Recurrence Relation for Polylogarithms

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Theorem

$\ds \map {\Li_{s + 1} } z = \int_0^z \dfrac {\map {\Li_s} t} t \rd t$

where:

$\map {\Li_s} z$ denotes the polylogarithm.


Proof

\(\ds \int_0^z \dfrac {\map {\Li_s} t} t \rd t\) \(=\) \(\ds \int_0^z \frac 1 t \times \sum_{n \mathop = 1}^\infty \frac {t^n} {n^s} \rd t\) Definition of Polylogarithm
\(\ds \) \(=\) \(\ds \int_0^z \sum_{n \mathop = 1}^\infty \frac {t^{n - 1} } {n^s} \rd t\) Quotient of Powers
\(\ds \) \(=\) \(\ds \sum_{n \mathop = 1}^\infty \int_0^z \frac {t^{n - 1} } {n^s} \rd t\) Fubini's Theorem
\(\ds \) \(=\) \(\ds \sum_{n \mathop = 1}^\infty \intlimits {\frac {t^n} {n^{s + 1} } } 0 z\) Primitive of Power
\(\ds \) \(=\) \(\ds \sum_{n \mathop = 1}^\infty \frac {z^n} {n^{s + 1} }\)
\(\ds \) \(=\) \(\ds \map {\Li_{s + 1} } z\) Definition of Polylogarithm

$\blacksquare$