MATH 163, Spring 2020

SCRIPT 17: Sequences and Series of Functions

We will now turn to sequences and series of functions.

Definition 17.1. Let A ⊂ R, and consider X = {f : A → R}, the collection of real-valued functions

on A. A sequence of functions (on A) is an ordered list (f1 , f2 , f3 , . . .) which we will denote (fn ),

where each fn ∈ X. (More formally, we can think of the sequence as a function F : N → X, where

fn = F (n), for each n ∈ N, but this degree of formality is not particularly helpful.)

We can take the sequence to start at any n0 ∈ Z and not just at 1, just like we did for sequences

of real numbers.

Definition 17.2. The sequence (fn ) converges pointwise to a function f : A → R if for all x ∈ A

and  > 0, there exists N ∈ N such that:

if n ≥ N , then |fn (x) − f (x)| < .

In other words, we have that for all p ∈ A, lim fn (x) = f (x).

n→∞

Definition 17.3. The sequence (fn ) converges uniformly to a function f : A → R if for all  > 0,

there exists N ∈ N such that:

if n ≥ N , then |fn (x) − f (x)| <  for every x ∈ A.

Exercise 17.4. Suppose that a sequence (fn ) converges pointwise to a function f. Prove that if

(fn ) converges uniformly, its uniform limit must be f.

Proof. If (fn ) converges point-wise to f , it follows that for all x ∈ A, limn→∞ fn (x) = f (x). It then

follows that for all  > 0, for all x ∈ A, if there existed N such that if n ≥ N , then |fn (x) − L| < 

for all x ∈ A then it would converge pointwise to L and thus because pointwise limits are unique,

L = f (x).

Exercise 17.5. For each of the following sequences of functions, determine what function the

sequence (fn ) converges to pointwise. Does the sequence converge uniformly to this function?

1
 i) For n ∈ N, let fn : [0, 1] → R be given by fn (x) = xn .

Proof. If x 6= 1, fn (x) goes to 0, and so if x = 1, fn (x) goes to n. Let f (x) = 1 for x = 1, and

f (x) = 0 for 0 ≤ x < 1. It follows that (fn ) converges to f pointwise, but not uniformly. Take
1
3n
xn = 4 and  = 12 . It follows that there does not exist N such that |fn (xn ) − f (xn )| < ,

and thus the converge is non-uniform.

x
ii) For n ∈ N, let fn : R → R be given by fn (x) = .
n

x
Proof. (fn ) converges pointwise to 0, as limn→∞ n = 0. However, it does not converge

uniformly: xn = n gets a contradiction.


1
n2 x




 0≤x≤ n


iii) For n ∈ N, let fn : [0, 1] → R be given by fn (x= n(2 − nx) 1
≤x≤ 2
 n n



2

0

n ≤ x ≤ 1.

2
Proof. (fn ) converges pointwise to 0, as fn (0) = 0 and fn (x) = 0 when x > n. However, it

does not converge uniformly.

Theorem 17.6. Let (fn ) be a sequence of functions, and suppose that each fn : A → R is contin-

uous. If (fn ) converges uniformly to f : A → R, then f is continuous.

Proof. Let a ∈ A, and  > 0. It follows that f (x) − f (a) = (f (x) − fn (x)) + (fn (x) − fn (a)) +

(fn (a) − f (a)). Since fn converges to f uniformly, there exists N such that |fN (x) − f (x) < 3 . We

also know that because fN is continuous, there exists delta such that for all x ∈ A, if x ∈ A, and

|x − a| < δ, |fN (x) − f (a)| < 3 , and thus that |f (x) − fN (a)| < 3(/3) = .

Theorem 17.7. Suppose that (fn ) is a sequence of integrable functions on [a, b] and suppose that

(fn ) converges uniformly to f : [a, b] → R. Then

Z b Z b
f = lim fn .
a n→∞ a

2
Proof. Two things must be proved first.

1. f is bounded. Let  = 1. For all n ≥ N ∈ N, |fn (x) − f (x)| < 1 for all x ∈ (a, b) by Script

17.3. Since fN is bounded, it is integrable by Script 13. As such, there must exist an M > 0

such that |fn (x)| < M for all x ∈ (a, b). Also, |f (x) − |fN (x)| ≤ |f (x) − fN (x)| < 1 for all

x ∈ [a, b]. This means that |f (x)| < 1 + |fN (x)| < M + 1 for all x ∈ (a, b). This means that

f is bounded on (a, b).

2. f is integrable. Let  > 0. By Script 17.3 there exists an n ∈ N such that |fN (x) − f (x)| <
  
4(b−a) for all x ∈ [a, b]. This means that fN (x) − 4(b−a) < f (x) < fN (x) + 4(b−a) . Since fN

is integrable, there must exists a partition P of [a, b] such that U (fN , P ) − L(fN , P ) < 2 . As
 
such, mi (fN )− 4(b−a) ≤ mi (f ) ≤ Mi (f ) ≤ Mi (fN )+ 4(b−a) . Therefore, U (fN , P )−L(fN , P ) =
Pn Pn
i=1 (Mi (fN ) − mi (fN ))(ti − ti−1 ). As such, U (f, P ) − L(f, P ) ≤ i=1 (Mi (fN ) − mi (fN ) +
  Pn
2(b−a) )(ti −ti−1 ), which expands to U (f, P )−L(f, P ) ≤ U (fN , P )−L(fN , P )+ 2(b−a) i=1 (ti −

ti−1 ). Therefore, there must exist a partition P such that U (f, P ) − L(f, P ) < . As such, by

13.18, f is integrable.

By the definition of uniform convergence, there must exist an N 0 ∈ N such that |fn − f | < 0 .
Rb Rb Rb Rb Rb Rb
This is equivalent to a |fn − f | < a 0 . By Script 13.26, | a fn − a f | ≤ a |fn − f | < a 0 .
Rb Rb Rb Rb
Therefore, | a fn − a f | < 0 (b − a), which is the same as | a fn − a f | <  for all n ≥ N 0 . As
Rb
such, by the definition of uniform continuity, limn→∞ a fn .

Theorem 17.8. Let (fn ) be a sequence of functions on [a, b] such that each fn is differentiable and

fn0 is integrable on [a, b]. Suppose further that (fn ) converges pointwise to f and that (fn0 ) converges

uniformly to a continuous function g. Then f is differentiable and

f 0 (x) = lim fn0 (x).

n→∞

(Hint: Use FTC and Theorem 17.7.)

3
 Rx Rx
Proof. From 15.7, it follows that for all x ∈ [a, b], a g = limn→∞ a fn0 = limn→∞ fn (x) − fn (a) =
Rx
f (x)−f (a) = a g, which differentiating implies that f 0 (x) = g(x), and thus f 0 (x) = limn→∞ fn0 (x).

Theorem 17.9. Let (fn ) be a sequence of functions defined on a set A. Then the following are

equivalent:

(a) There is some function f such that (fn ) converges uniformly to f on A.

(b) For all  > 0, there exists an N ∈ N such that when m, n ≥ N ,

|fn (x) − fm (x)| < , for every x ∈ A.

Proof. (→) For the forward direction: If (fn ) converges uniformly to f on A, for all  > 0, there

exists N such that for all m, n ≥ N , |fn (x) − f (x)| < 2 and |fm (x) − f (x)| < 2 , which through

triangle inequality implies b.

(←) For the reverse direction: It follows that for all  > 0, there exists N such that for all

n, m ≥ N , |fn (x) − fN (x)| <  for all x ∈ A. Thus, letting f (x) = fN (x), it follows that (fn )

uniformly converges to f .

Definition 17.10. We define series of functions the same way we defined series of numbers. That

is, given a sequence (fn ), define the sequence of partial sums (pn ) by

pn (x) = f1 (x) + · · · + fn (x)

∞
P
and say that fn converges pointwise or converges uniformly to f if the sequence (pn ) does.
n=1

Theorem 17.11. Suppose that fn : A → R is a sequence of functions and that there exists a
∞
P
sequence of positive real numbers (Mn ) such that for all x ∈ A, we have |fn (x)| ≤ Mn . If Mn
n=1
∞
P
converges, then for each x ∈ A, the series of numbers fn (x) converges absolutely. Furthermore,
n=1

4
∞
P
fn converges uniformly to the function f defined by:
n=1

∞
X
f (x) = fn (x).
n=1

P∞ P∞
Proof. Since n=1 Mn converges, n=N0 Mn must also converges for an N0 ∈ N. Since Mn ≥

|fn (x)| for all x ∈ A, this means that:

∞
X ∞
X ∞
X ∞
X
≥ |fN (x)| ≥ | fn (x)| ≥ fn (x)
n=N0 n=N0 n=N0 n=N0

The sequence of partial sums (Mn ), referred to as (pn ), is always increasing and is bounded

above. As such, (pn ) converges to sup{pn |n ∈ N} = S. Then, for any  > 0, there must exist an

N ∈ N such that if n ≥ N then |pn − S| = | ∞

P
n=N +1 Mn | < .

Since ∞
P P∞ P∞
n=N +1 Mn ≥ n=N +1 fn (x) for all x ∈ A, then | n=N +1 fn (x)| <  for all x ∈ A. Let

p0n (x) be the partial sums for fn (x) such that the following holds, for all x ∈ A:

∞
X ∞
X N
X
| fn (x)| = | − fn (x)| = |p0n (x) − f (x)| < 
n=N +1 n=1 n=1
P∞ P∞
Therefore, (p0n (x)) converges uniformly to f , so n=1 fn converges uniformly to f (x) = n=1 fn (x).

The previous theorem raises the question of what functions defined as series look like.

Power Series

Definition 17.12. A function of the form

∞
X
f (x) = cn (x − a)n , cn ∈ R
n=0

5
is called a power series. The power series is centered at a and the numbers cn are called the

coefficients.

The next theorem gives a way to determine where a given power series is well- defined.

Theorem 17.13. Let

∞
X
f (x) = cn xn
n=0

be a power series centered at 0. Suppose that x0 is a real number such that the series

∞
X
f (x0 ) = cn xn0
n=0

converges. Let r be any number such that 0 < r < |x0 |. Then the

following series of functions converge uniformly on [−r, r] (and absolutely for each x ∈ [−r, r]):

∞
X
f (x) = cn xn
n=0
X∞
g(x) = ncn xn−1
n=1
∞
X xn+1
and h(x) = cn
n+1
n=0

Furthermore, f is differentiable on [−r, r] and f 0 = g. Also h is differentiable on [−r, r] and h0 = f.

 n
(Hints: (i) There is some M such that |cn xn0 | ≤ M, for all n. (ii) If x ∈ [−r, r], |cn xn | ≤ M |xr0 | ,

for all n. (iii) Use the Weierstrass M-test.)

P∞ n.
P∞ n
Proof. Let f (x) = n=0 cn x Let x0 ∈ R such that f (x0 ) = n=0 cn x0 converges. Let r ∈ R

such that 0 < r < |x0 |.

Since ∞ n n
P
n=0 cn x0 converges, by Script 16.4 limn→∞ cn x0 = 0. As such, by Script 15.15,

(cn xn0 ) converges and is bounded. Now, let L and S be a lower and upper bound of (cn xn0 ),

respectively. Therefore, for all n ∈ N, L ≤ cn xn0 ≤ S, so |cn xn0 | ≤ max(|L|, |S|). Let M =

max(|L|, |S|). Therefore, there exists an M ∈ R such that cn xn0 ≤ M for all n ∈ N.

6
 Now, let fn (x) = cn xn . As such, the following holds:

xn0 xn x r
|cn xn | = |cn | · |xn | · | n | = |c x
n 0
n
| · | n ≤ M · | |n ≤ M · | |n
x0 x0 x0 x0

M ·| xr |n+1
Let Mn = M · | xr0 |n . By the ratio test, since limn→∞ | = limn→∞ | xr0 | = | xr0 < 1, then Mn
0
M ·| xr |n
0

converges. Therefore, by the Weierstrass M-test, Script 17.11, ∞ n

P
n=1 cn x converges absolutely

for all x ∈ [−r, r].

P∞ n−1 ,
Now, let g(x) = n=1 ncn x and let gn (x) = ncn xn−1 .As such, the following relations hold:

xn−1 rn−1 rn x0 xn0

|ncn xn | = |n| · |cN | · |xn−1 | · | 0
| ≤ |n| · |cn | · | | = |n| · |cn | · | | · | | · | |=
xn−1
0 x0n−1 xn0 r x0

r n 1 r 1 r 1
= |n| · |cn xn0 | · | | · | | ≤ |n| · M · | |n · | | = n · M · | |n · | |
x0 r x0 r x0 r

Let Mn = |n| · M · | xr0 |n · | 1r |, and the ratio test, Script 16.15 can be applied here. As such, we

can see that

n · M · | xr0 |n+1 · | 1r | n r n r r
lim | = lim | | · | | = lim · lim | | = | | < 1
n→∞ (n + 1) · M · | xr0 |n · | 1r | n→∞ n + 1 x0 n→∞ n+1 n→∞ x0 x0

P∞ P∞ n
, meaning that n=1 Mn converges. Therefore, by the Weierstrass M-test, n=1 cn x converges

absolutely and uniformly to g(x) for all x ∈ [−r, r].

xn+1 xn+1
Finally, let h(x) = ∞
P
n=0 cn n+1 , and let hn (x) = cn n+1 . The following relation holds:

xn+1 1 xn+1 xn+1 1 r 1

|cn | = |cn | · |xn+1 | · 0
· | n+1 | = |cn xn0 | · |x0 | · | n+1 | · ≤ M · |x0 | · | |n+1 ·
n+1 n + 1 x0 x0 n + 1 x 0 n + 1

. Let Mn = M · |x0 | · | xr0 |n+1 · 1

n+1 . By the ratio test again (Script 16.15), the following holds:

M · |x0 | · | xr0 |n+2 · 1

n+2 r n+1 r
lim | 1 | = lim | |· =| |<1
n→∞ M · |x0 | · | xr0 |n+1 · n+1
n→∞ x0 n + 2 x0

7
 P∞
converges. Therefore, by the Weierstrass M-test, ∞
P
. This proves that n=1 Mn n=0 hn (x) converges

absolutely for all x ∈ [−r, r], and ∞

P
n=0 hn (x) converges uniformly to h(x).

Now, let pfn (x) = ∞ n f 2 m

P
k=1 ck x . Then, for all n, pn (x) = c0 + c1 x + c2 x · · · + cm x . This is a

polynomial, so by Script 11, pfn (x) is differentiable on [−r, r] for all n ∈ N. Since (pfn )0 is also

a polynomial, it is continuous by Script 11 and is integrable on [−r, r] by Script 13. Then, by

Script 17.10, (pfn ) converges uniformly to f , so by Script 17.4, (pfn ) also converges pointwise to

f . Since (pfn )0 (x) = c1 + 2c2 x + 3c3 x2 + . . . ncn xn−1 = nk=1 kck xk−1 , then by Script 17.10, ((pfn )0 )
P

converges uniformly to g. Then, by Script 17.6, g is continuous. Therefore, by Script 17.8, f is

differentiable and f 0 (x) = limn→∞ (pfn )(x) = nk=1 kck xk−1 = g(x).
P

Pm xn+1 x2 xn+1
Now, let phn (x) = h
n=0 ck n+1 . Then, for all n, pn (x) = c0 x + c1 2 + · · · + cn n+1 . This

is a polynomial, so by Script 11, phn (x) is differentiable on [−r, r] for all n ∈ N. Since (phn )0

is also a polynomial, it is continuous by Script 11 and is integrable on [−r, r] by Script 13.

Then, by Script 17.10, (phn ) converges uniformly to h. Now, (phn )0 (x) = c0 + c1 x + c2 x2 + · · · +

Pn h 0
cn xn = k=0 ck xk . Therefore, by Script 17.10, ((pn ) ) converges to f , and by Script 17.6,

f is continuous. Therefore, by Script 17.8, h is differentiable and h0 (x) = limn→∞ (phn )0 (x) =
P∞ n
n=0 cn x = f (x) for all x ∈ [−r, r].

We may paraphrase this theorem as follows: if a (zero-centered) power series converges at

x0 , then it may be differentiatiated and anti-differentiated term-by-term on (−|x0 |, |x0 |) to obtain

power series representations of the derivative and antiderivative of f.

MATH 163, Spring 2019

SCRIPT 16: The Euclidean Space Rn