Write and . The chain rule givesThe condition ensures . Since , also and . Hence the first two nonzero terms are the constant and linear terms:The inequality , together with continuity of , makes the logarithm defined on a neighbourhood of zero. The remainder is written in Big O notation.
The second derivative chain rule givesWith , the constant term vanishes, , and by the specified case. Thus the first two nonzero terms in the Taylor expansion are
Here and , so the constant and quadratic terms vanish, while the linear coefficient remains . A further derivative givesConsequently . Since and have opposite signs, and also have opposite signs, and their difference is nonzero. The first two nonzero terms are thereforeThis is where the full sign condition rules out a further cancellation in the Taylor expansion.
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