Multiple zeta function explained

In mathematics, the multiple zeta functions are generalizations of the Riemann zeta function, defined by

\zeta(s1,\ldots,sk)=

\sum
n1>n2>>nk>0
1
s1
n
sk
n
k
1

=

\sum
n1>n2>>nk>0
k
\prod
i=1
1
si
n
i

,

and converge when Re(s1) + ... + Re(si) > i for all i. Like the Riemann zeta function, the multiple zeta functions can be analytically continued to be meromorphic functions (see, for example, Zhao (1999)). When s1, ..., sk are all positive integers (with s1 > 1) these sums are often called multiple zeta values (MZVs) or Euler sums. These values can also be regarded as special values of the multiple polylogarithms.[1] [2]

The k in the above definition is named the "depth" of a MZV, and the n = s1 + ... + sk is known as the "weight".[3]

The standard shorthand for writing multiple zeta functions is to place repeating strings of the argument within braces and use a superscript to indicate the number of repetitions. For example,

\zeta(2,1,2,1,3)=\zeta(\{2,1\}2,3).

Definition

Multiple zeta functions arise as special cases of the multiple polylogarithms

Li
s1,\ldots,sd

(\mu1,\ldots,\mud)=

\sum\limits
k1>>kd>0
k1
\mu
kd
\mu
d
1
s1
k
sd
k
d
1

which are generalizations of the polylogarithm functions. When all of the

\mui

are nth roots of unity and the

si

are all nonnegative integers, the values of the multiple polylogarithm are called colored multiple zeta values of level

n

. In particular, when

n=2

, they are called Euler sums or alternating multiple zeta values, and when

n=1

they are simply called multiple zeta values. Multiple zeta values are often written

\zeta(s1,\ldots,sd)=

\sum\limits
k1>>kd>0
1
s1
k
sd
k
d
1

and Euler sums are written

\zeta(s1,\ldots,sd;\varepsilon1,\ldots,\varepsilond)=

\sum\limits
k1>>kd>0
k1
\varepsilon
kd
\varepsilon
1
s1
k
sd
k
d
1

where

\varepsiloni=\pm1

. Sometimes, authors will write a bar over an

si

corresponding to an

\varepsiloni

equal to

-1

, so for example

\zeta(\overline{a},b)=\zeta(a,b;-1,1)

.

Integral structure and identities

It was noticed by Kontsevich that it is possible to express colored multiple zeta values (and thus their special cases) as certain multivariable integrals. This result is often stated with the use of a convention for iterated integrals, wherein

x
\int
0

f1(t)dtfd(t)dt=

x
\int
0

f1(t1)\left(\int

t1
0

f2(t2)\left(\int

t2
0

\left(

td
\int
0

fd(td)dtd\right)\right)dt2\right)dt1

Using this convention, the result can be stated as follows:

Li
s1,\ldots,sd

(\mu1,\ldots,\mud)=

1
\int\left(
0
dt
t
s1-1
\right)
dt
a1-t

\left(

dt
t
sd-1
\right)
dt
ad-t
where

aj=

j
\prod\limits
i=1
-1
\mu
i
for

j=1,2,\ldots,d

.

This result is extremely useful due to a well-known result regarding products of iterated integrals, namely that

x
\left(\int
0

f1(t)dtfn(t)dt

x
\right)\left(\int
0

fn+1(t)dtfm(t)dt\right)=\sum\limits\sigman,m

}\int_0^x f_(t)\cdots f_(t) where

ak{Sh}n,m=\{\sigma\inSm\mid\sigma(1)<<\sigma(n),\sigma(n+1)<<\sigma(m)\}

and

Sm

is the symmetric group on

m

symbols.

To utilize this in the context of multiple zeta values, define

X=\{a,b\}

,

X*

to be the free monoid generated by

X

and

ak{A}

to be the free

\Q

-vector space generated by

X*

.

ak{A}

can be equipped with the shuffle product, turning it into an algebra. Then, the multiple zeta function can be viewed as an evaluation map, where we identify

a=

dt
t
,

b=

dt
1-t
, and define

\zeta(w)=

1
\int
0

w

for any

w\inX*

,

which, by the aforementioned integral identity, makes

s1-1
\zeta(a

b

sd-1
a

b)=\zeta(s1,\ldots,sd).

Then, the integral identity on products gives

\zeta(w)\zeta(v)=\zeta(wv).

Two parameters case

In the particular case of only two parameters we have (with s > 1 and n,&thinsp;m integers):[4]

\zeta(s,t)=\sumn

1
nsmt

=

infty
\sum
n=2
1
ns
n-1
\sum
m=1
1
mt

=

infty
\sum
n=1
1
(n+1)s
n
\sum
m=1
1
mt

\zeta(s,t)=

infty
\sum
n=1
Hn,t
(n+1)s
where

Hn,t

are the generalized harmonic numbers.

Multiple zeta functions are known to satisfy what is known as MZV duality, the simplest case of which is the famous identity of Euler:

infty
\sum
n=1
Hn
(n+1)2

=\zeta(2,1)=\zeta(3)=

infty
\sum
n=1
1
n3

,

where Hn are the harmonic numbers.

Special values of double zeta functions, with s > 0 and even, t > 1 and odd, but s+t = 2N+1 (taking if necessary ζ(0) = 0):[4]

\zeta(s,t)=\zeta(s)\zeta(t)+\tfrac{1}{2}[\tbinom{s+t}{s}-1]\zeta(s+t)-

N-1
\sum
r=1

[\tbinom{2r}{s-1}+\tbinom{2r}{t-1}]\zeta(2r+1)\zeta(s+t-1-2r)

stapproximate valueexplicit formulaeOEIS
2 2 0.811742425283353643637002772406

\tfrac{3}{4}\zeta(4)

3 2 0.228810397603353759768746148942

3\zeta(2)\zeta(3)-\tfrac{11}{2}\zeta(5)

4 2 0.088483382454368714294327839086

\left(\zeta(3)\right)2-\tfrac{4}{3}\zeta(6)

5 2 0.038575124342753255505925464373

5\zeta(2)\zeta(5)+2\zeta(3)\zeta(4)-11\zeta(7)

6 2 0.017819740416835988362659530248
2 3 0.711566197550572432096973806086

\tfrac{9}{2}\zeta(5)-2\zeta(2)\zeta(3)

3 3 0.213798868224592547099583574508

\tfrac{1}{2}\left(\left(\zeta(3)\right)2-\zeta(6)\right)

4 3 0.085159822534833651406806018872

17\zeta(7)-10\zeta(2)\zeta(5)

5 3 0.037707672984847544011304782294

5\zeta(3)\zeta(5)-\tfrac{147}{24}\zeta(8)-\tfrac{5}{2}\zeta(6,2)

2 4 0.674523914033968140491560608257

\tfrac{25}{12}\zeta(6)-\left(\zeta(3)\right)2

3 4 0.207505014615732095907807605495

10\zeta(2)\zeta(5)+\zeta(3)\zeta(4)-18\zeta(7)

4 4 0.083673113016495361614890436542

\tfrac{1}{2}\left(\left(\zeta(4)\right)2-\zeta(8)\right)

Note that if

s+t=2p+2

we have

p/3

irreducibles, i.e. these MZVs cannot be written as function of

\zeta(a)

only.

Three parameters case

In the particular case of only three parameters we have (with a > 1 and n, j,&thinsp;i integers):

\zeta(a,b,c)=\sumn

1
najbic

=

infty
\sum
n=1
1
(n+2)a
n
\sum
j=1
1
(j+1)b
j
\sum
i=1
1
(i)c

=

infty
\sum
n=1
1
(n+2)a
n
\sum
j=1
Hj,c
(j+1)b

Euler reflection formula

The above MZVs satisfy the Euler reflection formula:

\zeta(a,b)+\zeta(b,a)=\zeta(a)\zeta(b)-\zeta(a+b)

for

a,b>1

Using the shuffle relations, it is easy to prove that:[5]

\zeta(a,b,c)+\zeta(a,c,b)+\zeta(b,a,c)+\zeta(b,c,a)+\zeta(c,a,b)+\zeta(c,b,a)=\zeta(a)\zeta(b)\zeta(c)+2\zeta(a+b+c)-\zeta(a)\zeta(b+c)-\zeta(b)\zeta(a+c)-\zeta(c)\zeta(a+b)

for

a,b,c>1

This function can be seen as a generalization of the reflection formulas.

Symmetric sums in terms of the zeta function

Let

S(i1,i2,,ik)=

\sum
n1\geqn2\geqnk\geq1
1
i1
n
i2
n
2
ik
n
k
1
, and for a partition

\Pi=\{P1,P2,...,Pl\}

of the set

\{1,2,...,k\}

, let

c(\Pi)=(\left|P1\right|-1)!(\left|P2\right|-1)!(\left|Pl\right|-1)!

. Also, given such a

\Pi

and a k-tuple

i=\{i1,...,ik\}

of exponents, define
l
\prod
s=1
\zeta(\sum
j\inPs

ij)

.

The relations between the

\zeta

and

S

are:

S(i1,i2)=\zeta(i1,i2)+\zeta(i1+i2)

and

S(i1,i2,i3)=\zeta(i1,i2,i3)+\zeta(i1+i2,i3)+\zeta(i1,i2+i3)+\zeta(i1+i2+i3).

Theorem 1 (Hoffman)

i1,,ik>1,

,
\sum
{\sigma\in\Sigmak
}S(i_, \dots, i_) = \sum_c(\Pi)\zeta(i,\Pi).

Proof. Assume the

ij

are all distinct. (There is no loss of generality, since we can take limits.) The left-hand side can be written as

\sum\sigma

\sum
n1\geqn2\geq\geqnk\geq1
1
i1
{n

\sigma(1)

i2
{n
}_ \cdots _ }. Now thinking on the symmetric

group

\Sigmak

as acting on k-tuple

n=(1,,k)

of positive integers. A given k-tuple

n=(n1,,nk)

has an isotropy group

\Sigmak(n)

and an associated partition

Λ

of

(1,2,,k)

:

Λ

is the set of equivalence classes of the relation given by

i\simj

iff

ni=nj

, and

\Sigmak(n)=\{\sigma\in\Sigmak:\sigma(i)\sim\foralli\}

. Now the term
1
i1
{n

\sigma(1)

i2
{n
}_ \cdots _} occurs on the left-hand side of
\sum
{\sigma\in\Sigmak
}S(i_, \dots, i_) = \sum_c(\Pi)\zeta(i,\Pi) exactly

\left|\Sigmak(n)\right|

times. It occurs on the right-hand side in those terms corresponding to partitions

\Pi

that are refinements of

Λ

: letting

\succeq

denote refinement,
1
i1
{n

\sigma(1)

i2
{n
}_ \cdots _} occurs

\sum\Pi\succeqΛ(\Pi)

times. Thus, the conclusion will follow if

\left|\Sigmak(n)\right|=\sum\Pi\succeqΛc(\Pi)

for any k-tuple

n=\{n1,,nk\}

and associated partition

Λ

.To see this, note that

c(\Pi)

counts the permutations having cycle type specified by

\Pi

: since any elements of

\Sigmak(n)

has a unique cycle type specified by a partition that refines

Λ

, the result follows.[6]

For

k=3

, the theorem says
\sum
{\sigma\in\Sigma3
}S(i_,i_,i_) = \zeta(i_1)\zeta(i_2)\zeta(i_3)+\zeta(i_1+i_2)\zeta(i_3)+\zeta(i_1)\zeta(i_2+i_3)+\zeta(i_1+i_3)\zeta(i_2)+2\zeta(i_1+i_2+i_3)for

i1,i2,i3>1

. This is the main result of.[7]

Having

\zeta(i1,i2,,ik)=\sum

n1>n2>nk\geq1
1
i1
n
i2
n
2
ik
n
k
1
. To state the analog of Theorem 1 for the

\zeta's

, we require one bit of notation. For a partition

\Pi=\{P1,,Pl\}

of

\{1,2 … ,k\}

, let

\tilde{c}(\Pi)=(-1)k-lc(\Pi)

.

Theorem 2 (Hoffman)

For any real

i1,,ik>1

,
\sum
{\sigma\in\Sigmak
}\zeta(i_, \dots, i_)=\sum_\tilde(\Pi)\zeta(i,\Pi).

Proof. We follow the same line of argument as in the preceding proof. The left-hand side is now

\sum\sigma

\sum
n1>n2>>nk\geq1
1
i1
{n

\sigma(1)

i2
{n
}_ \cdots _ }, and a term
1
i1
n
i2
n
2
ik
n
k
1
occurs on the left-hand since once if all the

ni

are distinct, and not at all otherwise. Thus, it suffices to show

\sum\Pi\succeqΛ\tilde{c}(\Pi)=\begin{cases}1,if\left|Λ\right|=k\ 0,otherwise.\end{cases}

(1)

To prove this, note first that the sign of

\tilde{c}(\Pi)

is positive if the permutations of cycle type

\Pi

are even, and negative if they are odd: thus, the left-hand side of (1) is the signed sum of the number of even and odd permutations in the isotropy group

\Sigmak(n)

. But such an isotropy group has equal numbers of even and odd permutations unless it is trivial, i.e. unless the associated partition

Λ

is

\{\{1\},\{2\},,\{k\}\}

.[6]

The sum and duality conjectures[6]

We first state the sum conjecture, which is due to C. Moen.[8]

Sum conjecture (Hoffman). For positive integers k and n,

\sum
i1+ … +ik=n,i1>1

\zeta(i1,,ik)=\zeta(n)

, where the sum is extended over k-tuples

i1,,ik

of positive integers with

i1>1

.

Three remarks concerning this conjecture are in order. First, it implies

\sum
i1+ … +ik=n,i1>1

S(i1,,ik)={n-1\choosek-1}\zeta(n)

. Second, in the case

k=2

it says that

\zeta(n-1,1)+\zeta(n-2,2)+ … +\zeta(2,n-2)=\zeta(n)

, or using the relation between the

\zeta's

and

S's

and Theorem 1,
n-2
2S(n-1,1)=(n+1)\zeta(n)-\sum
k=2

\zeta(k)\zeta(n-k).

\tau

on the set

\Im

of finite sequences of positive integers whose first element is greater than 1. Let

\Tau

be the set of strictly increasing finite sequences of positive integers, and let

\Sigma:\Im\Tau

be the function that sends a sequence in

\Im

to its sequence of partial sums. If

\Taun

is the set of sequences in

\Tau

whose last element is at most

n

, we have two commuting involutions

Rn

and

Cn

on

\Taun

defined by

Rn(a1,a2,...,al)=(n+1-al,n+1-al-1,...,n+1-a1)

and

Cn(a1,...,al)

= complement of

\{a1,...,al\}

in

\{1,2,...,n\}

arranged in increasing order. The our definition of

\tau

is

\tau(I)=\Sigma-1RnCn\Sigma(I)=\Sigma-1CnRn\Sigma(I)

for

I=(i1,i2,...,ik)\in\Im

with

i1+ … +ik=n

.

For example,

\tau(3,4,1)=\Sigma-1C8R8(3,7,8)=\Sigma-1(3,4,5,7,8)=(3,1,1,2,1).

We shall say the sequences

(i1,...,ik)

and

\tau(i1,...,ik)

are dual to each other, and refer to a sequence fixed by

\tau

as self-dual.[6]

Duality conjecture (Hoffman). If

(h1,...,hn-k)

is dual to

(i1,...,ik)

, then

\zeta(h1,...,hn-k)=\zeta(i1,...,ik)

.

This sum conjecture is also known as Sum Theorem, and it may be expressed as follows: the Riemann zeta value of an integer n ≥ 2 is equal to the sum of all the valid (i.e. with s1 > 1) MZVs of the partitions of length k and weight n, with 1 ≤ k ≤ n − 1. In formula:[3]

\sum\stackrel{s1++sk=n}{s1>1}\zeta(s1,\ldots,sk)=\zeta(n).

For example, with length k = 2 and weight n = 7:

\zeta(6,1)+\zeta(5,2)+\zeta(4,3)+\zeta(3,4)+\zeta(2,5)=\zeta(7).

Euler sum with all possible alternations of sign

The Euler sum with alternations of sign appears in studies of the non-alternating Euler sum.[5]

Notation

infty
\sum
n=1
(b)
H(-1)(n+1)
n
(n+1)a

=\zeta(\bar{a},b)

with
(b)
H=+1+
n
1+
2b
1
3b

+ …

are the generalized harmonic numbers.
infty
\sum
n=1
\bar{H
n

(b)

}=\zeta(a,\bar) with
(b)
\bar{H}=-1+
n
1-
2b
1
3b

+ …

infty
\sum
n=1
\bar{H
n

(b)(-1)(n+1)

}=\zeta(\bar,\bar)
infty
\sum
n=1
(-1)n
(n+2)a
infty
\sum
n=1
\bar{H
n

(c)(-1)(n+1)

} =\zeta(\bar,\bar,\bar) with
(c)
\bar{H}=-1+
n
1-
2c
1
3c

+ …

infty
\sum
n=1
(-1)n
(n+2)a
infty
\sum
n=1
(c)
H
n
(n+1)b

=\zeta(\bar{a},b,c)

with
(c)
H=+1+
n
1+
2c
1
3c

+ …

infty
\sum
n=1
1
(n+2)a
infty
\sum
n=1
(c)
H(-1)(n+1)
n
(n+1)b

=\zeta(a,\bar{b},c)

infty
\sum
n=1
1
(n+2)a
infty
\sum
n=1
\bar{H
n

(c)

}=\zeta(a,b,\bar) As a variant of the Dirichlet eta function we define

\phi(s)=

1-2(s-1)
2(s-1)

\zeta(s)

with

s>1

\phi(1)=-ln2

Reflection formula

The reflection formula

\zeta(a,b)+\zeta(b,a)=\zeta(a)\zeta(b)-\zeta(a+b)

can be generalized as follows:

\zeta(a,\bar{b})+\zeta(\bar{b},a)=\zeta(a)\phi(b)-\phi(a+b)

\zeta(\bar{a},b)+\zeta(b,\bar{a})=\zeta(b)\phi(a)-\phi(a+b)

\zeta(\bar{a},\bar{b})+\zeta(\bar{b},\bar{a})=\phi(a)\phi(b)-\zeta(a+b)

if

a=b

we have

\zeta(\bar{a},\bar{a})=\tfrac{1}{2}[\phi2(a)-\zeta(2a)]

Other relations

Using the series definition it is easy to prove:

\zeta(a,b)+\zeta(a,\bar{b})+\zeta(\bar{a},b)+\zeta(\bar{a},\bar{b})=\zeta(a,b)
2(a+b-2)
with

a>1

\zeta(a,b,c)+\zeta(a,b,\bar{c})+\zeta(a,\bar{b},c)+\zeta(\bar{a},b,c)+\zeta(a,\bar{b},\bar{c})+\zeta(\bar{a},b,\bar{c})+\zeta(\bar{a},\bar{b},c)+\zeta(\bar{a},\bar{b},\bar{c})=\zeta(a,b,c)
2(a+b+c-3)
with

a>1

A further useful relation is:[5]

\zeta(a,b)+\zeta(\bar{a},\bar{b})=\sums>0(a+b-s-1)![

Za(a+b-s,s)+
(a-s)!(b-1)!
Zb(a+b-s,s)
(b-s)!(a-1)!

]

where
Z
a(s,t)=\zeta(s,t)+\zeta(\bar{s},t)-[\zeta(s,t)+\zeta(s+t)]
2(s-1)
and
Z
b(s,t)=\zeta(s,t)
2(s-1)

Note that

s

must be used for all value

>1

for which the argument of the factorials is

\geqslant0

Other results

For all positive integers

a,b,...,k

:
infty
\sum
n=2

\zeta(n,k)=\zeta(k+1)

or more generally:
infty
\sum
n=2

\zeta(n,a,b,...,k)=\zeta(a+1,b,...,k)

infty
\sum
n=2

\zeta(n,\bar{k})=-\phi(k+1)

infty
\sum
n=2

\zeta(n,\bar{a},b)=\zeta(\overline{a+1},b)

infty
\sum
n=2

\zeta(n,a,\bar{b})=\zeta(a+1,\bar{b})

infty
\sum
n=2

\zeta(n,\bar{a},\bar{b})=\zeta(\overline{a+1},\bar{b})

\limk\zeta(n,k)=\zeta(n)-1

1-\zeta(2)+\zeta(3)-\zeta(4)+ … =|1
2

|

\zeta(a,a)=\tfrac{1}{2}[(\zeta(a))2-\zeta(2a)]

\zeta(a,a,a)=\tfrac{1}{6}(\zeta(a))3+\tfrac{1}{3}\zeta(3a)-\tfrac{1}{2}\zeta(a)\zeta(2a)

Mordell–Tornheim zeta values

The Mordell–Tornheim zeta function, introduced by who was motivated by the papers and, is defined by

\zetaMT,r(s1,...,sr;sr+1

)=\sum
m1,...,mr>0
1
s1
m
1
sr
m
r
(m1+...+m
sr+1
r)
It is a special case of the Shintani zeta function.

References

External links

Notes and References

  1. Standard relations of multiple polylogarithm values at roots of unity . Jianqiang . Zhao . Documenta Mathematica . 2010 . 15 . 1–34. 0707.1459 .
  2. Book: Multiple Zeta Functions, Multiple Polylogarithms and Their Special Values . 12 . Jianqiang . Zhao . World Scientific Publishing . 2016. 978-981-4689-39-7 . 10.1142/9634 . Series on Number Theory and its Applications .
  3. Web site: Multiple Zeta Values . Mike . Hoffman . Mike Hoffman's Home Page . U.S. Naval Academy . June 8, 2012.
  4. Web site: Parametric Euler Sum Identities . David . Borwein . Jonathan . Borwein . David . Bradley . September 23, 2004 . CARMA, AMSI Honours Course . The University of Newcastle . June 3, 2012.
  5. Broadhurst . D. J. . On the enumeration of irreducible k-fold Euler sums and their roles in knot theory and field theory. . hep-th/9604128 . 1996 .
  6. Hoffman. Michael. Multiple Harmonic Series. Pacific Journal of Mathematics. 1992. 152. 2. 276–278. 1141796. 0763.11037. 10.2140/pjm.1992.152.275. free.
  7. Ramachandra Rao. R. Sita. M. V. Subbarao. Transformation formulae for multiple series. Pacific Journal of Mathematics. 1984. 113. 2. 417–479. 10.2140/pjm.1984.113.471. free.
  8. Moen. C.. Sums of Simple Series. Preprint.
  9. Euler. L.. Meditationes circa singulare serierum genus. Novi Comm. Acad. Sci. Petropol. 1775. 15. 20. 140–186.
  10. Williams. G. T.. On the evaluation of some multiple series. Journal of the London Mathematical Society. 1958. 33. 3. 368–371. 10.1112/jlms/s1-33.3.368.