanishes on |z|=R in just the way needed to make the arcs of
the contour contribute negligibly. The contour C is the boundary of a disc of
radius R centred at the point of interest, truncated on the left
by a short vertical segment at \Re(z) = -\delta, so that it can be pushed just
past the boundary line into the region where g is now known to be analytic. That
truncation is the entire trick: analyticity up to the line lets the contour bulge left of it, Cauchy's
theorem collects the pole, and careful bounds on the pieces make everything else disappear as
R\to\infty.
The sketch shows the shape: a big circle of radius R, sliced by the vertical line
\Re(z)=-\delta, with the contour hugging the boundary of the truncated region. The
pole to be captured sits on the imaginary axis; the left bulge is only possible because the
Tauberian hypothesis gave us analyticity a hair past the critical line.
It feels like a magic trick: \sum_{n\le x} a_n \sim Ax is a statement about a
real sequence, yet the proof lives in the complex plane and never touches the individual
a_n. The bridge is that the partial sum \sum_{n\le x}a_n
can be recovered from F(s) by a Perron / inverse-Mellin integral,
\tfrac{1}{2\pi i}\int F(s)\tfrac{x^{s}}{s}\,ds along a vertical line. Sliding that
line of integration leftward past \Re(s)=1 sweeps it across the pole at
s=1; the residue there is A x — the main term — and
the Tauberian theorem is precisely the rigorous accounting that the leftover integral is genuinely smaller.
Poles become main terms, and the location of the nearest singularity controls the size of the error. That is
why "where are the poles and zeros?" and "how do the coefficient sums grow?" are, quite literally, the same
question asked in two languages.
The pattern, in one line
Every application in this course fits the same template. Encode your arithmetic in a Dirichlet series; prove
it continues to the boundary line with a controlled pole; supply a Tauberian side condition (usually
non-negativity, handed to you for free); read off the asymptotic from the residue.
| Dirichlet series | Pole at s=1, residue A | Tauberian conclusion |
| -\zeta'(s)/\zeta(s)=\sum \Lambda(n)n^{-s} | A=1 | \psi(x)=\sum_{n\le x}\Lambda(n)\sim x (PNT) |
| \zeta(s)=\sum 1\cdot n^{-s} | A=1 | \sum_{n\le x}1 = \lfloor x\rfloor \sim x |
| \zeta(s)^{2}=\sum d(n)n^{-s} | double pole (needs a stronger version) | \sum_{n\le x} d(n)\sim x\ln x |
The middle row is a sanity check — feeding \zeta itself back through the machine
recovers the trivial \lfloor x\rfloor\sim x. The bottom row is a preview of
what higher-order poles buy you:
a double pole promotes the main term from Ax to
Ax\ln x. The residue calculus, not the arithmetic, is doing the bookkeeping.