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 Series and Products in the Development of Mathematics
Volume 2

This is the second volume of a two-volume work that traces the development of series
and products from 1380 to 2000 by presenting and explaining the interconnected
concepts and results of hundreds of unsung as well as celebrated mathematicians.
Some chapters deal with the work of primarily one mathematician on a pivotal
topic, and other chapters chronicle the progress over time of a given topic. This
updated second edition of Sources in the Development of Mathematics adds extensive
context, detail, and primary source material, with many sections rewritten to more
clearly reveal the significance of key developments and arguments. Volume 1,
accessible even to advanced undergraduate students, discusses the development of
the methods in series and products that do not employ complex analytic methods
or sophisticated machinery. Volume 2 examines more recent results, including
de Branges’s resolution of Bieberbach’s conjecture and Nevanlinna’s theory of
meromorphic functions.

r a n j a n r o y (1947–2020) was the Ralph C. Huffer Professor of Mathematics

and Astronomy at Beloit College, where he was a faculty member for 38 years.
Roy published papers and reviews on Riemann surfaces, differential equations,
fluid mechanics, Kleinian groups, and the development of mathematics. He was
an award-winning educator, having received the Allendoerfer Prize, the Wisconsin
MAA teaching award, and the MAA Haimo Award for Distinguished Mathematics
Teaching, and was twice named Teacher of the Year at Beloit College. He coauthored
Special Functions (2001) with George Andrews and Richard Askey and coauthored
chapters in the NIST Handbook of Mathematical Functions (2010); he also authored
Elliptic and Modular Functions from Gauss to Dedekind to Hecke (2017) and the
first edition of this book, Sources in the Development of Mathematics (2011).
Ranjan Roy 1948–2020
 Series and Products in the
Development of Mathematics
Second Edition

Volume 2

R A N JA N R O Y
Beloit College
 University Printing House, Cambridge CB2 8BS, United Kingdom
One Liberty Plaza, 20th Floor, New York, NY 10006, USA
477 Williamstown Road, Port Melbourne, VIC 3207, Australia
314–321, 3rd Floor, Plot 3, Splendor Forum, Jasola District Centre, New Delhi – 110025, India
79 Anson Road, #06–04/06, Singapore 079906

Cambridge University Press is part of the University of Cambridge.

It furthers the University’s mission by disseminating knowledge in the pursuit of
education, learning, and research at the highest international levels of excellence.

www.cambridge.org
Information on this title: www.cambridge.org/9781108709378
DOI: 10.1017/9781108671620
First edition © Ranjan Roy 2011
Second edition © Ranjan Roy 2021
This publication is in copyright. Subject to statutory exception
and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without the written
permission of Cambridge University Press.
First published as Sources in the Development of Mathematics, 2011
Second edition 2021
Printed in the United Kingdom by TJ Books Limited, Padstow Cornwall
A catalogue record for this publication is available from the British Library.
ISBN – 2-volume Set 978-1-108-70943-9 Paperback
ISBN – Volume 1 978-1-108-70945-3 Paperback
ISBN – Volume 2 978-1-108-70937-8 Paperback
Cambridge University Press has no responsibility for the persistence or accuracy of
URLs for external or third-party internet websites referred to in this publication
and does not guarantee that any content on such websites is, or will remain,
accurate or appropriate.
 Contents

Contents of Volume 1 page ix

Preface xvii
25 q-Series 1
25.1 Preliminary Remarks 1
25.2 Jakob Bernoulli’s Theta Series 7
25.3 Euler’s q-Series Identities 8
25.4 Euler’s Pentagonal Number Theorem 9
25.5 Gauss: Triangular and Square Numbers Theorem 13
25.6 Gauss Polynomials and Gauss Sums 15
25.7 Gauss’s q-Binomial Theorem and the Triple Product Identity 20
25.8 Jacobi: Triple Product Identity 22
25.9 Eisenstein: q-Binomial Theorem 24
25.10 Jacobi’s q-Series Identity 25
25.11 Cauchy and Ramanujan: The Extension of the Triple Product 27
25.12 Rodrigues and MacMahon: Combinatorics 28
25.13 Exercises 30
25.14 Notes on the Literature 32
26 Partitions 33
26.1 Preliminary Remarks 33
26.2 Sylvester on Partitions 45
26.3 Cayley: Sylvester’s Formula 50
26.4 Ramanujan: Rogers–Ramanujan Identities 52
26.5 Ramanujan’s Congruence Properties of Partitions 54
26.6 Exercises 58
26.7 Notes on the Literature 60
27 q-Series and q-Orthogonal Polynomials 61
27.1 Preliminary Remarks 61
27.2 Heine’s Transformation 70

v
vi Contents

27.3 Rogers: Threefold Symmetry 72

27.4 Rogers: Rogers–Ramanujan Identities 75
27.5 Rogers: “Third Memoir” 80
27.6 Rogers–Szegő Polynomials 82
27.7 Feldheim and Lanzewizky: Orthogonality of q-Ultraspherical
Polynomials 83
27.8 Exercises 88
27.9 Notes on the Literature 90
28 Dirichlet L-Series 91
28.1 Preliminary Remarks 91
28.2 Dirichlet’s Summation of L(1,χ ) 94
28.3 Eisenstein’s Proof of the Functional Equation 98
28.4 Riemann’s Derivations
 1of the Functional Equation 99
28.5 Euler’s Product for ns 102
28.6 Dirichlet Characters 103
29 Primes in Arithmetic Progressions 106
29.1 Preliminary Remarks 106
29.2 Euler: Sum of Prime Reciprocals 109
29.3 Dirichlet: Infinitude of Primes in an Arithmetic Progression 110
29.4 Class Number and Lχ (1) 114
29.5 Vallée-Poussin’s Complex Analytic Proof of Lχ (1) = 0 116
29.6 Gelfond and Linnik: Proof of Lχ (1) = 0 117
29.7 Monsky’s Proof That Lχ (1) = 0 119
29.8 Exercises 120
29.9 Notes on the Literature 121
30 Distribution of Primes: Early Results 122
30.1 Preliminary Remarks 122
30.2 Chebyshev on Legendre’s Formula 129
30.3 Chebyshev’s Proof of Bertrand’s Conjecture 133
30.4 De Polignac’s Evaluation of p≤x lnpp 139
  −1
30.5 Mertens’s Evaluation of p≤x 1 − p1 140
30.6 Riemann’s Formula for π(x) 144
30.7 Exercises 147
30.8 Notes on the Literature 149
31 Invariant Theory: Cayley and Sylvester 150
31.1 Preliminary Remarks 150
31.2 Boole’s Derivation of an Invariant 160
31.3 Differential Operators of Cayley and Sylvester 164
31.4 Cayley’s Generating Function for the Number of Invariants 168
31.5 Sylvester’s Fundamental Theorem of Invariant Theory 172
31.6 Hilbert’s Finite Basis Theorem 175
31.7 Hilbert’s Nullstellensatz 178
 Contents vii

31.8 Exercises 179

31.9 Notes on the Literature 180
32 Summability 181
32.1 Preliminary Remarks 181
32.2 Fejér: Summability of Fourier Series 194
32.3 Karamata’s Proof of the Hardy–Littlewood Theorem 197
32.4 Wiener’s Proof of Littlewood’s Theorem 199
32.5 Hardy and Littlewood: The Prime Number Theorem 200
32.6 Wiener’s Proof of the PNT 202
32.7 Kac’s Proof of Wiener’s Theorem 206
32.8 Gelfand: Normed Rings 208
32.9 Exercises 210
32.10 Notes on the Literature 212
33 Elliptic Functions: Eighteenth Century 213
33.1 Preliminary Remarks 213
33.2 Fagnano Divides the Lemniscate 223
33.3 Euler: Addition Formula 226
33.4 Cayley on Landen’s Transformation 228
33.5 Lagrange, Gauss, Ivory on the agM 231
33.6 Remarks on Gauss and Elliptic Functions 239
33.7 Exercises 251
33.8 Notes on the Literature 253
34 Elliptic Functions: Nineteenth Century 255
34.1 Preliminary Remarks 255
34.2 Abel: Elliptic Functions 260
34.3 Abel: Infinite Products 263
34.4 Abel: Division of Elliptic Functions and Algebraic Equations 267
34.5 Abel: Division of the Lemniscate 271
34.6 Jacobi’s Elliptic Functions 273
34.7 Jacobi: Cubic and Quintic Transformations 276
34.8 Jacobi’s Transcendental Theory of Transformations 281
34.9 Jacobi: Infinite Products for Elliptic Functions 287
34.10 Jacobi: Sums of Squares 291
34.11 Cauchy: Theta Transformations and Gauss Sums 294
34.12 Eisenstein: Reciprocity Laws 297
34.13 Liouville’s Theory of Elliptic Functions 303
34.14 Hermite’s Theory of Elliptic Functions 309
34.15 Exercises 314
34.16 Notes on the Literature 317
35 Irrational and Transcendental Numbers 318
35.1 Preliminary Remarks 318
35.2 Liouville Numbers 331
35.3 Hermite’s Proof of the Transcendence of e 333
viii Contents

35.4 Hilbert’s Proof of the Transcendence of e 337

35.5 Exercises 339
35.6 Notes on the Literature 340
36 Value Distribution Theory 341
36.1 Preliminary Remarks 341
36.2 Jacobi on Jensen’s Formula 347
36.3 Jensen’s Proof 349
36.4 Bäcklund Proof of Jensen’s Formula 350
36.5 R. Nevanlinna’s Proof of the Poisson–Jensen Formula 351
36.6 Nevanlinna’s First Fundamental Theorem 353
36.7 Nevanlinna’s Factorization of a Meromorphic Function 356
36.8 Picard’s Theorem 357
36.9 Borel’s Theorem 358
36.10 Nevanlinna’s Second Fundamental Theorem 359
36.11 Exercises 360
36.12 Notes on the Literature 362
37 Univalent Functions 363
37.1 Preliminary Remarks 363
37.2 Gronwall: Area Inequalities 372
37.3 Bieberbach’s Conjecture 373
37.4 Littlewood: |an | ≤ en 375
37.5 Littlewood and Paley on Odd Univalent Functions 376
37.6 Karl Löwner and the Parametric Method 378
37.7 De Branges: Proof of Bieberbach 381
37.8 Exercises 385
37.9 Notes on the Literature 386
38 Finite Fields 387
38.1 Preliminary Remarks 387
38.2 Euler’s Proof of Fermat’s Little Theorem 390
38.3 Gauss’s Proof That Z× p Is Cyclic 391
38.4 Gauss on Irreducible Polynomials Modulo a Prime 392
38.5 Galois on Finite Fields 395
38.6 Dedekind’s Formula 398
38.7 Finite Field Analogs of the Gamma and Beta Integrals 399
38.8 Weil: Solutions of Equations in Finite Fields 407
38.9 Exercises 420
38.10 Notes on the Literature 421

Bibliography 422
Index 451
 Contents of Volume 1

Preface page xvii

1 Power Series in Fifteenth-Century Kerala 1
1.1 Preliminary Remarks 1
1.2 Transformation of Series 5
1.3 Jyesthadeva on Sums of Powers 6
1.4 Arctangent Series in the Yuktibhasa 8
1.5 Derivation of the Sine Series in the Yuktibhasa 10
1.6 Continued Fractions 15
1.7 Exercises 20
1.8 Notes on the Literature 21
2 Sums of Powers of Integers 23
2.1 Preliminary Remarks 23
2.2 Johann Faulhaber 27
2.3 Fermat 28
2.4 Pascal 30
2.5 Seki and Jakob Bernoulli on Bernoulli Numbers 31
2.6 Jakob Bernoulli’s Polynomials 33
2.7 Euler 37
2.8 Lacroix’s Proof of Bernoulli’s Formula 40
2.9 Jacobi on Faulhaber 42
2.10 Jacobi and Raabe on Bernoulli Polynomials 43
2.11 Ramanujan’s Recurrence Relations for Bernoulli Numbers 48
2.12 Notes on the Literature 53
3 Infinite Product of Wallis 54
3.1 Preliminary Remarks 54
3.2 Wallis’s Infinite Product for π 59
3.3 Brouncker and Infinite Continued Fractions 61

ix
x Contents of Volume 1

3.4 Méray and Stieltjes: The Probability Integral 64

3.5 Euler: Series and Continued Fractions 67
3.6 Euler: Riccati’s Equation and Continued Fractions 72
3.7 Exercises 75
3.8 Notes on the Literature 76
4 The Binomial Theorem 77
4.1 Preliminary Remarks 77
4.2 Landen’s Derivation of the Binomial Theorem 89
4.3 Euler: Binomial Theorem for Rational Exponents 90
4.4 Cauchy: Proof of the Binomial Theorem for Real Exponents 94
4.5 Abel’s Theorem on Continuity 96
4.6 Harkness and Morley’s Proof of the Binomial Theorem 100
4.7 Exercises 101
4.8 Notes on the Literature 103
5 The Rectification of Curves 105
5.1 Preliminary Remarks 105
5.2 Descartes’s Method of Finding the Normal 107
5.3 Hudde’s Rule for a Double Root 109
5.4 Van Heuraet’s Letter on Rectification 110
5.5 Newton’s Rectification of a Curve 112
5.6 Leibniz’s Derivation of the Arc Length 113
5.7 Exercises 113
5.8 Notes on the Literature 114
6 Inequalities 116
6.1 Preliminary Remarks 116
6.2 Harriot’s Proof of the Arithmetic and Geometric Means Inequality 122
6.3 Maclaurin’s Inequalities 124
6.4 Comments on Newton’s and Maclaurin’s Inequalities 125
6.5 Rogers 127
6.6 Hölder 130
6.7 Jensen’s Inequality 134
6.8 Riesz’s Proof of Minkowski’s Inequality 135
6.9 Exercises 137
6.10 Notes on the Literature 142
7 The Calculus of Newton and Leibniz 143
7.1 Preliminary Remarks 143
7.2 Newton’s 1671 Calculus Text 147
7.3 Leibniz: Differential Calculus 150
7.4 Leibniz on the Catenary 153
7.5 Johann Bernoulli on the Catenary 156
7.6 Johann Bernoulli: The Brachistochrone 157
7.7 Newton’s Solution to the Brachistochrone 158
7.8 Newton on the Radius of Curvature 161
 Contents of Volume 1 xi

7.9 Johann Bernoulli on the Radius of Curvature 162

7.10 Exercises 163
7.11 Notes on the Literature 164
8 De Analysi per Aequationes Infinitas 165
8.1 Preliminary Remarks 165
8.2 Algebra of Infinite Series 168
8.3 Newton’s Polygon 171
8.4 Newton on Differential Equations 172
8.5 Newton’s Earliest Work on Series 174
8.6 De Moivre on Newton’s Formula for sin nθ 176
8.7 Stirling’s Proof of Newton’s Formula 177
8.8 Zolotarev: Lagrange Inversion with Remainder 179
8.9 Exercises 181
8.10 Notes on the Literature 183
9 Finite Differences: Interpolation and Quadrature 186
9.1 Preliminary Remarks 186
9.2 Newton: Divided Difference Interpolation 193
9.3 Gregory–Newton Interpolation Formula 198
9.4 Waring, Lagrange: Interpolation Formula 199
9.5 Euler on Interpolation 201
9.6 Cauchy, Jacobi: Waring–Lagrange Interpolation Formula 202
9.7 Newton on Approximate Quadrature 204
9.8 Hermite: Approximate Integration 207
9.9 Chebyshev on Numerical Integration 209
9.10 Exercises 211
9.11 Notes on the Literature 212
10 Series Transformation by Finite Differences 213
10.1 Preliminary Remarks 213
10.2 Newton’s Transformation 219
10.3 Montmort’s Transformation 220
10.4 Euler’s Transformation Formula 222
10.5 Stirling’s Transformation Formulas 225
10.6 Nicole’s Examples of Sums 229
10.7 Stirling Numbers 233
10.8 Lagrange’s Proof of Wilson’s Theorem 241
10.9 Taylor’s Summation by Parts 242
10.10 Exercises 244
10.11 Notes on the Literature 246
11 The Taylor Series 247
11.1 Preliminary Remarks 247
11.2 Gregory’s Discovery of the Taylor Series 256
11.3 Newton: An Iterated Integral as a Single Integral 258
11.4 Bernoulli and Leibniz: A Form of the Taylor Series 259
xii Contents of Volume 1

11.5 Taylor and Euler on the Taylor Series 261

11.6 Lacroix on D’Alembert’s Derivation of the Remainder 262
11.7 Lagrange’s Derivation of the Remainder Term 264
11.8 Laplace’s Derivation of the Remainder Term 266
11.9 Cauchy on Taylor’s Formula and l’Hôpital’s rule 267
11.10 Cauchy: The Intermediate Value Theorem 270
11.11 Exercises 271
11.12 Notes on the Literature 272
12 Integration of Rational Functions 273
12.1 Preliminary Remarks 273
12.2 Newton’s 1666 Basic Integrals 280
12.3 Newton’s Factorization of x n ± 1 282
12.4 Cotes and de Moivre’s Factorizations 284
12.5 Euler: Integration of Rational Functions 286
12.6 Euler’s “Investigatio Valoris Integralis” 293
12.7 Hermite’s Rational Part Algorithm √ 299
12.8 Johann Bernoulli: Integration of ax 2 + bx + c 301
12.9 Exercises 302
12.10 Notes on the Literature 305
13 Difference Equations 306
13.1 Preliminary Remarks 306
13.2 De Moivre on Recurrent Series 308
13.3 Simpson and Waring on Partitioning Series 311
13.4 Stirling’s Method of Ultimate Relations 317
13.5 Daniel Bernoulli on Difference Equations 319
13.6 Lagrange: Nonhomogeneous Equations 322
13.7 Laplace: Nonhomogeneous Equations 325
13.8 Exercises 326
13.9 Notes on the Literature 327
14 Differential Equations 328
14.1 Preliminary Remarks 328
14.2 Leibniz: Equations and Series 338
14.3 Newton on Separation of Variables 340
14.4 Johann Bernoulli’s Solution of a First-Order Equation 341
14.5 Euler on General Linear Equations with Constant Coefficients 343
14.6 Euler: Nonhomogeneous Equations 345
14.7 Lagrange’s Use of the Adjoint 350
14.8 Jakob Bernoulli and Riccati’s Equation 352
14.9 Riccati’s Equation 353
14.10 Singular Solutions 354
14.11 Mukhopadhyay on Monge’s Equation 358
14.12 Exercises 360
14.13 Notes on the Literature 363
 Contents of Volume 1 xiii

15 Series and Products for Elementary Functions 365

15.1 Preliminary Remarks 365
15.2 Euler: Series for Elementary Functions 368
15.3 Euler: Products for Trigonometric Functions 370
15.4 Euler’s Finite Product for sin nx 372
15.5 Cauchy’s Derivation of the Product Formulas 374
15.6 Euler and Niklaus I Bernoulli: Partial Fraction Expansions 378
15.7 Euler: Logarithm 381
15.8 Euler: Dilogarithm 384
15.9 Spence: Two-Variable Dilogarithm Formula 386
15.10 Schellbach: Products to Series 388
15.11 Exercises 392
15.12 Notes on the Literature 395
16 Zeta Values 396
16.1 Preliminary Remarks  396
1
16.2 Euler’s First Evaluation of n2k 
403
 1 2k
16.3 Euler: Bernoulli Numbers and n 404
16.4 Euler’s Evaluation of Some
 1 L-Series Values by Partial Fractions 406
16.5 Euler’s Evaluation of by
n2 
Integration 407
1
16.6 N. Bernoulli’s Evaluation of (2n+1)2
410
16.7 Euler and Goldbach: Double Zeta Values 411
16.8 Secant and Tangent Numbers and ζ (2m) 416
16.9 Landen and Spence: Evaluation of ζ (2k) 420
16.10 Exercises 432
17 The Gamma Function 436
17.1 Preliminary Remarks
 436
17.2 Stirling:  12 by Newton–Bessel Interpolation 444
17.3 Euler’s Integral for the Gamma Function 446
17.4 Euler’s Evaluation of the Beta Integral 449
17.5 Newman and the Product for (x) 455
17.6 Gauss’s Theory of the Gamma Function 459
17.7 Euler: Series to Product 463
17.8 Euler: Products to Continued Fractions 465
17.9 Sylvester: A Difference Equation and Euler’s Continued Fraction 469
17.10 Poisson, Jacobi, and Dirichlet: Beta Integrals 470
17.11 The Volume of an n-Dimensional Ball 473
17.12 The Selberg Integral 476
17.13 Good’s Proof of Dyson’s Conjecture 484
17.14 Bohr, Mollerup, and Artin on the Gamma Function 486
17.15 Kummer’s Fourier Series for ln (x) 489
17.16 Exercises 491
17.17 Notes on the Literature 499
xiv Contents of Volume 1

18 The Asymptotic Series for ln (x) 500

18.1 Preliminary Remarks 500
18.2 De Moivre’s Asymptotic Series 506
18.3 Stirling’s Asymptotic Series 509
18.4 Binet’s Integrals for ln (x) 514
18.5 Cauchy’s Proof of the Asymptotic Character of de Moivre’s Series 517
18.6 Exercises 520
18.7 Notes on the Literature 523
19 Fourier Series 524
19.1 Preliminary Remarks 524
19.2 Euler: Trigonometric Expansion of a Function 531
19.3 Lagrange on the Longitudinal Motion of the Loaded Elastic String 532
19.4 Euler on Fourier Series 536
19.5 Fourier and Linear Equations in Infinitely Many Unknowns 537
19.6 Dirichlet’s Proof of Fourier’s Theorem 543
19.7 Dirichlet: On the Evaluation of Gauss Sums 548
19.8 Schaar: Reciprocity of Gauss Sums 552
19.9 Exercises 554
19.10 Notes on the Literature 555
20 The Euler–Maclaurin Summation Formula 556
20.1 Preliminary Remarks 556
20.2 Euler on the Euler–Maclaurin Formula 563
20.3 Maclaurin’s Derivation of the Euler–Maclaurin Formula 566
20.4 Poisson’s Remainder Term 569
20.5 Jacobi’s Remainder Term 573
20.6 Bernoulli Polynomials 579
20.7 Number Theoretic Properties of Bernoulli Numbers 586
20.8 Exercises 591
20.9 Notes on the Literature 595
21 Operator Calculus and Algebraic Analysis 596
21.1 Preliminary Remarks 596
21.2 Euler’s Solution of a Difference Equation 605
21.3 Lagrange’s Extension of the Euler–Maclaurin Formula 608
21.4 Français’s Method of Solving Differential Equations 614
21.5 Herschel: Calculus of Finite Differences 616
21.6 Murphy’s Theory of Analytical Operations 618
21.7 Duncan Gregory’s Operational Calculus 621
21.8 Boole’s Operational Calculus 624
21.9 Jacobi and the Symbolic Method 628
21.10 Cartier: Gregory’s Proof of Leibniz’s Rule 630
21.11 Hamilton’s Algebra of Complex Numbers and Quaternions 631
21.12 Exercises 636
21.13 Notes on the Literature 638
 Contents of Volume 1 xv

22 Trigonometric Series after 1830 639

22.1 Preliminary Remarks 639
22.2 The Riemann Integral 642
22.3 Smith: Revision of Riemann and Discovery of the Cantor Set 643
22.4 Riemann’s Theorems on Trigonometric Series 645
22.5 The Riemann–Lebesgue Lemma 649
22.6 Schwarz’s Lemma on Generalized Derivatives 649
22.7 Cantor’s Uniqueness Theorem 650
22.8 Exercises 652
22.9 Notes on the Literature 656
23 The Hypergeometric Series 657
23.1 Preliminary Remarks 657
23.2 Euler’s Derivation of the Hypergeometric Equation 666
23.3 Pfaff’s Derivation of the 3 F2 Identity 667
23.4 Gauss’s Contiguous Relations and Summation Formula 669
23.5 Gauss’s Proof of the Convergence of F (a,b,c,x)
for c − a − b > 0 670
23.6 Raabe’s Test for Convergence 672
23.7 Gauss’s Continued Fraction 674
23.8 Gauss: Transformations of Hypergeometric Functions 675
23.9 Kummer’s 1836 Paper on Hypergeometric Series 678
23.10 Jacobi’s Solution by Definite Integrals 679
23.11 Riemann’s Theory of Hypergeometric Functions 681
23.12 Exercises 684
23.13 Notes on the Literature 687
24 Orthogonal Polynomials 688
24.1 Preliminary Remarks 688
24.2 Legendre’s Proof of the Orthogonality of His Polynomials 692
24.3 Gauss on Numerical Integration 693
24.4 Jacobi’s Commentary on Gauss 697
24.5 Murphy and Ivory: The Rodrigues Formula 698
24.6 Liouville’s Proof of the Rodrigues Formula 700
24.7 The Jacobi Polynomials 702
24.8 Stieltjes: Zeros of Jacobi Polynomials 706
24.9 Askey: Discriminant of Jacobi Polynomials 709
24.10 Chebyshev: Discrete Orthogonal Polynomials 712
24.11 Chebyshev and Orthogonal Matrices 716
24.12 Chebyshev’s Discrete Legendre and Jacobi Polynomials 716
24.13 Exercises 718
24.14 Notes on the Literature 720

Bibliography 721
Index 750
 Preface

Sources in the Development of Mathematics: Series and Products from the Fifteenth to
the Twenty-first Century, my book of 2011, was intended for an audience of graduate
students or beyond. However, since much of its mathematics lies at the foundations of
the undergraduate mathematics curriculum, I decided to use portions of my book as the
text for an advanced undergraduate course. I was very pleased to find that my curious
and diligent students, of varied levels of mathematical talent, could understand a good
bit of the material and get insight into mathematics they had already studied as well
as topics with which they were unfamiliar. Of course, the students could profitably
study such topics from good textbooks. But I observed that when they read original
proofs, perhaps with gaps or with slightly opaque arguments, students gained very
valuable insight into the process of mathematical thinking and intuition. Moreover, the
study of the steps, often over long periods of time, by which earlier mathematicians
refined and clarified their arguments revealed to my students the essential points at the
crux of those results, points that may be more difficult to discern in later streamlined
presentations. As they worked to understand the material, my students witnessed the
difficulty and beauty of original mathematical work, and this was a source of great
enjoyment to many of them. I have now thrice taught this course, with extremely
positive student response.
In order for my students to follow the foundational mathematical arguments
in Sources, I was often required to provide additional material, material actually
contained in the original works of the mathematicians being studied. I therefore
decided to expand my book, as a second edition in two volumes, to make it more
accessible to readers, from novices to accomplished mathematicians. This second
edition contains about 250 pages of new material, including more details within the
original proofs, elaborations and further developments of results, and additional results
that may give the reader a better perspective. Furthermore, to give the material greater
focus, I have limited this second edition to the topics of series and products, areas that
today permeate both applied and pure mathematics; the second edition is thus entitled
Series and Products in the Development of Mathematics.

xvii
xviii Preface

The first volume of my work discusses the development of the fundamental though
powerful and essential methods in series and products that do not employ complex
analytic methods or sophisticated machinery such as Fourier transforms. Much of
this material would be accessible, perhaps with guidance, to advanced undergraduate
students. The second volume deals with more recent work and requires considerable
mathematical background. For example, in volume 2, I discuss Weil’s 1949 paper on
solutions of equations in finite fields and de Branges’s conquest of the Bieberbach
conjecture. Each volume contains the same complete bibliography.
The exercises at the end of the chapters present many additional original results and
may be studied simply for the supplementary theorems they contain. The exercises are
accompanied by references to the original works, as an aid to further research. Readers
may attempt to prove the results in the problems and, by use of the references, compare
their own solutions with the originals. Moreover, many of the exercises can be tackled
by methods similar to those given in the text, so that some exercises can be realistically
assigned to a class as homework. I assigned many exercises to my classes, and found
that the students enjoyed and benefited from their efforts to find solutions. Thus, the
exercises may be useful as problems to be solved, and also for the results they present.
Detailed study of original mathematical works provides a point of entry into the
minds of the creators of powerful theories, and thus into the theories themselves.
But tracing the discovery and evolution of mathematical ideas and theorems entails
the examination of many, many papers, letters, notes, and monographs. For example,
in this work I have discussed the work of more than three hundred mathematicians,
including arguments and theorems contained in approximately one hundred works and
letters of Euler alone. Locating, studying, and grasping the interconnections among
such original works and results is a ponderous, complex, and rewarding effort. In this
second edition, I have added numerous footnotes and almost five hundred works to the
bibliography. My hope is that the detailed footnotes and the expanded bibliography,
containing both original works and works of distinguished expositors and historians
of mathematics, may encourage and facilitate the efforts of those who wish to search
out and study the original sources of our inherited mathematical wealth.
I first wish to thank my wife, who typeset and edited this work, made innumerable
corrections and refinements to the text, and devotedly assisted me with translations and
locating references. I am also very grateful to NFN Kalyan for his encouragement and
for creating the eloquent artwork for the cover of these volumes. I greatly appreciate
Maitreyi Lagunas’s unflagging support and interest. I thank Bruce Atwood who
cheerfully constructed the nice diagrams contained in this work, and Paul Campbell
who generously provided expert technical support and advice. I am grateful to
my student Shambhavi Upadhyaya, who has an unusual ability to proofread very
accurately, for spending so much time giving useful suggestions for improvement.
I am indebted to my students whose questions and enthusiasm helped me refine this
second edition. I also thank the very capable librarians at Beloit College, especially
Chris Nelson and Cindy Cooley. Finally, I wish to acknowledge the inspiration
provided me by my friend, the late Dick Askey.
 Series and Products in the Development of Mathematics
Volume 2

This is the second volume of a two-volume work that traces the development of series
and products from 1380 to 2000 by presenting and explaining the interconnected
concepts and results of hundreds of unsung as well as celebrated mathematicians.
Some chapters deal with the work of primarily one mathematician on a pivotal
topic, and other chapters chronicle the progress over time of a given topic. This
updated second edition of Sources in the Development of Mathematics adds extensive
context, detail, and primary source material, with many sections rewritten to more
clearly reveal the significance of key developments and arguments. Volume 1,
accessible even to advanced undergraduate students, discusses the development of
the methods in series and products that do not employ complex analytic methods
or sophisticated machinery. Volume 2 examines more recent results, including
de Branges’s resolution of Bieberbach’s conjecture and Nevanlinna’s theory of
meromorphic functions.

r a n j a n r o y (1947–2020) was the Ralph C. Huffer Professor of Mathematics

and Astronomy at Beloit College, where he was a faculty member for 38 years.
Roy published papers and reviews on Riemann surfaces, differential equations,
fluid mechanics, Kleinian groups, and the development of mathematics. He was
an award-winning educator, having received the Allendoerfer Prize, the Wisconsin
MAA teaching award, and the MAA Haimo Award for Distinguished Mathematics
Teaching, and was twice named Teacher of the Year at Beloit College. He coauthored
Special Functions (2001) with George Andrews and Richard Askey and coauthored
chapters in the NIST Handbook of Mathematical Functions (2010); he also authored
Elliptic and Modular Functions from Gauss to Dedekind to Hecke (2017) and the
first edition of this book, Sources in the Development of Mathematics (2011).
Ranjan Roy 1948–2020
 Series and Products in the
Development of Mathematics
Second Edition

Volume 2

R A N JA N R O Y
Beloit College
 University Printing House, Cambridge CB2 8BS, United Kingdom
One Liberty Plaza, 20th Floor, New York, NY 10006, USA
477 Williamstown Road, Port Melbourne, VIC 3207, Australia
314–321, 3rd Floor, Plot 3, Splendor Forum, Jasola District Centre, New Delhi – 110025, India
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Cambridge University Press is part of the University of Cambridge.

It furthers the University’s mission by disseminating knowledge in the pursuit of
education, learning, and research at the highest international levels of excellence.

www.cambridge.org
Information on this title: www.cambridge.org/9781108709378
DOI: 10.1017/9781108671620
First edition © Ranjan Roy 2011
Second edition © Ranjan Roy 2021
This publication is in copyright. Subject to statutory exception
and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without the written
permission of Cambridge University Press.
First published as Sources in the Development of Mathematics, 2011
Second edition 2021
Printed in the United Kingdom by TJ Books Limited, Padstow Cornwall
A catalogue record for this publication is available from the British Library.
ISBN – 2-volume Set 978-1-108-70943-9 Paperback
ISBN – Volume 1 978-1-108-70945-3 Paperback
ISBN – Volume 2 978-1-108-70937-8 Paperback
Cambridge University Press has no responsibility for the persistence or accuracy of
URLs for external or third-party internet websites referred to in this publication
and does not guarantee that any content on such websites is, or will remain,
accurate or appropriate.
 Contents

Contents of Volume 1 page ix

Preface xvii
25 q-Series 1
25.1 Preliminary Remarks 1
25.2 Jakob Bernoulli’s Theta Series 7
25.3 Euler’s q-Series Identities 8
25.4 Euler’s Pentagonal Number Theorem 9
25.5 Gauss: Triangular and Square Numbers Theorem 13
25.6 Gauss Polynomials and Gauss Sums 15
25.7 Gauss’s q-Binomial Theorem and the Triple Product Identity 20
25.8 Jacobi: Triple Product Identity 22
25.9 Eisenstein: q-Binomial Theorem 24
25.10 Jacobi’s q-Series Identity 25
25.11 Cauchy and Ramanujan: The Extension of the Triple Product 27
25.12 Rodrigues and MacMahon: Combinatorics 28
25.13 Exercises 30
25.14 Notes on the Literature 32
26 Partitions 33
26.1 Preliminary Remarks 33
26.2 Sylvester on Partitions 45
26.3 Cayley: Sylvester’s Formula 50
26.4 Ramanujan: Rogers–Ramanujan Identities 52
26.5 Ramanujan’s Congruence Properties of Partitions 54
26.6 Exercises 58
26.7 Notes on the Literature 60
27 q-Series and q-Orthogonal Polynomials 61
27.1 Preliminary Remarks 61
27.2 Heine’s Transformation 70

v
vi Contents

27.3 Rogers: Threefold Symmetry 72

27.4 Rogers: Rogers–Ramanujan Identities 75
27.5 Rogers: “Third Memoir” 80
27.6 Rogers–Szegő Polynomials 82
27.7 Feldheim and Lanzewizky: Orthogonality of q-Ultraspherical
Polynomials 83
27.8 Exercises 88
27.9 Notes on the Literature 90
28 Dirichlet L-Series 91
28.1 Preliminary Remarks 91
28.2 Dirichlet’s Summation of L(1,χ ) 94
28.3 Eisenstein’s Proof of the Functional Equation 98
28.4 Riemann’s Derivations
 1of the Functional Equation 99
28.5 Euler’s Product for ns 102
28.6 Dirichlet Characters 103
29 Primes in Arithmetic Progressions 106
29.1 Preliminary Remarks 106
29.2 Euler: Sum of Prime Reciprocals 109
29.3 Dirichlet: Infinitude of Primes in an Arithmetic Progression 110
29.4 Class Number and Lχ (1) 114
29.5 Vallée-Poussin’s Complex Analytic Proof of Lχ (1) = 0 116
29.6 Gelfond and Linnik: Proof of Lχ (1) = 0 117
29.7 Monsky’s Proof That Lχ (1) = 0 119
29.8 Exercises 120
29.9 Notes on the Literature 121
30 Distribution of Primes: Early Results 122
30.1 Preliminary Remarks 122
30.2 Chebyshev on Legendre’s Formula 129
30.3 Chebyshev’s Proof of Bertrand’s Conjecture 133
30.4 De Polignac’s Evaluation of p≤x lnpp 139
  −1
30.5 Mertens’s Evaluation of p≤x 1 − p1 140
30.6 Riemann’s Formula for π(x) 144
30.7 Exercises 147
30.8 Notes on the Literature 149
31 Invariant Theory: Cayley and Sylvester 150
31.1 Preliminary Remarks 150
31.2 Boole’s Derivation of an Invariant 160
31.3 Differential Operators of Cayley and Sylvester 164
31.4 Cayley’s Generating Function for the Number of Invariants 168
31.5 Sylvester’s Fundamental Theorem of Invariant Theory 172
31.6 Hilbert’s Finite Basis Theorem 175
31.7 Hilbert’s Nullstellensatz 178
 Contents vii

31.8 Exercises 179

31.9 Notes on the Literature 180
32 Summability 181
32.1 Preliminary Remarks 181
32.2 Fejér: Summability of Fourier Series 194
32.3 Karamata’s Proof of the Hardy–Littlewood Theorem 197
32.4 Wiener’s Proof of Littlewood’s Theorem 199
32.5 Hardy and Littlewood: The Prime Number Theorem 200
32.6 Wiener’s Proof of the PNT 202
32.7 Kac’s Proof of Wiener’s Theorem 206
32.8 Gelfand: Normed Rings 208
32.9 Exercises 210
32.10 Notes on the Literature 212
33 Elliptic Functions: Eighteenth Century 213
33.1 Preliminary Remarks 213
33.2 Fagnano Divides the Lemniscate 223
33.3 Euler: Addition Formula 226
33.4 Cayley on Landen’s Transformation 228
33.5 Lagrange, Gauss, Ivory on the agM 231
33.6 Remarks on Gauss and Elliptic Functions 239
33.7 Exercises 251
33.8 Notes on the Literature 253
34 Elliptic Functions: Nineteenth Century 255
34.1 Preliminary Remarks 255
34.2 Abel: Elliptic Functions 260
34.3 Abel: Infinite Products 263
34.4 Abel: Division of Elliptic Functions and Algebraic Equations 267
34.5 Abel: Division of the Lemniscate 271
34.6 Jacobi’s Elliptic Functions 273
34.7 Jacobi: Cubic and Quintic Transformations 276
34.8 Jacobi’s Transcendental Theory of Transformations 281
34.9 Jacobi: Infinite Products for Elliptic Functions 287
34.10 Jacobi: Sums of Squares 291
34.11 Cauchy: Theta Transformations and Gauss Sums 294
34.12 Eisenstein: Reciprocity Laws 297
34.13 Liouville’s Theory of Elliptic Functions 303
34.14 Hermite’s Theory of Elliptic Functions 309
34.15 Exercises 314
34.16 Notes on the Literature 317
35 Irrational and Transcendental Numbers 318
35.1 Preliminary Remarks 318
35.2 Liouville Numbers 331
35.3 Hermite’s Proof of the Transcendence of e 333
viii Contents

35.4 Hilbert’s Proof of the Transcendence of e 337

35.5 Exercises 339
35.6 Notes on the Literature 340
36 Value Distribution Theory 341
36.1 Preliminary Remarks 341
36.2 Jacobi on Jensen’s Formula 347
36.3 Jensen’s Proof 349
36.4 Bäcklund Proof of Jensen’s Formula 350
36.5 R. Nevanlinna’s Proof of the Poisson–Jensen Formula 351
36.6 Nevanlinna’s First Fundamental Theorem 353
36.7 Nevanlinna’s Factorization of a Meromorphic Function 356
36.8 Picard’s Theorem 357
36.9 Borel’s Theorem 358
36.10 Nevanlinna’s Second Fundamental Theorem 359
36.11 Exercises 360
36.12 Notes on the Literature 362
37 Univalent Functions 363
37.1 Preliminary Remarks 363
37.2 Gronwall: Area Inequalities 372
37.3 Bieberbach’s Conjecture 373
37.4 Littlewood: |an | ≤ en 375
37.5 Littlewood and Paley on Odd Univalent Functions 376
37.6 Karl Löwner and the Parametric Method 378
37.7 De Branges: Proof of Bieberbach 381
37.8 Exercises 385
37.9 Notes on the Literature 386
38 Finite Fields 387
38.1 Preliminary Remarks 387
38.2 Euler’s Proof of Fermat’s Little Theorem 390
38.3 Gauss’s Proof That Z× p Is Cyclic 391
38.4 Gauss on Irreducible Polynomials Modulo a Prime 392
38.5 Galois on Finite Fields 395
38.6 Dedekind’s Formula 398
38.7 Finite Field Analogs of the Gamma and Beta Integrals 399
38.8 Weil: Solutions of Equations in Finite Fields 407
38.9 Exercises 420
38.10 Notes on the Literature 421

Bibliography 422
Index 451
 Contents of Volume 1

Preface page xvii

1 Power Series in Fifteenth-Century Kerala 1
1.1 Preliminary Remarks 1
1.2 Transformation of Series 5
1.3 Jyesthadeva on Sums of Powers 6
1.4 Arctangent Series in the Yuktibhasa 8
1.5 Derivation of the Sine Series in the Yuktibhasa 10
1.6 Continued Fractions 15
1.7 Exercises 20
1.8 Notes on the Literature 21
2 Sums of Powers of Integers 23
2.1 Preliminary Remarks 23
2.2 Johann Faulhaber 27
2.3 Fermat 28
2.4 Pascal 30
2.5 Seki and Jakob Bernoulli on Bernoulli Numbers 31
2.6 Jakob Bernoulli’s Polynomials 33
2.7 Euler 37
2.8 Lacroix’s Proof of Bernoulli’s Formula 40
2.9 Jacobi on Faulhaber 42
2.10 Jacobi and Raabe on Bernoulli Polynomials 43
2.11 Ramanujan’s Recurrence Relations for Bernoulli Numbers 48
2.12 Notes on the Literature 53
3 Infinite Product of Wallis 54
3.1 Preliminary Remarks 54
3.2 Wallis’s Infinite Product for π 59
3.3 Brouncker and Infinite Continued Fractions 61

ix
x Contents of Volume 1

3.4 Méray and Stieltjes: The Probability Integral 64

3.5 Euler: Series and Continued Fractions 67
3.6 Euler: Riccati’s Equation and Continued Fractions 72
3.7 Exercises 75
3.8 Notes on the Literature 76
4 The Binomial Theorem 77
4.1 Preliminary Remarks 77
4.2 Landen’s Derivation of the Binomial Theorem 89
4.3 Euler: Binomial Theorem for Rational Exponents 90
4.4 Cauchy: Proof of the Binomial Theorem for Real Exponents 94
4.5 Abel’s Theorem on Continuity 96
4.6 Harkness and Morley’s Proof of the Binomial Theorem 100
4.7 Exercises 101
4.8 Notes on the Literature 103
5 The Rectification of Curves 105
5.1 Preliminary Remarks 105
5.2 Descartes’s Method of Finding the Normal 107
5.3 Hudde’s Rule for a Double Root 109
5.4 Van Heuraet’s Letter on Rectification 110
5.5 Newton’s Rectification of a Curve 112
5.6 Leibniz’s Derivation of the Arc Length 113
5.7 Exercises 113
5.8 Notes on the Literature 114
6 Inequalities 116
6.1 Preliminary Remarks 116
6.2 Harriot’s Proof of the Arithmetic and Geometric Means Inequality 122
6.3 Maclaurin’s Inequalities 124
6.4 Comments on Newton’s and Maclaurin’s Inequalities 125
6.5 Rogers 127
6.6 Hölder 130
6.7 Jensen’s Inequality 134
6.8 Riesz’s Proof of Minkowski’s Inequality 135
6.9 Exercises 137
6.10 Notes on the Literature 142
7 The Calculus of Newton and Leibniz 143
7.1 Preliminary Remarks 143
7.2 Newton’s 1671 Calculus Text 147
7.3 Leibniz: Differential Calculus 150
7.4 Leibniz on the Catenary 153
7.5 Johann Bernoulli on the Catenary 156
7.6 Johann Bernoulli: The Brachistochrone 157
7.7 Newton’s Solution to the Brachistochrone 158
7.8 Newton on the Radius of Curvature 161
 Contents of Volume 1 xi

7.9 Johann Bernoulli on the Radius of Curvature 162

7.10 Exercises 163
7.11 Notes on the Literature 164
8 De Analysi per Aequationes Infinitas 165
8.1 Preliminary Remarks 165
8.2 Algebra of Infinite Series 168
8.3 Newton’s Polygon 171
8.4 Newton on Differential Equations 172
8.5 Newton’s Earliest Work on Series 174
8.6 De Moivre on Newton’s Formula for sin nθ 176
8.7 Stirling’s Proof of Newton’s Formula 177
8.8 Zolotarev: Lagrange Inversion with Remainder 179
8.9 Exercises 181
8.10 Notes on the Literature 183
9 Finite Differences: Interpolation and Quadrature 186
9.1 Preliminary Remarks 186
9.2 Newton: Divided Difference Interpolation 193
9.3 Gregory–Newton Interpolation Formula 198
9.4 Waring, Lagrange: Interpolation Formula 199
9.5 Euler on Interpolation 201
9.6 Cauchy, Jacobi: Waring–Lagrange Interpolation Formula 202
9.7 Newton on Approximate Quadrature 204
9.8 Hermite: Approximate Integration 207
9.9 Chebyshev on Numerical Integration 209
9.10 Exercises 211
9.11 Notes on the Literature 212
10 Series Transformation by Finite Differences 213
10.1 Preliminary Remarks 213
10.2 Newton’s Transformation 219
10.3 Montmort’s Transformation 220
10.4 Euler’s Transformation Formula 222
10.5 Stirling’s Transformation Formulas 225
10.6 Nicole’s Examples of Sums 229
10.7 Stirling Numbers 233
10.8 Lagrange’s Proof of Wilson’s Theorem 241
10.9 Taylor’s Summation by Parts 242
10.10 Exercises 244
10.11 Notes on the Literature 246
11 The Taylor Series 247
11.1 Preliminary Remarks 247
11.2 Gregory’s Discovery of the Taylor Series 256
11.3 Newton: An Iterated Integral as a Single Integral 258
11.4 Bernoulli and Leibniz: A Form of the Taylor Series 259
xii Contents of Volume 1

11.5 Taylor and Euler on the Taylor Series 261

11.6 Lacroix on D’Alembert’s Derivation of the Remainder 262
11.7 Lagrange’s Derivation of the Remainder Term 264
11.8 Laplace’s Derivation of the Remainder Term 266
11.9 Cauchy on Taylor’s Formula and l’Hôpital’s rule 267
11.10 Cauchy: The Intermediate Value Theorem 270
11.11 Exercises 271
11.12 Notes on the Literature 272
12 Integration of Rational Functions 273
12.1 Preliminary Remarks 273
12.2 Newton’s 1666 Basic Integrals 280
12.3 Newton’s Factorization of x n ± 1 282
12.4 Cotes and de Moivre’s Factorizations 284
12.5 Euler: Integration of Rational Functions 286
12.6 Euler’s “Investigatio Valoris Integralis” 293
12.7 Hermite’s Rational Part Algorithm √ 299
12.8 Johann Bernoulli: Integration of ax 2 + bx + c 301
12.9 Exercises 302
12.10 Notes on the Literature 305
13 Difference Equations 306
13.1 Preliminary Remarks 306
13.2 De Moivre on Recurrent Series 308
13.3 Simpson and Waring on Partitioning Series 311
13.4 Stirling’s Method of Ultimate Relations 317
13.5 Daniel Bernoulli on Difference Equations 319
13.6 Lagrange: Nonhomogeneous Equations 322
13.7 Laplace: Nonhomogeneous Equations 325
13.8 Exercises 326
13.9 Notes on the Literature 327
14 Differential Equations 328
14.1 Preliminary Remarks 328
14.2 Leibniz: Equations and Series 338
14.3 Newton on Separation of Variables 340
14.4 Johann Bernoulli’s Solution of a First-Order Equation 341
14.5 Euler on General Linear Equations with Constant Coefficients 343
14.6 Euler: Nonhomogeneous Equations 345
14.7 Lagrange’s Use of the Adjoint 350
14.8 Jakob Bernoulli and Riccati’s Equation 352
14.9 Riccati’s Equation 353
14.10 Singular Solutions 354
14.11 Mukhopadhyay on Monge’s Equation 358
14.12 Exercises 360
14.13 Notes on the Literature 363
 Contents of Volume 1 xiii

15 Series and Products for Elementary Functions 365

15.1 Preliminary Remarks 365
15.2 Euler: Series for Elementary Functions 368
15.3 Euler: Products for Trigonometric Functions 370
15.4 Euler’s Finite Product for sin nx 372
15.5 Cauchy’s Derivation of the Product Formulas 374
15.6 Euler and Niklaus I Bernoulli: Partial Fraction Expansions 378
15.7 Euler: Logarithm 381
15.8 Euler: Dilogarithm 384
15.9 Spence: Two-Variable Dilogarithm Formula 386
15.10 Schellbach: Products to Series 388
15.11 Exercises 392
15.12 Notes on the Literature 395
16 Zeta Values 396
16.1 Preliminary Remarks  396
1
16.2 Euler’s First Evaluation of n2k 
403
 1 2k
16.3 Euler: Bernoulli Numbers and n 404
16.4 Euler’s Evaluation of Some
 1 L-Series Values by Partial Fractions 406
16.5 Euler’s Evaluation of by
n2 
Integration 407
1
16.6 N. Bernoulli’s Evaluation of (2n+1)2
410
16.7 Euler and Goldbach: Double Zeta Values 411
16.8 Secant and Tangent Numbers and ζ (2m) 416
16.9 Landen and Spence: Evaluation of ζ (2k) 420
16.10 Exercises 432
17 The Gamma Function 436
17.1 Preliminary Remarks
 436
17.2 Stirling:  12 by Newton–Bessel Interpolation 444
17.3 Euler’s Integral for the Gamma Function 446
17.4 Euler’s Evaluation of the Beta Integral 449
17.5 Newman and the Product for (x) 455
17.6 Gauss’s Theory of the Gamma Function 459
17.7 Euler: Series to Product 463
17.8 Euler: Products to Continued Fractions 465
17.9 Sylvester: A Difference Equation and Euler’s Continued Fraction 469
17.10 Poisson, Jacobi, and Dirichlet: Beta Integrals 470
17.11 The Volume of an n-Dimensional Ball 473
17.12 The Selberg Integral 476
17.13 Good’s Proof of Dyson’s Conjecture 484
17.14 Bohr, Mollerup, and Artin on the Gamma Function 486
17.15 Kummer’s Fourier Series for ln (x) 489
17.16 Exercises 491
17.17 Notes on the Literature 499
xiv Contents of Volume 1

18 The Asymptotic Series for ln (x) 500

18.1 Preliminary Remarks 500
18.2 De Moivre’s Asymptotic Series 506
18.3 Stirling’s Asymptotic Series 509
18.4 Binet’s Integrals for ln (x) 514
18.5 Cauchy’s Proof of the Asymptotic Character of de Moivre’s Series 517
18.6 Exercises 520
18.7 Notes on the Literature 523
19 Fourier Series 524
19.1 Preliminary Remarks 524
19.2 Euler: Trigonometric Expansion of a Function 531
19.3 Lagrange on the Longitudinal Motion of the Loaded Elastic String 532
19.4 Euler on Fourier Series 536
19.5 Fourier and Linear Equations in Infinitely Many Unknowns 537
19.6 Dirichlet’s Proof of Fourier’s Theorem 543
19.7 Dirichlet: On the Evaluation of Gauss Sums 548
19.8 Schaar: Reciprocity of Gauss Sums 552
19.9 Exercises 554
19.10 Notes on the Literature 555
20 The Euler–Maclaurin Summation Formula 556
20.1 Preliminary Remarks 556
20.2 Euler on the Euler–Maclaurin Formula 563
20.3 Maclaurin’s Derivation of the Euler–Maclaurin Formula 566
20.4 Poisson’s Remainder Term 569
20.5 Jacobi’s Remainder Term 573
20.6 Bernoulli Polynomials 579
20.7 Number Theoretic Properties of Bernoulli Numbers 586
20.8 Exercises 591
20.9 Notes on the Literature 595
21 Operator Calculus and Algebraic Analysis 596
21.1 Preliminary Remarks 596
21.2 Euler’s Solution of a Difference Equation 605
21.3 Lagrange’s Extension of the Euler–Maclaurin Formula 608
21.4 Français’s Method of Solving Differential Equations 614
21.5 Herschel: Calculus of Finite Differences 616
21.6 Murphy’s Theory of Analytical Operations 618
21.7 Duncan Gregory’s Operational Calculus 621
21.8 Boole’s Operational Calculus 624
21.9 Jacobi and the Symbolic Method 628
21.10 Cartier: Gregory’s Proof of Leibniz’s Rule 630
21.11 Hamilton’s Algebra of Complex Numbers and Quaternions 631
21.12 Exercises 636
21.13 Notes on the Literature 638
 Contents of Volume 1 xv

22 Trigonometric Series after 1830 639

22.1 Preliminary Remarks 639
22.2 The Riemann Integral 642
22.3 Smith: Revision of Riemann and Discovery of the Cantor Set 643
22.4 Riemann’s Theorems on Trigonometric Series 645
22.5 The Riemann–Lebesgue Lemma 649
22.6 Schwarz’s Lemma on Generalized Derivatives 649
22.7 Cantor’s Uniqueness Theorem 650
22.8 Exercises 652
22.9 Notes on the Literature 656
23 The Hypergeometric Series 657
23.1 Preliminary Remarks 657
23.2 Euler’s Derivation of the Hypergeometric Equation 666
23.3 Pfaff’s Derivation of the 3 F2 Identity 667
23.4 Gauss’s Contiguous Relations and Summation Formula 669
23.5 Gauss’s Proof of the Convergence of F (a,b,c,x)
for c − a − b > 0 670
23.6 Raabe’s Test for Convergence 672
23.7 Gauss’s Continued Fraction 674
23.8 Gauss: Transformations of Hypergeometric Functions 675
23.9 Kummer’s 1836 Paper on Hypergeometric Series 678
23.10 Jacobi’s Solution by Definite Integrals 679
23.11 Riemann’s Theory of Hypergeometric Functions 681
23.12 Exercises 684
23.13 Notes on the Literature 687
24 Orthogonal Polynomials 688
24.1 Preliminary Remarks 688
24.2 Legendre’s Proof of the Orthogonality of His Polynomials 692
24.3 Gauss on Numerical Integration 693
24.4 Jacobi’s Commentary on Gauss 697
24.5 Murphy and Ivory: The Rodrigues Formula 698
24.6 Liouville’s Proof of the Rodrigues Formula 700
24.7 The Jacobi Polynomials 702
24.8 Stieltjes: Zeros of Jacobi Polynomials 706
24.9 Askey: Discriminant of Jacobi Polynomials 709
24.10 Chebyshev: Discrete Orthogonal Polynomials 712
24.11 Chebyshev and Orthogonal Matrices 716
24.12 Chebyshev’s Discrete Legendre and Jacobi Polynomials 716
24.13 Exercises 718
24.14 Notes on the Literature 720

Bibliography 721
Index 750
 Preface

Sources in the Development of Mathematics: Series and Products from the Fifteenth to
the Twenty-first Century, my book of 2011, was intended for an audience of graduate
students or beyond. However, since much of its mathematics lies at the foundations of
the undergraduate mathematics curriculum, I decided to use portions of my book as the
text for an advanced undergraduate course. I was very pleased to find that my curious
and diligent students, of varied levels of mathematical talent, could understand a good
bit of the material and get insight into mathematics they had already studied as well
as topics with which they were unfamiliar. Of course, the students could profitably
study such topics from good textbooks. But I observed that when they read original
proofs, perhaps with gaps or with slightly opaque arguments, students gained very
valuable insight into the process of mathematical thinking and intuition. Moreover, the
study of the steps, often over long periods of time, by which earlier mathematicians
refined and clarified their arguments revealed to my students the essential points at the
crux of those results, points that may be more difficult to discern in later streamlined
presentations. As they worked to understand the material, my students witnessed the
difficulty and beauty of original mathematical work, and this was a source of great
enjoyment to many of them. I have now thrice taught this course, with extremely
positive student response.
In order for my students to follow the foundational mathematical arguments
in Sources, I was often required to provide additional material, material actually
contained in the original works of the mathematicians being studied. I therefore
decided to expand my book, as a second edition in two volumes, to make it more
accessible to readers, from novices to accomplished mathematicians. This second
edition contains about 250 pages of new material, including more details within the
original proofs, elaborations and further developments of results, and additional results
that may give the reader a better perspective. Furthermore, to give the material greater
focus, I have limited this second edition to the topics of series and products, areas that
today permeate both applied and pure mathematics; the second edition is thus entitled
Series and Products in the Development of Mathematics.

xvii
xviii Preface

The first volume of my work discusses the development of the fundamental though
powerful and essential methods in series and products that do not employ complex
analytic methods or sophisticated machinery such as Fourier transforms. Much of
this material would be accessible, perhaps with guidance, to advanced undergraduate
students. The second volume deals with more recent work and requires considerable
mathematical background. For example, in volume 2, I discuss Weil’s 1949 paper on
solutions of equations in finite fields and de Branges’s conquest of the Bieberbach
conjecture. Each volume contains the same complete bibliography.
The exercises at the end of the chapters present many additional original results and
may be studied simply for the supplementary theorems they contain. The exercises are
accompanied by references to the original works, as an aid to further research. Readers
may attempt to prove the results in the problems and, by use of the references, compare
their own solutions with the originals. Moreover, many of the exercises can be tackled
by methods similar to those given in the text, so that some exercises can be realistically
assigned to a class as homework. I assigned many exercises to my classes, and found
that the students enjoyed and benefited from their efforts to find solutions. Thus, the
exercises may be useful as problems to be solved, and also for the results they present.
Detailed study of original mathematical works provides a point of entry into the
minds of the creators of powerful theories, and thus into the theories themselves.
But tracing the discovery and evolution of mathematical ideas and theorems entails
the examination of many, many papers, letters, notes, and monographs. For example,
in this work I have discussed the work of more than three hundred mathematicians,
including arguments and theorems contained in approximately one hundred works and
letters of Euler alone. Locating, studying, and grasping the interconnections among
such original works and results is a ponderous, complex, and rewarding effort. In this
second edition, I have added numerous footnotes and almost five hundred works to the
bibliography. My hope is that the detailed footnotes and the expanded bibliography,
containing both original works and works of distinguished expositors and historians
of mathematics, may encourage and facilitate the efforts of those who wish to search
out and study the original sources of our inherited mathematical wealth.
I first wish to thank my wife, who typeset and edited this work, made innumerable
corrections and refinements to the text, and devotedly assisted me with translations and
locating references. I am also very grateful to NFN Kalyan for his encouragement and
for creating the eloquent artwork for the cover of these volumes. I greatly appreciate
Maitreyi Lagunas’s unflagging support and interest. I thank Bruce Atwood who
cheerfully constructed the nice diagrams contained in this work, and Paul Campbell
who generously provided expert technical support and advice. I am grateful to
my student Shambhavi Upadhyaya, who has an unusual ability to proofread very
accurately, for spending so much time giving useful suggestions for improvement.
I am indebted to my students whose questions and enthusiasm helped me refine this
second edition. I also thank the very capable librarians at Beloit College, especially
Chris Nelson and Cindy Cooley. Finally, I wish to acknowledge the inspiration
provided me by my friend, the late Dick Askey.
 25

q-Series

25.1 Preliminary Remarks

The theory of q-series in modern mathematics plays a significant role in partition
theory and modular functions as well as in some aspects of Lie algebras and statistical
mechanics. This subject began quietly, however, with two combinatorial problems
posed in a September 1740 letter from Phillipe Naudé (1684–1747) to Euler. Naudé
was a mathematician of French origin working in Berlin. In general, his question was
how to find the number of ways in which a given number could be expressed as the sum
of a fixed number, first of distinct integers and then without the requirement that the
integers in the sum be distinct. For example, in how many ways can 50 be expressed
as a sum of 7 distinct/not necessarily distinct integers?1
As an example of both these problems, 7 can be expressed as a sum of three distinct
integers in one way, 1 + 2 + 4; whereas it can be expressed as a sum of three integers
in four ways: 1 + 1 + 5, 1 + 2 + 4, 1 + 3 + 3, 2 + 2 + 3. Euler received Naudé’s
letter in St. Petersburg, just before he moved to Berlin. Within two weeks, in a reply to
Naudé, Euler outlined a solution and soon after that he presented his complete solution
to the Petersburg Academy.2 In 1748, he devoted a whole chapter to this topic in his
Introductio in Analysin Infinitorum.3 The essential idea in Euler’s solution was that
the coefficient of q k x m in the series expansion of the infinite product

f (q,x) = (1 + qx)(1 + q 2 x)(1 + q 3 x) · · · (25.1)

gave the number of ways of writing k as a sum of m distinct positive integers. Euler
used the functional relation

f (q,x) = (1 + qx)f (q,qx) (25.2)

1 See Eu. 1-2 pp. 163–193, especially § 19, E 158 § 19 and Weil (1983) pp. 276–277.
2 Eu. 1-2 pp. 163–193, E 158.
3 Euler (1988) chapter 16, especially pp. 256–270.

1
Other documents randomly have
different content
 "Why! Because will not the fact that I held a position which
belonged to him, and was the heir to all his money--of which I never
thought till this moment--give the world cause for suspecting----?"

"What?"

"That I am his murderer."

"Nonsense! I suppose you could prove where you were at the

time of his death?"

"No, I could not. I entered the hotel at two, but there was not a
creature in the house awake. I could hear the porter's snores on the
floor above, and there is not a living soul to prove whether I was in
at three or not."

"Nor whether you were out! If they were all asleep, what
evidence could they give on either side?"

"Even though there should be no evidence, how could I go

through life with the knowledge that every one regarded me as his
unproved murderer?"

"You look at the matter too seriously. To begin with, after that
letter he wrote you, he would very likely destroy all proofs of his
identity----"

"He had no chance. He was murdered, in all probability--indeed

must have been--a quarter of an hour after he posted it in Pall Mall."

"He might have destroyed them before--when he made up his

mind to write the letter."

"Certainly, he might have done so. But I am not going to depend

upon his having destroyed them. This secret must be told by me,
and I am going to Belmont to-day to tell it to Ida."
 "You must be mad, I think!" Smerdon said, speaking almost
angrily to him. "This secret, which only came to light a week ago, is
now buried for ever, and, since he is dead, can never be brought up
again. For what earthly reason should you tell Miss Raughton
anything about it?"

"Because she ought to know," the other answered weakly. "It is

only right that she should know."

"That you were not Lord Penlyn when you became engaged to
her, but that you are now. And that Cundall being your brother, you
must mourn him as a brother, and consequently your marriage must
be postponed for at least a year. Is that what you mean?"

Lord Penlyn started. This had never entered into his head, and
was certainly not what he would have meant or desired. Postponed
for a year! when he was dying to make her his wife, when the very
thought that his brother might step in and interrupt his marriage had
been the cause of his brutality of speech to him. It had not been the
impending loss of lands and position that had made him speak as he
had done, he had told himself many times of late; it had been the
fear of losing his beloved Ida. And, now that there was nothing to
stand between them, he was himself about to place an obstacle in
the way, an obstacle that should endure for at least a year. Smerdon
was right, his quick mind had grasped what he would never have
thought of--quite right! he would do well to say nothing about his
relationship to the dead man. It is remarkable how easily we agree
with those who show us the way to further our own ends!

"I never thought of that," he said, "and I could not bear it. After
all," he went on weakly, "you are right! I do not see any necessity to
say anything about it, and he himself forbade me to do so."

"There is only one thing, though," Smerdon said, "which is that, if

you do not proclaim yourself his brother, I cannot see how you are
to become possessed of his money."
 "Don't think about it--I will never become possessed of it. It may
go to any one but me, to some distant relative, if any can be found,
or to the Crown, or whatever it is that takes a man's money when he
is without kinsmen; but never to me. He was right when he said that
I had been Jacob to his Esau all my life, but I will take no more from
him, even though he is dead."

"Quixotic and ridiculous ideas!" Smerdon said. "In fact you and he
had remarkably similar traits of character. Extremely quixotic, unless
you have some strong reason for not claiming his millions. For
instance, if you had really murdered him I could understand such a
determination! But I suppose you did not do that!"

Lord Penlyn looked up and saw his friend's eyes fixed on him,
with almost an air of mockery in them. Then he said:

"I want you to understand one thing, Philip. There must be no

banter nor joking on this subject. Even though I must hold my peace
for ever, I still regard it as an awful calamity that has fallen upon me.
If I could do so, I would set every detective in London to work to try
and find the man who killed him; indeed, if it were not for Ida's
sake, I should proclaim myself his brother to-morrow."

"But for Ida's sake you will not do so?"

"For Ida's sake, and for the reason that I do not wish his money, I
shall not; and more especially for the reason that you have shown
me our marriage would be postponed if I did so. But never make
such a remark again to me. You know me well enough to know that
I am not of the stuff that murderers and fratricides are made of."

"I beg your pardon," Philip said; "of course I did not speak in
earnest."

"On this subject we will, if you please, speak in nothing else but
earnest. And, if you will help me with your advice, I shall be glad to
have it."
 "Let us go over the ground then," his friend said, "and consider
carefully what you have to do. In the first place you have to look at
the matter from two different points of view. One point is that you
lose all claim to his money--yes, yes, I know," as Lord Penlyn made
a gesture of contempt at the mention of the money--"all claim by
keeping your secret. It is better, however, that you should so keep it.
But, on the other hand, there is, of course, the chance--a remote
one, a thousand to one chance, but still a chance--that he may have
left some paper behind him which would prove your relationship to
each other. In that case you would, of course, have no alternative
but to acknowledge that you were brothers."

"And what would the world think of me then?"

"That you had simply done as he bade you, and kept the secret."

"It would think that I murdered him. It would be natural that the
world should think so. He stood between me and everything, except
Ida's love, and people might imagine that he possessed that too.
And his murder, coming so soon after he disclosed himself to me,
would make appearances against me doubly black."

"Who is to know when he disclosed himself to you? For aught the

world knows, you might have been aware of your relationship for
years."

"Then I was living a lie for years!"

"Do not wind round the subject so! And remember that, in very
fact, you have done no harm. A week ago you did not know this
secret."

"Well," Penlyn said, springing up from his chair, "things must take
their course. If it comes out it must; if not, I shall never breathe a
word to any one. Fate has cursed me with this trouble, I must bear it
as best I can. The only thing I wish is that I had never gone to that
hotel. That would also tell against me if anything was known."
 "It was a pity, but it can't be helped. Now, go to Belmont, but be
careful to hold your tongue."

Lord Penlyn did go to Belmont, having previously sent a telegram

saying he was coming, and he travelled down in one of the special
trains that was conveying a contingent of fashionable racing people
to the second day at Ascot. But their joyousness, and the interest
that they all took in the one absorbing subject, "What would win the
Cup?" only made him feel doubly miserable. Why, he pondered,
should these persons be so happy, when he was so wretched? And
then, when they were tired of discussing the racing, they turned to
the other great subject that was now agitating people's minds, the
murder in St. James's Park. He listened with interest to all they had
to say on that matter, and he found that, whatever the different
opinions of the travellers in the carriage might be as to who the
murderer was, they were all agreed as to the fact that it was no
common murder committed for robbery, but one done for some
more powerful reason.

"He stood in some one's light," one gentleman said, whom, from
his appearance, Lord Penlyn took to be a barrister, "and that person
has either removed him from this earth, or caused him to be
removed. I should not like to be his heir, for on that man suspicion
will undoubtedly fall, unless he can prove very clearly that he was
miles away from London on Monday night."

Penlyn started as he heard these words. His heir! Then it would

be on him that suspicion would fall if it was ever known that he was
the heir; and, as he thought that, among his brother's papers, there
might be something to prove that he was in such a position, a cold
sweat broke out upon his forehead. How could he prove himself
"miles away from London" on that night? Even the sleepy porter
could not say at what time he returned to the hotel! Nothing, he
reflected, could save him, if there was any document among the
papers (that Stuart was probably ransacking by now) that would
prove that he and Cundall were brothers.
 He thought that, after all, it would be better he should tell Ida,
and he made up his mind by the time he had arrived at the nearest
station to Belmont, that he would do so. It would be far better that
the information, startling as it might be, should come from him than
from any other source. And while he was being driven swiftly over to
Sir Paul's villa, he again told himself that it would be the best thing
to do. Only, when he got to Belmont, he found his strength of mind
begin to waver. The news of Cundall's dreadful death had had the
effect of entirely breaking up the baronet's Ascot party. Every one
there knew on what friendly terms the dead man had been both
with father and daughter, and had been witness to the distress that
both had felt at hearing the fatal tidings--Ida, indeed, had retired to
her room, which she kept altogether; and consequently all the
guests, with the exception of Miss Norris, had taken their departure.
That young lady, whose heart was an extremely kind one, had
announced that nothing should induce her to leave her dear friend
until she had entirely recovered from the shock, and she had
willingly abandoned the wearing of her pretty new frocks and had
donned those more suited to a house of mourning; and she resigned
herself to seeing no more racing, and to the loss of Mr. Fulke's
agreeable conversation, and had devoted herself to administering to
Ida. But, as Mr. Fulke and young Montagu had betaken themselves
to an hotel not far off and had promised that they would look round
before quitting the neighbourhood, she probably derived some
consolation from knowing that she would see the former again.

"This is a dreadful affair, Penlyn!" the baronet said, when he

received his future son-in-law in the pretty morning-room that Ida's
own taste had decorated. "The shock has been bad enough to me,
who looked upon Cundall as a dear friend, but it has perfectly
crushed my poor girl. You know how much she liked him."

"Yes, I know," Penlyn answered, finding any reply difficult.

"Has she told you anything of what passed between them

recently?" Sir Paul asked.
 "No," Penlyn said, "nothing." But the question told him that Ida
had informed her father of the dead man's proposal to her.

"She will tell you, perhaps, when you see her. She intends coming
down to you shortly." Then changing the subject, Sir Paul said: "She
tells me you met the poor fellow at Lady Chesterton's ball. I suppose
you did not see him after that, until--before his death?"

Lord Penlyn hesitated. He did not know what answer to give, for,
though he had no desire to tell an untruth, how could he tell his
questioner of the dreadful scenes that had occurred between them
after that meeting at the ball?

Then he said, weakly: "Yes; I did see him again, at 'Black's.'"

"At 'Black's!'" Sir Paul exclaimed. "I did not know he was a
member."

"Nor was he. Only, one night--Friday night--he was passing and I
was there, and he dropped in."

"Oh!" Sir Paul said, "I thought you were the merest
acquaintances."

And then he went on to discuss the murder, and to ask if anything

further was known than what had appeared in the papers? And
Penlyn told him that he knew of nothing further.

"I cannot understand the object of it," the baronet said. He had
had but little opportunity of talking over the miserable end that had
befallen his dead friend, and he was not averse now to discuss it
with one who had also known him.

"I cannot understand," he went on, "how any creature, however

destitute or vile, would have murdered him for his watch and the
money he might chance to have about him. There must have been
some powerful motive for the crime--some hidden enemy in the
background of whom no one--perhaps, not even he himself--ever
knew. I wonder who will inherit his enormous wealth?"

"Why?" Penlyn asked, and as he did so it seemed as though, once

again, his heart would stop beating.

"Because I should think that that man would be in a difficult

position--unless he can prove his utter absence from London at the
time."

To Penlyn it appeared that everything pointed in men's minds to

the same conclusion, that the heir of Walter Cundall was the guilty
man. Every one was of the same opinion, Sir Paul, and the man
going to Ascot who seemed like a lawyer; and, as he remembered,
he had himself said the same thing to Smerdon. "What would the
world think of him," he had asked, "if it should come to know that
they were brothers, and that, being brothers, he was the inheritor of
that vast fortune?" Yes, all thought alike, even to himself.

As these reflections passed through his mind it occurred to him

that, after all, it would not be well for him to disclose to Ida the fact
that he and Cundall were brothers--would she not know then that he
was the heir, and might she not also then look upon him as the
murderer? If that idea should ever come to her mind, she was lost to
him for ever. No! Philip Smerdon was right; she must never learn of
the fatal relationship between them.

"By-the-way," Sir Paul said, after a pause, "what on earth ever

made you go to that hotel in town? Occleve House is comfortable
enough, surely!"

Again Penlyn had to hesitate before answering, and again he had

to equivocate. He had gone out of the house--that he thought was
no longer his--with rage in his heart against the man who had come
forward, as he supposed, to deprive him of everything he possessed;
and never meaning to return to it, but to openly give to those whom
it concerned his reasons for not doing so. But Cundall's murder had
opened the way for him to return; the letter written on the night of
his death had bidden Penlyn be everything he had hitherto been;
and so he had gone back, with as honest a desire in his heart to
obey his brother's behest as to reinstate himself.

But those two or three days at the hotel had surprised everybody,
even to his valet and the house servants; and now Sir Paul was also
asking for an explanation. What a web of falsehood and deceit he
was weaving around him!

"There were some slight repairs to be done," he said, "and some

alterations afterwards, so I had to go out."

"Then I wonder you did not come down here. The business you
had to do might have been postponed."

He could make no answer to this, and it came as a relief to him

when a servant announced that Miss Raughton would see him in the
drawing-room. Only, he reflected as he went to her, if she, too,
should question him as her father had done, he must go mad!

CHAPTER X.

When he saw the girl he loved so much rise wan and pale from
the couch on which she had been seated waiting for his coming, his
heart sank within him. How she must have suffered! he thought.
What an awful blow Cundall's death must have been to her to make
her look as she looked now, as she rose and stood before him!
 "My darling Ida," he said, as he went towards her and took her in
his arms and kissed her, "how ill and sad you look!"

She yielded to his embrace and returned his kiss, but it seemed to
him as if her lips were cold and lifeless.

"Oh, Gervase!" she said, as she sank back to the couch wearily,
"oh, Gervase! you do not know the horror that is upon me. And it is
a double horror because at the time of his death, I knew of it."

"What!" he said, springing to his feet from the chair he had taken
beside her. "What!"

"I saw it all," she said, looking at him with large distended eyes,
eyes made doubly large by the hollows round them. "I saw it all,
only----"

"Only what, Ida?"

"Only it was in a dream! A dream that I had, almost at the very

hour he was treacherously stabbed to death."

As she spoke she leant forward a little towards him, with her eyes
still distended; leant forward gazing into his face; and as she did so
he felt the blood curdling in his veins!

"This," he said, trying to speak calmly, "is madness, a frenzy

begotten of your state of mind at hearing----"

"It is no frenzy, no madness," she said, speaking in a strange,

monotonous tone, and still with the intent gaze in her hazel eyes.
"No, it is the fact. On that night--that night of death--he stood
before me once again and bade me farewell for ever in this world,
and then I saw--oh, my God!--his murderer spring upon him, and----
"
 "And that murderer was?" her lover interrupted, quivering with
excitement.

"Unhappily, I do not know--not yet, at least, but I shall do so

some day." She had risen now, and was standing before him pale
and erect. The long white peignoir that she wore clung to her
delicate, supple figure, making her look unusually tall; and she
appeared to her lover like some ancient classic figure vowing
vengeance on the guilty. As she stood thus, with a fixed look of
certainty on her face, and prophesied that some day she should
know the man who had done this deed, she might have been
Cassandra come back to the world again.

"His face was shrouded," she went on, "as all murderers shroud
their faces, I think; but his form I knew. I am thinking--I have
thought and thought for hours by day and night--where I have seen
that form before. And in some unexpected moment remembrance
will come to me."

"Even though it does, I am afraid the remembrance will hardly

bring the murderer to justice," Penlyn said. "A man can scarcely be
convicted of a reality by a dream."

"No," she answered, "he cannot, I suppose. But it will tell me who
that man is, and then----and then----"

"And then?" Penlyn interrupted.

"And then, if I can compass it, his life shall be subjected to such
inspection, his every action of the past examined, every action of the
present watched, that at last he shall stand discovered before the
world!" She paused a moment, and again she looked fixedly at him,
and then she said: "You are my future husband; do you know what I
require of you before I become your wife?"

"Love and fidelity, Ida, is it not? And have you not that?"
 "Yes," she answered, "but that fidelity must be tried by a strong
test. You must go hand in hand with me in my search for his
murderer, you must never falter in your determination to find him.
Will you do this out of your love for me?"

"I will do it," Penlyn answered, "out of my love for you."

She held out her hand--cold as marble--to him, and he took it and
kissed it. But as he did so, he muttered to himself: "If she could only
know; if she could only know."

Again the impulse was on his lips to tell her of the strange
relationship there was between him and the dead man, and again he
let the impulse go. In the excitement of her mind would she not
instantly conclude that he was the slayer of his dead brother, of the
man who had suddenly come between him and everything he prized
in the world? And, to support him in his weakness, was there not the
letter of that dead brother enjoining secrecy? So he held his peace!

"I will do it," he said, "out of my love for you; but, forgive me, are
you not taking an unusual interest in him, sad as his death was?"

"No," she answered. "No. He loved me; I was the only woman in
the world he loved--he told me so on the first night he returned to
England. Only I had no love to give him in return; it was given to
you. But I liked and respected him, and, since he came to me in my
dream on that night of his death, it seems that on me should fall the
task of finding the man who killed him."

"But what can you do, my poor Ida; you a delicately-nurtured girl,
unused to anything but comfort and ease? How can you find out the
man who killed him?"

"Only in one way, through you and by your help. I look to you to
leave no stone unturned in your endeavours to find that man, to
make yourself acquainted with Mr. Cundall's past life, to find out who
his enemies, who his friends were; to discover some clue that shall
point at last to the murderer."

"Yes," he said, in a dull, heavy voice. "Yes. That is what I must

do."

"And when," she asked, "when will you begin? For God's sake lose
no time; every hour that goes by may help that man to escape."

"I will lose no time," he answered almost methodically, and

speaking in a dazed, uncertain way. Had it not been for her own
excitement, she must have noticed with what little enthusiasm he
agreed to her behest.

This behest had indeed staggered him! She had bidden him do
the very thing of all others that he would least wish done, bidden
him throw a light upon the past of the dead man, and find out all his
enemies and friends. She had told him to do this, while there, in his
own heart, was the knowledge of the long-kept secret that the dead
man was his brother--the secret that the dead man had enjoined on
him never to divulge. What was he to do? he asked himself. Which
should he obey, the orders of his murdered brother, or the orders of
his future wife? And Philip, too, had told him on no account to say
anything of the story that had lately been revealed. Then, suddenly,
he again determined that he would say nothing to her. It was a task
beyond his power to appear to endeavour to track the murderer, or
to give any orders on the subject; for since he must kelp the secret
of their brotherhood, what right had he to show any interest in the
finding of the murderer? Silence would, in every way, be best.

He rose after these reflections and told her that he was going
back to London. And she also rose, and said:

"Yes, yes; go back at once! Lose no time, not a moment.

Remember, you have promised. You will keep your promise, I know."
 He kissed her, and muttered something that she took for words of
assent, and prepared to leave her.

"You will feel better soon, dearest, and happier, I hope. This
shock will pass away in time."

"It will pass away," she answered, "when you bring me news that
the murderer is discovered, or that you have found out some clue to
him. It will begin to pass away when I hear that you have found out
what enemies he had."

"It is not known that he ever had any enemies," Penlyn said, as
he stood holding her cold hand in his. "He was not a man to make
enemies, I should think."

"He must have had some," she said, "or one at least--the one
who slew him." She paused, and gazed out of the open window by
which they were standing, gazed out for some moments; and he
wondered what she was thinking of now in connection with him.
Then she turned to him again and said:

"Do you think you could find out if he had any relatives?" and he
could not repress a slight start as she asked him this, though she did
not perceive it. "I never heard him say that he had any, but he may
have had. I should like to know."

"Why, Ida?"

"Because--because--oh, I do not know!--my brain is in a whirl.

But--if--if you should find out that he had any relations, then I
should like to know."

And again he asked: "Why, Ida?"

"I would stand face to face with them, if they were men," she
answered, speaking in a low tone of voice that almost appalled him,
"and look carefully at them to see if they, or one of those relations,
bore any resemblance to the shrouded figure that sprang upon him
in my dream."

"If there are any such they will, perhaps, be heard of," he said;
but as he spoke he prayed inwardly that she might never know of
his relationship to Cundall. If she ever learnt that, would she not
look to see if he bore any resemblance to that dark figure of her
dream? He was committed to silence--to silence not without shame,
alas!--for ever now, and he shuddered as he acknowledged this to
himself. Once more he bade her farewell, promising to come back
soon, and then he left her.

"She looks dreadfully ill and overcome by this sad calamity," he

said to Sir Paul before he also parted with him. "I hope she will not
let it weigh too much upon her mind."

"She cannot help it doing so, poor girl," the baronet said. "Of
course she told you that Cundall proposed to her on the night of his
return, not knowing that she had become engaged to you."

"She told me that he loved her, and that she learnt of his love on
that night for the first time," Penlyn answered.

"Yes, that was the case," Sir Paul said. "It was at Lady
Chesterton's ball that he proposed to her."

They talked for some little time further on the desire she had
expressed to see the murderer brought to justice, and Penlyn said
he feared she was exciting herself too much over the idea.

"Yes, I am afraid so," Sir Paul said; "yet, I suppose, the wish is
natural. She looks upon herself as, in some way, the person to
whom his death was first made known, and seems to think it is her
duty to try and aid in the discovery of the man who killed him. Of
course, it is impossible; and she can do nothing, though she has
begged me to try everything in my power to assist in finding his
assassin. I would do so willingly, for I admired Cundall's character
very much; but there is also nothing I could do that the police
cannot do better."

"Of course not, but still her wish is natural," Penlyn said, and then
he said "Good-bye" to Sir Paul also, and went back to London.

As he sat in the train on the return journey, he wondered what

fresh trouble and sorrow there could possibly be in store for him
over the miserable events of the past week, and he also wondered if
he ever again would know peace upon this earth! It was impossible
to help looking back to a short month ago, to the time before that
discovery had been made at the inn at Le Vocq, and to remembering
how happy he had been then, how everything in this world had
seemed to smile upon him. He had been happy in his love for Ida,
happy in the position he held in the eyes of men, happy without any
alloy to his happiness. And then, from the moment when he had
found that there was another son of his father in the world, how all
the brightness of his life had changed! First had come the
knowledge of that brother alive somewhere, whom, thinking he was
poor and outcast, he had pitied; then the revelation that that
brother, far from being the abject creature he imagined, was in
actual fact the rightful owner of the position he usurped; and then
the horror and the misery of the cruelly barbarous death that
brother had been put to, directly after revealing himself in his true
light. And, as horrible almost as all else were, the lies, and the
secrecy, and the duplicities with which he had environed himself, in
the hopes of shielding everything from the eyes of the world. Lies,
and secrecies, and duplicities practised by him, who had once
regarded truth and openness as the first attributes of a man!

And there was one other thing that struck deeply to his heart; the
bitter wickedness of a man, with such nobility of nature as his
brother had shown, being cruelly stabbed to death. His life had been
one long abnegation of what should have been his, a resignation of
the honour of his birthright, so that he, who had taken his place,
should never be cast out of it; an abnegation that had been crowned
by an almost sublime act, the act of forcing himself to witness the
happiness of the one, who had taken so much from him, with the
woman he had long loved. For, that he had determined to resign all
hopes of her, there was, after the letter he had written, no doubt.
And, as he thought of all the unselfishness of that brother's nature,
and of his awful death, the tears flowed to his eyes, and, being
alone, he buried his head in his hands and wept as he had wept
once before. "If I could call him back again," he said to himself, "if I
could once more see him stand before me alive and well, I would
cheerfully go out a beggar into the world. But it cannot be, and I
must bear the lot that has fallen on me as best I can."

He reached his house early in the evening, and the footman

handed him a letter that had been left by a messenger but a short
time before. It ran as follows.

"Grosvenor Place, June 12th, 188-

"My Lord,
"In searching through the papers of my late employer, Mr. Walter
Cundall, I have come across a will made by him three years ago. By
it, the whole of his fortune and estates are left to you, your names
and title being carefully described. I have placed the will in the
hands of Mr. Fordyce, Mr. Cundall's solicitor, from whom you will
doubtless hear shortly.

"Your obedient Servant,

"A. Stuart.
"The Rt. Hon. Viscount Penlyn."
 That was all; without one word of explanation or of surprise at
the manner in which Walter Cundall's vast wealth had been
bequeathed.

Lord Penlyn crushed the letter in his hand when he had read it,
and, as he threw himself into a chair, he moaned, "Everything must
be known, everything discovered; there is no help for it! What will
Ida think of me now? Why did I not tell her to-day? Why did I not
tell her?"

CHAPTER XI.

That night he did not go to bed at all, but paced his room or sat
buried in his deep chair, wondering what the morrow would bring
forth and how he should best meet the questions that would be put
to him. Smerdon was gone again to Occleve Chase, so he could take
no counsel from him; and, in a way, he was almost glad that he had
gone, for he did not know that he should be inclined now to follow
any advice his friend might give him. He thought he knew what that
advice would be--that he should pretend utter ignorance as to the
reasons Cundall might have had for making him the inheritor of all
his vast wealth, and on no account to acknowledge the brotherhood
between them. But he told himself that, even had Smerdon been
there to give such advice, it would not have been acceptable; that
he would not have followed it.
 As hour after hour went by and the night became far advanced,
the young man made up his mind determinately that, henceforth, all
subterfuge and secrecy should be abandoned, that there should be
no more holding back of the truth, and that, when he was asked if
he could give any reason why he should have been made the heir to
the stupendous fortune of a man who was almost a stranger to him,
he would boldly announce that it had been so left to him because he
and Cundall were the sons of one father.

"The world," he said sadly to himself, "may look upon me as the

man who killed him in the Park, and will look upon me as having for
years occupied a false position; but it must do so if it chooses. I
cannot go on living this life of deception any longer. No! Not even
though Ida herself should cast me off." But he thought that though
he might bear the world's condemnation, he did not know how he
would sustain the loss of her love. Still, the truth should be told even
though he should lose her by so telling it; even though the whole
world should point to him as a fratricide!

He had wavered for many days now as to what course he should

take, had had impulses to speak out and acknowledge the secret of
his and his brother's life, had been swayed by Smerdon's arguments
and by the letter he had received at the hotel, but now there was to
be no more wavering; all was to be told. And, if there was any one
who had the right to ask why he had not spoken earlier, that very
letter would be sufficient justification of his silence. It was about
midday that, as he was seated in his study writing a long letter to
Smerdon explaining exactly what he had now taken the
determination of doing, the footman entered with two cards on
which were the names of "Mr. Fordyce, Paper Buildings," and "Mr. A.
Stuart."

"The gentlemen wish to know if your lordship can receive them?"

the man asked.
 "Yes," Penlyn answered, "I have been expecting a visit from them.
Show them in."

They came in together, Mr. Fordyce introducing himself as the

solicitor of the late Mr. Cundall, and Mr. Stuart bowing gravely. Then
Lord Penlyn motioned to them both to be seated.

"I received your letter last night," he said to the secretary, "and,
although I may tell you at once that there were, perhaps, reasons
why Mr. Cundall should have left me his property, I was still
considerably astonished at hearing he had done so."

"Reasons, my lord!" Mr. Fordyce said, looking up from a bundle of

papers which he had taken from his pocket and was beginning to
untie. "Reasons! What reasons, may I ask?"

The lawyer, who from his accent was evidently a Scotch-man, was
an elderly man, with a hard, unsympathetic face, and it became
instantly apparent to Penlyn that, with this man, there must not be
the slightest hesitation on his part in anything he said, nor must
anything but the plainest truth be spoken. Well! that was what he
had made up his mind should be done, and he was glad as he
watched Mr. Fordyce's face that he had so decided.

"The reason," he answered, looking straight at both of them, "is

that he and I were brothers."

"Brothers!" they both exclaimed together, while Stuart fixed his

eyes upon him with an incredulous look, though in it there was
something else besides incredulity, a look of suspicion and dislike.

"This is a strange story, Lord Penlyn," the lawyer said after a

moment.

"Yes," the other answered. "And you will perhaps think it still
more strange when I tell you that I myself did not know of it until a
week ago."
 "Not until a week ago!" Stuart said. "Then you could have learnt
of your relationship only two or three days before he was
murdered?"

"That is the case," Penlyn said.

"I think, Lord Penlyn," Mr. Fordyce said, "that, as the late Mr.
Cundall's solicitor, and the person who will, by his will, have a great
deal to do with the administration of his fortune, you should give me
some particulars as to the relationship that you say he and you
stood in to one another."

"If Lord Penlyn intends to do so, and wishes it, I will leave the
house," Stuart said, still speaking in a cold, unsympathetic voice.

"By no means," Penlyn said. "It will be best that you both should
hear all that I know."

Then he told them, very faithfully, everything that had passed

between him and Walter Cundall, from the night on which he had
come to Black's Club, and they had had their first interview in the
Park, down to the letter that had been written on the night of the
murder. Nor did he omit to tell them it was only a month previous to
Cundall's disclosing himself, that he and Philip Smerdon had made
the strange discovery at Le Vocq that his father, to all appearances,
had had a previous wife, and had, also, to all appearances, left an
elder son behind him. Only, he said, it had seemed a certainty to him
and his friend that the lady was not actually his wife, and that the
child was not his lawful son. If there was anything he did not think it
necessary to tell them it was the violence of his behaviour to Cundall
at the interview they had had in that very room, and the curse he
had hurled after him when he was gone, and the wish that "he was
dead." That curse and that wish, which had been fulfilled so terribly
soon after their expression, had weighed heavily on his heart ever
since the night of the murder; he could not repeat it now to these
men.
 "It is the strangest story I ever heard," Mr. Fordyce said. "The
very strangest! And, as we have found no certificates of either his
mother's marriage or his own birth, we must conclude that he
destroyed them. But the letter that you have shown us, which he
wrote to you, is sufficient proof of your relationship. Though, of
course, as he has named you fully and perfectly in the will there
would be no need of any proof of your relationship."

"The man," Stuart said quietly, "who murdered him, also stole his
watch and pocket-book, probably with the idea of making it look like
a common murder for robbery. The certificates were perhaps in that
pocket-book!"

"Do you not think it was a common murder for robbery?" Lord
Penlyn asked him.

"No, I do not," Stuart answered, looking him straight in the face.

"There was a reason for it!

"What reason?"

"That, the murderer knows best."

It was impossible for Penlyn to disguise from himself the fact that
this young man had formed the opinion in his mind that he was the
murderer. His manner, his utter tone of contempt when speaking to
him, were all enough to show in what light he stood in Stuart's eyes.

"I understand you," he said quietly.

Stuart took no notice of the remark, but he turned to Mr. Fordyce

and said: "Did it not seem strange to you that Lord Penlyn should
have been made the heir, when you drew the will?"

"I did not draw it," Mr. Fordyce said, "or I should in all probability
have made some inquiries--though, as a matter of fact, it was no
business of mine to whom he left his money. As I see there is one
Spanish name as a witness, it was probably drawn by an English
lawyer in Honduras, and executed there."

"Since it appears that I am his heir," Lord Penlyn said, "I should
wish to see the will. Have you it with you?"

"Yes," Mr. Fordyce said, producing the will from his bundle of
papers, and handing it to him, "it is here."

The young man took it from the lawyer, and spreading it out
before him, read it carefully. The perusal did not take long, for it was
of the shortest possible description, simply stating that the whole of
everything he possessed was given and bequeathed by him to
"Gervase, Courteney, St. John, Occleve, Viscount Penlyn, in the
Peerage of Great Britain, of Occleve House, London, and Occleve
Chase, Westshire." With the exception that the bequest was
enveloped in the usual phraseology of lawyers, it might have been
drawn up by his brother's own hand, so clear and simple was it. And
it was perfectly regular, both in the signature of the testator and the
witnesses.

The two men watched him as he bent over the will and read it,
the lawyer looking at him from under his thick, bushy eyebrows, and
Mr. Stuart with a fixed glance that he never took off his face; and as
they so watched him they noticed that his eyes were filled with tears
he could not repress. He passed his hand across them once to wipe
the tears away, but they came again; and, when he folded up the
document and gave it back to Mr. Fordyce, they were welling over
from his eyelids.

"I saw him but once after I knew he was my brother," he said;
"and I had very little acquaintance with him before then; but now
that I have learnt how whole-souled and unselfish he was, and how
he resigned everything that was dear to him for my sake, I cannot
but lament his sad life and dreadful end. You must forgive my
weakness."