[Math] An “analytic continuation” of power series coefficients

analytic-continuationpower seriesreal-analysis

Cauchy residue theorem tells us that for a function
$$f(z) = \sum_{k \in \mathbb{Z}} a(k) z^k,$$
the coefficient $a(k)$ can be extracted by an integral formula
$$a(k) = \frac{1}{2\pi i}\oint f(z) z^{-k-1},$$
with a contour around zero. Now, there is nothing to prevent us from thinking of $a\colon \mathbb{Z} \to \mathbb{C}$ as a function over the complex domain, defined by the above integral. In this way, we have naturally "continued" the function $a(k)$ over the integers to one over the complex numbers. Is there any meaning to this beyond just something amusing?

For example, consider $f(z)=\exp(z)$. In this case, $a(k)=1/k!$ which one would think would be continued to $1/\Gamma(1+k)$. But at least if you attempt to plot what happens above, this is not the case. We get a function with Bessel-like oscillations (blue) which nevertheless coincides with $1/\Gamma(1+k)$ (orange) on integral points!

enter image description hereenter image description here

One can experiment with other choices of $f(z)$. When $f(z)=(z+1)^n$, it seems like the continuation actually coincides with what one would naturally think (the Beta function). Which is actually quite strange. For example for $n=5$ and $f(z) = 1 + 5 z + 10 z^2 + 10 z^3 + 5 z^4 + z^5$, how does this computation "learn" that the sequence $1,5,10,10,5,1$ actually corresponds to the binomial coefficients and thus should be continued to the Beta function? If we perturb one of the coefficients, say change $5 z^4$ to $2 z^4$, the result would look like a "perturbed" Beta function (blue below vs the Beta function in orange).

enter image description here

Any explanation (or references in the literature) for what is going on here?

Best Answer

The usual way to interpret the integral $$\frac{1}{2\pi i} \oint \exp(z) z^{-s} \, \mathrm{d}z$$ for nonintegral $s$ is to take a Hankel contour, and in this case the value is indeed $\frac{1}{\Gamma(s)}$ (see 5.9.2). Without knowing how you produced these plots, I'm not sure what else to say about your first example.

This is also related to Ramanujan's master theorem, which expresses this analytic continuation as a Mellin transform. Hardy gave some conditions under which this identity can be made rigorous.

Related Question