Complex Analysis

Grinshpan

Infinite series of complex numbers

Convergence. Given a sequence of complex coefficients c0 , c1 , c2 , . . . , the series

∑∞
ck = c0 + c1 + c2 + . . . + cn + . . .
k=0

is said to converge if the sequence of its partial sums

∑
n
sn = ck = c0 + c1 + c2 + . . . + cn
k=0

converges to a finite limit s in the complex plane. The limit s = lim sn is then called
n→∞
the sum of the series, and we write
∑∞
ck = s.
k=0
∑
∞
Example. The series ik does not converge (it diverges). The sequence of its partial
k=0
sums is periodic and therefore does not have a limit:
1, 1 + i, 1 + i + i2 = i, 1 + i + i2 + i3 = 0, 1 + i + i2 + i3 + i4 = 1, ... .

∑
∞
Example. Let w be a complex number with |w| < 1. Then the series wk
k=0
1
converges and its sum is . Indeed, the nth partial sum of the series is
1−w
∑n
1 − wn+1
sn = wk = .
k=0
1−w
Since |w| < 1, we have wn+1 → 0 (n → ∞) and so
1 − wn+1 1
lim sn = lim = .
n→∞ n→∞ 1 − w 1−w

∑
∞
The series wk is called the geometric series with common ratio w.
k=0
 ∑
∞
Necessary condition for convergence. If the series ck converges, lim cn = 0.
n→∞
k=0

Proof: lim cn = lim (sn − sn−1 ) = lim sn − lim sn−1 = s − s = 0.

n→∞ n→∞ n→∞ n→∞

∑
∞
Example. For every w with |w| ≥ 1, the geometric series wk diverges.
k=0
∑
∞
Cauchy’s convergence criterion for series. ck converges if and only if for every
k=0
ε > 0 there exists an index n0 (depending on ε) such that
|sn+m − sn | = |cn+1 + . . . + cn+m | < ε,
for every n > n0 and every m = 1, 2, 3, . . . .
Cauchy’s convergence criterion for series is a result of applying Cauchy’s convergence
criterion for sequences to the sequence of partial sums of the series. In practice, this
criterion is rarely straightforward to verify, so one usually resorts to various sufficiency
tests for convergence.
∑
∞
Tail of the series. The tail or the remainder after nth term is tn = ck .
k=n+1
Clearly, a series converges if and only if any of its tails converges.
The tail sums of a convergent series approach 0.
Indeed, if the series converges and its sum is s, then tn = s − sn → 0, as n → ∞.
∑
∞
wn+1
Example. For |w| < 1, the tail of the geometric series wk is tn = .
k=0
1−w
∑
∞ ∑
∞
Absolute convergence. ck is said to converge absolutely if |ck | < ∞.
k=0 k=0
An absolutely convergent series converges in the usual sense. This is a consequence of the
Cauchy convergence criterion, since
|cn+1 + . . . + cn+m | ≤ |cn+1 | + . . . + |cn+m |, for every n and m.
The converse does not hold.
 
∑
∞ ∑∞  ∑ ∞
 
Triangle inequality for series. If |ck | < ∞, then  ck  ≤ |ck |.
 
k=0 k=0 k=0
∑
n
To prove this, write the triangle inequality for each partial sum, |sn | ≤ |ck |.
k=0
∑
∞
Then, as n → ∞, the left-hand side tends to |s| and the right-hand side tends to |ck |.
k=0