Harmonic number

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File:HarmonicNumbers.svg
The harmonic number Hn with n=x (red line) with its asymptotic limit γ+ln(x) (blue line) where γ is the Euler–Mascheroni constant.

In mathematics, the Template:Mvar-th harmonic number is the sum of the reciprocals of the first Template:Mvar natural numbers:[1] Hn=1+12+13++1n=k=1n1k.

Starting from Template:Math, the sequence of harmonic numbers begins: 1,32,116,2512,13760,

Harmonic numbers are related to the harmonic mean in that the Template:Mvar-th harmonic number is also Template:Mvar times the reciprocal of the harmonic mean of the first Template:Mvar positive integers.

Harmonic numbers have been studied since antiquity and are important in various branches of number theory. They are sometimes loosely termed harmonic series, are closely related to the Riemann zeta function, and appear in the expressions of various special functions.

The harmonic numbers roughly approximate the natural logarithm function[2]Template:Rp and thus the associated harmonic series grows without limit, albeit slowly. In 1737, Leonhard Euler used the divergence of the harmonic series to provide a new proof of the infinity of prime numbers. His work was extended into the complex plane by Bernhard Riemann in 1859, leading directly to the celebrated Riemann hypothesis about the distribution of prime numbers.

When the value of a large quantity of items has a Zipf's law distribution, the total value of the Template:Mvar most-valuable items is proportional to the Template:Mvar-th harmonic number. This leads to a variety of surprising conclusions regarding the long tail and the theory of network value.

The Bertrand-Chebyshev theorem implies that, except for the case Template:Math, the harmonic numbers are never integers.[3]

Identities involving harmonic numbers

By definition, the harmonic numbers satisfy the recurrence relation Hn+1=Hn+1n+1.

The harmonic numbers are connected to the Stirling numbers of the first kind by the relation Hn=1n![n+12].

The harmonic numbers satisfy the series identities k=1nHk=(n+1)Hnn and k=1nHk2=(n+1)Hn2(2n+1)Hn+2n. These two results are closely analogous to the corresponding integral results 0xlogy dy=xlogxx and 0x(logy)2 dy=x(logx)22xlogx+2x.

Identities involving Template:Pi

There are several infinite summations involving harmonic numbers and powers of [[Pi|Template:Pi]]:[4]Template:Better source n=1Hnn2n=π212n=1Hn2n2=17360π4n=1Hn2(n+1)2=11360π4n=1Hnn3=π472

Calculation

An integral representation given by Euler[5] is Hn=011xn1xdx.

The equality above is straightforward by the simple algebraic identity 1xn1x=1+x++xn1.

Using the substitution Template:Math, another expression for Template:Math is Hn=011xn1xdx=011(1u)nudu=01[k=1n(nk)(u)k1]du=k=1n(nk)01(u)k1du=k=1n(nk)(1)k1k.

File:Integral Test.svg
Graph demonstrating a connection between harmonic numbers and the natural logarithm. The harmonic number Template:Math can be interpreted as a Riemann sum of the integral: 1n+1dxx=ln(n+1).

The Template:Mvarth harmonic number is about as large as the natural logarithm of Template:Mvar. The reason is that the sum is approximated by the integral 1n1xdx, whose value is Template:Math.

The values of the sequence Template:Math decrease monotonically towards the limit limn(Hnlnn)=γ, where Template:Math is the Euler–Mascheroni constant. The corresponding asymptotic expansion is Hnlnn+γ+12nk=1B2k2kn2k=lnn+γ+12n112n2+1120n4, where Template:Math are the Bernoulli numbers.

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Generating functions

A generating function for the harmonic numbers is n=1znHn=ln(1z)1z, where ln(z) is the natural logarithm. An exponential generating function is n=1znn!Hn=ezk=1(1)k1kzkk!=ezEin(z) where Ein(z) is the entire exponential integral. The exponential integral may also be expressed as Ein(z)=E1(z)+γ+lnz=Γ(0,z)+γ+lnz where Γ(0, z) is the incomplete gamma function.

Arithmetic properties

The harmonic numbers have several interesting arithmetic properties. It is well-known that Hn is an integer if and only if n=1, a result often attributed to Taeisinger.[6] Indeed, using 2-adic valuation, it is not difficult to prove that for n2 the numerator of Hn is an odd number while the denominator of Hn is an even number. More precisely, Hn=12log2(n)anbn with some odd integers an and bn.

As a consequence of Wolstenholme's theorem, for any prime number p5 the numerator of Hp1 is divisible by p2. Furthermore, Eisenstein[7] proved that for all odd prime number p it holds H(p1)/22qp(2)(modp) where qp(2)=(2p11)/p is a Fermat quotient, with the consequence that p divides the numerator of H(p1)/2 if and only if p is a Wieferich prime.

In 1991, Eswarathasan and Levine[8] defined Jp as the set of all positive integers n such that the numerator of Hn is divisible by a prime number p. They proved that {p1,p2p,p21}Jp for all prime numbers p5, and they defined harmonic primes to be the primes p such that Jp has exactly 3 elements.

Eswarathasan and Levine also conjectured that Jp is a finite set for all primes p, and that there are infinitely many harmonic primes. Boyd[9] verified that Jp is finite for all prime numbers up to p=547 except 83, 127, and 397; and he gave a heuristic suggesting that the density of the harmonic primes in the set of all primes should be 1/e. Sanna[10] showed that Jp has zero asymptotic density, while Bing-Ling Wu and Yong-Gao Chen[11] proved that the number of elements of Jp not exceeding x is at most 3x23+125logp, for all x1.

Applications

The harmonic numbers appear in several calculation formulas, such as the digamma function ψ(n)=Hn1γ. This relation is also frequently used to define the extension of the harmonic numbers to non-integer n. The harmonic numbers are also frequently used to define Template:Mvar using the limit introduced earlier: γ=limn(Hnln(n)), although γ=limn(Hnln(n+12)) converges more quickly.

In 2002, Jeffrey Lagarias proved[12] that the Riemann hypothesis is equivalent to the statement that σ(n)Hn+(logHn)eHn, is true for every integer Template:Math with strict inequality if Template:Math; here Template:Math denotes the sum of the divisors of Template:Mvar.

The eigenvalues of the nonlocal problem on L2([1,1]) λφ(x)=11φ(x)φ(y)|xy|dy are given by λ=2Hn, where by convention H0=0, and the corresponding eigenfunctions are given by the Legendre polynomials φ(x)=Pn(x).[13]

Generalizations

Generalized harmonic numbers

The nth generalized harmonic number of order m is given by Hn,m=k=1n1km.

(In some sources, this may also be denoted by Hn(m) or Hm(n).)

The special case m = 0 gives Hn,0=n. The special case m = 1 reduces to the usual harmonic number: Hn,1=Hn=k=1n1k.

The limit of Hn,m as Template:Math is finite if Template:Math, with the generalized harmonic number bounded by and converging to the Riemann zeta function limnHn,m=ζ(m).

The smallest natural number k such that kn does not divide the denominator of generalized harmonic number H(k, n) nor the denominator of alternating generalized harmonic number H′(k, n) is, for n=1, 2, ... :

77, 20, 94556602, 42, 444, 20, 104, 42, 76, 20, 77, 110, 3504, 20, 903, 42, 1107, 20, 104, 42, 77, 20, 2948, 110, 136, 20, 76, 42, 903, 20, 77, 42, 268, 20, 7004, 110, 1752, 20, 19203, 42, 77, 20, 104, 42, 76, 20, 370, 110, 1107, 20, ... (sequence A128670 in the OEIS)

The related sum k=1nkm occurs in the study of Bernoulli numbers; the harmonic numbers also appear in the study of Stirling numbers.

Some integrals of generalized harmonic numbers are 0aHx,2dx=aπ26Ha and 0aHx,3dx=aA12Ha,2, where A is Apéry's constant ζ(3), and k=1nHk,m=(n+1)Hn,mHn,m1 for m0.

Every generalized harmonic number of order m can be written as a function of harmonic numbers of order m1 using Hn,m=k=1n1Hk,m1k(k+1)+Hn,m1n   for example: H4,3=H1,212+H2,223+H3,234+H4,24

A generating function for the generalized harmonic numbers is n=1znHn,m=Lim(z)1z, where Lim(z) is the polylogarithm, and Template:Math. The generating function given above for Template:Math is a special case of this formula.

A fractional argument for generalized harmonic numbers can be introduced as follows:

For every p,q>0 integer, and m>1 integer or not, we have from polygamma functions: Hq/p,m=ζ(m)pmk=11(q+pk)m where ζ(m) is the Riemann zeta function. The relevant recurrence relation is Ha,m=Ha1,m+1am. Some special values areH14,2=1656π28GH12,2=4π23H34,2=16956π2+8GH14,3=64π327ζ(3)H12,3=86ζ(3)H34,3=(43)3+π327ζ(3)where G is Catalan's constant. In the special case that p=1, we get Hn,m=ζ(m,1)ζ(m,n+1),


where ζ(m,n) is the Hurwitz zeta function. This relationship is used to calculate harmonic numbers numerically.

Multiplication formulas

The multiplication theorem applies to harmonic numbers. Using polygamma functions, we obtain H2x=12(Hx+Hx12)+ln2H3x=13(Hx+Hx13+Hx23)+ln3, or, more generally, Hnx=1n(Hx+Hx1n+Hx2n++Hxn1n)+lnn.

For generalized harmonic numbers, we have H2x,2=12(ζ(2)+12(Hx,2+Hx12,2))H3x,2=19(6ζ(2)+Hx,2+Hx13,2+Hx23,2), where ζ(n) is the Riemann zeta function.

Hyperharmonic numbers

The next generalization was discussed by J. H. Conway and R. K. Guy in their 1995 book The Book of Numbers.[2]Template:Rp Let Hn(0)=1n. Then the nth hyperharmonic number of order r (r>0) is defined recursively as Hn(r)=k=1nHk(r1). In particular, Hn(1) is the ordinary harmonic number Hn.

Roman Harmonic numbers

The Roman Harmonic numbers,[14] named after Steven Roman, were introduced by Daniel Loeb and Gian-Carlo Rota in the context of a generalization of umbral calculus with logarithms.[15] There are many possible definitions, but one of them, for n,k0, iscn(0)=1,andcn(k+1)=i=1nci(k)i.Of course,cn(1)=Hn.

If n0, they satisfycn(k+1)cn(k)n=cn1(k+1).Closed form formulas arecn(k)=n!(1)ks(n,k),where s(n,k) is Stirling numbers of the first kind generalized to negative first argument, andcn(k)=j=1n(nj)(1)j1jk,which was found by Donald Knuth.

In fact, these numbers were defined in a more general manner using Roman numbers and Roman factorials, that include negative values for n. This generalization was useful in their study to define Harmonic logarithms.

Harmonic numbers for real and complex values

Script error: No such module "Unsubst". The formulae given above, Hx=011tx1tdt=k=1(xk)(1)k1k are an integral and a series representation for a function that interpolates the harmonic numbers and, via analytic continuation, extends the definition to the complex plane other than the negative integers x. The interpolating function is in fact closely related to the digamma function Hx=ψ(x+1)+γ, where Template:Math is the digamma function, and Template:Math is the Euler–Mascheroni constant. The integration process may be repeated to obtain Hx,2=k=1(1)k1k(xk)Hk.

The Taylor series for the harmonic numbers is Hx=k=2(1)kζ(k)xk1 for |x|<1 which comes from the Taylor series for the digamma function (ζ is the Riemann zeta function).

Alternative, asymptotic formulation

There is an asymptotic formulation that gives the same result as the analytic continuation of the integral just described. When seeking to approximate Template:Math for a complex number Template:Math, it is effective to first compute Template:Math for some large integer Template:Math. Use that as an approximation for the value of Template:Math. Then use the recursion relation Template:Math backwards Template:Math times, to unwind it to an approximation for Template:Math. Furthermore, this approximation is exact in the limit as Template:Math goes to infinity.

Specifically, for a fixed integer Template:Math, it is the case that limm[Hm+nHm]=0.

If Template:Math is not an integer then it is not possible to say whether this equation is true because we have not yet (in this section) defined harmonic numbers for non-integers. However, we do get a unique extension of the harmonic numbers to the non-integers by insisting that this equation continue to hold when the arbitrary integer Template:Math is replaced by an arbitrary complex number Template:Math,

limm[Hm+xHm]=0. Swapping the order of the two sides of this equation and then subtracting them from Template:Math gives Hx=limm[Hm(Hm+xHx)]=limm[(k=1m1k)(k=1m1x+k)]=limmk=1m(1k1x+k)=xk=11k(x+k).

This infinite series converges for all complex numbers Template:Math except the negative integers, which fail because trying to use the recursion relation Template:Math backwards through the value Template:Math involves a division by zero. By this construction, the function that defines the harmonic number for complex values is the unique function that simultaneously satisfies (1) Template:Math, (2) Template:Math for all complex numbers Template:Math except the non-positive integers, and (3) Template:Math for all complex values Template:Math.

This last formula can be used to show that 01Hxdx=γ, where Template:Math is the Euler–Mascheroni constant or, more generally, for every Template:Math we have: 0nHxdx=nγ+ln(n!).

Special values for fractional arguments

There are the following special analytic values for fractional arguments between 0 and 1, given by the integral Hα=011xα1xdx.

More values may be generated from the recurrence relation Hα=Hα1+1α, or from the reflection relation HαHα1=πcot(πα).

For example: H12=22ln2H13=3π2332ln3H23=32+π2332ln3H14=4π23ln2H15=5π21+2554ln554ln(3+52)H34=43+π23ln2H16=632π2ln232ln3H18=81+22π4ln212(ln(2+2)ln(22))H112=12(1+32)π3ln232ln3+3ln(23)

Which are computed via Gauss's digamma theorem, which essentially states that for positive integers p and q with p < q Hpq=qp+2k=1q12cos(2πpkq)ln(sin(πkq))π2cot(πpq)ln(2q)

Relation to the Riemann zeta function

Some derivatives of fractional harmonic numbers are given by dnHxdxn=(1)n+1n![ζ(n+1)Hx,n+1]dnHx,2dxn=(1)n+1(n+1)![ζ(n+2)Hx,n+2]dnHx,3dxn=(1)n+112(n+2)![ζ(n+3)Hx,n+3].

And using Maclaurin series, we have for x < 1 that Hx=n=1(1)n+1xnζ(n+1)Hx,2=n=1(1)n+1(n+1)xnζ(n+2)Hx,3=12n=1(1)n+1(n+1)(n+2)xnζ(n+3).

For fractional arguments between 0 and 1 and for a > 1, H1/a=1a(ζ(2)1aζ(3)+1a2ζ(4)1a3ζ(5)+)H1/a,2=1a(2ζ(3)3aζ(4)+4a2ζ(5)5a3ζ(6)+)H1/a,3=12a(23ζ(4)34aζ(5)+45a2ζ(6)56a3ζ(7)+).

See also

Notes

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References

External links

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This article incorporates material from Harmonic number on PlanetMath, which is licensed under the Creative Commons Attribution/Share-Alike License.

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