Average of Sigma(n)/n

Hardy and Wright's "Introduction to the Theory of Numbers" gives 
a simple demonstration that the average "order" of sigma(n)/n is 
equal to zeta(2) (the sum of the inverse squares) based a count 
of the lattice points in a plane region, but there are some other 
interesting approaches to this problem.  For example, by the Taylor 
series expansion of the natural log function, we have

                   / x    x^2   x^3   x^4       \
       ln(1-x) = -( --- + --- + --- + --- + ...  )            (1)
                   \ 1     2     3     4        /

for all |x| less than 1.  Now, if we consider the sum of the 
natural logs of 1-x, 1-x^2, 1-x^3, and so on, we have

    oo                  x    x^2   x^3   x^4   x^5   x^6
 -SUM  ln(1 - x^n)  =  --- + --- + --- + --- + --- + --- + ...
   n=1                  1     2     3     4     5     6


                       x^2   x^4   x^6   x^8   x^10   x^12
                     + --- + --- + --- + --- + ---- + ---- + ...
                        1     2     3     4     5      6


                       x^3   x^6   x^9   x^12   x^15   x^18
                     + --- + --- + --- + ---- + ---- + ---- + ...
                        1     2     3     4      5      6


                       x^4   x^8   x^12   x^16   x^20   x^24
                     + --- + --- + ---- + ---- + ---- + ---- + ...
                        1     2     3      4      5      6


                     +  etc...

Combining terms by powers of x gives the nice identity

             oo                     oo  sigma(n)
         - SUM  ln(1 - x^n)   =   SUM   -------- x^n             (2)
            n=1                    n=1      n

If we divide both sides of this relation by the geometric series, i.e., 
the sum of x^n for n=1 to oo, we have

                                  oo  sigma(n)
                                SUM   -------- x^n
     1-x   oo                    n=1      n
   - --- SUM  ln(1 - x^n)   =   ------------------              (3)
      x   n=1                         oo
                                    SUM   x^n
                                     n=1

Notice that the right side of this equation a geometrically weighted 
average of all the values of sigma(n)/n from n=1 to infinity.  Also,
as x approaches 1, this approaches the EVENLY weighted average out to
arbitrarily large n.  This suggests that it would be interesting to
evaluate the limit of the left side as x goes to 1.  This turns out 
to be sort of a delicate operation, because if the summation on the 
left side of (3) is evaluated for n=1 to N for any fixed N, the overall 
quantity on on the left side goes to zero as x goes to 1.  However, for 
any fixed x less than 1, the quantity converges on a non-zero value as 
N goes to infinity, and these limiting values converge on a certain 
value as x goes to 1.

Anyway, by making x sufficiently close to 1 we can make the ratios of 
successive terms in the left-hand summation arbitrarily close to 1, 
so the summation can be approached by the integral in the limit as
x goes to 1.  In other words
                                    oo
               oo                   /
    lim      SUM  ln(1 - x^n)   =   | ln(1 - x^n) dn             (4)
    x->1      n=1                   /
                                   n=1

To evaluate the integral, let's make the substitution q = x^n, where
q goes from x to 0 as n goes from 1 to infinity.  Noting that q can be 
written as exp(nln(x)) we have

          dq
          --  =  exp(n ln(x)) ln(x)  =  ln(x) x^n                (5)
          dn

which gives

                    1                 1
         dn  =  --------- dq   =   ------- dq
                ln(x) x^n          q ln(x)


With these substitutions the integral becomes

        oo                            0
        /                        1    /  ln(1-q)
        | ln(1 - x^n) dn   =   -----  |  ------- dq              (6)
        /                      ln(x)  /     q
       n=1                           q=x

Recalling the power series expansion of ln(1-q), we have the nice
indefinite integral
      
    /   ln(1-q)             / q    q^2   q^3   q^4       \
    |   ------- dq   =   - ( --- + --- + --- + --- + ...  )      (7)
    /      q                \1^2   2^2   3^2   4^2       /
     
Evaluating this from q=x to q=0 gives

      0
      /   ln(1-q)           x      x^2     x^3     x^4 
      |   ------- dq   =   ---  +  ---  +  ---  +  ---  +  ...  
      /      q             1^2     2^2     3^2     4^2 
     q=x

Substituting this back into equation (6), and from there back into 
equation (3), we arrive at the expression for the evenly weighted 
average of sigma(n)/n for all integers n:

      
               1 - x   /  x      x^2     x^3     x^4         \
   lim      - ------- (  ---  +  ---  +  ---  +  ---  +  ...  )
   x->1       x ln(x)  \ 1^2     2^2     3^2     4^2         /


Since the ratio of  -(1-x)  to  ln(x)  goes to 1 as x approaches 1,
and the numerators inside the parentheses also go to 1, we have the
result
                  oo  sigma(n)
                SUM   -------- x^n
                 n=1      n                oo   1
       lim      ------------------   =   SUM   ---
       x->1          oo                   n=1  n^2
                   SUM   x^n
                    n=1

which shows, as expected, that the average value of sigma(n)/n for all 
integers is zeta(2) = pi^2 / 6.  This approach is certainly much less
economical than the simple lattice-point derivation presented in Hardy 
and Wright, but it does provide the opportunity to relate some common 
power series expansions to arithmetic functions.  For example, from the 
expansions of (1 - 1/x)ln(1-x^n) we see that the ratio sigma(n)/n equals 
the sum of the numbers in the first n columns of the following array:

 1 -1/2 -1/6 -1/12 -1/20 -1/30 -1/42 -1/56 -1/72 -1/90 -1/110
     1   -1    1/2  -1/2   1/3  -1/3   1/4  -1/4   1/5  -1/5
          1    -1          1/2  -1/2         1/3  -1/3
                1    -1                1/2  -1/2
                      1    -1                      1/2  -1/2
                            1    -1
                                  1    -1
                                        1    -1
                                              1    -1
                                                    1    -1
                                                          1

This is related to the interesting fact that the series expansion of 
the left side of (3) is

        1       1         5          11         24
  1  +  - x  -  - x^2  +  -- x^3  -  -- x^4  +  -- x^5  - ...
        2       6         12         20         30

where the coefficient of x^k is sigma(k)/k - sigma(k-1)/(k-1).  This 
converges for all x less than 1, whereas for x=1 the partial sums 
are just the successive values of sigma(k)/k, so it never converges.  
Nevertheless, the limit of the convergent values as x approaches 1 
is (pi^2)/6.

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