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If a real or complex power series for a function has radius of convergence 1 and the series is only known to converge conditionally at 1, Abel's limit theorem gives the value at 1 as the limit of the function at 1 from the left. "Left" for complex numbers means within a fixed cone opening to the left with angle less than Pi.
==Theorem==


Suppose that <math>\sum_{n=0}^{\infty} a_n x^n</math> has a radius of convergence <math>r</math> and that <math>\sum_{n=0}^{\infty} a_n r^n</math> is convergent. Then
<math display="block">
\lim_{x \to r^-} \sum_{n=0}^{\infty} a_n x^n = \sum_{n=0}^{\infty} a_n r^n.
</math>


Test visual edit.
==Proof==
Suppose that
<math display="block">
  \sum_{n=0}^{\infty} a_n = L
</math>
is a convergent series, and define
<math display="block">
  f(r) = \sum_{n=0}^{\infty} a_n r^n
</math>
The convergence of the first series implies that <math>a_n \to 0</math>, and hence <math>f(r)</math> converges for <math>|r| < 1</math>. We will show that <math>f(r) \to L</math> as <math>r \to 1^-</math>.
 
Let
<math display="block">
  s_N = a_0 + a_1 + \cdots + a_N, \quad N \in \mathbb{N}
</math>
denote the corresponding partial sums. Our proof relies on the following identity:
<math display="block">
  f(r) = \sum_{n=0}^{\infty} a_n r^n = (1 - r) \sum_{n=0}^{\infty} s_n r^n.
</math>
(1)
 
The above identity obviously works at the level of formal power series. Indeed,
<math display="block">
  a_0 + (a_1 + a_0)r + (a_2 + a_1 + a_0)r^2 + \cdots - \left( a_0 r + (a_1 + a_0) r^2 + \cdots \right) = a_0 + a_1 r + a_2 r^2 + \cdots
</math>
 
Since the partial sums <math>s_n</math> converge to <math>L</math>, they are bounded, and hence
<math display="block">
  \sum_{n=0}^{\infty} s_n r^n
</math>
converges for <math>|r| < 1</math>. Hence, for <math>|r| < 1</math>, identity (1) is also a genuine functional equality.
 
Let <math> \epsilon > 0</math> be given. Choose an <math xmlns="http://www.w3.org/1998/Math/MathML">N</math> sufficiently large so that all partial sums <math xmlns="http://www.w3.org/1998/Math/MathML">s_n</math> with <math xmlns="http://www.w3.org/1998/Math/MathML">n > N</math> satisfy
<math display="block">
  |s_n - L| \leq \epsilon
</math>
Then, for all <math xmlns="http://www.w3.org/1998/Math/MathML">r</math> such that <math xmlns="http://www.w3.org/1998/Math/MathML">0 < r < 1</math>, one obtains
<math display="block">
  \left| \sum_{n=N+1}^{\infty} (s_n - L) r^n \right| \leq \frac{\epsilon r^{N+1}}{1 - r}
</math>
 
Note that
<math display="block">
  f(r) - L = (1 - r) \sum_{n=0}^{N} (s_n - L) r^n + (1 - r) \sum_{n=N+1}^{\infty} (s_n - L) r^n
</math>
 
As <math xmlns="http://www.w3.org/1998/Math/MathML">r \to 1^-</math>, the first term tends to 0. The absolute value of the second term is estimated by
<math display="block">
  \epsilon r^{N+1} \leq \epsilon
</math>
Hence,
<math display="block">
  \limsup_{r \to 1^-} |f(r) - L| \leq \epsilon
</math>
 
Since <math xmlns="http://www.w3.org/1998/Math/MathML"> \epsilon > 0</math> was arbitrary, it follows that <math xmlns="http://www.w3.org/1998/Math/MathML">f(r) \to L</math> as <math xmlns="http://www.w3.org/1998/Math/MathML">r \to 1^-</math>.
 
==Lean Prover==
[https://leanprover-community.github.io/mathlib4_docs/Mathlib/Analysis/Complex/AbelLimit.html#Complex.tendsto_tsum_powerSeries_nhdsWithin_stolzCone Abel's Theorem]
 
==Sources==
[https://planetmath.org/abelslimittheorem Abel’s limit theorem in Planetmath]
 
[https://planetmath.org/proofofabelsconvergencetheorem Proof of Abel's Convergence Theorem in Planetmath]

Latest revision as of 18:26, 27 May 2025



Encyclopedia of MathematicsAbel_summation_methodWikiDataQ318767MaRDI QIDQ6481641

theorem


Named after: Niels Henrik Abel


This page was built for theorem: Abel's theorem

Theorem

Suppose that n=0anxn has a radius of convergence r and that n=0anrn is convergent. Then limxrn=0anxn=n=0anrn.

Proof

Suppose that n=0an=L is a convergent series, and define f(r)=n=0anrn The convergence of the first series implies that an0, and hence f(r) converges for |r|<1. We will show that f(r)L as r1.

Let sN=a0+a1++aN,N denote the corresponding partial sums. Our proof relies on the following identity: f(r)=n=0anrn=(1r)n=0snrn. (1)

The above identity obviously works at the level of formal power series. Indeed, a0+(a1+a0)r+(a2+a1+a0)r2+(a0r+(a1+a0)r2+)=a0+a1r+a2r2+

Since the partial sums sn converge to L, they are bounded, and hence n=0snrn converges for |r|<1. Hence, for |r|<1, identity (1) is also a genuine functional equality.

Let ϵ>0 be given. Choose an N sufficiently large so that all partial sums sn with n>N satisfy |snL|ϵ Then, for all r such that 0<r<1, one obtains |n=N+1(snL)rn|ϵrN+11r

Note that f(r)L=(1r)n=0N(snL)rn+(1r)n=N+1(snL)rn

As r1, the first term tends to 0. The absolute value of the second term is estimated by ϵrN+1ϵ Hence, lim supr1|f(r)L|ϵ

Since ϵ>0 was arbitrary, it follows that f(r)L as r1.

Lean Prover

Abel's Theorem

Sources

Abel’s limit theorem in Planetmath

Proof of Abel's Convergence Theorem in Planetmath