TAOCP 6.1 Exercise 8
Let H_N^{(\theta)}=\sum_{k=1}^{N} k^{-\theta}, \qquad \theta \neq 1.
Section 6.1: Sequential Searching
Exercise 8. [HM22] [HM22] Find an asymptotic series for H® asn, co, when « Al.
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Solution
Let
$$ H_N^{(\theta)}=\sum_{k=1}^{N} k^{-\theta}, \qquad \theta \neq 1. $$
Apply Euler–Maclaurin summation to $f(x)=x^{-\theta}$. For any integer $m\ge 1$,
$$ \sum_{k=1}^{N} f(k)
\int_{1}^{N} f(x),dx +\frac{f(N)+f(1)}{2} +\sum_{r=1}^{m-1}\frac{B_{2r}}{(2r)!}\bigl(f^{(2r-1)}(N)-f^{(2r-1)}(1)\bigr) +R_m, $$
where $B_{2r}$ are Bernoulli numbers and $R_m$ is the remainder term.
For $f(x)=x^{-\theta}$,
$$ \int_{1}^{N} x^{-\theta},dx=\frac{N^{1-\theta}-1}{1-\theta}. $$
Also,
$$ f^{(j)}(x)=(-1)^j (\theta)_j x^{-\theta-j}, $$
where $(\theta)_j=\theta(\theta+1)\cdots(\theta+j-1)$.
Hence,
$$ f^{(2r-1)}(x)=-(\theta)_{2r-1} x^{-\theta-(2r-1)}. $$
Substituting into Euler–Maclaurin gives
$$ H_N^{(\theta)}
\frac{N^{1-\theta}-1}{1-\theta} +\frac{1+N^{-\theta}}{2} +\sum_{r=1}^{m-1}\frac{B_{2r}}{(2r)!}(\theta)_{2r-1}\left(N^{1-\theta-2r+1}-1\right) +R_m. $$
Collecting the constant terms (independent of $N$) defines the analytic continuation constant
$$ \zeta(\theta)
\frac{1}{\theta-1} +\frac{1}{2} +\sum_{r=1}^{\infty}\frac{B_{2r}}{(2r)!}(\theta)_{2r-1}, $$
so that the expansion can be rewritten in standard asymptotic form.
Rearranging terms yields, as $N\to\infty$,
$$ H_N^{(\theta)}
\zeta(\theta) +\frac{N^{1-\theta}}{1-\theta} +\frac{1}{2}N^{-\theta} +\sum_{r=1}^{m-1}\frac{B_{2r}}{(2r)!}(\theta)_{2r-1}N^{1-\theta-2r} +R_m. $$
The remainder satisfies
$$ R_m = O!\left(N^{-\theta-2m+1}\right). $$
Thus the asymptotic series is
$$ H_N^{(\theta)} \sim \zeta(\theta) +\frac{N^{1-\theta}}{1-\theta} +\frac{1}{2}N^{-\theta} +\sum_{r\ge 1}\frac{B_{2r}}{(2r)!}(\theta)_{2r-1}N^{1-\theta-2r}. $$
This completes the proof. ∎
$$ \boxed{ H_N^{(\theta)} \sim \zeta(\theta) +\frac{N^{1-\theta}}{1-\theta} +\frac{1}{2}N^{-\theta} +\sum_{r\ge 1}\frac{B_{2r}}{(2r)!}(\theta)_{2r-1}N^{1-\theta-2r} } $$