Proving that the series absolutely converges for any given τ is more or less the same as showing the the same for the Weierstrass series with respect to the lattice [τ,1]; we outline the idea. One may contain the lattice points in disjoint balls of uniform size δ>0. Since each annulus of radii R−1,R+2 has area O(R), the convergence of ∑1|cτ+d|k follows by comparison with the convergent series ∑R=11Rk−1.
For positive real numbers A,B, let Ω={τ | |Re(τ)|≤A,|Im(τ)|≥B}. We show Gk(τ) converges uniformly on Ω, and hence on compact subsets in general, thereby proving Gk(τ) defines a holomorphic function. We do this by showing that ∑(c,d)∈ℤ2−(0,0)σc,d converges on Ω, where σc,d=supτ∈Ω1|cτ+d|k Note that this supremum is approached by bringing cτ as close to −d as possible; when |d| is large enough, say |d|>N, this supremum is in fact achieved by letting τ be one of ±A+Bi. Thus, we know that ∑σc,d converges when only large enough d are summed, by considering Gk(τ) converges absolutely for each τ. As for ∑cσc,d for each fixed d with |d|≤N, we see σc,d≤1|cB|k=1|B|k1|c|k generally when c≠0, so the aforementioned sum converges. We conclude Gk(τ) converges uniformly on Ω and is holomorphic on the upper half plane. This calculation also shows that Gk(τ) is bounded on Ω; the fact that Gk(τ) is bounded as Im(τ)→∞ will therefore follow once we show it is weakly modular, and thereby ℤ-periodic.
Consider the action of a special fractional linear transformation on the lattice L=[τ,1]; for generic integers α,β we see ατ+β↦αaτ+bcτ+d+β=(aα+cβ)τ+(bα+dβ)cτ+d Therefore, noting that [abcd]T permutes ℤ2, we see the special linear transformation induces a bijection L→Lcτ+d. We conclude that Gk(aτ+bcτ+d)=(cτ+d)kGk(τ), so Gk(τ) is weakly modular, hence fully modular by the above comment. ◻
Note: There is an error in the above proof, namely "when |d| is large enough, say |d|>N, this supremum is in fact achieved by letting τ be one of ±A+Bi." One can instead show that there exists a constant C>0 such that |γτ+δ|>C⋅sup{|γ|,|δ|} for all τ∈Ω and real γ,δ not both zero, implying ∑σc,d≤1C∑1(sup{|c|,|d|})k is finite.
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