Sequences and Series of Functions

Li Jiayi, Joanna

14 July, 2014

1
 Contents

1 Review: Sequences and Series of Real Numbers 4

1.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.1.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.1.2 Some properties of a convergent sequence . . . . . . . . . . . . . . . 4

1.1.3 Monotone Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . 5

1.1.4 Subsequences and the Bolzano-Weiertrass Theorem . . . . . . . . . . 6

1.1.5 Cauchy’s Convergence Criterion . . . . . . . . . . . . . . . . . . . . 7

1.2 Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

1.2.1 Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

1.2.2 Some tests for convergence . . . . . . . . . . . . . . . . . . . . . . . 8

1.2.3 Absolute and Conditional Convergence . . . . . . . . . . . . . . . . 8

2 Sequences and Series of Functions 9

2.1 Pointwise convergence of sequences of functions . . . . . . . . . . . . . . . 9

2.2 Uniform convergence of sequences of functions . . . . . . . . . . . . . . . . 11

2.2.1 Uniform convergence and boundedness . . . . . . . . . . . . . . . . 13

2.2.2 Uniform convergence and continuity . . . . . . . . . . . . . . . . . . 14

2.2.3 Uniform convergence and Riemann integration . . . . . . . . . . . . 16

2.2.4 Uniform convergence and differentiation . . . . . . . . . . . . . . . 17

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2.3 Uniform convergence of series of functions . . . . . . . . . . . . . . . . . . 20

2.3.1 Some tests for uniform convergence of series of functions . . . . . . 20

2.3.2 the Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

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1 Review: Sequences and Series of Real Numbers

1.1 Sequences

1.1.1 Sequences

Definition 1.1. A sequence of real numbers is a real-valued function defined on the set of
natural numbers, i.e. a function f : N −→ R.
In other words, a sequence can be written as f (1), f (2), f (3), ... We shall denote by an such
a sequence where an = f (n) ∈ R. The number an is called the n-th term of the sequence.

Definition 1.2. A sequence {an } is said to converge to a real number L if ∀ > 0, ∃N ∈ N

such that if n > N , then |an − L| < .
n
Example 1.1. Prove that the sequence converges to 1, that is, prove that
n+1
n
lim =1
x→∞ n + 1

Proof. We are required to show that for any given  > 0, we can find a natural number N
n −1
such that if n > N , then | − 1| = | | < .
n+1 n+1
1 1
We first note that < for any N ∈ N. Now that for any given , by the Archimedean
n+1 n
1
Property, there exists N ∈ N such that < . It follows that if n > N , then
N
1 1 1
< < <
n+1 n N

and so we are done.

1.1.2 Some properties of a convergent sequence

Theorem 1.1 (Uniqueness of Limits). Let {an } be a convergent sequence. Then the limit of
the sequence is unique.

4
Definition 1.3. A sequence {an } is bounded above if there exists M ∈ R such that an < M
for all n ∈ N. Similarly, a sequence {an } is bounded below if there exists m ∈ R such that
an > m for all n ∈ N. A sequence {an } is bounded if it is bounded above and below.

Theorem 1.2 (Boundedness of Convergent Sequences). If {an } is a convergent sequence,

then it is bounded.

Theorem 1.3 (Arithmetic Properties of Convergent Sequences)). Let {an } and {bn } be two
sequences. Suppose lim an = A and lim bn = B for some A, B ∈ R. Then
n→∞ n→∞

(a) lim (an + bn ) = lim an + lim bn = A + B

n→∞ n→∞ n→∞

(b) lim (an bn ) = ( lim an )( lim bn ) = AB

n→∞ n→∞ n→∞

(c) lim can = c lim an = cA for any c ∈ R.

n→∞ n→∞

an limn→∞ an A
(d) lim = = , provided that bn 6= 0 for all n ∈ N and B 6= 0.
n→∞ bn limn→∞ bn B

Theorem 1.4 (Sandwich Theorem). Let {an }, {bn } and {cn } be sequences. Suppose that

an ≤ b n ≤ c n

for all n ∈ N, and that lim an = lim cn = L. Then lim bn = L.

n→∞ n→∞ n→∞

1.1.3 Monotone Sequences

Definition 1.4. Let {an } be a sequence. We say that {an } is increasing if an ≤ an+1 for all
n ∈ N and is decreasing if an ≥ an+1 for all n ∈ N. We say that {an } is a monotone if it is
either increasing or decreasing.

Theorem 1.5. (a) If {an } is increasing and bounded above, then {an } converges.

(b) If {an } is decreasing and bounded below, then {an } converges.

5
1.1.4 Subsequences and the Bolzano-Weiertrass Theorem

Definition 1.5. Let {an } be a sequence of real numbers, and let n1 < n2 < n3 < · · · be a
strictly increasing sequence of natural numbers. Then the sequence

an1 , an2 , an3 · · ·

is called a subsequence of {an } and is denoted by {ank }, where k ∈ N indexes the subse-
quence.

Theorem 1.6. If {an } is a sequence converging to L, then every subsequence {ank } also
converges to L.

Theorem 1.7. Let {an } be a sequence. The {an } has a monotone subsequence. ,

Proof. To prove this theorem, we call the k-th term dominant if it is greater than or equal
to all the following terms. In other words, the term ak is dominant if ak ≥ am for all m ≥ k.
There are two cases to consider:
Case 1: There are infinitely many dominant terms in the sequence {an }. Then we have a
infinite subsequence an1 , an2 , an3 , . . . Now ani is dominant for all i ∈ N and ni < ni+1 , so
we must haveani ≥ ani+1 . Similarly, we have

an1 ≥ an2 ≥ an3 ≥ · · ·

Hence we have a decreasing subsequence ank and we are done.

Case 2: There are only finitely many dominant terms in the sequence {an }. (including the
case where there is no dominant term). Suppose aN is the last dominant term, and let
n1 = N + 1. Now an1 is not dominant and so there must exist n2 > n1 such that an1 ≤ an2 .
Continuing this way, we obtain an increasing subsequence an1 , an2 , an3 , · · · as desired.

Theorem 1.8 (the Bolzano-Weiertrass Theorem). Let {an } be a bounded sequence. Then
{an } has a convergent subsequence.

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1.1.5 Cauchy’s Convergence Criterion

Definition 1.6. A sequence {an } is called a Cauchy sequence if ∀ > 0, ∃N ∈ N such that
if n, m > N , then |an − am | < .

Theorem 1.9. Let {an } be a convergent sequence. Then {an } is a Cauchy sequence.

Theorem 1.10. Let {an } be a Cauchy sequence. Then {an } is a convergent sequence. ,

1.2 Series

1.2.1 Series

Definition 1.7. Let {an } be a sequence of real numbers. The sequence {sk } can be defined
by

s 1 = a1

s 2 = a1 + a2

s 3 = a1 + a2 + a3
..
.
k
X
s k = a1 + a2 + a3 + · · · + ak = an
n=1

∞
X
is called the sequence of partial sums of the series an .
n=1
The term an is called the n-th term of the series and the term sk is called the k-th partial
∞
X
sum of the series. The series an is said to converge to some number L if the associated
n=1
sequence {sk } of the partial sums converges to L. We write
∞
X
an = L
n=1

7
and we refer to L as the sum of the series. If the sequence {sk } of partial sums diverges, then
∞
X
we say that the series an diverges.
n=1

1.2.2 Some tests for convergence

∞
X
Theorem 1.11 (Cauchy Convergence Criterion for Series). The series an converges if
n=1
and only if for any  > 0 there exists N ∈ N such that if n > m > N , then

|am+1 + am+2 + · · · + an | < .

Theorem 1.12 (Comparison Test). Suppose that {an } and {bn } are sequences satisfying
0 ≤ an ≤ bn for all n ∈ N.
∞
X ∞
X
(a) If bn , then an converges
n=1 n=1
∞
X ∞
X
(b) If an diverges, then bn diverges.
n=1 n=1

Theorem 1.13 (Ratio Test). Let {an } be a sequence with an > 0 for all n ∈ N. Suppose that
an
lim
n→∞ an+1

∞
X
exists and equals r. The the series an converges if r < 1 and diverges if r > 1.
n=1

1.2.3 Absolute and Conditional Convergence

∞
X
Definition 1.8. Let {an } be a sequence of real numbers. The series an is said to be
n=1
∞
X X∞
absolutely convergent if the series |an | is convergent. The series an is said to be
n=1 n=1
∞
X
conditionally convergent if it converges but does not converge absolutely, that is, an con-
n=1
∞
X
verges, but |an | diverges.
n=1

8
2 Sequences and Series of Functions

We will now discuss the convergence of sequences and series of real-valued functions de-
fined on a set X. In most cases, X would be a subset of R. Since we are dealing with the
convergence problems of sequences and series, we will naturally be interested in knowing if
the limit functions, whenever they exist, will preserve properties such as boundedness, con-
tinuity, uniform continuity, differentiability and integrability. In other words, if the sequence
of functions under consideration is bounded, continuous, differentiable or integrable, and if
the limit function of the sequence exists, does it carry these properties?

2.1 Pointwise convergence of sequences of functions

Definition 2.1. Suppose {fn }, n = 1, 2, 3 · · · is a sequence of functions defined on a set

E, and suppose that the sequence of numbers {fn (x)} converges for every x ∈ E. We can
define a function f by
f (x) = lim fn (x), x ∈ E.
n→∞

Under these circumstances, we say that {fn } converges on E and that f is the limit, or the
limitf unction, of {fn }. Sometimes we shall use a more descriptive terminology and shall
say that ”{fn } converges for every x ∈ E”, and if we define
n
X
f (x) = lim fi (x), x ∈ E,
n→∞
i=1
X
then the function f is called the sum of the series fn .

Note 2.1. The main problem which arises is to determine whether important properties of
functions are preserved under the limit operations mentioned above. For instance, if the
functions {fn } are bounded, continuous, differentiable, or integrable, is the same true of the

9
limit function? What are the relations between fn0 and f 0 , say, or between the integrals of fn
and that of f ?
To say that f is continuous at a limit point x means

lim f (t) = f (x).

t→x

Hence, to ask whether the limit of a sequence of continuous functions is continuous is the
same as to ask whether
lim lim fn (t) = lim lim fn (t),
t→x n→∞ n→∞ t→x

i.e., whether the order in which limit processes are carried out is immaterial.
We shall now show by means of several examples that limit processes cannot in general
be interchanged without affecting the result. Afterward, we shall prove that under certain
conditions the order in which limit operations are carried out is immaterial.

Example 2.1. For m = 1, 2, 3, · · · , n = 1, 2, 3, · · · , let

m
sm,n = .
m+n

Then, for every fixed n,

lim sm,n = 1,
m→∞

so that
lim lim sm,n = 1.
n→∞ m→∞

On the other hand, for every fixed m,

lim sm,n = 0,
n→∞

so that
lim lim sm,n = 0.
m→∞ n→∞

Example 2.2. Let

x2
fn (x) = , x ∈ R; n = 0, 1, 2, · · · ,
(1 + x2 )n

10
and consider
∞ ∞
X X x2
f (x) = fn (x) = .
n=0 n=0
(1 + x2 )n
Since fn (0) = 0, we have f (0) = 0. For x 6= 0, the last series in the above equation is a
convergent geometric series with sum 1 + x2 . Hence


0

if x = 0,
f (x) =
1 + x2 if x 6= 0,



so that a convergent series of continuous functions may have a discontinuous sum.

Note 2.2. After these examples, which show what can go wrong if the limit processes are
interchanged carelessly, we will define a new mode of convergence, stronger than point wise
convergence as defined in Def inition2.1, which will enable us to arrive at positive results.

2.2 Uniform convergence of sequences of functions

Definition 2.2. We say that a sequence of functions {fn }, n = 1, 2, 3, · · · , converges unif ormly
on E to a function f if for every  > 0 there exists N ∈ N such that n ≥ N implies

|fn (x) − f (x)| ≤ 

for all x ∈ E.

Theorem 2.1 (Cauchy Critirion ,). The sequence of functions {fn }, defined on E, converges
uniformly on E, if and only if for every  > 0 there exists an integer N such that m ≥ N, n ≥
N, x ∈ E implies
|fm (x) − fn (x)| ≤ .

Proof. Assume that fn → f uniformly on E. Then, given  > 0, we can find N such that

n > N implies |fn (x) − f (x)| < for all x ∈ E.
2

11
 
Taking m > N , we also have |fm (x)−f (x)| < . Thus it follows from the triangular inequality
2
that
|fn (x) − fm (x)| < |fn (x)| − f (x)| + |f (x) − fm (x)| < .

Conversely, suppose that the Cauchy Criterion is satisfied. Then, for each x ∈ E, the se-
quence {fn (x)} converges. Let f (x) = lim fn (x) for all x ∈ E. We have to prove that the
n→∞

convergence is uniform.
If  > 0 is given, we can choose an N such that the Cauchy Criterion implies that

∀n > N, k = 1, 2, 3, . . . , |fn (x) − fn+k (x)| <
2
for all x ∈ E. Therefore

lim |fn (x) − fn+k (x)| = |fn (x) − f (x)| ≤
k→∞ 2
for all x ∈ E. Hence, n > N implies |fn (x) − f (x)| <  for all x ∈ E. This proves that
fn → f uniformly in E.

Theorem 2.2. Suppose

lim fn (x) = f (x) (x ∈ E).
n→∞

Put
Mn = sup |fn (x) − f (x)|.
x∈E

Then fn → f uniformly on E if and only if Mn → 0 as n → ∞.

x2n
Example 2.3. Let {fn } be a sequence of functions defined on R such that fn (x) =
1 + x2n
for all x ∈ R, n ∈ N. Prove that {fn } converges pointwise but not uniformly on R.

Proof. Since lim fn (x) exists for all x ∈ R, according to pointwise convergence, the limit
n→∞

function f is given by 
0 if |x| < 1






f (x) = 1 if |x| = 1


 2

if |x| > 1

1

12
Put
Mn = sup |fn (x) − f (x)|.
x∈E

1
In this case, we have Mn = . Thus, it follows from Theorem 2.2 that {fn } does not converge
2
to f uniformly on R.

2.2.1 Uniform convergence and boundedness

Theorem 2.3. If {fn } is a sequence of bounded functions on E, and if fn → f uniformly on

E, then f is bounded on E.

Proof. Let  = 1. Since fn → f uniformly on E, ∃ n ∈ N such that n > N implies

|fn (x) − f (x)| < 1

for all x ∈ E. Particularly, consider n = N + 1. It follows that

|fN +1 (x) − f (x)| < 1

for all x ∈ E, that is

|f (x)| < |fN +1 (x)| + 1

for all x ∈ E. Since fN +1 is bounded on E, there exists B > 0 such that

|fN +1 (x)| < B

for all x ∈ E. Thus,

|f (x)| < B + 1

for all x ∈ E. This proves that f is bounded on E.

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Example 2.4. A sequence of bounded functions that are pointwise convergent, but the limit
function is not bounded.

n if x ∈ (0, 1 ]


Consider fn (x) = n
 1 1

 if x ∈ ( , 1].
x n

The limit function f is given by

1
f (x) = lim fn (x) =
n→∞ x

for all x ∈ (0, 1].

Since ∀n ∈ N, |fn (x)| < n + 1 for all x ∈ (0, 1], all the functions in the sequence are
bounded. However, f (x) → ∞ as x → 0+ , the limit function f is not bounded on (0, 1].

2.2.2 Uniform convergence and continuity

Theorem 2.4 (,). Suppose fn → f uniformly on a set E. Let x be a limit point of E, and
suppose that
lim fn (t) = An (n = 1, 2, 3, · · · ).
t→x

Then {An } converges, and

lim f (t) = lim An .
t→x n→∞

In other words, the conclusion is that

lim lim fn (t) = lim lim fn (t)

t→ x n→∞ n→∞ t→ x

Proof. Let  > 0 be given. By the uniform convergence of {fn }, there exists N such that
n ≥ N, m ≥ N, t ∈ E imply
|fn (t) − fm (t)| ≤ .

Letting t → x, we obtain
|An − Am | ≤ 

14
for n ≥ N, m ≥ N , so that {An } is a Cauchy sequence and therefore converges, say to A.
Next,
|f (t) − A| ≤ |f (t) − fn (t)| + |fn (t) − An | + |An − A|.

We first choose n such that


|f (t) − fn (t)| ≤
3
for all t ∈ E (this is possible by the uniform convergence), and such that

|An − A| ≤ .
3
Then, for this n, we choose a neighbourhood V of x such that

|fn (t) − An | ≤
3
if t ∈ V ∩ E, t 6= x. Substituting the inequalities above, we see that

|f (t) − A| ≤ ,

provided that t ∈ V ∩ E, t 6= x. This is equivalent to lim f (t) = lim An .

t→x n→∞

Theorem 2.5. If {fn } is a sequence of continuous functions on E, and if fn → f uniformly

on E, then f is continuous on E.

Note 2.3. If x0 is an accumulation point of E, then f is continuous at x = x0 if and only if

lim lim fn (x) = lim lim fn (x).

x→x0 n→∞ n→∞ x→x0

If x0 is an isolated point of E, then f is automatically continuous at x = x0 .

Thus, proof of Theorem 2.5 follows directly from Theorem 2.4.

Note 2.4. Is the converse of Theorem 2.5 true?

The converse is not true in general, i.e. uniform convergence is a sufficient but not necessary
condition to transmit continuity from individual terms to the limit function.
In Example 2.5, we will see a non-uniformly convergent sequence of continuous functions
with a continuous limit function.

15
Example 2.5. Consider {fn } defined on [0, 1] such that fn (x) = n2 x(1 − x)n for all n ∈
N, x ∈ [0, 1]. The limit function f exists and

f (x) = lim fn (x) = lim n2 x(1 − x)n = 0

n→∞ n→∞

for all x ∈ [0, 1].

Obviously, each term in the sequence, as well as the limit function, is continuous on [0, 1].
However, Let Mn = sup |fn (x) − f (x)|. Since lim Mn > 0, it follows from Theorem 2.2
x∈[0,1] n→∞
that {fn } does not converge to f uniformly on [0, 1].

2.2.3 Uniform convergence and Riemann integration

Theorem 2.6 (,). Suppose fn ∈ R([a, b]) for n = 1, 2, 3, . . . and suppose fn → f uniformly
on [a, b]. Then f ∈ R([a, b]), and
Z b Z b
f = lim fn .
a n→∞ a

(The existence of the limit is part of the conclusion.)

Proof. It suffices to prove this for real fn . Put

n = sup |fn (x) − f (x)|,

the supremum being taken over a ≤ x ≤ b. Then

fn − n ≤ f ≤ fn + n ,

so that the upper and lower integrals of f satisfy

Z b Z Z Z b
(fn − n ) ≤ f ≤ f ≤ (fn + n ).
a a

Hence
Z Z
0≤ f − f ≤ 2n (b − a).

16
Since n → 0 as n → 0, the upper and lower integrals of f are equal.
Thus f ∈ R([a, b]). Another application of the inequality above now yields
Z b Z b
| f − fn | ≤ n (b − a).
a a
Z b Z b
This implies f = lim fn .
a n→∞ a

Note 2.5 (Riemann integrability). By f ∈ R([a, b]), we mean that the function f is Riemann
integrable on [a,b]. The definition is as follows:
Let f : [a, b] −→ R be a bounded (not necessary continuous) function on [a, b]. Then f is
said to be Riemann integrable on [a, b] if U (f ) = L(f ), where

U (f ) = inf{U (f, P ) : P is a partition of [a, b]}

L(f ) = sup{L(f, P ) : P is a partition of [a, b]}.

In this case, the common value of U (f ) and L(f ) is called the Riemann integral of f on [a, b],
Z b
and is denoted by f (x)dx.
a

2.2.4 Uniform convergence and differentiation

By analogy with Theorem 2.3, 2.4, and 2.6, one might expect the following result to hold:

Theorem 2.7 (-). Suppose that {fn }is a sequence of functions, differentiable on [a, b] and
such that {fn (xo )} converges for some point x0 on [a, b]. If {fn } converges uniformly on
[a, b], then {fn0 } converges uniformly on [a, b], to a function f 0 , and

f 0 (x) = lim fn0 (x) (a ≤ x ≤ b).

n→∞

Actually, in Example 2.6, we will see that this cannot be true.

Example 2.6. A sequence of differentiable functions {fn } with limit 0 for which {fn0 } di-
verges.

17
 sin nx
Let fn (x) = √ if x ∈ R, n = 1, 2, 3, . . .
n
Then lim fn (x) = 0 for all x ∈ R.
n→∞
√
But fn (x) = n cos nx, so lim fn0 (x) does not exist for any x ∈ R.
0
n→∞

Theorem 2.8 (,). Assume that each term of {fn } is a real-valued function having a finite
derivative at each point of an open interval (a, b). Assume that for at least one point x0 in
(a, b) the sequence {fn (x0 )} converges. Assume further that there exists a function g such
that fn0 → g uniformly on (a, b). Then:

a) There exists a function f such that fn → f uniformly on (a, b).

b) For each x in (a, b) the derivative f 0 (x) exists and equals g(x).

Proof. Assume that c ∈ (a, b) and define a new sequence {gn } as follows:

f (x) − fn (c)
 n

 if x 6= c,
gn (x) = x−c
f 0 (c)


n if x = c.

The sequence {gn } so formed depends on the choice of c. Convergence of {gn (c)} follows
from the hypothesis, since gn (c) = fn0 (c). We will prove next that {gn } converges uniformly
on (a, b). If x 6= c, we have

hn (x) − hm (x)
gn (x) − gm (x) = ,
x−c

where h(x) = fn (x)−fm (x). Now h0 (x) exists for each x ∈ (a, b) and equals fn0 (x)−fm
0
(x).
Applying the Mean Value Theorem, we get

gn (x) − gm (x) = fn0 (x1 ) − fm

0
(x1 )

where x1 lies between x and c. Since {fn0 } converges uniformly on (a, b), we can use the
Cauchy condition to deduce that {gn } converges uniformly on (a, b).
Now we can show that {fn } converges uniformly on (a, b). Let us form a particular sequence

18
{gn } corresponding to the special point c = x0 for which {fn (x0 )} is assumed to converge.
We can write
fn (x) = gn (x)(x − x0 ) + fn (x0 )

an equation which holds for every x ∈ (a, b). Hence we have

fn (x) − fm (x) = fn (x0 ) − fm (xo ) + [gn (x) − gm (x)](x − x0 ).

This equation, with the help of the Cauchy condition, establishes the convergence of {fn } on
(a, b). This proves (a).
To prove (b), return to the sequence {gn } defined for an arbitrary point c in (a, b) and let
G(x) = lim gn (x). The hypothesis that fn0 exists means that lim gn (x) = gn (c). In other
n→∞ x→c
words, each gn is continuous at c. Since gn → G uniformly on (a, b), the limit function G is
also continuous at c. This means that

G( c) = lim G(x),
x→c

the existence of the limit being part of the conclusion. But, for x 6= c, we have

fn (x) − fn (c) f (x) − f (c)

G(x) = lim gn (x) = lim = .
n→∞ n→∞ x−c x−c

Hence, the derivative f 0 (c) exists and equals G(c). But

G(c) = lim gn (c) = lim fn0 (c) = g(c);

n→∞ n→∞

hence f 0 (c) = g(x). Since c is an arbitrary point of (a, b), this proves (b).

Note 2.6 (Mean Value Theorem). Let f : [a, b] −→ R be a function which is continuous on
[a, b] and differentiable on (a, b). There exists c ∈ (a, b) such that

f (b) − f (a)
f 0 (c) = .
b−a

19
2.3 Uniform convergence of series of functions

Definition 2.3. Given a sequence {fn } of functions defined on a set S. For each x in S, let
n
X
sn (x) = fk (x) (n = 1, 2, 3, · · · ).
k=1
X
If there exists a function f such that sn → f uniformly on S, we say the series fn (x)
converges uniformly on S and we write
∞
X
fn (x) = f (x) (unif ormly on S).
n=1

2.3.1 Some tests for uniform convergence of series of functions

Theorem 2.9 (Cauchy Condition for uniform convergence of series). The infinite series
X
fn (x) converges uniformly if, and only if, for any  > 0 there is an N such that n > N
implies
n+p
X
| fn (x)| <  f or each p = 1, 2, 3, . . . , and f or every x in S.
k=n+1

Theorem 2.10 (Weierstrass M-test). Let {Mn } be a sequence of non-negative numbers such
that
0 ≤ |fn (x)| ≤ Mn , f or n = 1, 2, 3, . . . and f or every x in S.
X X
Then fn (x) converges uniformly on S if Mn converges.

2.3.2 the Power Series

In this section, we shall derive some properties of functions which are represented by power
series, i.e., functions of the form
∞
X
f (x) = cn x n
n=0

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or, more generally,
∞
X
f (x) = cn (x − a)n . (∗)
n=0

There are called analytic f unctions.

We shall restrict ourselves to real values of x. Instead of circles of convergence(complex
values of x), we shall therefore encounter intervals of convergence.
If (*) converges for |x − a|, R, f is said to be expanded in a power series about the point
x = a. As a matter of convenience, we often take a = 0 without any loss of generality.

1. Properties of functions represented by real power series

Theorem 2.11. Suppose the series

∞
X
cn xn (∗)
n=0

converges for |x| < R, and define

∞
X
f (x) = cn xn (|x| < R).
x=0

Then (*) converges uniformly on [−R + , R − ], no matter which  > 0 is chosen. The
function f is continuous and differentiable in (−R, R), and
∞
X
0
f (x) = ncn xn−1 (|x| < R).
n=0
X
Theorem 2.12. Suppose cn converges. Put
∞
X
f (x) = cn xn (−1 < x < 1).
n=0

Then
∞
X
lim f (x) = cn .
x→1
n=0

Theorem 2.13. suppose

∞
X
f (x) = cn x n ,
n=0

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 the series converging in |x| < R. If −R < a < R, then f can be expanded in a power
series about the point x = a which converges in |x − a| < R − |a|, and
∞
X f (n) (a)
f (x) = (x − a)n (|x − a| < R − |a|).
n=0
n!

Note 2.7. This is known as T aylor0 s T heorem.

2. Power-series expansions for the exponential and trigonometric functions

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