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Does there exist a continuous function $f(x)$ such that $f(0)=0$ and $0<\lim\limits_{n\to\infty}\prod\limits_{k=1}^n f(\frac{k}{n})<\infty$ ?

I do not see any reason why such a function could not exist, but I have not been able to find an example of such a function.

Context: If such a function does not exist, then this fact would stand in interesting contrast with the fact that infinite products of areas or lengths that tend to zero (example1, example2) can equal a positive real number.

(I apologize if my question is not appropriate for Math Overflow. I have asked essentially the same question on Math SE, but after lots of views, upvotes, bounty, comments, etc. it has not been answered. I wonder if my question might be of interest here. If not, I will delete it.)

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    $\begingroup$ I'll make a basic observation: Without the condition that $f(0)=0$, let $g(x)$ be a continuous function $\mathbb{R} \to \mathbb{R}$ with $g(0) = g(1/2) = g(1) = 0$ and $g(x) = - g(1-x)$. Let $f(x) = e^{g(x)}$. Then $\sum_{k=0}^n g(k/n)=0$ for all $n$, so $\prod_{k=1}^n f(k/n)$ is identically $1$. The problem is to get this high level of cancellation, while making $f(0) = 0$ and not having $f(1) = \infty$. $\endgroup$ Commented Nov 16, 2022 at 14:38
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    $\begingroup$ For $g=\ln(f)$, $g \rightarrow -\infty$ as $x \to 0$. Let, $g(\alpha)=0$ (assuming monotonically increasing function). Now for $n \rightarrow 2n$, $S_{n,+}=\sum_{k \geq n\alpha} g(\frac{k}{n})$ almost doubles, while the negative part's value becomes more than double (e.g $g(\frac{1}{2n}) << g(\frac{1}{n}), n>>0$). So, it seems that the sum $S$ fails to converge. $\endgroup$
    – Alapan Das
    Commented Nov 16, 2022 at 17:30
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    $\begingroup$ Next frustrating observation: Take $g(x) = -\tfrac{1}{\sqrt{x}} +2$. Then $\sum_{k=1}^n g(k/n) = - \sqrt{n} \sum_{k=1}^n 1/\sqrt{k} + 2n$ and $\sum_{k=1}^n 1/\sqrt{k} = 2 \sqrt{n} + \zeta(1/2) + (1/2 \sqrt{n}) + O(1/n)$, so $\sum_{k=1}^n g(k/n) = - \zeta(1/2) \sqrt{n} - 1/2 + O(1/\sqrt{n})$. So, if $\zeta(1/2)$ were $0$, then $g(x)$ would be a counterexample. In fact, $\zeta(1/2) \approx -1.46035$, so this doesn't work, but it makes me wonder if there is room for a slight tweak of this example which would work. $\endgroup$ Commented Nov 16, 2022 at 19:24
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    $\begingroup$ The function $f(x)=ex$ comes quite close to what you want. For that function $\prod_{j=1}^n f(\frac jn)=e^nn!/n^n\approx \sqrt{2\pi n}$. This means that it would now suffice to build a function $g(x)$ with $g(0)=1$ such that $\prod_{j=1}^n g(j/n)\approx\sqrt n$. $\endgroup$ Commented Nov 16, 2022 at 20:02
  • $\begingroup$ Keeping going with this approach: Let $1/2 \pm \alpha i$ be roots of the Riemann zeta function. Let $g(x) = x^{-1/2+i \alpha} + x^{-1/2-i \alpha} = 2 x^{-1/2} \cos(\alpha \log x)$. Then I get that $\sum_{k=1}^n g(k/n) = -\tfrac{1}{\alpha^2-1/4} n + 1 + O(1/n)$. It's easy to take a linear combination of these to make the coefficient of $n$ cancel and not the constant term, but I don't know how to do it and get $\lim_{x \to 0^+} g(x) = -\infty$ rather than oscillating towards both $\infty$ and $- \infty$. $\endgroup$ Commented Nov 16, 2022 at 20:57

3 Answers 3

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If you do not require monotonicity of $f$, the construction is pretty simple and is a combination of a few facts we normally (should) teach in elementary number theory and Fourier analysis classes. However, the monotonicity condition seems rather natural to impose and it seems to change the game completely, so look at what's below as a partial answer only.

Let $\varphi(n)$ denote Euler's $\varphi$-function.

Observation 1. $\varphi(n)\ge c_{\delta}n^{1-\delta}$ for every $\delta>0$ with some $c_\delta>0$.

Indeed, $1-\frac 1p\ge c_{p,\delta}p^{-\delta}$ for primes $p$ for every $\delta>0$ with $c_{p,\delta}>0$ for all $p$ and $=1$ for all but finitely many $p$, so $c_\delta=\prod_pc_{p,\delta}$ works.

Observation 2. Let $m$ be an integer. Then for $\ell>0$, $$ \#\{k\in\{1,\dots,n\}:(k,n)=1, |\tfrac kn-\tfrac 1m|<\ell\}\le A_m(\ell)\varphi(n) $$ for all $n>m$ with some $A_m(\ell)\to 0$ as $\ell\to 0$.

Indeed, consider $u\ne 0$ and look at the sums $S_u(n)=\sum_{1\le k\le n,(k,n)=1}e^{2\pi i uk/n}$. We have $$ \sum_{d|n}S_u(d)=\sum_{1\le k\le n}e^{2\pi i uk/n}=\psi(n) $$ with $\psi(n)=0$ if $n\not\mid u$ and $n$ if $n\mid u$. Hence, by the Mobius inversion formula, $$ |S_u(n)|=\left|\sum_{d|n}\mu(n/d)\psi(d)\right|\le\sum_{d\ge 1}\psi(d)\le u^2 $$ for all $n$. Now just apply the Weil equidistribution criterion to conclude that $$ A_m(n)=\frac 1{\varphi(n)}\#\{k\in\{1,\dots,n\}:(k,n)=1, |\tfrac kn-\tfrac 1m|<\ell\}\to 2\ell $$ as $n\to\infty$, so $A_m(n)\le\varepsilon$ if $\ell<\varepsilon/3$ and $n\ge n_\varepsilon$. However, if $m<n<n_\varepsilon$ and $\ell<\frac 1{mn_\varepsilon}$, the set under consideration is empty.

Observation 3. There is a continuous on $(0,1]$ function $g$ tending to $-\infty$ at $0$ such that $$ \sum_{1\le k\le n,(k,n)=1}g(k/n)\ge \varphi(n) $$ for all $n$.

Indeed, just put $g(t)=2-\Delta\sum_{u\ge 1}\frac{\cos\pi ut}u$. We have $$ \left|\sum_{u\ge U}\frac{\cos\pi ut}u\right|\le \frac C{Ut}\, $$ so the series converges uniformly outside any neighborhood of $0$ and $$ \sum_{1\le k\le n,(k,n)=1}g(k/n)\ge 2\varphi(n)-\Delta\left[ 2\Re\sum_{1\le u< U} \frac 1u S'_u(n)+ \frac CU\sum_{1\le k\le n}\frac nk\right] \\ \ge 2\varphi(n)-\Delta[U^2+\frac CUn(1+\log n)] $$ where $S'_u(n)=S_{u/2}(n)$ for even $u$ and $0$ for odd $u$ by symmetry (if $(k,n)=1$, then $(n-k,n)=1$ and $(n,n)=n\neq 1$ for $n>1$), so we can choose $U\approx n^{1/3}$ and use Observation 1 to get the result for large $n$ and then choose $\Delta>0$ small enough to serve small $n$ as well.

Now the main construction. Take our function $g$ and inductively make disjoint dips in it at the points $1/n$ within the distance $\ell_n$ so that for the resulting function $G\le g$, $$ \sum_{1\le k\le n,(k,n)=1}G(k/n)=0 $$ for all $n$. Clearly, then $f=e^G$ will satisfy $\prod_{k=1}^nf(k/n)=1$ for all $n$ and be continuous on $[0,1]$ with $f(0)=0$. The only danger we may encounter is that because of the previous dips we may be forced to go up, not down, when killing the $n$-th sum by modifying $g(1/n)$. However, if we need a value drop of size $Q_m$ near $1/m$, we can choose $\ell_m$ so small that $\sum_{m\ge 1}Q_m A_m(\ell_m)<1$ (note that we know $Q_m$ after we made our dips up to $m-1$ and are still completely free to choose $\ell_m$). In that case our initial sum (before we made the dip at $1/n$) will be at least $$ \sum_{1\le k\le n:(k,n)=1}g(k/n)-\sum_{m<n}Q_m\#\{k\in\{1,\dots,n\}:(k,n)=1, |\tfrac kn-\tfrac 1m|<\ell_m\} \\ \ge \left(1-\sum_{m<n}Q_mA_m(\ell_m)\right)\varphi(n)>0\,, $$ so, indeed, we still need to go down at $1/n$.

Remarks. 1) In Tao's "post-rigorous" language, the construction is just "Take anything with the limit $+\infty$ and push it down successively at $1/n$ to make the products exactly $1$ within intervals so short that the pushes do not change the overall tendency to go up", but I couldn't resist the temptation to chase a few $\varepsilon$s. 2) If you do not like those ugly upside down spikes in $G$ accumulating at $0$, I share your feelings, hence the comment in the beginning of the post :-).

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    $\begingroup$ @Dan Yes, it answers the question as posed entirely :-). I just said that the monotone example would be much more interesting. By now I know it is impossible though because tor every decreasing function $f$ on $[a,b]$ the upper limit of $n(\int f-R_n(f))\ge c(f(a)-f(b))$ as every business calculus student should know (those who don't should be kicked out of business school and get some technical specialty to be ordered instead of ordering people and those who want to order people ordering other people should be able to find the best $c$; it is well within our power to implement this rule, BTW) $\endgroup$
    – fedja
    Commented Nov 17, 2022 at 13:06
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    $\begingroup$ @fedja: I think you are literally the only MO user who would answer a question completely, then replaces the question by a more difficult version to be able to call his answer a partial answer. $\endgroup$ Commented Nov 17, 2022 at 18:08
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    $\begingroup$ I never took business calculus, so perhaps you can tell me what I am missing :). I assume that $R_n(f)$ is the right Riemann sum with $n$ division points. Define $f : [0,1] \to [0,1]$ as follows: $f(0) = 0$, $f(1) = 1$, $f((2j+1)/2^{k+1}) = (1/k) f(j/2^k) + (1-1/k) f((j+1)/2^k)$, extend by continuity to a monotone increasing function $f$. Then I get that $R_{2^{k+1}}(f) = R_{2^k}(f) - 1/(k 2^{k+1})$ so $R_{2^k}(f) - \int f = \sum_{m \geq k} 1/(m 2^{m+1})$ and $\lim_{k \to \infty} 2^k(R_{2^k}(f) - \int f ) = 0$. $\endgroup$ Commented Nov 18, 2022 at 3:01
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    $\begingroup$ @DavidESpeyer You are right. For each particular $n$ the right Riemann sum $R_n$ (which is an underestimate) can be very close to the integral and you can create a sequence of such $n$ like you did. My claim is about the $\limsup$ only and it is not entirely obvious. Hint: start with a prime $n$ and look at what happens for $n'\in(n,2n]$. :-) As to business calculus, we are all missing the same thing: administrators who can do our jobs better than ourselves, if needed, and therefore deserve our respect and compliance. And the fault is ours: we don't train them properly when we have a chance. $\endgroup$
    – fedja
    Commented Nov 18, 2022 at 13:25
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    $\begingroup$ Using $\int_a^b f=(b-a)f(b)-\int_a^b (x-a)df$ rewrite $$n(\int f -R_n(f))=-\sum_{k=1}^n \int_{\frac{k-1}{n}}^{\frac k n}(nx-\frac{k-1}{n})df=-\int_0^1 \{nx\}df(x) $$ where $\{t\}$ denotes the fractional part di $t$ with left limit 0 and right limit 1 at the integers. Then $n^{-1} \sum_{k=1}^n \{kx\} \to \int_0^1 x=\frac 12$ if $x$ is irrational and to $x/2(1+[1/x]) >1/2$ for $x$ rational. Then with $g$ the above limit $-\int_0^1 n^{-1} \sum_{k=1}^n \{kx\}df \to -\int_0^1 g(x) df \geq -1/2 \int_0^1 df=(f(0)-f(1))/2$. Then the limsup is at least $1/2$. $\endgroup$ Commented Nov 19, 2022 at 13:05
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Possible way to find such a function $f$

Since $$\prod_{k=1}^n \frac{ke}{n} = n!\Big(\frac{e}{n}\Big)^n \sim \sqrt{2\pi n} \text{ as } n \to +\infty,$$ it is sufficient to find a continuous function $g$ on $[0,1]$ such that $$\sum_{k=1}^n g\Big(\frac{k}{n}\Big) - \ln n \to 0 \text{ as } n \to +\infty$$ and to set $f(x)=ex e^{-g(x)/2}$.

The function $g$ must have a null integral on $[0,1]$, and should not be Lipschitz: otherwise, the difference between its integral on $[0,1]$ and Riemann sum $(g(1)+\cdots + g(n))/n$ whould be a $O(1/n)$.

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  • $\begingroup$ Did you try $g(x)=x\log (cx)$ where $c$ is selected so that its integral is zero? I guess it suffices to show that the difference above tends to a constant. $\endgroup$ Commented Nov 16, 2022 at 21:07
  • $\begingroup$ It doesn't seem easier (to me, at least) to make $\sum g(k/n)$ equal to $\log n + o(1)$ rather than $C+o(1)$, as originally requested. $\endgroup$ Commented Nov 16, 2022 at 21:51
  • $\begingroup$ @Giorgo Metafune I tried to build $g$ with the help of $h(x)=x\ln(x)$, but I did not succeed yet. I found that the error term in the difference between the integral and the Riemann sum was too small, but I am not sure of my computations. Adapting Euler Mac Laurin techniques to get estimates is not very simple. $\endgroup$ Commented Nov 16, 2022 at 21:56
  • $\begingroup$ @Christian Remling The main difference is that I do not require $g$ to be infinite at 0. $\endgroup$ Commented Nov 16, 2022 at 22:00
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Comment
Let $S_n = \prod_{k=1}^n f(k/n)$ and $g(x) = \log f(x)$. Then $$ \frac{1}{n} \log S_n = \frac{1}{n}\sum_{k=1}^n g\left(\frac{k}{n}\right) $$ which should [improper integral, so not certain] converge to $\int_0^1 g(x)\;dx$. Then we expect, as $n \to \infty$ $$ \log S_n \sim n\int_0^1 g(x)\;dx $$ and maybe [another uncertain step] $$ S_n \sim \exp\left(n\int_0^1 g(x)\;dx\right) $$ To avoid limit $0$ or $\infty$, this requires $\int_0^1 g(x)\;dx = 0$.

Assume $\int_0^1 g(x)\;dx = 0$. Now write $$ T_n := \frac{1}{n}\sum_{k=1}^n g\left(\frac{k}{n}\right) $$ and we have $T_n \to 0$; but we want it to go to zero at such a rate that $n T_n$ converges to a real value $L$. And then we guess $S_n \to e^L$.

Perhaps investigate the rate of convergence of equal-length right-hand Riemann sums to the integral. This one is improper, $\lim_{x\to 0}g(x) = -\infty$, so maybe we can get rates of convergence in this case that we cannot get for bounded integrands.

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    $\begingroup$ The intermediate steps are unnecessary. The question is trivially equivalent to the existence of a continuous $g:(0,1]\to\mathbb R$ with $\lim_{x\to 0} g(x)=-\infty$, $\sum g(k/n)$ convergent. $\endgroup$ Commented Nov 16, 2022 at 19:25

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