Rearrangements of numerical series

Marion Scheepers

October 13, 2011

Marion Scheepers
Rearrangements of numerical series
Notation, conventions

f : N −→ R
Signwise monotonic
a1 , a2 , · · · , an , · · · : Positive terms of f in order.
−b1 , −b2 , · · · , −bn , · · · : Negative terms of f in order

Marion Scheepers
Rearrangements of numerical series
Nicolas Oresme’s Theorem (1320 - 1382)

Theorem (Oresme)
The series ∞
! 1
n=1
n
is divergent.

Marion Scheepers
Rearrangements of numerical series
The Leibniz Convergence Test (1675)

Theorem (Leibniz)
If (an : n = 1, 2, 3, ...) is a monotonic sequence of real numbers
such that limn→∞ an = 0, then the series
∞
!
(−1)n−1 an
n=1

is convergent.

Marion Scheepers
Rearrangements of numerical series
 Thus, each of the series
∞
! (−1)n−1
,
n=1
n

∞
! (−1)n−1
√
n=1
n
and ∞
! (−1)n
n=2
n ln(n)
is conditionally convergent.

Marion Scheepers
Rearrangements of numerical series
Dirichlet’s Observations (1837)

The rearrangement
1 1 1 1 1 1
+ − + + − + ···
1 3 2 5 7 4
converges, while the rearrangement
1 1 1 1 1 1
√ + √ − √ + √ + √ − √ + ···
1 3 2 5 7 4
diverges.
Marion Scheepers
Rearrangements of numerical series
Martin Ohm’s Theorem (1839)

Theorem (M. Ohm)

n−1
For p and q positive integers rearrange ( (−1)n : n = 1, 2, · · · ) by
taking the first p positive terms, then the first q negative terms,
then the next p positive terms, then the next q negative terms, and
so on. The rearranged series converges to
1 p
ln(2) + ln( ).
2 q

Marion Scheepers
Rearrangements of numerical series
Riemann’s Theorem (1854)

Theorem (Riemann)
"
A numerical series f is conditionally convergent if, and only if,
there is for each real number α a rearrangement of this series
which converges to α.

Marion Scheepers
Rearrangements of numerical series
Observations

The rearrangement
1 1 1 1 1 1
+ − + + − + ···
1 3 2 5 7 4
"∞ (−1)n−1
converges to a different sum than n=1 n , while the
rearrangement
1 1 1 1 1 1
+ − + + − + ···
2 ln(2) 4 ln(4) 3 ln(3) 6 ln(6) 8 ln(8) 5 ln(5)
"∞ (−1)n
converges to the same sum as 2 n ln(n) .

Marion Scheepers
Rearrangements of numerical series
Schlömilch’s Theorem (1873)

Theorem (Schlömilch)
"
Let f be signwise monotonic and f conditionally convergent. For
p and q positive integers rearrange f by taking the first p positive
terms, then the first q negative terms, and so on. The rearranged
series converges to
!∞
p
f (n) + g ln( )
n=1
q
where g is the limit limn→∞ n · an .
Marion Scheepers
Rearrangements of numerical series
Asymptotic density
A ⊆ N, n ∈ N

πA (n) = |{x ∈ A : x ≤ n}|

d(A) = limn→∞ πAn(n)

d(A) is the asymptotic density of A when this limit exists.

#
aj if n is the j-th element of A.
fA (n) =
−bj if n is the j-th element of N \ A.
!
ωf = {x ∈ (0, 1) : (∃A ⊆ N)(d(A) = x and fA converges)}

!
σf = {x ∈ (0, 1) : (∀A ⊆ N)(d(A) = x and fA converges)}

Marion Scheepers
Rearrangements of numerical series
Pringsheim’s Theorems (1883)

Pringsheim found:
"
A) Convergence criteria of fB when lim n · an = ∞.
"
B) Convergence criteria of fB when lim n · an = 0.
"
C) The change in value of fB for all B with 0 < d(B) < 1 when
lim n · an = g *= 0.

Marion Scheepers
Rearrangements of numerical series
Regarding Pringsheim’s Theorem A)

Theorem
Let f be signwise monotonic, converging to 0. Let 0 < x < 1 be
given. The following are equivalent:
1 x ∈ ωf , and lim n · an = ∞.
"
2 For each set B such that fB converges, d(B) = x (i.e.,
ωf = {x }.

Note: In this case σf = ∅.

Marion Scheepers
Rearrangements of numerical series
A Lemma

Lemma
Let f be signwise monotonic. If |ωf | > 1, then for all A, B ⊆ N
" "
such that d(A) = d(B) and fA converges, also fB converges,
" "
and fA = fB .

In this case
!
Φf (x ) = fA , A some subset of N with d(A) = x

is independent of the choice of A.

Marion Scheepers
Rearrangements of numerical series
Regarding Pringsheim’s Theorem B)

Theorem
Let f be signwise monotonic, converging to 0. Let x ∈ R be given.
The following are equivalent:
1 ω(f ) ∩ (0, 1) *= ∅, and lim n · an = 0.
"
2 For each set B such that 0 < d(B) < 1, fB converges to x .
3 ωf ⊇ (0, 1) and Φf is constant of value x on (0, 1).
4 ωf = [0, 1].

In this case, σf = (0, 1).

Marion Scheepers
Rearrangements of numerical series
Regarding Pringsheim’s Theorem C)

Theorem
Let f be signwise monotonic. Let x ∈ R be given. The following
are equivalent:
1 ωf is dense in some interval.
2 σf = (0, 1).
3 lim n · an exists and for all x , y in (0, 1),

x (1 − y )
Φf (x ) = Φf (y ) + lim n · an ln( )
y (1 − x )
.

In this case, ωf = (0, 1).

Marion Scheepers
Rearrangements of numerical series
A detour to groups
For x, y in (0,1), define
xy
x .y = .
1 − x − y + 2xy

Fact 1: ((0, 1), .) is an Abelian group with identity element 21 .

For g a positive real define
x
Ψg : (0, 1) −→ R : x /→ g ln( ).
1−x

Fact 2: Ψg is a group isomorphism from ((0, 1), .) to (R, +).

Marion Scheepers
Rearrangements of numerical series
Return to Pringsheim’s Theorem C)

Let f be signwise monotonic with σf = (0, 1) and Φf

non-constant. Put g = lim n · an . Then g > 0.

1
Φf (·) − Φf ( ) : (σf , .) −→ (R, +)
2
is a group isomorphism.
The function
x (1 − y )
d(x , y ) = g| ln( )|
y (1 − x )
" "
is a metric on σf , and measures | fA − fB | in terms of d(A)
and d(B).

Marion Scheepers
Rearrangements of numerical series