Absolute convergence
Mode of convergence of an infinite series
In mathematics, an infinite series of numbers is said to converge absolutely (or to be absolutely convergent) if the sum of the absolute values of the summands is finite. More precisely, a real or complex series is said to converge absolutely if
for some real number
Similarly, an improper integral of a function,
is said to converge absolutely if the integral of the absolute value of the integrand is finite, that is, if
A convergent series that is not absolutely convergent is called conditionally convergent.
Absolute convergence is important for the study of infinite series, because its definition guarantees that a series will have some "nice" behaviors of finite sums that not all convergent series possess. For instance, rearrangements do not change the value of the sum, which is not necessarily true for conditionally convergent series.
01Background
When adding a finite number of terms, addition is both associative and commutative, meaning that grouping and rearrangement do not alter the final sum. For instance, is equal to both
and
. However, associativity and commutativity do not necessarily hold for infinite sums. One example is the alternating harmonic series
whose terms are fractions that alternate in sign. This series is convergent and can be evaluated using the Maclaurin series for the function , which converges for all
satisfying
:
Substituting reveals that the original sum is equal to
. The sum can also be rearranged as follows:
In this rearrangement, the reciprocal of each odd number is grouped with the reciprocal of twice its value, while the reciprocals of every multiple of 4 are evaluated separately. However, evaluating the terms inside the parentheses yields
or half the original series. The violation of the associativity and commutativity of addition reveals that the alternating harmonic series is conditionally convergent. Indeed, the sum of the absolute values of each term is , or the divergent harmonic series. According to the Riemann series theorem, any conditionally convergent series can be permuted so that its sum is any finite real number or so that it diverges. When an absolutely convergent series is rearranged, its sum is always preserved.
02Definition for real and complex numbers
A sum of real numbers or complex numbers is absolutely convergent if the sum of the absolute values of the terms
converges.
03Sums of more general elements
The same definition can be used for series whose terms
are not numbers but rather elements of an arbitrary abelian topological group. In that case, instead of using the absolute value, the definition requires the group to have a norm, which is a positive real-valued function
on an abelian group
(written additively, with identity element 0) such that:
- The norm of the identity element of
is zero:
- For every
implies
- For every
- For every
In this case, the function induces the structure of a metric space (a type of topology) on
Then, a -valued series is absolutely convergent if
In particular, these statements apply using the norm (absolute value) in the space of real numbers or complex numbers.
In topological vector spaces
If is a topological vector space (TVS) and
is a (possibly uncountable) family in
then this family is absolutely summable if
is summable in
(that is, if the limit
of the net
converges in
where
is the directed set of all finite subsets of
directed by inclusion
and
), and
- for every continuous seminorm
on
the family
is summable in
If is a normable space and if
is an absolutely summable family in
then necessarily all but a countable collection of
's are 0.
Absolutely summable families play an important role in the theory of nuclear spaces.
04Relation to convergence
If is complete with respect to the metric
then every absolutely convergent series is convergent. The proof is the same as for complex-valued series: use the completeness to derive the Cauchy criterion for convergence, a series is convergent if and only if its tails can be made arbitrarily small in norm, and apply the triangle inequality.
In particular, for series with values in any Banach space, absolute convergence implies convergence. The converse is also true: if absolute convergence implies convergence in a normed space, then the space is a Banach space.
If a series is convergent but not absolutely convergent, it is called conditionally convergent. An example of a conditionally convergent series is the alternating harmonic series. Many standard tests for divergence and convergence, most notably including the ratio test and the root test, demonstrate absolute convergence. This is because a power series is absolutely convergent on the interior of its disk of convergence.
Proof that any absolutely convergent series of complex numbers is convergent
Suppose that is convergent. Then equivalently,
is convergent, which implies that
and
converge by termwise comparison of non-negative terms. It suffices to show that the convergence of these series implies the convergence of
and
for then, the convergence of
would follow, by the definition of the convergence of complex-valued series.
The preceding discussion shows that we need only prove that convergence of implies the convergence of
Let be convergent. Since
we have
Since
is convergent,
is a bounded monotonic sequence of partial sums, and
must also converge. Noting that
is the difference of convergent series, we conclude that it too is a convergent series, as desired.
Alternative proof using the Cauchy criterion and triangle inequality
By applying the Cauchy criterion for the convergence of a complex series, we can also prove this fact as a simple implication of the triangle inequality. By the Cauchy criterion, converges if and only if for any
there exists
such that
for any
But the triangle inequality implies that
so that
for any
which is exactly the Cauchy criterion for
Proof that any absolutely convergent series in a Banach space is convergent
The above result can be easily generalized to every Banach space Let
be an absolutely convergent series in
As
is a Cauchy sequence of real numbers, for any
and large enough natural numbers
it holds:
By the triangle inequality for the norm ǁ⋅ǁ, one immediately gets:
which means that
is a Cauchy sequence in
hence the series is convergent in
05Rearrangements and unconditional convergence
Real and complex numbers
When a series of real or complex numbers is absolutely convergent, any rearrangement or reordering of that series' terms will still converge to the same value. This fact is one reason absolutely convergent series are useful: showing a series is absolutely convergent allows terms to be paired or rearranged in convenient ways without changing the sum's value.
The Riemann rearrangement theorem shows that the converse is also true: every real or complex-valued series whose terms cannot be reordered to give a different value is absolutely convergent.
Series with coefficients in more general space
The term unconditional convergence is used to refer to a series where any rearrangement of its terms still converges to the same value. For any series with values in a normed abelian group , as long as
is complete, every series which converges absolutely also converges unconditionally.
Stated more formally:
Theorem, Let be a normed abelian group. Suppose
If
is any permutation, then
For series with more general coefficients, the converse is more complicated. As stated in the previous section, for real-valued and complex-valued series, unconditional convergence always implies absolute convergence. However, in the more general case of a series with values in any normed abelian group , the converse does not always hold: there can exist series which are not absolutely convergent, yet unconditionally convergent.
For example, in the Banach space ℓ∞, one series which is unconditionally convergent but not absolutely convergent is:
where is an orthonormal basis. A theorem of A. Dvoretzky and C. A. Rogers asserts that every infinite-dimensional Banach space has an unconditionally convergent series that is not absolutely convergent.
Proof of the theorem
For any we can choose some
such that:
Let
where
so that
is the smallest natural number such that the list
includes all of the terms
(and possibly others).
Finally for any integer let
so that
and thus
This shows that
that is:
06Products of series
The Cauchy product of two series converges to the product of the sums if at least one of the series converges absolutely. That is, suppose that
The Cauchy product is defined as the sum of terms where:
If either the or
sum converges absolutely then
07Absolute convergence over sets
A generalization of the absolute convergence of a series, is the absolute convergence of a sum of a function over a set. We can first consider a countable set and a function
We will give a definition below of the sum of
over
written as
First note that because no particular enumeration (or "indexing") of has yet been specified, the series
cannot be understood by the more basic definition of a series. In fact, for certain examples of
and
the sum of
over
may not be defined at all, since some indexing may produce a conditionally convergent series.
Therefore we define only in the case where there exists some bijection
such that
is absolutely convergent. Note that here, "absolutely convergent" uses the more basic definition, applied to an indexed series. In this case, the value of the sum of
over
is defined by
Note that because the series is absolutely convergent, then every rearrangement is identical to a different choice of bijection Since all of these sums have the same value, then the sum of
over
is well-defined.
Even more generally we may define the sum of over
when
is uncountable. But first we define what it means for the sum to be convergent.
Let be any set, countable or uncountable, and
a function. We say that the sum of
over
converges absolutely if
There is a theorem which states that, if the sum of over
is absolutely convergent, then
takes non-zero values on a set that is at most countable. Therefore, the following is a consistent definition of the sum of
over
when the sum is absolutely convergent.
Note that the final series uses the definition of a series over a countable set.
Some authors define an iterated sum to be absolutely convergent if the iterated series
This is in fact equivalent to the absolute convergence of
That is to say, if the sum of
over
converges absolutely, as defined above, then the iterated sum
converges absolutely, and vice versa.
08Absolute convergence of integrals
The integral of a real or complex-valued function is said to converge absolutely if
One also says that
is absolutely integrable. The issue of absolute integrability is intricate and depends on whether the Riemann, Lebesgue, or Kurzweil-Henstock (gauge) integral is considered; for the Riemann integral, it also depends on whether we only consider integrability in its proper sense (
and
both bounded), or permit the more general case of improper integrals.
As a standard property of the Riemann integral, when is a bounded interval, every continuous function is bounded and (Riemann) integrable, and since
continuous implies
continuous, every continuous function is absolutely integrable. In fact, since
is Riemann integrable on
if
is (properly) integrable and
is continuous, it follows that
is properly Riemann integrable if
is. However, this implication does not hold in the case of improper integrals. For instance, the function
is improperly Riemann integrable on its unbounded domain, but it is not absolutely integrable:
Indeed, more generally, given any series
one can consider the associated step function
defined by
Then
converges absolutely, converges conditionally or diverges according to the corresponding behavior of
The situation is different for the Lebesgue integral, which does not handle bounded and unbounded domains of integration separately (see below). The fact that the integral of is unbounded in the examples above implies that
is also not integrable in the Lebesgue sense. In fact, in the Lebesgue theory of integration, given that
is measurable,
is (Lebesgue) integrable if and only if
is (Lebesgue) integrable. However, the hypothesis that
is measurable is crucial; it is not generally true that absolutely integrable functions on
are integrable (simply because they may fail to be measurable): let
be a nonmeasurable subset and consider
where
is the characteristic function of
Then
is not Lebesgue measurable and thus not integrable, but
is a constant function and clearly integrable.
On the other hand, a function may be Kurzweil-Henstock integrable (gauge integrable) while
is not. This includes the case of improperly Riemann integrable functions.
In a general sense, on any measure space the Lebesgue integral of a real-valued function is defined in terms of its positive and negative parts, so the facts:
integrable implies
integrable
measurable,
integrable implies
integrable
are essentially built into the definition of the Lebesgue integral. In particular, applying the theory to the counting measure on a set one recovers the notion of unordered summation of series developed by Moore-Smith using (what are now called) nets. When
is the set of natural numbers, Lebesgue integrability, unordered summability and absolute convergence all coincide.
Finally, all of the above holds for integrals with values in a Banach space. The definition of a Banach-valued Riemann integral is an evident modification of the usual one. For the Lebesgue integral one needs to circumvent the decomposition into positive and negative parts with Daniell's more functional analytic approach, obtaining the Bochner integral.
Sources and credits
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