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Iosif Pinelis
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Let $$s_q(N):=\sum_{n=0}^N f_q(n),\quad t_q(N):=\sum_{n=1}^N g_q(n),$$ where $$f_q(n):=(4n+1)q^{(4n+1)^2/4},\quad g_q(n):=(4n-1)q^{(4n-1)^2/4}.$$ We want to show that $$s_q(\infty)-t_q(\infty)\overset{\text{(?)}}\ge1/10 \tag{1}$$ for all $$q\in[e^{-2},e^{-1/2}]. \tag{2} $$

For such $q$, $g_q(n)$ is decreasing in $n\ge1$ and increasing in $q$, and hence $$t_q(\infty)-t_q(2) =\sum_{n=3}^\infty g_q(n) \\ <\int_2^\infty g_{e^{-1/2}}(u)\,du=e^{-49/8}.$$ So, for such $q$,
$$ \begin{aligned} &s_q(\infty)-t_q(\infty) \\ &>s_q(2)-t_q(2)-e^{-49/8} \\ &=h(q):=9 q^{81/4}-7 q^{49/4}+5 q^{25/4}-3 q^{9/4}+q^{1/4}-e^{-49/8} \\ &\ge h(e^{-1/2})>1/10; \end{aligned}$$ the penultimate inequality, $h(q)\ge h(e^{-1/2})$, in the above multiline display is easy to prove, since $h(q)$ is a simple polynomial in $q^{1/4}$.

So, (1) indeed holds for all $q$ as in (2).

Iosif Pinelis
  • 127.7k
  • 8
  • 107
  • 229