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I have this form for summation by parts from an exercise.

$$\sum_{n=M}^{N} a_n b_n = a_N \sum_{n=1}^N b_n -a_M\sum_{n=1}^{M-1}b_n - \sum_{n=M}^{N-1} \Big[ (a_{n+1} - a_{n}) \sum_{i=1}^n b_n \Big]$$

The next exercise supposes that $\sum_{n=1}^{\infty} a_n$ converges and asks me to show

$$\lim_{r\to 1^-} \sum_{n=1}^{\infty} r^n a_n = \sum_{n=1}^{\infty} a_n $$

It suggests using the summation by parts formula above, so I did. I choose $M=1$, rewrite the infinite sum as a limit, and use the convention that an empty sum is $0$.

$$\lim_{r\to 1^-} \lim_{N \to \infty} r^N \sum_{n=1}^{N} a_n - 0 - \sum_{n=1}^{N-1} \Big[ (r^{n+1} - r^{n}) \sum_{i=1}^n a_n \Big] $$

It's clear from the comparison test that if $\sum_{n=1}^{\infty} a_n$ converges, $\sum_{n=1}^{\infty} r^n a_n$ must also converge, so I feel like these limits must converge as well. Can I use that to justify switching the limits? If so the problem becomes easy as each $r$ becomes a 1 like so.

$$\lim_{N \to \infty} \lim_{r\to 1^-} r^N \sum_{n=1}^{N} a_n - \sum_{n=1}^{N-1} \Big[ (r^{n+1} - r^{n}) \sum_{i=1}^n a_n \Big] $$

$$= \lim_{N \to \infty} 1 \sum_{n=1}^{N} a_n - \sum_{n=1}^{N-1} \Big[ (1 - 1) \sum_{i=1}^n a_n \Big] $$

$$= \lim_{N \to \infty} \sum_{n=1}^N a_n $$

So, is switching the limits like this justified? When can I tell when switching limits like this is justified? If I know a limit converges, am I free to do more or less anything, other than breaking it into pieces that don't converge on their own?

This is from chapter 1 of Stein and Shakarchi's complex analysis book, and is said to be related to being "Abel Summable" but all other questions on that look like this.

Arctic Char
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  • "It is clear from the comparison test that if $\sum_{n=1}^{\infty}a_n$ converes, $\sum_{n=1}^{\infty}r^na_n$ must also converge." This is not true. Although the implication itself is correct, the comparison test applies only when the series converges absolutely, i.e., only when $\sum_{n=1}^{\infty}|a_n|$ converges. Moreover, the inner limit as $N\to\infty$ yields $$\lim_{N\to\infty}\Biggl(r^N\sum_{n=1}^{N}a_n-\sum_{n=1}^{N-1}\Biggl[(r^{n+1}-r^n)\sum_{i=1}^{n}a_i\Biggr]\Biggr)=0-\sum_{n=1}^{\infty}\Biggl[(r^{n+1}-r^n)\sum_{i=1}^{n}a_i\Biggr],$$ showing that interchanging the limit is invalid. – Sangchul Lee Jul 01 '20 at 07:17
  • The correct reasoning is given here. – metamorphy Jul 04 '20 at 11:53

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