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2infinite Series
2infinite Series
Contents
2 Infinite Series 25
2.1 The Comparison Test and Ratio Test . . . . . . . . . . . . . . 26
2.2 Absolute Convergence . . . . . . . . . . . . . . . . . . . . . . 28
2.3 The Cauchy Product of Infinite Series . . . . . . . . . . . . . . 28
2.4 Uniform Convergence for Infinite Series . . . . . . . . . . . . . 30
2.5 Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2.6 The Exponential Function . . . . . . . . . . . . . . . . . . . . 32
i
2 Infinite Series
An infinite series is the formal sum of the form a1 + a2 + a3 + · · ·, where each
+∞
P
number an is real or complex. Such a formal sum is also denoted by an .
n=1
+∞
P
Sometimes it is appropriate to consider infinite series an of the form
n=m
am + am+1 + am+2 + · · ·, where m ∈ Z. Clearly results for such sequences
may be deduced immediately from corresponding results in the case m = 1.
+∞
P
Definition An infinite series an is said to converge to some complex
n=1
number s if and only if,
given any ε > 0, there exists some natural number N
X m
such that an − s < ε for all natural numbers m satisfying m ≥ N . If
n=1
+∞
P +∞
P
the infinite series an converges to s then we write an = s. An infinite
n=1 n=1
series is said to be divergent if it is not convergent.
For each natural number m, the mth partial sum sm of the infinite se-
+∞
P +∞
P
ries an is given by sm = a1 + a2 + · · · + am . Note that an converges
n=1 n=1
to some complex number s if and only if sm → s as m → +∞. The fol-
lowing proposition therefore follows immediately on applying the results of
Proposition 1.2.
+∞
P +∞
P
Proposition 2.1 Let an and bn be convergent infinite series. Then
n=1 n=1
+∞ +∞
X +∞
X +∞
X +∞
P P
(an +bn ) is convergent, and (an +bn ) = an + bn . Also (λan ) =
n=1 n=1 n=1 n=1 n=1
+∞
P
λ an for any complex number λ.
n=1
+∞
P
If an is convergent then an → 0 as n → +∞. Indeed
n=1
m
P +∞
P
where sm = an and s = an = limm→+∞ sm . However the condition
n=1 n=1
that an → 0 as n → +∞ is not in itself sufficient to ensure convergence. For
+∞
P
example, the series 1/n is divergent.
n=1
25
Proposition 2.2 Let a1 , a2 , a3 , a4 , . . . be an infinite sequence of real num-
+∞
P
bers. Suppose that an ≥ 0 for all n. Then an is convergent if and only if
n=1
there exists some real number C such that a1 + a2 + · · · + an ≤ C for all n.
+∞
P
Proof The sequence s1 , s2 , s3 , . . . of partial sums of the series an is non-
n=1
decreasing, since an ≥ 0 for all n. The result therefore is a consequence of
the fact that a non-decreasing sequence of real numbers is convergent if and
only if it is bounded above (see Theorem 1.3).
1 − z m+1
1 + z + z2 + . . . zm = .
1−z
(To see this, multiply both sides of the equation by 1 − z.) Thus if |z| < 1
then
1
lim (1 + z + z 2 + . . . z m ) = .
m→+∞ 1−z
Proof The stated criterion is equivalent to the condition that the sequence
of partial sums of the series be a Cauchy sequence. The required result
thus follows immediately from Cauchy’s Criterion for convergence (Theo-
rem 1.9).
26
Proof Let ε > 0 be given. Then there exists some natural number N such
that bm + bm+1 + · · · + bm+k < ε for all m and k satisfying m ≥ N and k ≥ 0.
But then
Let us apply the Comparison Test in the case when an and bn are non-
+∞
P
negative real numbers satisfying 0 ≤ an ≤ bn for all n. If bn is convergent,
n=1
+∞
P +∞
P +∞
P
then so is an . Thus if an is divergent then so is bn . These results
n=1 n=1 n=1
also follow directly from Proposition 2.2.
Example Comparison with the geometric series shows that the infinite series
+∞
P n
z /n is convergent whenever |z| < 1.
n=1
Proof Choose ρ satisfying |r| < ρ < 1. Then there exists some natural
number N such that |an+1 /an | < ρ for all n ≥ N . Let
|a1 | |a2 | |a3 | |aN |
K = maximum , , ,... N .
ρ ρ2 ρ3 ρ
27
+∞
P
Let an be an infinite series for which r = lim an+1 /an is well-defined.
n=1 n→+∞
The series clearly diverges if |r| > 1, since |an | increases without limit as
n → +∞. If however |r| = 1 then the Ratio Test is of no help in deciding
whether or not the series converges, and one must try other more sensitive
tests.
+∞
P +∞
P
The convergence of an and bn is not in itself sufficient to ensure the
n=0 n=0
convergence of the Cauchy product of these series. Convergence is however
+∞
P +∞
P
assured provided that the series an and bn are absolutely convergent.
n=0 n=0
28
+∞
P
Theorem 2.7 The Cauchy product cn of two absolutely convergent infi-
n=0
+∞
P +∞
P
nite series an and bn is absolutely convergent, and
n=0 n=0
+∞ +∞
! +∞
!
X X X
cn = an bn .
n=0 n=0 n=0
m +∞
! +∞
!
X X X X X
|cn | ≤ |aj ||bk | ≤ |aj ||bk | ≤ |an | |bn | ,
n=0 (j,k)∈Tm (j,k)∈Sm n=0 n=0
n
P +∞
P +∞
P
since |cn | ≤ |aj ||bn−j | and the infinite series an and bn are absolutely
j=0 n=0 n=0
+∞
P
convergent. It follows from Proposition 2.2 that the Cauchy product cn
n=0
is absolutely convergent, and is thus convergent. Moreover
! m !
X2m Xm X
cn − an bn
n=0 n=0 n=0
X
= aj bk
(j,k)∈T2m \Sm
X X
≤ |aj bk | ≤ |aj bk |
(j,k)∈T2m \Sm (j,k)∈S2m \Sm
2m
! 2m
! m
! m
!
X X X X
= |an | |bn | − |an | |bn | ,
n=0 n=0 n=0 n=0
29
+∞
P +∞
P
since the infinite series an and bn are absolutely convergent. It follows
n=0 n=0
that ! !!
2m
X m
X m
X
lim cn − an bn = 0,
m→+∞
n=0 n=0 n=0
and hence ! !
+∞
X 2m
X +∞
X +∞
X
cn = lim cn = an bn ,
m→+∞
n=0 n=0 n=0 n=0
as required.
30
satisfying m ≥ N and k ≥ 0 then
m+k m m+k m+k +∞
X X X X X
fn (z) − fn (z) = fn (z) ≤ Mn ≤ Mn < 21 ε
n=1 n=1
n=m+1
n=m+1 n=N
31
Proof Let z1 be any complex number satisfying |z1 − z0 | < R0 . Then we can
choose R such that |z1 −z0 | < R < R0 and R < +∞. Now it follows from the
definition of the radius of convergence that there exists some complex num-
+∞
an wn converges. Choose some positive
P
ber w such that R < |w| < R0 and
n=0
real number A with the property that |an wn | ≤ A for all n, and set ρ = R/|w|
n
and Mn = AρP+∞ . If |z − z0 | < R then |an (z − z0 )n | ≤ |an |Rn ≤ Aρn = Mn for
all n. Also n=0 Mn converges to A/(1 − ρ). Thus we can apply the Weier-
+∞
an (z−z0 )n
P
strass M -Test (Proposition 2.8) to deduce that the power series
n=0
converges uniformly on the disk {z ∈ C : |z − z0 | < R} of radius R about z0 .
It then follows from Theorem 1.20 that the restriction of the function s to
this disk is continuous on the disk, and, in particular, is continuous around
z1 . We deduce that the function s is continuous throughout the complex
plane when R0 = +∞, and is continuous inside the circle of convergence
when R0 < +∞, as required.
Proof Let z and w be complex numbers. The infinite series defining exp(z)
and exp(w) are absolutely convergent. It therefore follows from Theorem 2.7
32
that the value of exp(z) exp(w) is the sum of the Cauchy product of the
infinite series defining exp(z) and exp(w), and therefore
+∞
X
exp(z) exp(w) = cn
n=0
where n
X zj wn−j
cn =
j=0
j! (n − j)!
On applying the Binomial Theorem, we see that
n n
1 X n! j n−j 1 X n j n−j 1
cn = z w = z w = (z + w)n ,
n! j=0 j!(n − j)! n! j=0 j n!
If z is real then the power series appearing on the right hand side of these
identities correspond to the Taylor expansions of the standard sine and cosine
functions. A routine application of the Ratio Test shows that these power se-
ries both have infinite radius of convergence, and therefore define continuous
functions defined over the whole complex plane. These continuous functions
therefore constitute a natural extension to the complex plane of the standard
sine and cosine functions of basic trigonometry.
On comparing power series, we see that
1 1
cos z = (exp(iz) + exp(−iz)), sin z = (exp(iz) − exp(−iz)),
2 2i
cos z + i sin z = exp(iz), cos z − i sin z = exp(−iz)
for all complex numbers z. Thus if z = x + iy, where x and y are real
numbers, then
33
The exponential map exp: C → C \ {0} is surjective. For, given any
complex number w, there exist real numbers r and θ such that r > 0 and
w = r(cos θ + i sin θ). Moreover there exists a real number x such that
r = ex . (This real number x is the natural logarithm loge r of r.) Then
w = exp(x + iθ).
Proof Given any complex number w belonging to the open set D0 there
exist unique real numbers r and θ for which r > 0, −π < θ < π and
reiθ = w. It follows that there is a well-defined function log: D0 → C such
that log(reiθ ) = loge r+iθ for all real numbers real numbers r and θ satisfying
r > 0 and −π < θ < π, where loge r, the natural logarithm of r, is the unique
real number t satisfying et = r. Moreover
for all real numbers r and θ with r > 0. It follows that exp(log(z)) = z for
all z ∈ D0 .
34
Let x and y be real numbers. Then
!
x
1
loge (x2 + y 2 ) + i arccos p
2
if y > 0,
2 + y2
x
!
x
log(x + iy) = 21 loge (x2 + y 2 ) − i arccos p if y < 0,
x 2 + y2
!
y
1 2 2
2 loge (x + y ) + i arcsin p 2 if x > 0,
x + y2
where arcsin: [−1, 1] → [−π/2, π/2] and arccos: [−1, 1] → [0, π] are the in-
verses of the restrictions of the sine and cosine functions to the intervals
[−π/2, π/2] and [0, π] respectively. Now the functions loge , arcsin and arccos
are continuous, since the inverse of any strictly increasing or strictly de-
creasing function defined over some interval in R is itself continuous. (see
Corollary 1.19). We conclude that the restrictions of log: D0 → C to each of
the open sets
{z ∈ C : Im z > 0}, {z ∈ C : Im z < 0}, {z ∈ C : Re z < 0}
is continuous, and the open set D0 is the union of these three open sets. It
follows that log: D0 → C is continuous throughout D0 . A straightforward
application of Lemma 2.11 then shows that this function log is the unique
function from D0 to C with the required properties.
The function log: D0 → C characterized by the properties set out in
the statement of Proposition 2.12 is referred to as the principal branch of
the logarithm function. It is impossible to define a continuous ‘logarithm’
function L: C \ {0} → C with the property that exp(L(z)) = z for all z ∈
C \ {0}. The best that one can achieve is to define continuous inverses of the
exponential map over appropriately chosen open subsets of C \ {0}. Such
functions are referred to as ‘branches of the logarithm function’.
Corollary 2.13 Let w be a non-zero complex number, and let
Dw,|w| = {z ∈ C : |z − w| < |w|}.
Then there exists a continuous function Fw : Dw,|w| → C with the property
that exp(Fw (z)) = z for all z ∈ Dw,|w| .
Proof Let D0 = C \ {x ∈ R : x ≤ 0}, let log: D0 → C be the principal
branch of the logarithm function, and let ζ be a complex number satisfying
exp ζ = w. Then z/w ∈ D0 for all z ∈ Dw,|w| . A function Fw : Dw,|w| → C
with the required properties may therefore be obtained on defining Fw (z) =
ζ + log(z/w) for all z ∈ Dw,|w| .
35