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Weighted Lehmer Means Iulia Costin and Gheorghe Toader vol. 9, iss. 2, art. 54, 2008

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INVARIANCE IN THE CLASS OF WEIGHTED LEHMER MEANS

IULIA COSTIN GHEORGHE TOADER

Department of Computer Science Department of Mathematics Technical University of Cluj, Technical University of Cluj,

Romania Romania

EMail:iulia.costin@cs.utcluj.ro EMail:gheorghe.toader@math.utcluj.ro

Received: 15 July, 2007

Accepted: 26 March, 2008

Communicated by: L. Losonczi 2000 AMS Sub. Class.: 26E60.

Key words: Lehmer means, Generalized means, Invariant means, Complementary means, Double sequences.

Abstract: We study invariance in the class of weighted Lehmer means. Thus we look at triples of weighted Lehmer means with the property that one is invariant with respect to the other two.

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Weighted Lehmer Means Iulia Costin and Gheorghe Toader vol. 9, iss. 2, art. 54, 2008

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Contents

1 Means 3

2 Invariant Means 5

3 Series Expansion of Means 7

4 Cp,λ−Complementary of Means 8

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1. Means

The abstract definitions of means are usually given as:

Definition 1.1. A mean is a functionM :R2+ →R+,with the property min(a, b)≤M(a, b)≤max(a, b), ∀a, b >0.

A meanM is called symmetric if

M(a, b) =M(b, a), ∀a, b >0.

In [12] the following definition was given:

Definition 1.2. The functionM is called a generalized mean if it has the property M(a, a) = a, ∀a >0.

A generalized mean is called in [10] a pre-mean, which seems more adequate.

Of course, each mean is reflexive, thus it is a generalized mean.

In what follows, we use the weighted Lehmer means Cp;λ defined by Cp;λ(a, b) = λ·ap+ (1−λ)·bp

λ·ap−1+ (1−λ)·bp−1,

with λ∈[0,1] fixed. Important special cases are the weighted arithmetic mean and the weighted harmonic mean, given respectively by

Aλ =C1;λ and Hλ =C0;λ.

Forλ = 1/2we get the symmetric means denoted by Cp,A andH.Note that the geometric mean can also be obtained, but the weighted geometric mean cannot:

C1/2 =G but C1/2;λ 6=Gλ for λ6= 1/2.

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Forλ= 0andλ = 1we have

Cp;0 = Π2 respectively Cp;1= Π1, ∀p∈R,

whereΠ1 andΠ2 are the first and the second projections, defined respectively by Π1(a, b) =a, Π2(a, b) =b, ∀a, b≥0.

Ifλ /∈[0,1]the functionsCp;λ are generalized means only.

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2. Invariant Means

Given three meansP, QandR, their compound

P(Q, R)(a, b) =P(Q(a, b), R(a, b)), ∀a, b >0, defines also a meanP(Q, R).

Definition 2.1. A meanP is called(Q, R)−invariant if it verifies P(Q, R) =P.

Remark 1. Using the property of(A,G)−invariance of the mean

M(a, b) = π 2 ·

"

Z π/2

0

√ dθ

a2cos2θ+b2sin2θ

#−1 ,

Gauss showed that this mean gives the limit of the arithmetic-geometric double se- quence. As was proved in [1], this property is generally valid: the meanP which is (Q, R)−invariant gives the limit of the double sequence of Gauss type defined with the meansQandR :

an+1 =Q(an, bn), bn+1 =R(an, bn), n ≥0.

Moreover, the validity of this property for generalized means is proved in [14] (if the limitLexists andP(L, L)is defined).

Remark 2. In this paper, we are interested in the problem of invariance in a fam- ilyMof means. It consists of determining all the triples of means(P, Q, R)from Msuch thatP is(Q, R)−invariant. This problem was considered for the first time for the class of quasi-arithmetic means by Sutô in [11] and many years later by J.

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Matkowski in [8]. It was called the problem of Matkowski-Sutô and was completely solved in [4]. The invariance problem was also solved for the class of weighted quasi-arithmetic means in [6], for the class of Greek means in [13] and for the class of Gini-Beckenbach means in [9]. In this paper we are interested in the problem of invariance in the class of weighted Lehmer means. We use the method of se- ries expansion of means, as in [13]. The other papers mentioned before have used functional equations methods.

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3. Series Expansion of Means

For the study of some problems related to a meanM,in [7] the power series expan- sions of the normalized functionM(1,1−x) is used. For some means it is very difficult, or even impossible to determine all the coefficients. In these cases, a recur- rence relation for the coefficients is very useful. Such a formula is presented in [5]

as Euler’s formula.

Theorem 3.1. If the functionf has the Taylor series f(x) =

X

n−0

an·xn, pis a real number and

[f(x)]p =

X

n−0

bn·xn, then we have the recurrence relation

n

X

k=0

[k(p+ 1)−n]·ak·bn−k= 0, n ≥0.

Using it in [3], the series expansion of the weighted Lehmer mean is given by:

Cp;λ(1,1−x)

= 1−(1−λ)x+λ(1−λ) (p−1)x2−λ(1−λ) (p−1) [2λ(p−1)−p]x3 2 +λ(1−λ) (p−1)

2(p−1)2−6λp(p−1) +p(p+ 1)

·x4

6 +· · · .

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4. C

p,λ

−Complementary of Means

If the mean P is (Q, R)−invariant, the mean R is called complementary to Q with respect toP (orP−complementary toQ). If a given mean Qhas a unique P−complementary meanR, we denote it byR=QP.

Some obvious general examples are given in the following Proposition 4.1. For every meanM we have

MM =M, ΠM1 = Π2, MΠ2 = Π2. IfM is a symmetric mean we have also

ΠM2 = Π1.

We shall call these results trivial cases of complementariness.

Denote theCp;λ−complementary of the meanM byMC(p;λ), or byMC(p)ifλ = 1/2. Using Euler’s formula, we can establish the following.

Theorem 4.2. If the meanM has the series expansion M(1,1−x) = 1 +

X

n=0

anxn,

then the first terms of the series expansion ofMC(p;λ), forλ6= 0,1, are MC(p;λ)(1,1−x)

= 1− 1−λ+λa1

1−λ x− λ

(1−λ)2 [(p−1)a1 (a1+ 2 (1−λ)) + a2(1−λ)]·x2

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− λ

2 (1−λ)3

a1(p−1) 2λ3p−λ2(p+ 2)−4λ(p−1) + 3p−2 +a21(p−1) 2λ2(1−3p) +λ(3p+ 2) + 3p−4

+a31(p−1) (2λp+p−2) + 4a2(p−1) (1−λ)2+ 4a1a2(p−1) (1−λ) +2a3(1−λ)2

·x3+· · · . Corollary 4.3. The first terms of the series expansion ofCr;µC(p;λ)are

Cr;µC(p;λ)(1,1−x)

= 1− 1−2λ+λµ 1−µ x +λ(1−µ)

(1−λ)2

p(1−2λ+µ) +µr(λ−1)−1 + 2λ−λµ x2 +λ(1−µ)

(1−λ)3

p23+ 2λµ2−6λ2µ−λµ+ 5λ22+µ−5λ+ 1

+ 4pr λµ2+λµ−λ2µ −µ2 +r2 2λµ−4λµ2−λ2µ−µ+ 2µ2

+p 2λ2µ2+ 12λ2µ−6λµ2−2λ3−9λ22−λµ+ 7λ−µ−1 +r 5λ2µ−4λ2µ2+ 4λµ2−6λµ+µ

+ 2λ2µ2+ 4λ2−6λ2µ+2λµ−2λ]x3+· · · . Using them we can prove the following main result.

Corollary 4.4. We have

Cp;λ(Cr;µ,Cu;ν) = Cp;λ if we are in one of the following non-trivial cases:

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i) C1;λ(C1;(2λ−1)/λ,Cu;1) =C1;λ; ii) C0;λ(C0;(2λ−1)/λ,Cu;1) =C0;λ; iii) C0(Cr;µ,C−r;1−µ) =C0; iv) C1/2(Cr;µ,C1−r;1−µ) =C1/2; v) C1(Cr;µ,C2−r;1−µ) = C1;

vi) C0;λ(C0;(3λ−1)/2λ,C0;1/2) =C0;λ; vii) C1;λ(C1;(3λ−1)/2λ,C1) = C1;λ; viii) C0,1/3(Cr;0,C0) =C0;1/3; ix) C1,1/3(Cr;0,C1) =C1;1/3; x) C2,1/4(C1;−1/2,C1) =C2,1/4; xi) C−1,1/4(C0;−1/2,C0) =C−1,1/4; xii) C0;λ(C0,C0;λ/(2−2λ)) =C0;λ; xiii) C1;λ(C1,C1;λ/(2−2λ)) =C1;λ; xiv) C−1;3/4(C0,C0;3/2) =C−1;3/4; xv) C2;3/4(C1,C1;3/2) =C2;3/4.

Proof. We consider the equivalent conditionCr;µC(p;λ) =Cu;ν which gives Cr;µC(p;λ)(1,1−x) =Cu;ν(1,1−x).

Equating the coefficients ofxk, k = 1,2, . . . ,5, we get the following table of solu- tions with corresponding conclusions:

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Case λ µ ν p r u Cr;µC(p;λ) =Cu;ν Case

1 0 µ 0 p r u Cr;µΠ(2)= Π2 Trivial

2 λ 1 0 p r u ΠC(p;λ)1 = Π2 Trivial

3 12 0 1 p r u ΠC(p)2 = Π1 Trivial

4 λ 2λ−1λ 1 1 1 u AA(λ)2λ−1

λ

= Π1 i)

5 λ 2λ−1λ 1 0 0 u HH(λ)2λ−1

λ

= Π1 ii) 6 12 µ 1−µ 0 r −r Cr;µH =C−r;1−µ iii)

7 12 µ 1−µ 12 r 1−r Cr;µG =C1−r;1−µ iv)

8 12 µ 1−µ 1 r 2−r Cr;µA =C2−r;1−µ v)

9 12 12 12 p p p CpC(p) =Cp Trivial

10 λ 3λ−1 12 0 0 0 HH(λ)3λ−1

=H vi)

11 λ 3λ−1 12 1 1 1 AA(λ)3λ−1

=A vii) 12 13 0 12 0 r 0 ΠH(1/3)2 =H viii) 13 13 0 12 1 r 1 ΠA(1/3)2 =A ix) 14 1412 12 2 1 1 AC(2;1/4)−1/2 =A x) 15 14 -12 12 −1 0 0 HC(2;1/4)−1/2 =H xi)

16 λ 12 2(1−λ)λ 0 0 0 HH(λ) =H λ

2(1−λ) xii)

17 λ 12 2(1−λ)λ 1 1 1 AA(λ)=A λ

2(1−λ) xiii)

18 34 12 32 −1 0 0 HC(−1;3/4) =H3/2 xiv) 19 34 12 32 2 1 1 AC(2;3/4) =A3/2 xv)

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Remark 3. Equating the coefficients ofx1, x2, ..., xn, we have a system of n equa- tions with six unknowns (the parameters of the means). Forn = 2,3,4,solving the system, we get relations among the parameters such as:

ν = λ(1−µ)

1−λ , u= λµr−µr+pµ−2λp+p

1−2λ+λµ , r= Z λ−1, where

Z2µ(µ−1) + 2pµZ(λ−λµ+µ−1) +λ2p−2λ2µ2p−λ2p2+ 2λ3p2−2λ3p + 3λ2µ2p2−λµ3p2−λ3µp23µp+λµ3p+ 4λ2µp+ 4λµp2

−5λ2µp2−2λµp−2λµ2p+µ2p−µp2 = 0.

Forn = 5 we obtained the table of solutions given in the previous corollary. For n = 6,however, the system could not even be solved using Maple. As a result, we are not certain that we have obtained all the solutions for the problem of invariance.

Remark 4. The cases i)-ii), vi)-vii), xii)-xiii) and xiv)-xv), involve C1;λ = Aλ and C0;λ = Hλ. There are, however, no similar cases for C1/2;λ. Instead we have the following results forGλ:

GG(λ)2λ−1 λ

= Π1, ΠG(1/3)2 =G, GG(λ)3λ−1

=G, GG(λ) =G λ

2(1−λ), but these are not Lehmer means.

Remark 5. It is easy to see that not all of the generalized means that appear in the above results are means. In such a case, the result given in Remark1can be negative.

For example, in the case xv), if we consider

an+1 =C1(an, bn), bn+1 =C1;3/2(an, bn), n≥0,

for a0 = 10 and b0 = 1, we get a2 = a0 and b2 = b0, thus the sequences are divergent. Also, in the case xii), if we takeλ = 4/5,the double sequence

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an+1 =C0(an, bn), bn+1 =C0;2(an, bn), n ≥0,

has the limit zero fora0 = 10andb0 = 1,which is different fromC0;4/5(10,1).This is becauseC0;4/5is not defined in(0,0),thus the proof of the Invariance Principle in [14] does not work.

Corollary 4.5. For means we have

Cp;λ(Cr;µ,Cu;ν) = Cp;λ if we are in one of the following non-trivial cases:

i) C1;λ(C1;(2λ−1)/λ,Cu;1) = C1;λ, λ∈[1/2,1];

ii) C0;λ(C0;(2λ−1)/λ,Cu;1) = C0;λ, λ∈[1/2,1];

iii) C0(Cr;µ,C−r;1−µ) = C0; iv) C1/2(Cr;µ,C1−r;1−µ) = C1/2; v) C1(Cr;µ,C2−r;1−µ) =C1;

vi) C0;λ(C0;(3λ−1)/2λ,C0;1/2) = C0;λ, λ∈[1/3,1];

vii) C1;λ(C1;(3λ−1)/2λ,C1) =C1;λ, λ∈[1/3,1];

viii) C0,1/3(Cr;0,C0) =C0;1/3; ix) C1,1/3(Cr;0,C1) =C1;1/3;

x) C0;λ(C0,C0;λ/(2−2λ)) =C0;λ, λ∈[0,2/3];

xi) C1;λ(C1,C1;λ/(2−2λ)) =C1;λ, λ∈[0,2/3].

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Remark 6. Each of the above results allows us to define a double sequence of Gauss type with known limit.

Corollary 4.6. For symmetric means, we have Cp(Cr,Cu) = Cp if and only if we are in the following non-trivial cases:

i) C0(Cr,C−r) = C0; ii) C1/2(Cr,C1−r) = C1/2; iii) C1(Cr,C2−r) = C1.

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References

[1] J.M. BORWEIN AND P.B. BORWEIN, Pi and the AGM - a Study in Ana- lytic Number Theory and Computational Complexity, John Wiley & Sons, New York, 1986.

[2] P.S. BULLEN, Handbook of Means and their Inequalities, Kluwer Academic Publishers, Dordrecht/ Boston/ London, 2003.

[3] I. COSTIN AND G. TOADER, A weighted Gini mean, Proceedings of the International Symposium Specialization, Integration and Development, Sec- tion Quantitative Economics, Babe¸s-Bolyai University Cluj-Napoca, Romania, 137–142, 2003.

[4] Z. DARÓCZYANDZs. PÁLES, Gauss-composition of means and the solution of the solution of the Matkowski-Sutô problem, Publ. Math. Debrecen, 61(1-2) (2002), 157–218.

[5] H.W. GOULD, Coefficient identities for powers of Taylor and Dirichlet series, Amer. Math. Monthly, 81 (1974), 3–14.

[6] J. JARCZYKANDJ. MATKOWSKI, Invariance in the class of weighted quasi- arithmetic means, Ann. Polon. Math., 88(1) (2006), 39–51.

[7] D.H. LEHMER, On the compounding of certain means, J. Math. Anal. Appl., 36 (1971), 183–200.

[8] J. MATKOWSKI, Invariant and complementary quasi-arithmetic means, Ae- quationes Math., 57 (1999), 87–107.

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[9] J. MATKOWSKI, On invariant generalized Beckenbach-Gini means, Func- tional Equations - Results and Advances (Z. Daróczy and Zs. Páles, eds.), Ad- vances in Mathematics, Vol. 3, Kluwer Acad. Publ., Dordrecht, 2002, 219-230.

[10] J. MATKOWSKI, On iteration of means and functional equations, in Iteration Theory (ECIT ’4), W. Förg-Rob, L. Gardini, D. Gronau, L. Reich, J. Smital (Eds.), Grazer Math. Ber., ISSN 1016-7692, Bericht 350(2006), 184-201.

[11] O. SUTÔ, Studies on some functional equations I, Tôhoku Math. J., 6 (1914), 1–15; II, Tôhoku Math. J., 6 (1914), 82–101.

[12] G. TOADER, Integral generalized means, Math. Inequal. Appl., 5(3) (2002), 511–516.

[13] G. TOADER AND S. TOADER, Greek Means and the Arithmetic-Geometric Mean, RGMIA Monographs, Victoria University, 2005. [ONLINE:http://

www.staff.vu.edu.au/rgmia/monographs.asp].

[14] G. TOADER AND S. TOADER, Means and generalized means, J. Inequal.

Pure Appl. Math., 8(2) (2007), Art. 45. [ONLINE: http://jipam.vu.

edu.au/article.php?sid=850].

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