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. 2023 Dec 15;203(1):149–173. doi: 10.1007/s00605-023-01926-y

A central limit theorem for integer partitions into small powers

Gabriel F Lipnik 1, Manfred G Madritsch 2,, Robert F Tichy 1
PMCID: PMC10786992  PMID: 38223551

Abstract

The study of the well-known partition function p(n) counting the number of solutions to n=a1++a with integers 1a1a has a long history in number theory and combinatorics. In this paper, we study a variant, namely partitions of integers into

n=a1α++aα

with 1a1<<a and some fixed 0<α<1. In particular, we prove a central limit theorem for the number of summands in such partitions, using the saddle-point method.

Keywords: Integer partitions, Partition function, Central limit theorem, Saddle-point method, Mellin transform

Introduction

For a positive integer n, let f(n) denote the number of unordered factorizations as products of integer factors greater than 1. Balasubramanian and Luca [1] considered the set

F(x)={m|mx,m=f(n)for somen.}

In order to provide an upper bound for F(x), they had to analyse the number q(n) of partitions of n of the form

n=a1++a

with integers 1a1a, where x denotes the integer part of x.

Chen and Li [2] proved a similar result, and Luca and Ralaivaosaona [19] refined the previous results to obtain the asymptotic formula

q(n)Kn-8/9exp(6ζ(3)1/342/3n2/3+ζ(2)(4ζ(3))1/3n1/3),

where

K=(4ζ(3))7/18πA212exp(4ζ(3)-ζ(2)224ζ(3))

and A is the Glaisher–Kinkelin constant. Li and Chen [16, 17] extended the result to arbitrary powers 0<α<1 not being of the form α=1/m for a positive integer m. Finally, Li and Wu [18] considered the case of α=1/m. They obtained a complete expansion along lines similar to the one in Tenenbaum, Wu and Li [25] as well as in Debruyne and Tenenbaum [6].

In the present paper, we take a different point of view. For fixed 0<α<1, we consider the distribution of the length of restricted α-partitions. A restricted α-partition of n is a representation of n of the form

n=a1α++aα

with integers 1a1<a2<<a, and is called its length. We denote by q(n,) the number of restricted partitions of length .

In the literature also unrestricted partitions are considered. We call a partition unrestricted if the ai’s can be equal, i.e. 1a1a2a. Analogously we denote by p(n) and p(n,) the number of unrestricted partitions as well as the number of unrestricted partitions of length .

The asymptotic analysis of partition problems has its origin in the work of Hardy and Ramanujan, see for instance [13]. Their proof is based on properties of elliptic modular functions and later Rademacher [22] and followers could achieve full asymptotic expansions by this method. Ingham [15] developed a more elementary approach (comparable to our method) for the asymptotic analysis of certain partition problems. Here we also want to mention the work Chern [3], who obtained the asymptotics with explicit constants for the partition function in the case α=12.

Erdős and Lehner [7] were among the first to consider the distribution of the length of a partition. In particular they considered the ratio p(n,)/p(n), where =(2π2/3)-12nlogn+xn is a function of n. The study of distinct parts was introduced by Wilf [26]. Goh and Schmutz [11] proved a central limit theorem for the distribution of part sizes. Their result was extended by Schmutz [24] to multivariate cases under the Meinardus’ scheme (cf. Meinardus [21]). Hwang [14] provided an extended version with weaker necessary conditions to obtain limit theorems for the number of summands in a random partition (restricted and unrestricted).

While Meinardus’ original scheme can handle Dirichlet generating functions with a single pole on the positive real axis, Granovsky and Stark [12] and Chern [3] adapted the method for multiple poles on the real axis. Madritsch and Wagner [20] considered sets with digital restrictions, leading to a Dirichlet generating function having equidistant poles along a vertical line in the complex plane, and proved a central limit theorem. Motivated by a question in Hwang’s paper [14] Ralaivaosaona [23] established a central limit theorem for partitions in primes. In the present paper, we use a similar method for the case of multiple poles on the real line.

Main Result

Let 0<α<1 be a fixed real number. We let Π(n) denote the set of partitions of a positive integer n into parts ajα where each aj occurs at most once. These partitions are called (restricted) α-partitions for short. Furthermore, let q(n)=Π(n) be the cardinality of the set Π(n). Finally, we let Π(n,k) denote the subset of partitions Π(n) whose length (number of summands) is k and q(n,k)=Π(n,k) is its cardinality.

In the present work, we consider the random variable ϖn counting the number of summands in a random α-partition of n. The probability distribution of ϖn is given by P(ϖn=k)=q(n,k)/q(n). In order to obtain a central limit theorem for ϖn, we have to carefully analyse the associated bivariate generating function Q(zu), which is given by

Q(z,u)=1+n1k1q(n,k)ukzn.

Furthermore, for a fixed integer k1, we let g(k) denote the number of integers n1 satisfying nα=k, i.e.,

graphic file with name 605_2023_1926_Equ120_HTML.gif

with β:=1/α. Then the following lemma holds.

Lemma 1

With the notation above, we have

Q(z,u)=k1(1+uzk)g(k)=1+n1q(n)E(uϖn)zn.

Proof

By the definition of g(k), we have ajα=k for exactly g(k) different integers aj. Thus, it follows that

Q(z,u)=k1(1+uzk)g(k).

Furthermore, it holds that

Q(z,u)=1+n1k1q(n,k)ukzn=1+n1q(n)k1q(n,k)ukq(n)zn=1+n1q(n)E(uϖn)zn.

Now we can state the main theorem of this work as follows.

Theorem 2

Let 0<α<1 and let ϖn be the random variable counting the number of summands in a random restricted partition of n into α-powers. Then ϖn is asymptotically normally distributed with mean E(ϖn)μn and variance V(ϖn)σn2, i.e.,

Pϖn-μnσn<x=12π-xe-t2/2dt+o(1),

uniformly for all x as n. The mean μn and the variance σn2 are given by

μn=k1g(k)eηk+1c1n1/(α+1) 2.1

and

σn2=k1g(k)eηk(eηk+1)2-k1g(k)keηk(eηk+1)22k1g(k)k2eηk(eηk+1)2c2n1/(α+1), 2.2

where η is the implicit solution of

n=k1keηk+1.

Explicit formulæ for the occurring constants c1 and c2 are given in (4.12) and (4.13), respectively.

Finally, the tails of the distribution satisfy the exponential bounds

P(ϖn-μnσnx)e-x2/21+O((logn)-3)if0xn1/(6α+6)/logn,e-n1/(6α+6)x/21+O((logn)-3)ifxn1/(6α+6)/logn,

and the analogous inequalities also hold for P(ϖn-μnσn-x).

This result fits into the series of other results on partitions in integers of the form kα with k1. In particular, if α=1, then we have the classic case of partitions and Erdős and Lehner [7] showed that μncn1/2. For α>1, not every integer has a representation of the form kα and there are gaps in the set {kα|kN}. This led Hwang [14] to the result μncn1/(α+1). Consequently, our result μnc1n1/(α+1) seems to be a natural extension of these results.

One of the main difficulties of the case 0<α<1 lies in the special structure of the function g(k). In particular, if α=1/m with m2 being an integer, then the parts of the partitions are mth roots and g(k) is given by the polynomial

g(k)=(k+1)m-km=r=0m-1mrkr.

However, in the general case of αQ, we have an additional error term (see (3.8)) of which no explicit form is known. This makes the analysis more involved.

Finally, we want to mention that a local version of this central limit theorem is the topic of a subsequent project. In particular, it seems that the above mentioned error term of the function g(k) needs further considerations in this case.

Main Idea, Outline and Tools for the Proof

The proof of our main theorem consists of analytic and probabilistic parts. In the analytic part, we use Mellin transforms and the saddle-point method. The probabilistic part is based on the use of Curtiss’ theorem for moment-generating functions. Before we give the details of the proof, this section is dedicated to give an overview of the main techniques and tools.

We first note that the central limit theorem for the random variable ϖn is equivalent to the fact that the normalized moment-generating function Mn(t)=E(e(ϖn-μn)t/σn) tends to et2/2 for t. Consequently, we will show this limit. Furthermore, the mentioned tail estimates can be obtained by the Chernoff bound.

Since μn/σn is constant, we have E(e(ϖn-μn)t/σn)=e-μn/σnE(eϖnt/σn). We recall that by Lemma 1, the probability-generating function E(uϖn) is given by

E(uϖn)=[zn]Q(z,u)[zn]Q(z,1).

In other words, it is sufficient for our purpose to obtain the coefficient of zn in Q(zu). By Cauchy’s integral formula, we derive

Qn(u):=[zn]Q(z,u)=12πiz=e-rz-n-1Q(z,u)dz.

A standard transformation yields for r>0 that

Qn(u)=enr2π-ππexp(int+f(r+it,u))dt 3.1

with

f(τ,u):=logQe-τ,u=k1g(k)log(1+ue-kτ).

For the integral in (3.1), we use the well-known saddle-point method, also known as the method of steepest decent. The main application of this method is to obtain estimates for integrals of the form

-ππeg(r+it)dt

for some suitable function g. We choose tn>0 in order to split up the integral into two parts, one near the positive real axis and the other one for the rest, i.e.,

-ππeg(r+it)dt=ttneg(r+it)dt+tn<tπeg(r+it)dt. 3.2

For the second integral, we compare the contribution of the integrand with the contribution from the real line, i.e., we estimate eg(r+it)-(g(r)). This will contribute to the error term.

For the first integral in (3.2), we use a third order Taylor expansion of g(r+it) around t=0, which is

g(r+it)=g(r)+itg(r)-t22g(r)+O(suptt3g(r+it)). 3.3

Now we choose r such that the first derivative g(r) vanishes. Then the remaining integral is given by

t<tneg(r+it)dt=eg(r)t<tne-t22g(r)(1+O(suptt3g(r+it)))dt.

Now the integrand is that of a Gaussian integral and so we add the missing part. The Gaussian integral contributes to the main part, and we need to analyse g(r) and g(r) in order to show that all our transformations and estimates are valid. For more details on the saddle-point method, we refer the interested reader to Flajolet and Sedgewick [10, Chapter VIII].

The estimates for g(r) and g(r) are based on singular analysis using the well-known Mellin transform. The Mellin transform h(s) of a function h is defined by

h(s)=M[h;s]=0h(t)ts-1dt.

The most important property for our considerations is the so called rescaling rule, which is given by

M[kλkh(μkx);s]=(kλkμks)h(s);

see [8, Theorem 1]. This provides a link between a generating function and its Dirichlet generating function. For a detailed account on this integral transform, we refer the interested reader to the work of Flajolet, Gourdon and Dumas [8] and to the work of Flajolet, Grabner, Kirschenhofer, Prodinger and Tichy [9].

Let δ>0. Throughout the rest of our paper we assume δuδ-1 and by “uniformly in u” we always mean “uniformly as δuδ-1”. Then in our case we have for the Mellin transform of f(τ,u) with respect to τ that

Mk1g(k)log1+ue-kτ;s=D(s)Y(s,u),

where

D(s)=k1g(k)ks 3.4

is the associated Dirichlet series and

Y(s)=01+ue-ττs-1dτ 3.5

is the Mellin transform of τ1+ue-τ.

The central advantage of the Mellin transform is not necessarily the transformation itself but moreover the converse mapping, where we consider the singularities of the transformed function providing the asymptotic expansion.

Theorem 3

[Converse Mapping [8, Theorem 4]] Let f(x) be continuous in (0,+) with Mellin transform f(s) having a nonempty fundamental strip α,β. Assume that f(s) admits a meromorphic continuation to the strip γ,β for some γ<α with a finite number of poles there, and is analytic on (s)=γ. Assume also that there exists a real number η(α,β) such that

f(s)=O(s-r) 3.6

with r>1 as s in γ(s)η. If f(s) admits the singular expansion

f(s)(ξ,k)Adξ,k1(s-ξ)k 3.7

for sγ,α, then an asymptotic expansion of f(x) at 0 is given by

f(x)=(ξ,k)Adξ,k(-1)k-1(k-1)!x-ξ(logx)k-1+O(x-γ).

Thus in our case we have to consider the singularities of the associated Dirichlet series D(s) and the function Y(su). On the one hand we note that

graphic file with name 605_2023_1926_Equ10_HTML.gif 3.8

where m is the integer such that m<βm+1. Plugging this into (3.4) yields

D(s)=ν=1mβνζ(s-β+ν)+D~(s),

where D~(s) has no pole with (s)>1 and

ζ(s)=k1k-s

is the Riemann zeta function. On the other hand

Y(s,u)=01+ue-ττs-1dτ=01(-u)e-ττs-1dτ=Lis+1(-u)Γ(s),

where

Lis(z)=n1znnsandΓ(s)=0e-xxs-1dx

are the polylogarithm and the Gamma function, respectively.

Now in order to apply converse mapping, we need to show that (3.6) as well as (3.7) are both fulfilled for these three functions. Stirling’s formula yields for the Gamma function that

Γ(x+iy)=2πyx-1/2e-πy/21+Oa,b(1/y)

for axb and y1. Furthermore, the Riemann zeta function satisfies

ζ(x+iy)a,b1+yA

for suitable A=A(a,b), axb and y1. For the polylogarithm we follow the ideas of Flajolet and Sedgewick [10, VI.8]. This is a good application of the converse mapping, so we want to reproduce it here: First of all, let w=-logz and define the function

Λ(w):=Liα(e-w)=n1e-nwnα.

This is a harmonic sum and so we apply Mellin transform theory. The Mellin transform of Λ(w) satisfies

Λ(s)=0n1e-nwnαws-1dw=n11nα+s0e-vvs-1dv=ζ(s+α)Γ(s)

for (s)>max(0,1-α). The Gamma function has simple poles at the negative integers and ζ(s+α) has a simple pole at 1-α. Thus, the application of converse mapping (Theorem 3) yields

Liα(z)=Γ(1-α)wα-1+j0(-1)jj!ζ(α-j)wj

with

w=1(1-z).

Using these estimates in the converse mapping, we obtain an asymptotic formula for Qn(u) of the form

Qn(u)=enr+f(u,r)2πB(1+O(r2β/7)).

Recall that

Mn(t)=E(e(ϖn-μn)t/σn)=exp(-μntσn)E(etϖn/σn)=exp(-μntσn)Qn(et/σn)Qn(1).

Using implicit differentiation, we obtain a Taylor expansion for the moment-generating function, which yields

Mn(t)=expt22+On2β/7,

proving the central limit theorem for ϖn. Finally, we will use the Chernoff bound for the tail estimates.

Proof of the Main Result

To prove Theorem 2, we apply the method we have outlined in the previous section. As indicated above, we choose r=r(n,u) such that the first derivative in (3.3) vanishes, i.e.,

int+f(r+it,u)tt=0=in-ik1kg(k)u-1ekr+1=0.

Since the sum is decreasing in r, we see that this equation has a unique solution, which is the saddle point. The main value of the integral in (3.1) lies around the positive real axis. We set tn=r1+3β/7 and split the integral into two ranges, namely into

Qn(u)=I1+I2

where

I1=enr2πttnexp(int+f(r+it,u))dt

and

I2=enr2πtn<tπexp(int+f(r+it,u))dt.

Estimate of I1

We start our considerations with the central integral I1 and show the following lemma on its asymptotic behavior.

Lemma 4

Let B2=fττ(r,u). Then we have

I1=enr+f(r,u)2π-tntnexp-B22t2dt(1+O(r2β/7))

with

-tntnexp-B22t2dt=2πB+O(r-1-3β/7B-2exp(-r-β/72))

uniformly in u.

Recall that by “uniformly in u” we always mean “uniformly as δuδ-1”.

Proof

It holds that

f(r+it,u)=f(r,u)+fτ(r,u)it-fττ(r,u)2t2+O(t3sup0t0tfτττ(r+it0,u)). 4.1

Then from (3.8) we derive

f(τ,u)=k1g(k)log(1+ue-kτ)=-k1g(k)1(-u)e-kτ=-k1ν=1mβνkβ-ν1(-u)e-kτ+O(k11(-u)e-kτ)=-ν=1mβνk1kβ-ν1(-u)e-kτ+O(k11(-u)e-kτ). 4.2

Note that in (4.2) the involved quantities may be complex numbers and the O-notation A=B+O(C) in this case means that there is a constant γ>0 (only depending on β=1/α) such that A-BγC.

For j0, we analogously obtain

jfτj(τ,u)=(-1)j+1ν=1mβνk1kβ-ν+j1(-u)j-1e-kτ+O(k1kj1(-u)j-1e-kτ). 4.3

All infinite sums in (4.3) are of the form

hγ,j(τ,u)=k1kγ+j1(-u)j-1e-kτ

with γ>0. Let Hγ,j(s,u) denote the Mellin transform of hγ,j(τ,u) with respect to τ, then Hγ,j(s,u) is given by

Hγ,j(s,u)=ζ(s-γ-j)Lis-j+1(-u)Γ(s).

The function Hγ,j(s,u) converges for s>γ+j+2 and its only pole in the range j+12sγ+j+2 is that of ζ(s-γ-j) at s=γ+j+1. The Riemann zeta function and the polylogarithm grow only polynomially, whereas the Gamma function decreases exponentially on every vertical line in the complex plane; see Section 3. Thus, we can apply converse mapping (Theorem 3) and obtain

hγ,j(τ,u)=Liγ+2(-u)Γ(γ+j+1)τ-γ-j-1+O(τ-j-12).

By plugging everything into (4.3), we obtain

jfτj(τ,u)=(-1)j+1ν=1mβνhβ-ν,j(τ,u)+Oh0,j(τ,u)=(-1)j+1ν=1mβνLiβ-ν+2(-u)Γ(β-ν+j+1)τ-β+ν-j-1+Oτ-j-1. 4.4

For the saddle point n, this results in

n=-fτ(r,u)=-ν=1mβνLiβ-ν+2(-u)Γ(β-ν+2)r-β+ν-2+O(r-2), 4.5

whereas the second derivative is given by

B2=fττ(r,u)=-ν=1mβνLiβ-ν+2(-u)Γ(β-ν+3)r-β+ν-3+O(r-3).

For the third derivative occurring in the error term in (4.1), we have

3f(r+it,u)t3=-ik1k3g(k)u-1ek(r+it)(1-u-1ek(r+it))(u-1ek(r+it)+1)3.

We estimate this expression following [20]: Let k0=r-(1+c) for some constant c>0 and write v=u-1 for short. We split the sum into two parts, according to whether kk0 or not. For the sum over large k, we obtain

-ik>k0k3g(k)vek(r+it)(1-vek(r+it))(vek(r+it)+1)3k>k0k3g(k)vekr(1+vekr)vek(r+it)+13k>k0k3g(k)vekr(1+vekr)(vekr-1)3=Ok>k0k3g(k)ekr=Or-β-3. 4.6

For the remaining sum we note that

1+vek(r+it)(1+vekr)cos(kt2).

Therefore, we get

-ikk0k3g(k)u-1ek(r+it)(1-u-1ek(r+it))(u-1ek(r+it)+1)3kk0k3g(k)vekr(1+ekr)vek(r+it)+13kk0k3g(k)vekr(1+ekr)(vekr+1)3(1+O((kt)2))kk0k3g(k)vekr(1+O((kt)2))k1k3g(k)vekr+O(k1k5g(k)t2ekr).

Using the Mellin transform and converse mapping, this results in

-ikk0k3g(k)u-1ek(r+it)(1-u-1ek(r+it))(u-1ek(r+it)+1)3=Or-β-3+r-β-5t2.

By combining this with (4.6), we obtain

3f(r+it,u)t3=Or-β-3

for tr1+3β/7.

All in all, this leads to the expansion

f(r+it,u)=f(r,u)-int-B22t2+O(r-β-3t3).

For the integral I1, we thus obtain

enr2π-tntnexp(int+f(r+it,u))dt=enr+f(r,u)2π-tntnexp-B22t2+O(r2β/7)dt=enr+f(r,u)2π-tntnexp-B22t2dt(1+O(r2β/7)). 4.7

Finally, we change the integral to a Gaussian integral and get

-tntnexp-B22t2dt=-exp-B22t2dt-2tnexp-B22t2dt=2πB+O(tnexp(-B2r1+3β/72t)dt)=2πB+O(r-1-3β/7B-2exp(-r-β/72)). 4.8

Estimate of I2

Next, we prove the following asymptotic upper bound for the integral I2.

Lemma 5

For I2, it holds that

I2=Oexp(nr+f(r,u)-c3r-β/7),

where c3 is a constant uniformly in u.

For the proof of this estimate, we need the following two lemmas. The first lemma provides an upper bound for some exponential that will occur later on, whereas the second one says that Q(e-r-it,u) is small compared to Q(er,u). These results are the main ingredients for the proof of Lemma 5.

Lemma 6

(Li–Chen [17, Lemma 2.5]) Let β1. For σ>0, we have

k1kβ-1e-kσ(1-cos(ky))ρ(e-σ(1-e-σ)β-e-σ1-e-σ-iyβ),

where ρ is a positive constant depending only on β.

Lemma 7

For any real y with t0yπ, we derive

Q(e-(r+iy),u)Q(e-r,u)exp(-2u(β-1)(1+u)2ρ(14r-β/7))

for some constant ρ depending only on β.

Proof

First of all, we note that

graphic file with name 605_2023_1926_Equ121_HTML.gif

By the mean value theorem, there exists ξ(k,k+1) such that

(k+1)β-kβ=βξβ-1,

which leads to

g(k)βξβ-1-1=(β-1)ξβ-1+ξβ-1-1>(β-1)kβ-1; 4.9

see also Li and Chen [17, Proof of Lemma 2.6]. Moreover, we have

1+ue-k(r+iy)2=(1+ue-kr-kiy)(1+ue-kr+kiy)=1+ue-kr-kiy+ue-kr+kiy+u2e-2kr=1+2ue-kr+(ue-kr)2-2ue-kr+2ue-krcos(ky)=(1+ue-kr)2-2ue-kr(1-cos(ky)).

Using this, it holds that

(Q(e-(r+iy),u)Q(e-r,u))2=k1(1-2ue-kr(1-cos(ky))(1+ue-kr)2)g(k)=exp(k1g(k)log(1-2ue-kr(1-cos(ky))(1+ue-kr)2))exp(-k1g(k)2ue-kr(1-cos(ky))(1+ue-kr)2)exp(-2u(1+u)2k1g(k)e-kr(1-cos(ky)))exp(-2u(β-1)(1+u)2k1kβ-1e-kr(1-cos(ky)))exp(-2u(β-1)(1+u)2ρ(e-r(1-e-r)β-e-r1-e-r-iyβ)),

where the last estimate follows by Lemma 6.

Following the lines of Li and Chen [17] again, we further have

1-e-r-itβ=(1-2e-rcost+e-2r)β/2=((1-e-r)2+2e-r(1-cost))β/2(1-e-r)β(1+2e-r(1-e-r)2(1-costn))β/2

for tntπ. Since

1-costn=12tn2+O(tn4)=12r2+6β/7+O(r4+12β/7)

and e-r=1-r+O(r2), we find

2er(1-er)2(1-costn)=2(1+O(r))(12r2+6β/7+O(r4+12β/7))r2(1+O(r))=r6β/7(1+O(r)).

This further implies

1-e-r-itβ(1-e-r)β(1+r6β/7(1+O(r)))β/2=(1-e-r)β(1+β2r6β/7+O(r6β/7+1+r12β/7)).

This lower bound results in

er(1-e-r)β-er1-e-r-itβer(1-e-r)β1-11+β2r6β/7+Or6β/7+1+r12β/7=er(1-e-r)ββ2r6β/7+Or6β/7+1+r12β/7=1+O(r)rβ(1-O(r))β2r6β/7+Or6β/7+1+r12β/7=β2r6β/7-β+O(r6β/7+1-β+r12β/7)

and finally

er(1-e-r)β-er1-e-r-itβ14r6β/7-β

for sufficiently large n. So we consequently obtain

(Q(e-(r+iy),u)Q(e-r,u))2exp(-2u(β-1)(1+u)2ρ(14r6β/7-β)),

completing the proof.

Proof of Lemma 5

By the definition of I2, it holds that

I2enrπtnπQ(e-r-it,u)dt=enr+f(r,u)πtnπQ(e-r-it,u)Q(e-r,u)dt.

An application of Lemma 7 thus yields

I2=Oexpnr+f(r,u)-c3r-β/7 4.10

for a certain constant c3 uniformly in u, as stated.

Estimate of Qn(u) and Moment-Generating Function

After estimating the main term and the contribution away from the real axis, we put (4.8) and (4.10) together and get

Qn(u)=enr+f(u,r)2πB(1+O(r2β/7)).

The plan for the last part of the proof is to consider the moment-generating function using this asymptotic expansion. This will prove the central limit theorem. Finally, at the end of this section, we use the Chernoff bound in order to obtain the desired tail estimates.

Now we consider the moment-generating function for the random variable ϖn (the number of summands in a random partition of n). To this end, let Mn(t)=E(e(ϖn-μn)t/σn), where t is real and μn and σn are the mean and the standard deviation as defined in (2.1) and (2.2), respectively. Then the following estimate holds.

Lemma 8

For bounded t, it holds that

Mn(t)=expt22+O(n-2β/(7β+7))

as n.

Proof

First of all, we observe that

Mn(t)=exp-μntσnQn(et/σn)Qn(1)=B2(r(1,n),1)B2(r(n,et/σn),et/σn)exp(-μntσn+nr(n,et/σn)+f(r(n,et/σn),et/σn)-nr(n,1)-f(r(n,1),1)+O(r2β/7)). 4.11

Instead of representing the function with respect to u, we interpret r=r(n,u) as a function of n and u and use implicit differentiation on (4.5) as in Madritsch and Wagner [20], and obtain

ru=ru(n,u)=-fuτ(r,u)fττ(r,u)=k1kg(k)ekr(ekr+u)2k1uk2g(k)ekr(ekr+u)2

and similarly

ruu=ruu(n,u)=-fτττ(r,u)fuτ(r,u)2+2fuττ(r,u)fuτ(r,u)fττ(r,u)-fuuτ(r,u)fττ(r,u)2fττ(r,u)3

as well as

ruuu=ruuu(n,u)=fττ(r,u)-5(-fuuuτ(r,u)fττ(r,u)4+3fuuττ(r,u)fuτ(r,u)+3fuuτ(r,u)fuττ(r,u)fττ(r,u)3+-3fuτττ(r,u)fuτ(r,u)2-6fuττ(r,u)2fuτ(r,u)-3fuuτ(r,u)fτττ(r,u)fuτ(r,u)fττ(r,u)2+fττττ(r,u)fuτ(r,u)3+9fuττ(r,u)fτττ(r,u)fuτ(r,u)2fττ(r,u)-3fuτ(r,u)3fτττ(r,u)2).

We now need estimates for the partial derivatives of f. Estimates for partial derivatives with respect to τ follow from our considerations in Section 4.1. For derivatives with respect to u, we take the derivative of the corresponding Mellin transform and then obtain the estimate via converse mapping again. Let us exemplarily illustrate this approach for fuτ: By (4.4), fτ is given by

fτ(τ,u)=ν=1mβνhβ-ν,1(τ,u)+O(h0,1(τ,u)).

The Mellin transform of hβ-ν,1 is given by

Hβ-ν,1(s,u)=ζ(s-β+ν-1)Lis(-u)Γ(s).

Taking the derivative of Hβ-ν,1 with respect to u thus yields

Hβ-ν,1u(s,u)=1uζ(s-β+ν-1)Lis-1(-u)Γ(s).

Consequently, converse mapping implies for fτu that

fτu(r,u)=1uν=1mβνLiβ-ν+1(-u)Γ(β-ν+2)r-β+ν-2+O(r-3)βuLiβ(-u)Γ(β+1)r-(β+1)=On.

In a similar manner, we determine estimates for the other partial derivatives and obtain

fu(r,u)=k1g(k)ekr+u-1uLiβ(-u)Γ(β+1)r-β=Onβ/(β+1),fuu(r,u)=-k1g(k)(ekr+u)21u2Liβ(-u)+Liβ-1(-u)Γ(β+1)r-β=Onβ/(β+1),fττ(r,u)=k1uk2g(k)ekr(ekr+u)2-β(β+1)Liβ+1(-u)Γ(β+1)r-(β+2)=On(β+2)/(β+1),fuuu(r,u)=k12g(k)(ekr+u)3=Or-β=Onβ/(β+1),fuuτ(r,u)=k12kg(k)ekr(ekr+u)3=Or-(β+1)=On,fuττ(r,u)=k1k2g(k)ekr(ekr-u)(ekr+u)3=Or-(β+2)=On(β+2)/(β+1),fτττ(r,u)=-k1uk3g(k)ekr(ekr-u)(ekr+u)3=Or-(β+3)=On(β+3)/(β+1),fuuuτ(r,u)=-k16kg(k)ekr(ekr+u)4=Or-(β+1)=On,fuuττ(r,u)=-k12k2g(k)ekr(2ekr-u)(ekr+u)4=Or-(β+2)=On(β+2)/(β+1),fuτττ(r,u)=-k1k3g(k)ekr(e2kr-4uekr+u2)(ekr+u)4=Or-(β+3)=On(β+3)/(β+1),fττττ(r,u)=k1uk4g(k)ekr(e2kr-4uekr+u2)(ekr+u)4=Or-(β+4)=On(β+4)/(β+1).

From these estimates it follows that ru,ruu,ruuu=On-1/(β+1) uniformly in u. Expanding r(n,et/σn) and f(r(et/σn,n),et/σn) around t=0 yields

r(n,et/σn)-r(n,1)=ru(n,1)·tσn+ru(n,1)+ruu(n,1)2·tσn2+On-1/(β+1)t3σn3

and

f(r(et/σn,n),et/σn)-f(r(n,1),1)=fτ(r(n,1),1)ru(n,1)+fu(r(n,1),1)·tσn+12fτ(r(n,1),1)(ru(n,1)+ruu(n,1))+fττ(r(n,1),1)ru(n,1)2+2fuτ(r(n,1),1)ru(n,1)+fu(r(n,1),1)+fuu(r(n,1),1)·tσn2+Onβ/(β+1)t3σn3,

respectively.

By plugging these expansions into the exponential of (4.11), we get

(nru(n,1)+fτ(η,1)ru(n,1)+fu(η,1)-μn)·tσn+12(n(ru(n,1)+ruu(n,1))+fτ(η,1)(ru(n,1)+ruu(n,1))+fττ(η,1)ru(n,1)2+2fuτ(η,1)ru(n,1)+fu(η,1)+fuu(η,1))·tσn2+Onβ/(β+1)t3σn3+n-2β/(7β+7),

where we have written η=r(n,1) for short. Recalling that n=-fτ(η,1) and that ru(n,1)=-fuτ(η,1)fττ(η,1), we can simplify the last expression in order to obtain

fu(η,1)-μn·tσn+12fu(η,1)+fuu(η,1)-fuτ(η,1)2fττ(η,1)·tσn2+O(nβ/(β+1)t3σn3+n-2β/(7β+7)).

In a similar way we get that

B2(r(n,1),1)B2(r(n,et/σn),et/σn)=1+Otσn.

Thus, we obtain the following asymptotic formula for the moment-generating function in (4.11):

Mn(t)=exp((fu(η,1)-μn)·tσn+12fu(η,1)+fuu(η,1)-fuτ(η,1)2fττ(η,1)·tσn2+O(tσn+nββ+1t3σn3+n-2β/(7β+7))).

Recall that we chose μn and σn in (2.1) and (2.2) such that

μn=fu(η,1)=k1g(k)eηk+1andσn2=fu(η,1)+fuu(η,1)-fuτ(η,1)2fττ(η,1)=k1g(k)eηk(eηk+1)2-k1g(k)keηk(eηk+1)22k1g(k)k2eηk(eηk+1)2.

By definition of μn and σn2 in (2.1) and (2.2), respectively, we deduce that

Mn(t)=expt22+O(n-β/(2β+2)t+n-β/(2β+2)t3+n-2β/(7β+7))=expt22+O(n-β/(2β+2)(t+t3)+n-2β/(7β+7))=expt22+O(n-2β/(7β+7))

for bounded t.

By the previous lemma and Curtiss’ theorem [5], it follows that the distribution of ϖn is indeed asymptotically normal. For the remaining parts, we first show that the two asymptotic formulas in (2.1) and (2.2) hold for μn and σn, respectively. In particular, we show the existence of two positive constants c1 and c2 such that

μnc1nββ+1andσn2c2ηββ+1.

Our Mellin transform techniques from above show that

μn-Liβ(-1)Γ(β+1)η-β

and

σn2-Liβ-1(-1)+ββ+1Liβ(-1)2Liβ+1(-1)Γ(β+1)η-β.

We may use the identity

-Lis(-1)=1-21-sζ(s)

to relate these formulas to the Riemann zeta function. Thus we get

μnβ1-21-βζ(β)Γ(β)η-β 4.12

and

σn21-22-βζ(β-1)-ββ+1(1-21-β)2ζ(β)2(1-2-β)ζ(β+1)Γ(β+1)η-β. 4.13

From (4.5) we get by Lagrange inversion that

η-1=r(n,1)-1-βLiβ+1(-1)Γ(β+1)-1β+1n1β+1=1-2-βζ(β+1)Γ(β+1)-1β+1n1β+1

and substituting this in (4.12) and (4.13), respectively, yields

μnc1nββ+1andσn2c2nββ+1.

We still need to show that c1 and c2 are both positive. For c1 we note that every term g(k)/(eηk+1) is positive and therefore the whole sum is positive. For σn2 it is not so obvious that c2 does not vanish identically. Therefore we consider the numerator and denominator of σn2 separately. For the numerator we get

k1g(k)q(ηk)k1k2g(k)q(ηk)-k1kg(k)q(ηk)2=k11k21(k22-k1k2)g(k1)g(k2)q(ηk1)q(ηk2)=k11k2>k1(k2-k1)2g(k1)g(k2)q(ηk1)q(ηk2)=12k11k21(k2-k1)2g(k1)g(k2)q(ηk1)q(ηk2),

where we have written q(x)=ex(ex+1)2 for short. Let C>1 be an arbitrary constant. Then we can estimate this by

12k11k21(k2-k1)2g(k1)g(k2)q(ηk1)q(ηk2)12k1η-12η-1k2Cη-1(k2-k1)2g(k1)g(k2)q(ηk1)q(ηk2)12k1η-12η-1k2Cη-114η2g(k1)g(k2)q(ηk1)q(ηk2)η-2kη-12g(k)η-1kCη-1g(k)η-2-2β,

where we have used that g(k)kβ-1 by (4.9). For the denominator we already have shown that it is η-(β+2). Thus we have σn2η-β and c2>0.

For the asymptotic equivalences

E(ϖn)μnandV(ϖn)σn2

we apply Hwang’s method used in the proof of Theorem 1 in [14].

Finally we turn our attention to the tails. We again follow Hwang [14] and obtain for t=o(nα/(6α+6)) that

Pϖn-μnσnxe-txMn(t)=e-tx+t2/21+O(n-β/(2β+2)(t+t3)+n-2β/(7β+7))

by the Chernoff bound. For the original inequality of Chernoff we refer to [4] and we remark here that Herman Chernoff has celebrated his 100 anniversary on July 1, 2023.

Therefore, let T=nβ/(6β+6)/logn. Then for xT we set t=x and obtain

Pϖn-μnσnxe-x2/21+O(logn)-3.

For xT we set t=T yielding

Pϖn-μnσnxe-Tx/21+O(logn)-3.

We can estimate the probability P(ϖn-μnσn-x) in a similar way.

Acknowledgements

The first author is supported by the Austrian Science Fund (FWF), project W 1230. The second author is supported by project ANR-18-CE40-0018 funded by the French National Research Agency. The third author is supported by the Austrian Science Fund (FWF), project F 5510-N26 within the Special Research Area “Quasi-Monte Carlo Methods: Theory and Applications” and project I 4406-N. Major parts of the present paper were established when the first author was visiting the Institut Élie Cartan at the Université de Lorraine, France. He thanks the institution for its hospitality. Finally, the authors thank the reviewers for carefully reading the manuscript and for the helpful suggestions. Their valuable comments improved the quality of the article.

Funding

Open access funding provided by Austrian Science Fund (FWF).

Footnotes

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