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Proof.
We notice in advance that and are periodic in , so it suffices to assume . The main idea of a variant of Cauchy’s integral test for convergence.
Using the fact that , and the mean value type inequality
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we deduce that for ,
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Thus for ,
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and the sum converges to zero as .
In particular if , then adding the above two inequalities already implies the bound
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and that converges to zero as .
If however but , then we can make
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and the Taylor expansion of will ensure , so
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from which we again deduce .
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