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Interchange Limit and Summation

This document presents two theorems regarding necessary and sufficient conditions for the interchange of limit and summation for sequences of infinite series. Theorem I states that for a double sequence where the sum of terms converges for each n and the limit of the sequence equals x for each p, a necessary and sufficient condition for the sum of x to converge to the limit of the sum of x is that the series of x is uniformly convergent. Theorem II similarly states that for m > 0, a necessary and sufficient condition for the limit of the sum of x to equal the sum of the limit of x is that the limit of the difference of x and the limit of x is 0.

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240 views4 pages

Interchange Limit and Summation

This document presents two theorems regarding necessary and sufficient conditions for the interchange of limit and summation for sequences of infinite series. Theorem I states that for a double sequence where the sum of terms converges for each n and the limit of the sequence equals x for each p, a necessary and sufficient condition for the sum of x to converge to the limit of the sum of x is that the series of x is uniformly convergent. Theorem II similarly states that for m > 0, a necessary and sufficient condition for the limit of the sum of x to equal the sum of the limit of x is that the limit of the difference of x and the limit of x is 0.

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elham
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Necessary and Sufficient Conditions for the Interchange of Limit and Summation in

the Case of Sequences of Infinite Series of a Certain Type


Author(s): T. H. Hildebrandt
Source: Annals of Mathematics , 1912 - 1913, Second Series, Vol. 14, No. 1/4 (1912 -
1913), pp. 81-83
Published by: Mathematics Department, Princeton University

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NECESSARY ANID SUFFICIENT CONDITIONS FOR THE INTER-
CHANGE OF LIMIT AND SUMMATION IN THE CASE
OF SEQUENCES OF INFINITE SERIES OF A
CERTAIN TYPE.

BY T. H. HILDEBRANDT.

Double sequences and series have been discussed by Pringsheim,*


London,t and others. They have treated incidentally the question of
interchange of iterated limits. An interchange of limit and infinite sum-
mation, although to some extent a question of interchange of limits, is a
distinct problem in that summation and limit are different operations.
The theorems of this paper derive necessary and sufficient conditions for
the interchange of limit in the case of a special type of series, practically
that of series of positive terms.
THEOREM I. Suppose a double sequence of numbers Xnp (n = 1, 2, *--;
p = 1, 2, ** ) such that Zpxinpi I is convergent for every n. Suppose also'
Lnxnp = xp for etvry p. Then a necessary and sufficient condition that Xplxp
converge and La,2pI xnp I = lpIxp I is that the series Zp xnpl be uniformly con-
vergent.
That the condition is sufficient even in case the absolute value signs be
dropped throughout is well known, a consequence of the theorem on the
interchange of double limits. ?
On the other hand the condition is necessary. Since Zpfxpf converges
we have for every e > 0 a pe such that if P - p. then:

E fXpIf e/2.
'P=P

Take a particular value of P, say pi = p,. Then from

Ln
EIxnpl
P n
= E"=P1
fxp Ifollows
P1=
L E jxnpI = E 1
i. e., for every e

EXlxnpi
* Pringsheim, Muen
t London, Math. Ann., 53 (1900), pp. 322-370.
00

t Throughout this paper we shall designate E by E and L by L.


p=l p n=oa n

? Cf., for instance, Hobson, Theory o


81

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82 T. H. HILDEBRANDT.

Then if P pi = p, and n =
E!Xpl
P=P
<
PP=P1
? Ix.,l FE lxpl

Since there will be


every e > 0 there

E Xnp| <= el n < no.


p=p

Hence if p."' is the greater of P. and p.' we have for every n and for every
e > 0 there exists a p." such that for P > P." we have:

ElXnp1 -< e;
IP=P

which is the uniformity of convergence desired.


COROLLARY. If m > 0, 1,4npm is convergent for every n and La, = P
for every p, then a necessary and sufficient condition that Z,1IxpIm be convergent
and Ln2plXnplM = 2pjxpl0 is that 2plXnplf be uniformly convergent.
THEOREM II. Suppose m > 0, 2,lXnp[m convergent for every n, and
LnXnp = xp for every p. Then a necessary and sufficient condition that Zplxp
be convergent and Ln2plXnpl'n Zplxplv, is that L2-plXnp = 0.
To prove this theorem we make use of the following inequality *

(1) j2 lap + bvlm] < [E apm] + [E bpIfn]X


p=l p=l ,p=l

where m > 0,
may be extend
vergent. We s
The condition
and Ln2;pIXp1m
uniformly con
P > pa, we have:

E IxnplI-< e11k and E < e


P=P p=P

Take P = Pi fi
every p: for ev

(2) -$np - Xpi = (e/pl)ilk.


* Cf. Riess, Math. Ann., vol. 69 (1910), p. 455.

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INTERCHANGE OF LIMIT AND SUMMATION. 83

Using the inequality (1') and the fact that k < 1 for every m, we have:

[ ~p Xpel E |Xnp
_
- XpIml+
Pi_
P=1 k _
E 1p
~~~~~~~P=1'1 o
- kz
3Pi]

P=n P=P1

i. e., for every e > 0 there exists an nfe, viz., the ne needed for inequality
(2), such that if n > ne, we have:

_~ ~ ~ ~~~ e _
1 Xnp -Xpl -< e
p=1

in other words:

L j Ixnp - Xplm = O.
bp
The condition is sufficient.* Since LZxn, - xam = 0, for every e > 0
there will exist an ne such that if n > n. we have:
(3) Xin = e.
p

Let Xnp - xp = enp. Then xp = xn, + en, and xnp = xp - Apply-


ing inequality (1'), we obtain:

[1 PI]-]k = l + enpl"]k < [E xx |]k + [ "je ljm]k


an
p ~~1P
~p +e
P
p "Pep
and
[E Jxnpj]k = [ xp -xenp l]k I | !Xpj"']k + [E |enpIm]k-
p P P P

From the
p
From the two inequalities taken together and the condition n >-n,, which
gives us inequality (3), we have:

[, Xn "j]k - < [ek = kIm]k < [, JInPj|] + ek


p P p
and so
LI IXnpjm -= 2Ixstm".
ANN ARBOi, MicH.,
March, 1912.

* For m L 2 this is a consequence of a theorem due to Hilbert, Goett. Nach. Math. Phys.
IKasse (1906), p. 177.
t Also a consequence of Moore, General Analysis (Yale Coll. Lect.) ?16, p. 38.

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