Formal vs Functional Series (OR: Generating Function Voodoo Magic)

Epistemic status: highly dubious. I found almost no literature doing anything quite like what follows, which unsettles me because it makes it likely that I’m overcomplicating things significantly.

1. Synopsis

Recently I was working on an elegant problem which was the original problem 6 for the 2015 International Math Olympiad, which reads as follows:

Problem

[IMO Shortlist 2015 Problem C6] Let {S} be a nonempty set of positive integers. We say that a positive integer {n} is clean if it has a unique representation as a sum of an odd number of distinct elements from {S}. Prove that there exist infinitely many positive integers that are not clean.

Proceeding by contradiction, one can prove (try it!) that in fact all sufficiently large integers have exactly one representation as a sum of an even subset of {S}. Then, the problem reduces to the following:

Problem

Show that if {s_1 < s_2 < \dots} is an increasing sequence of positive integers and {P(x)} is a nonzero polynomial then we cannot have

\displaystyle \prod_{j=1}^\infty (1 - x^{s_j}) = P(x)

as formal series.

To see this, note that all sufficiently large {x^N} have coefficient {1 + (-1) = 0}. Now, the intuitive idea is obvious: the root {1} appears with finite multiplicity in {P} so we can put {P(x) = (1-x)^k Q(x)} where {Q(1) \neq 0}, and then we get that {1-x} on the RHS divides {P} too many times, right?

Well, there are some obvious issues with this “proof”: for example, consider the equality

\displaystyle 1 = (1-x)(1+x)(1+x^2)(1+x^4)(1+x^8) \dots.

The right-hand side is “divisible” by {1-x}, but the left-hand side is not (as a polynomial).

But we still want to use the idea of plugging {x \rightarrow 1^-}, so what is the right thing to do? It turns out that this is a complete minefield, and there are a lot of very subtle distinctions that seem to not be explicitly mentioned in many places. I think I have a complete answer now, but it’s long enough to warrant this entire blog post.

Here’s the short version: there’s actually two distinct notions of “generating function”, namely a “formal series” and “functional series”. They use exactly the same notation but are two different types of objects, and this ends up being the source of lots of errors, because “formal series” do not allow substituting {x}, while “functional series” do.

Spoiler: we’ll need the asymptotic for the partition function {p(n)}.

2. Formal Series {\neq} Functional Series

I’m assuming you’ve all heard the definition of {\sum_k c_kx^k}. It turns out unfortunately that this isn’t everything: there are actually two types of objects at play here. They are usually called formal power series and power series, but for this post I will use the more descriptive names formal series and functional series. I’ll do everything over {\mathbb C}, but one can of course use {\mathbb R} instead.

The formal series is easier to describe:

Definition 1

A formal series {F} is an infinite sequence {(a_n)_n = (a_0, a_1, a_2, \dots)} of complex numbers. We often denote it by {\sum a_nx^n = a_0 + a_1x + a_2x^2 + \dots}. The set of formal series is denoted {\mathbb C[ [x] ]}.

This is the “algebraic” viewpoint: it’s a sequence of coefficients. Note that there is no worry about convergence issues or “plugging in {x}”.

On the other hand, a functional series is more involved, because it has to support substitution of values of {x} and worry about convergence issues. So here are the necessary pieces of data:

Definition 2

A functional series {G} (centered at zero) is a function {G : U \rightarrow \mathbb C}, where {U} is an open disk centered at {0} or {U = \mathbb C}. We require that there exists an infinite sequence {(c_0, c_1, c_2, \dots)} of complex numbers satisfying

\displaystyle \forall z \in U: \qquad G(z) = \lim_{N \rightarrow \infty} \left( \sum_{k=0}^N c_k z^k \right).

(The limit is take in the usual metric of {\mathbb C}.) In that case, the {c_i} are unique and called the coefficients of {G}.

This is often written as {G(x) = \sum_n c_n x^n}, with the open set {U} suppressed.

Remark 3

Some remarks on the definition of functional series:

  • This is enough to imply that {G} is holomorphic (and thus analytic) on {U}.
  • For experts: note that I’m including the domain {U} as part of the data required to specify {G}, which makes the presentation cleaner. Most sources do something with “radius of convergence”; I will blissfully ignore this, leaving this data implicitly captured by {U}.
  • For experts: Perhaps non-standard, {U \neq \{0\}}. Otherwise I can’t take derivatives, etc.

Thus formal and functional series, despite having the same notation, have different types: a formal series {F} is a sequence, while a functional series {G} is a function that happens to be expressible as an infinite sum within its domain.

Of course, from every functional series {G} we can extract its coefficients and make them into a formal series {F}. So, for lack of better notation:

Definition 4

If {F = (a_n)_n} is a formal series, and {G : U \rightarrow \mathbb C} is a functional series whose coefficients equal {F}, then we write {F \simeq G}.

3. Finite operations

Now that we have formal and functional series, we can define sums. Since these are different types of objects, we will have to run definitions in parallel and then ideally check that they respect {\simeq}.

For formal series:

Definition 5

Let {F_1 = (a_n)_n} and {F_2 = (b_n)_n} be formal series. Then we set

\displaystyle \begin{aligned} (a_n)_n \pm (b_n)_n &= (a_n \pm b_n)_n \\ (a_n)_n \cdot (b_n)_n &= \left( \textstyle\sum_{j=0}^n a_jb_{n-j} \right)_n. \end{aligned}

This makes {\mathbb C[ [x] ]} into a ring, with identity {(0,0,0,\dots)} and {(1,0,0,\dots)}.

We also define the derivative {F = (a_n)_n} by {F' = ((n+1)a_{n+1})_n}.

It’s probably more intuitive to write these definitions as

\displaystyle \begin{aligned} \sum_n a_n x^n \pm \sum_n b_n x^n &= \sum_n (a_n \pm b_n) x^n \\ \left( \sum_n a_n x^n \right) \left( \sum_n b_n x^n \right) &= \sum_n \left( \sum_{j=0}^n a_jb_{n-j} \right) x^n \\ \left( \sum_n a_n x^n \right)' &= \sum_n na_n x^{n-1} \end{aligned}

and in what follows I’ll start to use {\sum_n a_nx^n} more. But officially, all definitions for formal series are in terms of the coefficients alone; these presence of {x} serves as motivation only.

Exercise 6

Show that if {F = \sum_n a_nx^n} is a formal series, then it has a multiplicative inverse if and only if {a_0 \neq 0}.

On the other hand, with functional series, the above operations are even simpler:

Definition 7

Let {G_1 : U \rightarrow \mathbb C} and {G_2 : U \rightarrow \mathbb C} be functional series with the same domain {U}. Then {G_1 \pm G_2} and {G_1 \cdot G_2} are defined pointwise.

If {G : U \rightarrow \mathbb C} is a functional series (hence holomorphic), then {G'} is defined poinwise.

If {G} is nonvanishing on {U}, then {1/G : U \rightarrow \mathbb C} is defined pointwise (and otherwise is not defined).

Now, for these finite operations, everything works as you expect:

Theorem 8 (Compatibility of finite operations)

Suppose {F}, {F_1}, {F_2} are formal series, and {G}, {G_1}, {G_2} are functional series {U \rightarrow \mathbb C}. Assume {F \simeq G}, {F_1 \simeq G_1}, {F_2 \simeq G_2}.

  • {F_1 \pm F_2 \simeq G_1 \pm G_2}, {F_1 \cdot F_2 = G_1 \cdot G_2}.
  • {F' \simeq G'}.
  • If {1/G} is defined, then {1/F} is defined and {1/F \simeq 1/G}.

So far so good: as long as we’re doing finite operations. But once we step beyond that, things begin to go haywire.

4. Limits

We need to start considering limits of {(F_k)_k} and {(G_k)_k}, since we are trying to make progress towards infinite sums and products. Once we do this, things start to burn.

Definition 9

Let {F_1 = \sum_n a_n x^n} and {F_2 = \sum_n b_n x^n} be formal series, and define the difference by

\displaystyle d(F_1, F_2) = \begin{cases} 2^{-n} & a_n \neq b_n, \; n \text{ minimal} \\ 0 & F_1 = F_2. \end{cases}

This function makes {\mathbb C[[x]]} into a metric space, so we can discuss limits in this space. Actually, it is a normed vector space obtained by {\left\lVert F \right\rVert = d(F,0)} above.

Thus, {\lim_{k \rightarrow \infty} F_k = F} if each coefficient of {x^n} eventually stabilizes as {k \rightarrow \infty}. For example, as formal series we have that {(1,-1,0,0,\dots)}, {(1,0,-1,0,\dots)}, {(1,0,0,-1,\dots)} converges to {1 = (1,0,0,0\dots)}, which we write as

\displaystyle \lim_{k \rightarrow \infty} (1 - x^k) = 1 \qquad \text{as formal series}.

As for functional series, since they are functions on the same open set {U}, we can use pointwise convergence or the stronger uniform convergence; we’ll say explicitly which one we’re doing.

Example 10 (Limits don’t work at all)

In what follows, {F_k \simeq G_k} for every {k}.

  • Here is an example showing that if {\lim_k F_k = F}, the functions {G_k} may not converge even pointwise. Indeed, just take {F_k = 1 - x^k} as before, and let {U = \{ z : |z| < 2 \}}.
  • Here is an example showing that even if {G_k \rightarrow G} uniformly, {\lim_k F_k} may not exist. Take {G_k = 1 - 1/k} as constant functions. Then {G_k \rightarrow 1}, but {\lim_k F_k} doesn’t exist because the constant term never stabilizes (in the combinatorial sense).
  • The following example from this math.SE answer by Robert Israel shows that it’s possible that {F = \lim_k F_k} exists, and {G_k \rightarrow G} pointwise, and still {F \not\simeq G}. Let {U} be the open unit disk, and set

    \displaystyle \begin{aligned} A_k &= \{z = r e^{i\theta} \mid 2/k \le r \le 1, \; 0 \le \theta \le 2\pi - 1/k\} \\ B_k &= \left\{ |z| \le 1/k \right\} \end{aligned}

    for {k \ge 1}. By Runge theorem there’s a polynomial {p_k(z)} such that

    \displaystyle |p_k(z) - 1/z^{k}| < 1/k \text{ on } A_k \qquad \text{and} \qquad |p_k(z)| < 1/k \text{ on }B_k.

    Then

    \displaystyle G_k(z) = z^{k+1} p_k(z)

    is the desired counterexample (with {F_k} being the sequence of coefficients from {G}). Indeed by construction {\lim_k F_k = 0}, since {\left\lVert F_k \right\rVert \le 2^{-k}} for each {k}. Alas, {|g_k(z) - z| \le 2/k} for {z \in A_k \cup B_k}, so {G_k \rightarrow z} converges pointwise to the identity function.

To be fair, we do have the following saving grace:

Theorem 11 (Uniform convergence and both limits exist is sufficient)

Suppose that {G_k \rightarrow G} converges uniformly. Then if {F_k \simeq G_k} for every {k}, and {\lim_k F_k = F}, then {F \simeq G}.

Proof: Here is a proof, copied from this math.SE answer by Joey Zhou. WLOG {G = 0}, and let {g_n(z) = \sum{a^{(n)}_kz^k}}. It suffices to show that {a_k = 0} for all {k}. Choose any {0<r<1}. By Cauchy’s integral formula, we have

\displaystyle \begin{aligned} \left|a_k - a^{(n)}_k\right| &= \left|\frac{1}{2\pi i} \int\limits_{|z|=r}{\frac{g(z)-g_n(z)}{z^{n+1}}\text{ d}z}\right| \\ & \le\frac{1}{2\pi}(2\pi r)\frac{1}{r^{n+1}}\max\limits_{|z|=r}{|g(z)-g_n(z)|} \xrightarrow{n\rightarrow\infty} 0 \end{aligned}

since {g_n} converges uniformly to {g} on {U}. Hence, {a_k = \lim\limits_{n\rightarrow\infty}{a^{(n)}_k}}. Since {a^{(n)}_k = 0} for {n\ge k}, the result follows. \Box

The take-away from this section is that limits are relatively poorly behaved.

5. Infinite sums and products

Naturally, infinite sums and products are defined by taking the limit of partial sums and limits. The following example (from math.SE again) shows the nuances of this behavior.

Example 12 (On {e^{1+x}})

The expression

\displaystyle \sum_{n=0}^\infty \frac{(1+x)^n}{n!} = \lim_{N \rightarrow \infty} \sum_{n=0}^N \frac{(1+x)^n}{n!}

does not make sense as a formal series: we observe that for every {N} the constant term of the partial sum changes.

But this does converge (uniformly, even) to a functional series on {U = \mathbb C}, namely to {e^{1+x}}.

Exercise 13

Let {(F_k)_{k \ge 1}} be formal series.

  • Show that an infinite sum {\sum_{k=1}^\infty F_k(x)} converges as formal series exactly when {\lim_k \left\lVert F_k \right\rVert = 0}.
  • Assume for convenience {F_k(0) = 1} for each {k}. Show that an infinite product {\prod_{k=0}^{\infty} (1+F_k)} converges as formal series exactly when {\lim_k \left\lVert F_k-1 \right\rVert = 0}.

Now the upshot is that one example of a convergent formal sum is the expression {\lim_{N} \sum_{n=0}^N a_nx^n} itself! This means we can use standard “radius of convergence” arguments to transfer a formal series into functional one.

Theorem 14 (Constructing {G} from {F})

Let {F = \sum a_nx^n} be a formal series and let

\displaystyle r = \frac{1}{\limsup_n \sqrt[n]{|c_n|}}.

If {r > 0} then there exists a functional series {G} on {U = \{ |z| < r \}} such that {F \simeq G}.

Proof: Let {F_k} and {G_k} be the corresponding partial sums of {c_0x^0} to {c_kx^k}. Then by Cauchy-Hadamard theorem, we have {G_k \rightarrow G} uniformly on (compact subsets of) {U}. Also, {\lim_k F_k = F} by construction. \Box

This works less well with products: for example we have

\displaystyle 1 \equiv (1-x) \prod_{j \ge 0} (1+x^{2^j})

as formal series, but we can’t “plug in {x=1}”, for example,

6. Finishing the original problem

We finally return to the original problem: we wish to show that the equality

\displaystyle P(x) = \prod_{j=1}^\infty (1 - x^{s_j})

cannot hold as formal series. We know that tacitly, this just means

\displaystyle \lim_{N \rightarrow \infty} \prod_{j=1}^N\left( 1 - x^{s_j} \right) = P(x)

as formal series.

Here is a solution obtained only by only considering coefficients, presented by Qiaochu Yuan from this MathOverflow question.

Both sides have constant coefficient {1}, so we may invert them; thus it suffices to show we cannot have

\displaystyle \frac{1}{P(x)} = \frac{1}{\prod_{j=1}^{\infty} (1 - x^{s_j})}

as formal power series.

The coefficients on the LHS have asymptotic growth a polynomial times an exponential.

On the other hand, the coefficients of the RHS can be shown to have growth both strictly larger than any polynomial (by truncating the product) and strictly smaller than any exponential (by comparing to the growth rate in the case where {s_j = j}, which gives the partition function {p(n)} mentioned before). So the two rates of growth can’t match.

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