Interchanging the Order of Summation

Corollary (Interchanging the Order of Summation)

∞ X
X ∞ ∞ X
X ∞ ∞ X
X ∞
 
If ajk  < ∞ then ajk = ajk
j=1 k=1 j=1 k=1 k=1 j=1

P∞ P∞  
Remark. The hypothesis j=1 k=1 ajk < ∞ really means that
 

∞
X ∞
X
 
for each j ∈ IN, ajk  = Mj < ∞ and Mj < ∞
k=1 j=1

The two double sums in the conclusion really mean

∞ X
X ∞ n X
X ∞  n 
X m
X 
ajk = lim ajk = lim lim ajk
n→∞ n→∞ m→∞
j=1 k=1 j=1 k=1 j=1 k=1
Xn Xm
= lim lim ajk
n→∞ m→∞
j=1 k=1
∞ X
X ∞ m 
X X ∞  m 
X n
X 
ajk = lim ajk = lim lim ajk
m→∞ m→∞ n→∞
k=1 j=1 k=1 j=1 k=1 j=1
Xn X m
= lim lim ajk
m→∞ n→∞
j=1 k=1

That all of these limits exist is part of the conclusion of the corollary.

This result is a corollary of the following theorem, which has already been proven in
class.

Theorem. Let X be a metric space, E ⊂ X and p ∈ E ′ , the set of limit points of E. Let
f : E → C and, for each n ∈ IN, fn : E → C and assume that
(H1) lim fn (t) = f (t) uniformly on E and
n→∞
(H2) for each n ∈ IN, lim fn (t) = An exists
t→p
Then
(a) lim An = A exists and
n→∞
(b) lim f (t) = A. That is, lim lim fn (t) = lim lim fn (t).
t→p t→p n→∞ n→∞ t→p

c Joel Feldman. 2008. All rights reserved. February 4, 2008 Interchanging the Order of Summation 1
 n→∞
z }| {
 unif
t  f1 (t) f2 (t) f3 (t) · · · −→ f (t)
↓ ↓ ↓ ↓ ··· ↓(b)
 (a)
p A1 A2 A3 · · · −→ A

 1 1 1

Proof of the Corollary: Set X = IR, E = 1, 2 , 3 , · · · m , · · · and p = 0. Write
1
m
= tm and define
n X
X m m
∞ X
X
fn (tm ) = ajk f (tm ) = ajk
j=1 k=1 j=1 k=1
P∞
The infinite sum in the definition of f (tm ) converges by comparison with j=1 Mj .
 
P m 
Verification of (H1): For each j ∈ IN,   ajk  ≤ Mj for all m ∈ IN. So the Weierstrass
k=1
M –test implies that fn converges to f , uniformly on E.
∞
P
Verification of (H2): For each j ∈ IN, ajk converges absolutely by the hypothesis that
k=1
∞ 
P 
ajk  = Mj < ∞. So
k=1

n X
X m n
X m
X
lim fn (tm ) = lim ajk = lim ajk = An
m→∞ m→∞ m→∞
j=1 k=1 j=1 k=1

exists.
So the theorem now tells is that
n X
X m
lim An = lim lim ajk
n→∞ n→∞ m→∞
j=1 k=1

and
n X
X m
lim f (tm ) = lim lim ajk
m→∞ m→∞ n→∞
j=1 k=1

exist and are equal.

Example. Here is an example which illustrates the need for the hypothesis that the double
sum converges absolutely. We choose

 1 if j = k = 1

1 if k = j + 1
ajk =

 −1 if k =j−1
0 otherwise

c Joel Feldman. 2008. All rights reserved. February 4, 2008 Interchanging the Order of Summation 2
This example is rigged to give the partial sums
(
m X
X n 1 if m = n
Smn = ajk = 2 if n > m
j=1 k=1 0 if n < m

Pictorially

ajk k → Smn n →
j 1 1 0 0 0 ··· m 1 2 2 2 ··· → 2
↓ −1 0 1 0 0 ··· ↓ 0 1 2 2 ··· → 2
0 −1 0 1 0 ··· 0 0 1 2 ··· → 2
0 0 −1 0 1 0 0 0 1
.. .. ..
.. .. .. .. .. . . . 0 ↓
. . . . .
↓ ↓ ↓ ↓ ց 2
0 0 0 0 → 0 1

For any fixed n, Sm,n = 0 for all m > n and so converges to 0 as m → ∞. Hence
m X
X n  
lim lim ajk = lim lim Sm,n = lim 0 = 0
n→∞ m→∞ n→∞ m→∞ n→∞
j=1 k=1

Similarly, for each fixed m, Sm,n = 2 for all n > m and so converges to 2 as n → ∞. Hence
m X
X n  
lim lim ajk = lim lim Sm,n = lim 2 = 2
m→∞ n→∞ m→∞ n→∞ m→∞
j=1 k=1

And the sequence Sm,m = 1 converges to 1 as m → ∞. So

m X
X m
lim ajk = lim Sm,m = lim 1 = 1
m→∞ m→∞ m→∞
j=1 k=1

c Joel Feldman. 2008. All rights reserved. February 4, 2008 Interchanging the Order of Summation 3