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 γ∈𝕁>0\gamma\in\mathbb{J}^{>0}, the map x↦γ∘xx\mapsto\gamma\circ x is strictly increasing.

Proof.

Fix some x,y∈𝕌x,y\in\mathbb{U} with x>y>ℝx>y>\mathbb{R}. We prove by induction on ER⁢(γ)\mathrm{ER}(\gamma) that γ∘x>γ∘y\gamma\circ x>\gamma\circ y. Since by construction 0<log⁡(x)−log⁡(y)<x−y0<\log(x)-\log(y)<x-y, by iterating log\log, we find that for all k>n>0k>n>0

0<log∘k⁡(x)−log∘k⁡(y)<log∘n⁡(x)−log∘n⁡(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=δ−η\gamma=\delta-\eta when ER⁢(δ)=ER⁢(η)=0\mathrm{ER}(\delta)=\mathrm{ER}(\eta)=0 and δ>η\delta>\eta.

Now let γ∈𝕁>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 r⁢eδre^{\delta} be the leading term of γ\gamma. Recall that ER⁢(δ)<ER⁢(γ)\mathrm{ER}(\delta)<\mathrm{ER}(\gamma).

We claim that γ∘x−γ∘y∼r⁢eδ∘x−r⁢eδ∘y\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=r⁢eδ\gamma=re^{\delta}). Again ER⁢(η)<ER⁢(γ)\mathrm{ER}(\eta)<\mathrm{ER}(\gamma), and moreover δ>η>0\delta>\eta>0, since γ∈𝕁\gamma\in\mathbb{J}. We have one of ER⁢(δ)=ER⁢(η)=0\mathrm{ER}(\delta)=\mathrm{ER}(\eta)=0 or ER⁢(δ−η)≤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

(δ−η)∘x>(δ−η)∘y,that isδ∘x−δ∘y>η∘x−η∘y.(\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, η∘x−η∘y>0\eta\circ x-\eta\circ y>0, again by inductive hypothesis. Therefore,

eδ∘x−δ∘y−1>eη∘x−η∘y−1>0,henceeδ∘x−δ∘y−1⪰eη∘x−η∘y−1,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 (δ−η)∘y>ℝ(\delta-\eta)\circ y>\mathbb{R}, we have e(δ−η)∘y>ℝe^{(\delta-\eta)\circ y}>\mathbb{R}, or in other words, eδ∘y≻eη∘ye^{\delta\circ y}\succ e^{\eta\circ y}. Combining the inequalities together,

eδ∘x−eδ∘y=eδ∘y⁢(eδ∘x−δ∘y−1)≻eη∘y⁢(eη∘x−η∘y−1)=eη∘x−eη∘y.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 γ∘x−γ∘y∼r⁢eδ∘x−r⁢eδ∘y\gamma\circ x-\gamma\circ y\sim re^{\delta\circ x}-re^{\delta\circ y}.

Granted the claim, by inductive hypothesis, δ∘x>δ∘y\delta\circ x>\delta\circ y. Recall moreover that r>0r>0, since γ>0\gamma>0. It follows that r⁢eδ∘x−r⁢eδ∘y>0re^{\delta\circ x}-re^{\delta\circ y}>0, hence γ∘x−γ∘y>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,η∈𝕁>0\delta,\eta\in\mathbb{J}^{>0} with δ>η\delta>\eta and all x,y∈𝕌x,y\in\mathbb{U} with x>y>ℝx>y>\mathbb{R}, we have eδ∘x−eδ∘y≻eη∘x−eη∘ye^{\delta\circ x}-e^{\delta\circ y}\succ e^{\eta\circ x}-e^{\eta\circ y}.