Substitution of the center-manifold series into the equation gives at cubic order
Keeping the terms from , , and the quartic term in gives
For state , births occur at rate and departures at rate
The birth--death detailed-balance weights are
Their ratios tend to zero, so the series is summable and normalization gives an invariant probability distribution.
Suppose the spectrum were empty. The resolvent
would then be an entire operator-valued function. For ,
because the series converges in operator norm and multiplication by telescopes to . Hence .
For fixed , the scalar function is entire, bounded outside a disc by the estimate and bounded inside by compactness. Liouville's theorem makes it constant, and its limit at infinity makes that constant zero. This for all would imply , impossible for an inverse. Thus the spectrum is nonempty.
This is the unilateral right shift. It is not compact because the orthonormal sequence has no convergent subsequence. Its norm is one. For the Neumann series gives a resolvent; for , is an eigenvalue of the adjoint left shift, so lies in the spectrum of . Closedness supplies the boundary. Hence
Choose a subsequence so sparse that
for every ; this is possible because the tails of the convergent positive series tend to zero. Distinct binary sequences then have distinct sums : at their first disagreement, the corresponding term exceeds the entire remaining tail. Thus these subsums form an uncountable set. The algebraic numbers are countable, so at least one subsum is transcendental. Set and all other .
Termwise differentiation gives
The differentiated series has the same radius of convergence .
Fix and define using only the power series. Termwise differentiation gives , and the product rule gives . Hence is constant, so . Multiplication by yields .
The removable definition gives the entire series
Therefore
Write . The power series gives . Therefore
False. The sequence converges to zero, but , whose series diverges.
For , . Expanding both sides of the perturbation equation gives
For , coefficient comparison gives
The even and odd series terminate exactly when with the corresponding parity. Thus every positive integer gives the regular polynomial solution, a Legendre polynomial up to scale.
The series converges when its partial sums tend to a finite real limit. Put . Then
by strict concavity of the square root. Taylor expansion at gives
so . Limit comparison with proves convergence.
Termwise integration of the exponential series gives
There are infinitely many negative Laurent coefficients, so zero is an essential singularity.
Legendre's equation is
With , integration by parts has no endpoint term because there, so the operator is self-adjoint. Sturm–Liouville eigenvalues are real, can be ordered increasingly, and their eigenfunctions are orthogonal and complete under standard regularity assumptions.
Substitution of gives
The series terminates at degree when . Normalizing at one gives
A return to zero is possible only at even times, and
Stirling's estimate makes this asymptotic to a positive constant times
A state is recurrent exactly when the sum of its return probabilities diverges. If , the resulting series diverges. If , then and the series converges geometrically. Thus the walk is recurrent exactly when .
At a nonpositive integer, the branch disappears and the collapsed Hankel contour extracts the residue at zero. For ,
For , the coefficient of in
is ; multiplication by gives
When , the integrand is times an even power series, so it has no coefficient. Hence
The nonzero poles are
Their paired residues sum to
The paired series converges for by the alternating-series test, and absolutely for . Therefore
Using the stated contour closure, the Hankel integral is times this sum. Substitution into part (a) gives
Now and , so
It was derived on a nonempty half-plane. Both sides have analytic continuations, with the apparent gamma poles cancelled by the sine factor or the trivial zeros from part (b); the identity theorem therefore extends it to every .
forces the odd series to vanish. The even recurrence terminates at degree precisely when .
The series for converges uniformly by the M-test. Therefore termwise integration is valid and every term integrates to , so the integral is zero.