3. Monotonicity for purely infinite series

We first prove monotonicity in the easier case of purely infinite series. This argument is a straightforward naive induction.

Proposition 3.1.

For all γ𝕁>0\gamma\in\mathbb{J}^{>0}, the map xγxx\mapsto\gamma\circ x is strictly increasing.

Proof.

Fix some x,y𝕌x,y\in\mathbb{U} with x>y>x>y>\mathbb{R}. We prove by induction on ER(γ)\mathrm{ER}(\gamma) that γx>γy\gamma\circ x>\gamma\circ y. Since by construction 0<log(x)log(y)<xy0<\log(x)-\log(y)<x-y, by iterating log\log, we find that for all k>n>0k>n>0

0<logk(x)logk(y)<logn(x)logn(y).0<\log^{\circ k}(x)-\log^{\circ k}(y)<\log^{\circ n}(x)-\log^{\circ n}(y).

Therefore, the statement is true for ER(γ)=0\mathrm{ER}(\gamma)=0, and even for γ=δη\gamma=\delta-\eta when ER(δ)=ER(η)=0\mathrm{ER}(\delta)=\mathrm{ER}(\eta)=0 and δ>η\delta>\eta.

Now let γ𝕁>0\gamma\in\mathbb{J}^{>0} have rank ER(γ)>0\mathrm{ER}(\gamma)>0. We assume by induction that the conclusion holds for any δ\delta such that ER(δ)<ER(γ)\mathrm{ER}(\delta)<\mathrm{ER}(\gamma). Let reδre^{\delta} be the leading term of γ\gamma. Recall that ER(δ)<ER(γ)\mathrm{ER}(\delta)<\mathrm{ER}(\gamma).

We claim that γxγyreδxreδy\gamma\circ x-\gamma\circ y\sim re^{\delta\circ x}-re^{\delta\circ y}. Let eηe^{\eta} be any monomial in the support of γ\gamma distinct from eδe^{\delta} (if there is no such monomial, then the conclusion is obvious as γ=reδ\gamma=re^{\delta}). Again ER(η)<ER(γ)\mathrm{ER}(\eta)<\mathrm{ER}(\gamma), and moreover δ>η>0\delta>\eta>0, since γ𝕁\gamma\in\mathbb{J}. We have one of ER(δ)=ER(η)=0\mathrm{ER}(\delta)=\mathrm{ER}(\eta)=0 or ER(δη)max{ER(δ),ER(η)}<ER(γ)\mathrm{ER}(\delta-\eta)\leq\max\{\mathrm{ER}(\delta),\mathrm{ER}(\eta)\}<% \mathrm{ER}(\gamma), hence by inductive hypothesis

(δη)x>(δη)y,that isδxδy>ηxηy.(\delta-\eta)\circ x>(\delta-\eta)\circ y,\quad\text{that is}\quad\delta\circ x% -\delta\circ y>\eta\circ x-\eta\circ y.

Moreover, ηxηy>0\eta\circ x-\eta\circ y>0, again by inductive hypothesis. Therefore,

eδxδy1>eηxηy1>0,henceeδxδy1eηxηy1,e^{\delta\circ x-\delta\circ y}-1>e^{\eta\circ x-\eta\circ y}-1>0,\quad\text{% hence}\quad e^{\delta\circ x-\delta\circ y}-1\succeq e^{\eta\circ x-\eta\circ y% }-1,

since exp\exp is an increasing function and ea>1e^{a}>1 for a>0a>0.

Since (δη)y>(\delta-\eta)\circ y>\mathbb{R}, we have e(δη)y>e^{(\delta-\eta)\circ y}>\mathbb{R}, or in other words, eδyeηye^{\delta\circ y}\succ e^{\eta\circ y}. Combining the inequalities together,

eδxeδy=eδy(eδxδy1)eηy(eηxηy1)=eηxeηy.e^{\delta\circ x}-e^{\delta\circ y}=e^{\delta\circ y}(e^{\delta\circ x-\delta% \circ y}-1)\succ e^{\eta\circ y}(e^{\eta\circ x-\eta\circ y}-1)=e^{\eta\circ x% }-e^{\eta\circ y}.

It follows at once that γxγyreδxreδy\gamma\circ x-\gamma\circ y\sim re^{\delta\circ x}-re^{\delta\circ y}.

Granted the claim, by inductive hypothesis, δx>δy\delta\circ x>\delta\circ y. Recall moreover that r>0r>0, since γ>0\gamma>0. It follows that reδxreδy>0re^{\delta\circ x}-re^{\delta\circ y}>0, hence γxγy>0\gamma\circ x-\gamma\circ y>0, as desired. ∎

In the course of the proof, we have also proved the following.

Proposition 3.2.

For all δ,η𝕁>0\delta,\eta\in\mathbb{J}^{>0} with δ>η\delta>\eta and all x,y𝕌x,y\in\mathbb{U} with x>y>x>y>\mathbb{R}, we have eδxeδyeηxeηye^{\delta\circ x}-e^{\delta\circ y}\succ e^{\eta\circ x}-e^{\eta\circ y}.