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To be clear, I'm having trouble with proving both equalities, and would appreciate a hint. I'm also not sure why $1^+$ must be used as opposed to $1^-$. I'm not sure about the definition of $\zeta(x), x\le1$ (I encountered these equations here, to provide context).

The first one reduces thusly $$\gamma=\lim_{s\rightarrow 1^+}\sum_{n=1}^{\infty}\left(\frac{1}{n^s}-\frac{1}{s^n}\right)$$ $$=\lim_{s\rightarrow1^+}\left(\zeta(s)-\frac{\frac{1}{s}}{1-\frac{1}{s}}\right)=\lim_{s\rightarrow1^+}\left(\zeta(s)-\frac{1}{s-1}\right)$$ As $\gamma=\lim_{n\rightarrow \infty}\bigl(H_n-\ln(n)\bigr)$, the above equality is equivalent to $$\lim_{s\rightarrow 0^+}\frac{1}{s}-\lim_{n\rightarrow \infty}\ln(n)=0$$ , although I am implicitly using $$\lim_{n \rightarrow \infty}\sum_{k=1}^{n}\frac{1}{k}=\lim_{m \rightarrow 1^+}\sum_{k=1}^{\infty}\frac{1}{k^m}$$ which is may be wrong as the limits are approached differently. Regardless, I'm not sure how to progress from there.

I have even less of an idea about how to go about solving the second equality, perhaps because I have not dealt with antisymmetric limits before.

Gerry Myerson
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Meow
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  • I'm not going to dig in to anything else, but I can tell you one thing: you use the limit as $s\rightarrow 1^{+}$ because the series expression only converges for $s>1$. – Nick Peterson Jul 15 '13 at 12:32
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    This answer seems to explain the 1st equality. For the second equality, you should maybe tell us how do you define $\zeta(s)$ for $\mathrm{Re},s\leq1$. – Start wearing purple Jul 15 '13 at 12:37
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    $\lim_{s\to0^+}(1/s)-\lim_{n\to\infty}\log n=0$ is crazy; both limits are infinite, and $\infty-\infty$ is undefined. The display after that asserts the equality of two limits, neither one of which exists, so that's a bit tricky, too. – Gerry Myerson Jul 15 '13 at 12:57
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    Once you replace $\sum 1/s^n$ by $1/(s-1)$, the first part is http://math.stackexchange.com/questions/100790 . – David E Speyer Jul 15 '13 at 13:34
  • @DavidSpeyer thanks. – Meow Jul 15 '13 at 16:21

2 Answers2

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Dave Renfro's paper ’Euler's Constant $\gamma$' and David Speyer's link should be helpful for an elementary derivation of the first part i.e. get the limit : $$\tag{0}\gamma=\lim_{s\rightarrow 1^+}\left[\zeta(s)-\frac{1}{s-1}\right]$$ As indicated by Gerry your problem was to go from a well defined limit (the limit of the difference $\,\zeta(s)-\frac{1}{s-1}\,$ as $\,s\rightarrow1^+$) to the difference of the limits when these limits are both infinite ! $$-$$ Concerning your second limit : $$\tag{1}\gamma=\lim_{s\to0}\frac{\zeta(1+s)+\zeta(1-s)}{2}$$ this will require a better definition of $\zeta\,$ than $\,\displaystyle\zeta(s):=\sum_{n=1}^{\infty} \frac{1}{n^s}$ since this definition is valid only for $\Re(s)>1$.

To go further you may use the Dirichlet eta function with the idea of converting a sum of positive terms to an alternate sum so that $\zeta$ may then be written as : $$\tag{2}\zeta(s)=-\frac 1{1-2^{1-s}}\sum_{n=1}^{\infty} \frac{(-1)^n}{n^s}$$ which is convergent for any complex $s$ such that $\,\Re(s)>0,\ s\not =1\,$ or better use the analytic extension of $\zeta$ in the whole complex plane except $s=1$ where $\zeta\,$ has a simple pole (as you found).

To see how to obtain the alternate series $(2)$ (and convergence proof) as well as get some intuitive ideas about analytic continuation of $\zeta\,$ you may see this answer.

Let's note that once the Laurent series of $\zeta$ at $s=1$ obtained with the simple pole at $1$ : $$\tag{3}\zeta(s)=\frac 1{s-1}+\sum_{n=0}^\infty \frac{(-1)^n}{n!}\gamma_n\;(s-1)^n$$ with $\gamma_n$ the Stieltjes constants and $\gamma_0=\gamma$ your Euler constant then the limit of $\zeta(s)-\frac 1{s-1}$ at $s\to 1$ is rather straightforward.

Using the alternate series or the analytic extension you'll get that the limit was in fact given by (note that $\,s\rightarrow1^+$ was replaced by $\,s\rightarrow1$) : $$\gamma=\lim_{s\rightarrow 1}\left[\zeta(s)-\frac{1}{s-1}\right]=\lim_{z\rightarrow 0}\left[\zeta(1+z)-\frac{1}z\right]$$

The idea is simply to rewrite the $z$ at the right as $+s$ and as $-s$ and to return the mean value to get : $$\gamma=\lim_{s\rightarrow 0}\frac 12\left[\left(\zeta(1+s)-\frac{1}s\right)+\left(\zeta(1-s)-\frac{1}{-s}\right)\right]$$ or $$\gamma=\lim_{s\rightarrow 0}\frac {\zeta(1+s)+\zeta(1-s)}2$$

Let's conclude with an elementary proof using the alternate series $(2)$ :

\begin{align} \zeta(1+s)+\zeta(1-s)&=\sum_{n=1}^{\infty}\frac 1{2^{-s}-1} \frac{(-1)^n}{n^{1+s}}+\frac 1{2^{s}-1} \frac{(-1)^n}{n^{1-s}}\\ &=\sum_{n=1}^{\infty}\frac{(-1)^n}n\left[\frac 1{2^{-s}-1} \frac 1{n^{s}}+\frac 1{2^{s}-1} \frac 1{n^{-s}}\right]\\ &=\sum_{n=1}^{\infty}\frac{(-1)^n}n\left[\left(e^{-s\ln(2)}-1\right)^{-1}e^{-s\ln(n)} +\left(e^{s\ln(2)}-1\right)^{-1}e^{s\ln(n)}\right]\\ &=\sum_{n=1}^{\infty}\frac{(-1)^n}n\left[2\frac{\ln(n)}{\ln(2)}-1+\sum_{m=1}^\infty s^{2m}\,P_{2m}(\ln(m))\right]\\ \end{align} with $P_{2m}$ polynomials depending of $\ln(n)$ and constants only.
But $\lim_{n\to\infty}\frac{\ln(n)^k}n=0$ for any nonnegative integer $k$ so that we get another nice series equal to $\gamma$ : $$ \lim_{s\rightarrow 0}\frac {\zeta(1+s)+\zeta(1-s)}2=\sum_{n=1}^{\infty}\frac{(-1)^n}n\,\left(\frac{\ln(n)}{\ln(2)}-\frac 12\right)=\gamma$$

Raymond Manzoni
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  • In the material posted before the edit, did it really matter what extension was used for $\zeta$ as long as it was continuous (?) around $1$ (apologies if using incorrect terminology, most of the convergence-related mathematics I know I know informally)? – Meow Jul 15 '13 at 16:59
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    @Alyosha: you are right : to get the correct limit continuity of $\zeta(s)-\frac{1}{s-1}$ in a neighborhood of $1$ should be enough. But in practice you'll get the same analytic function around $1$ (i.e. derivative of any order exist at any point except $1$) using the alternate series or the analytic expansion. My point was that you may prefer an elementary derivation (alternate series method at the end) instead of using or supposing known the sophisticated tools of analytic continuation (functional equation and so on). If some points remain unclear let me know. Cheers, – Raymond Manzoni Jul 15 '13 at 17:24
  • I don't understand the $2 \frac{\ln(n)}{\ln(2)}-1$ at the front.

    $e^{s \ln(n)} \left(e^{s \ln(2)}-1 \right)^{-1}=e^{s \ln(n)} \sum_{k=0}^{\infty}-e^{ks \ln(2)}=\sum_{k=0}^{\infty}-e^{s \ln(2^kn)}$

    So $e^{s \ln(n)} \left(e^{s \ln(2)}-1 \right)^{-1}+e^{-s \ln(n)} \left(e^{-s \ln(2)}-1 \right)^{-1}=$$-\sum_{k=0}^{\infty}e^{s \ln(2^kn)}+e^{-s \ln(2^kn)}=-2\sum_{k=0}^{\infty}1+\frac{(s \ln(2^kn))^2}{2!}+\frac{(s \ln(2^kn))^4}{4!}+...$

    I don't see how this is the same as your form (the polynomial is there, but not the correct constant).

    – Meow Jul 16 '13 at 11:49
  • @Alyosha: Well every term of your series will give infinity (when you compute the sum over $k$).
    My method was to expand the $n$-th term in powers of $s$ (to take the limit as $s\to 0$ at the end)

    \begin{align} e^{s \ln(n)} \left(e^{s \ln(2)}-1 \right)^{-1}&=\frac{1+\ln(n),s+\ln(n)^2\frac{s^2}{2!}+\cdots}{\ln(2)s+\ln(2)^2\frac{s^2}{2!}+\ln(2)^3\frac{s^3}{3!}+\cdots}\ &=\frac{1+\ln(n),s+\ln(n)^2\frac{s^2}{2!}+\cdots}{\ln(2)s;\left(1+\ln(2)\frac{s}{2!}+\ln(2)^2\frac{s^2}{3!}+\cdots\right)}\ \end{align}

    – Raymond Manzoni Jul 16 '13 at 12:47
  • \begin{align} &=\frac {\left(1+\ln(n),s+\ln(n)^2\frac{s^2}{2!}+\cdots\right)\left(1-\ln(2)\frac{s}2+\ln(2)^2\frac{s^2}{12}+\cdots\right)}{\ln(2),s}\ &=\frac {1+(\ln(n)-\ln(2)/2),s+Q_2(\ln(n)),s^2+Q_3(\ln(n)),s^3+\cdots}{\ln(2),s}\ \end{align} When we add the same expression with the sign of $s$ changed the even powers of $s$ disappear at the numerator ($Q_3$ will become $P_2$ and so on) and the constant term ($s^0$) will be as wished : $$\frac{2\ln(n)-\ln(2)}{\ln(2)}$$ – Raymond Manzoni Jul 16 '13 at 12:47
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As @David Speyer has proven the first part (see link in the comment), this answer focuses on the second part.

As you note, the problem is equivalent to proving: $$\lim_{r\rightarrow1^+}\left(\zeta(r)-\frac{1}{r-1}\right)=\lim_{s\rightarrow 0^+}\left(\frac{\zeta(1+s)+\zeta(1-s)}{2}\right)$$ or equivalently: $$\lim_{s\rightarrow 0^+}\left(\zeta(s+1)-\frac{1}{s}\right)=\lim_{s\rightarrow 0^+}\left(\frac{\zeta(1+s)+\zeta(1-s)}{2}\right) \tag{1}$$ By the reflection formula for the Riemann zeta functionwe have: $$\frac{\zeta \left( s+1 \right)}{2} -{\pi }^{s}\cos \left( 1/2\,\pi \,s \right) \Gamma \left( -s \right) \zeta \left( -s \right) {2}^{s}=0 \tag{2}$$ and so subtracting $(2)$ from $(1)$ we obtain: $$\lim_{s\rightarrow 0^+}\left(\frac{\zeta \left( s+1 \right)}{2}-\frac{1}{s}+{\pi }^{s}\cos \left( 1/2\, \pi \,s \right) \Gamma \left( -s \right) \zeta \left( -s \right) {2} ^{s}\right)=\lim_{s\rightarrow 0^+}\left(\frac{\zeta(1+s)+\zeta(1-s)}{2}\right)$$ and so it remains to prove: $$\lim_{s\rightarrow 0^+}\left(\frac{\zeta \left( 1-s \right)}{2} \right)=\lim_{s\rightarrow 0^+}\left(-\frac{1}{s}+{\pi }^{s}\cos \left( 1/2\, \pi \,s \right) \Gamma \left( -s \right) \zeta \left( -s \right) {2} ^{s}\right) \tag{3}$$ Multiplying $(3)$ by $s$ we obtain: $$\lim_{s\rightarrow 0^+}\left(\frac{s\zeta \left( 1-s \right)}{2}\right)=\lim_{s\rightarrow 0^+}\left(-1+s{\pi }^{s}\cos \left( 1/2\, \pi \,s \right) \Gamma \left( -s \right) \zeta \left( -s \right) {2} ^{s}\right) \tag{4}$$ and $(4)$ holds iff $(3)$ holds. Using the reflection formula again, $(4)$ becomes: $$\lim_{s\rightarrow 0^+}\left(s\cos \left( 1/2\,\pi \,s \right) \Gamma \left( s \right) \zeta \left( s \right) {\pi }^{-s}{2}^{-s} \right)=\lim_{s\rightarrow 0^+}\left(-1+s{\pi }^{s}\cos \left( 1/2\, \pi \,s \right) \Gamma \left( -s \right) \zeta \left( -s \right) {2} ^{s}\right) \tag{5}$$ and we then note that: $$s\Gamma(s)=\Gamma(s+1),\,\,\,-s\Gamma( -s)=\Gamma(-s+1)$$ both of which $\rightarrow 1$ as $s\rightarrow 0$ (as do the other trivial parts of $(5)$), and thus we are left to prove: $$\lim_{s\rightarrow 0^+}\zeta(s)=\lim_{s\rightarrow 0^+}\left(-1-\zeta(-s)\right) \tag{6}$$

The well known limit: $$\lim_{s\rightarrow 0^+}\zeta(s)=-\frac{1}{2}$$ is proven here and the limit is the same from both directions as the Riemann Zeta function is meromorphic; the only pole being at $\zeta(1)$, and thus both sides of $(6)$ are equal to $-1/2$ which proves $(5),(3)$ and hence $(1)$.