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Abel's Theorem

Abel's Theorem

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Published by Ian G. Walker

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Published by: Ian G. Walker on Sep 01, 2012
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BOUNDARY BEHAVIOR OF POWER SERIES: ABEL’S THEOREM
KEITH CONRAD
We want to discuss the two identities(1) log(1 +
x
) =
n
1
(
1)
n
1
x
n
n,
√ 
1 +
x
=
n
0
(
1)
n
1
(2
n
)!2
2
n
n
!
2
(2
n
1)
x
n
.
In each equation, the series on the right side has radius of convergence 1 and satisfies thesame first-order differential equation as the function on the left side, and both sides have thesame value at
x
= 0. Therefore the two sides of each equation are equal for
1
< x <
1. Butwhat happens at the endpoints? For example, the series for log(1 +
x
) converges at
x
= 1since it is alternating there. But that alone doesn’t prove the series at
x
= 1 is log2.Let’s be sure not to confuse two issues: convergence of the series at the boundary andknowing if the value of the series at the boundary equals what we think it should equal.How can we show the values of the series at the endpoints are what we expect by continuityfrom inside the interval of convergence? Rather than treating these two examples by specialmethods adapted just for them (see [1, p. 254] for that), we will explain a more systematicapproach to boundary behavior of power series.
Theorem 1
(Abel, 1826)
.
Let 
g
(
x
) =
n
0
c
n
x
n
be a power series which converges for 
|
x
|
<
1
. If 
n
0
c
n
converges then 
lim
x
1
g
(
x
) =
n
0
c
n
.
In other words,
if 
a power series converges at
x
= 1 then its value at
x
= 1 is the limit of its values at
x
as
x
1
, so a power series has built-in continuity in its behavior.Before we prove Abel’s theorem, let’s see how it applies to our previous examples at
x
= 1.
Example 1.
In (1), set
g
(
x
) =
n
1
(
1)
n
1
x
n
/n
for
|
x
|
<
1. Then
g
(
x
) = log(1 +
x
) for
|
x
|
<
1. The series
g
(1) converges since it’s alternating, so by Abel’s theorem
g
(1) = lim
x
1
g
(
x
) = lim
x
1
log(1 +
x
) = log2since the logarithm is a continuous function.
Example 2.
In (1), set
g
(
x
) =
n
0
(
1)
n
1
(2
n
)!2
2
n
n
!
2
(2
n
1)
x
n
for
|
x
|
<
1, so
g
(
x
) =
√ 
1 +
x
here.The series
g
(1) is absolutely convergent, so by Abel’s theorem and the continuity of 
√ 
1 +
x
,
g
(1) = lim
x
1
g
(
x
) = lim
x
1
√ 
1 +
x
=
√ 
2
.
1
 
2 KEITH CONRAD
Abel’s theorem says that if a power series converges on (
1
,
1) and also at
x
= 1 thenits value at
x
= 1 is determined by continuity from the left of 1. You must know the seriesconverges at
x
= 1 before you can apply Abel’s theorem. This theorem does
not 
say that if a function has a power series representation in (
1
,
1) and has a limit as
x
1
that theseries converges at
x
= 1 and equals the limiting value there. Here is a counterexample.
Example 3.
Let
g
(
x
) = 1
/
(1 +
x
2
), which is differentiable for all real
x
. When
|
x
|
<
1,
g
(
x
) =
n
0
(
1)
n
x
2
n
by expanding a geometric series. While
g
(
x
) has a limit as
x
1
(namely 1
/
2), the power series does not converge at
x
= 1.Now we prove Abel’s theorem. The main tool is summation by parts.
Proof.
We are given that
n
0
c
n
x
n
converges for
|
x
|
<
1 and at
x
= 1. Our goal is to provelim
x
1
n
0
c
n
x
n
=
n
0
c
n
.
For
1
< x <
1 we will work with the truncated sums
n
=0
c
n
x
n
and
n
=0
c
n
. Set
s
n
=
c
0
+
c
1
+
···
+
c
n
for
n
0. Note
s
n
s
n
1
=
c
n
for
n
1. Then
n
=0
c
n
x
n
=
c
0
+
n
=1
x
n
(
s
n
s
n
1
)=
c
0
+
n
=1
u
n
(
s
n
s
n
1
) where
u
n
=
x
n
=
c
0
+
u
s
u
1
s
0
1
n
=1
s
n
(
u
n
+1
u
n
) by summation by parts=
c
0
+
x
s
xc
0
1
n
=1
s
n
(
x
n
+1
x
n
)= (1
x
)
c
0
+
x
s
+
1
n
=1
s
n
(
x
n
x
n
+1
)= (1
x
)
c
0
+
x
s
+
1
n
=1
s
n
(1
x
)
x
n
.
Since
s
0
=
c
0
, we can absorb the first term into the sum as the
n
= 0 term, and then pull a1
x
out of each term in the sum:(2)
n
=0
c
n
x
n
=
x
s
+ (1
x
)
1
n
=0
s
n
x
n
.
By hypothesis, the left side of (2) converges as
→ ∞
. Also
x
s
0 as
→ ∞
since
x
0 and
s
is bounded (in fact
s
converges since we’re assuming
n
=1
c
n
converges).
 
BOUNDARY BEHAVIOR OF POWER SERIES: ABELS THEOREM 3
Therefore when
1
< x <
1 the partial sums on the right side of (2) converge as
→ ∞
and we get(3)
n
0
c
n
x
n
= (1
x
)
n
0
s
n
x
n
.
Let
s
=
n
0
c
n
. We want to show
n
0
c
n
x
n
s
as
x
1
. We subtract
s
from bothsides of (3) and write(4)
n
0
c
n
x
n
s
= (1
x
)
n
0
(
s
n
s
)
x
n
,
where on the right side we used the formula (1
x
)
n
0
x
n
= 1. Our goal is to show theright side of (4) tends to 0 as
x
1
.By assumption,
s
n
s
as
n
. Pick a positive number
ε
. For all large
n
, say
n
,
|
s
n
s
|
ε
. Then we break up the right side of (4) into two sums
n
0
c
n
x
n
s
= (1
x
)
1
n
=0
(
s
n
s
)
x
n
+ (1
x
)
n
(
s
n
s
)
x
n
and estimate:
n
0
c
n
x
n
s
|
1
x
|
1
n
=0
|
s
n
s
||
x
|
n
+
|
1
x
|
n
|
s
n
s
||
x
|
n
|
1
x
|
1
n
=0
|
s
n
s
||
x
|
n
+
|
1
x
|
n
ε
|
x
|
n
=
|
1
x
|
1
n
=0
|
s
n
s
||
x
|
n
+
|
1
x
|
ε
|
x
|
1
|
x
|
<
|
1
x
|
1
n
=0
|
s
n
s
||
x
|
n
+
|
1
x
|
ε
11
|
x
|
.
Taking 0
< x <
1,
|
1
x
|
= 1
x
so this upper bound becomes(5)
n
0
c
n
x
n
s
<
|
1
x
|
1
n
=0
|
s
n
s
|
+
ε.
When
x
1
, the first term on the right side of (5) tends to 0 on account of the 1
x
there.(Note the upper index of summation
1 has nothing to do with
x
, so it does not changeas
x
1
.) When
x
is close enough to 1, we can make the first term on the right side atmost
ε
, so(6)
n
0
c
n
x
n
s
ε
+
ε
= 2
ε
as
x
1
. Since
ε
is an arbitrary positive number, the left side of (6) must go to zero as
x
1
.

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